Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 207,963
Positions
2,986 119,874 490 75,822 15,530 6,312 50,150 38,330 5,960 17,347 1,437 6 48,890 20,024
Changes from: May 11, 2021 Total Change is: 6,008
76 9,031 394 231 -399 700 2,340 -4,131 2,224 -78 -686 -544 665 -581
Percent of Open Interest Represented by Each Category of Trader
1.4 57.6 0.2 36.5 7.5 3.0 24.1 18.4 2.9 8.3 0.7 0.0 23.5 9.6
Number of Traders in Each Category Total Traders: 112
. 11 . 22 13 9 29 21 15 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 44,162
Positions
11,466 6,914 70 5,409 8,019 290 11,657 12,219 211 0 643 0 15,059 15,796
Changes from: May 11, 2021 Total Change is: 2,577
-57 961 0 1,063 -345 284 119 1,999 -29 0 0 0 1,197 -293
Percent of Open Interest Represented by Each Category of Trader
26.0 15.7 0.2 12.2 18.2 0.7 26.4 27.7 0.5 0.0 1.5 0.0 34.1 35.8
Number of Traders in Each Category Total Traders: 48
4 5 . 5 10 . 8 15 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 173,146
Positions
3,392 52,205 1,296 67,475 50,501 5,435 49,591 34,113 1,362 2,338 6,681 0 42,257 21,553
Changes from: May 11, 2021 Total Change is: -814
298 -597 403 2,634 -1,934 658 -2,560 1,878 -416 -329 0 0 -1,502 -806
Percent of Open Interest Represented by Each Category of Trader
2.0 30.2 0.7 39.0 29.2 3.1 28.6 19.7 0.8 1.4 3.9 0.0 24.4 12.4
Number of Traders in Each Category Total Traders: 113
4 7 5 20 24 11 26 24 13 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 154,727
Positions
59,418 6,181 1,154 43,603 35,375 5,882 21,343 69,183 3,194 700 1,172 0 19,433 32,586
Changes from: May 11, 2021 Total Change is: 2,323
9,354 -3,897 91 -2,613 2,587 -2 -4,640 3,147 752 0 606 0 -619 -961
Percent of Open Interest Represented by Each Category of Trader
38.4 4.0 0.7 28.2 22.9 3.8 13.8 44.7 2.1 0.5 0.8 0.0 12.6 21.1
Number of Traders in Each Category Total Traders: 118
11 . 6 21 23 13 25 30 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 727,631
Positions
27,823 507,106 2,383 440,386 66,190 25,090 70,419 73,738 7,586 40,918 5,558 3,765 109,261 36,215
Changes from: May 11, 2021 Total Change is: 30,420
-495 30,339 194 33,700 -1,160 -4,351 -1,711 4,035 186 10 338 -251 3,138 1,090
Percent of Open Interest Represented by Each Category of Trader
3.8 69.7 0.3 60.5 9.1 3.4 9.7 10.1 1.0 5.6 0.8 0.5 15.0 5.0
Number of Traders in Each Category Total Traders: 313
14 16 9 117 29 45 52 36 22 37 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 26,345
Positions
0 5,590 0 11,651 3,876 2,235 0 7,877 1 800 0 0 11,658 6,766
Changes from: May 11, 2021 Total Change is: 168
0 -5 0 410 -281 -100 0 684 0 0 0 0 -142 -130
Percent of Open Interest Represented by Each Category of Trader
0.0 21.2 0.0 44.2 14.7 8.5 0.0 29.9 0.0 3.0 0.0 0.0 44.3 25.7
Number of Traders in Each Category Total Traders: 22
0 . 0 11 5 8 0 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 23,562
Positions
2,401 4,614 6 5,963 11,641 1,963 2,612 1,545 0 0 920 55 10,562 2,818
Changes from: May 11, 2021 Total Change is: 470
0 10 -10 -290 516 55 123 0 0 0 0 0 592 -101
Percent of Open Interest Represented by Each Category of Trader
10.2 19.6 0.0 25.3 49.4 8.3 11.1 6.6 0.0 0.0 3.9 0.2 44.8 12.0
Number of Traders in Each Category Total Traders: 22
. . . 7 9 5 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 137,436
Positions
3,437 44,709 6 54,662 51,123 1,825 44,547 22,533 1,217 834 0 365 30,543 15,658
Changes from: May 11, 2021 Total Change is: -3,471
1,033 -1,283 0 -3,467 345 460 3,040 -1,841 639 -522 -405 -430 -4,224 -956
Percent of Open Interest Represented by Each Category of Trader
2.5 32.5 0.0 39.8 37.2 1.3 32.4 16.4 0.9 0.6 0.0 0.3 22.2 11.4
Number of Traders in Each Category Total Traders: 85
4 11 . 20 10 7 20 17 10 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 34,411
Positions
117 15,722 0 22,851 0 0 7,256 16,419 0 1,428 1,057 0 2,759 1,213
Changes from: May 11, 2021 Total Change is: 1,919
2 15 0 1,792 0 0 111 1,962 0 -150 -55 0 164 -3
Percent of Open Interest Represented by Each Category of Trader
0.3 45.7 0.0 66.4 0.0 0.0 21.1 47.7 0.0 4.1 3.1 0.0 8.0 3.5
Number of Traders in Each Category Total Traders: 51
. 5 0 13 0 0 18 7 0 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 144,712
Positions
560 78,204 505 61,297 5,554 660 66,886 29,211 3,930 3,035 23,147 125 7,714 3,376
Changes from: May 11, 2021 Total Change is: 1,389
328 -3,604 -278 375 1,721 256 443 46 592 -294 1,978 -42 9 720
Percent of Open Interest Represented by Each Category of Trader
0.4 54.0 0.3 42.4 3.8 0.5 46.2 20.2 2.7 2.1 16.0 0.1 5.3 2.3
Number of Traders in Each Category Total Traders: 163
. 9 . 26 8 . 63 25 12 11 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 47,039
Positions
9,975 256 340 14,608 2,005 80 14,333 40,219 273 4,018 2,136 0 3,412 1,730
Changes from: May 11, 2021 Total Change is: 3,849
0 -95 0 1,868 89 0 1,918 4,040 -284 461 70 0 -114 29
Percent of Open Interest Represented by Each Category of Trader
21.2 0.5 0.7 31.1 4.3 0.2 30.5 85.5 0.6 8.5 4.5 0.0 7.3 3.7
Number of Traders in Each Category Total Traders: 73
. . . 12 5 . 17 14 . 10 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 43,155
Positions
4,712 18,532 2 12,075 5,526 765 19,405 14,194 334 335 1,328 19 5,508 2,455
Changes from: May 11, 2021 Total Change is: -2,259
57 66 -77 -51 778 -264 -1,046 -2,138 59 -879 -423 0 -58 -260
Percent of Open Interest Represented by Each Category of Trader
10.9 42.9 0.0 28.0 12.8 1.8 45.0 32.9 0.8 0.8 3.1 0.0 12.8 5.7
Number of Traders in Each Category Total Traders: 89
5 8 . 16 7 5 32 15 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 14,862
Positions
1,197 0 0 7,145 3,202 0 4,673 10,156 0 267 200 0 1,580 1,304
Changes from: May 11, 2021 Total Change is: 14
0 0 0 -119 155 0 -159 197 0 160 -100 0 132 -238
Percent of Open Interest Represented by Each Category of Trader
8.1 0.0 0.0 48.1 21.5 0.0 31.4 68.3 0.0 1.8 1.3 0.0 10.6 8.8
Number of Traders in Each Category Total Traders: 39
. 0 0 5 4 0 13 12 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 47,834
Positions
14,111 15,237 708 12,883 1,735 537 7,005 6,787 2,387 1,195 14,636 0 9,011 5,810
Changes from: May 11, 2021 Total Change is: -1,488
-59 -163 -121 1,575 -163 168 -2,314 -426 -156 -207 -163 0 -374 -465
Percent of Open Interest Represented by Each Category of Trader
29.5 31.9 1.5 26.9 3.6 1.1 14.6 14.2 5.0 2.5 30.6 0.0 18.8 12.1
Number of Traders in Each Category Total Traders: 109
17 14 . 26 5 7 21 15 9 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 95,668
Positions
28,222 30,473 1,415 25,765 3,470 1,073 14,009 13,573 4,773 2,390 29,271 0 18,021 11,620
Changes from: May 11, 2021 Total Change is: -2,975
-117 -325 -242 3,150 -325 336 -4,628 -852 -312 -414 -325 0 -748 -930
Percent of Open Interest Represented by Each Category of Trader
29.5 31.9 1.5 26.9 3.6 1.1 14.6 14.2 5.0 2.5 30.6 0.0 18.8 12.1
Number of Traders in Each Category Total Traders: 109
17 14 . 26 5 7 21 15 9 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 32,376
Positions
1,633 27,134 461 24,587 0 726 2,001 3,368 0 0 0 0 2,968 687
Changes from: May 11, 2021 Total Change is: 647
11 476 -26 3,341 0 -21 170 127 0 0 0 0 -2,828 91
Percent of Open Interest Represented by Each Category of Trader
5.0 83.8 1.4 75.9 0.0 2.2 6.2 10.4 0.0 0.0 0.0 0.0 9.2 2.1
Number of Traders in Each Category Total Traders: 32
. 7 . 16 0 . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 561,295
Positions
45,245 154,749 38,678 251,935 85,120 52,217 48,639 81,625 32,791 19,325 54,870 1,117 71,347 60,128
Changes from: May 11, 2021 Total Change is: -7,302
-5,042 -4,412 -1,618 -5,079 1,022 -386 650 -2,963 -4,094 -293 -906 473 8,086 5,582
Percent of Open Interest Represented by Each Category of Trader
8.1 27.6 6.9 44.9 15.2 9.3 8.7 14.5 5.8 3.4 9.8 0.2 12.7 10.7
Number of Traders in Each Category Total Traders: 542
36 31 24 172 87 109 71 92 57 32 21 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 37,303
Positions
13,710 9,640 87 0 0 0 20,116 12,377 440 100 0 0 2,850 14,759
Changes from: May 11, 2021 Total Change is: -238
-880 -5,200 0 0 0 0 -623 -58 440 100 -400 0 725 4,980
Percent of Open Interest Represented by Each Category of Trader
36.8 25.8 0.2 0.0 0.0 0.0 53.9 33.2 1.2 0.3 0.0 0.0 7.6 39.6
Number of Traders in Each Category Total Traders: 21
4 5 . 0 0 0 5 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 13,641
Positions
3,238 9,865 0 6,356 2,496 0 1,950 0 0 0 0 0 2,097 1,280
Changes from: May 11, 2021 Total Change is: 1,218
0 2,475 0 782 -1,357 0 551 -219 0 0 0 0 -115 319
Percent of Open Interest Represented by Each Category of Trader
23.7 72.3 0.0 46.6 18.3 0.0 14.3 0.0 0.0 0.0 0.0 0.0 15.4 9.4
Number of Traders in Each Category Total Traders: 20
4 7 0 4 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 30,856
Positions
10,669 28,782 130 12,454 0 0 3,288 692 217 0 0 0 4,098 1,035
Changes from: May 11, 2021 Total Change is: 3,384
1,752 3,589 122 1,382 0 0 -309 -256 53 0 0 0 384 -124
Percent of Open Interest Represented by Each Category of Trader
34.6 93.3 0.4 40.4 0.0 0.0 10.7 2.2 0.7 0.0 0.0 0.0 13.3 3.4
Number of Traders in Each Category Total Traders: 32
6 7 . 12 0 0 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,619,960
Positions
229,992 797,864 120,638 1,259,677 425,601 261,085 246,059 449,680 58,312 96,625 274,851 5,085 342,487 226,844
Changes from: May 11, 2021 Total Change is: -35,320
-31,197 -6,451 2,300 -25,394 5,110 -1,928 -11,638 -32,524 -4,670 -1,464 -2,032 1,866 36,805 3,009
Percent of Open Interest Represented by Each Category of Trader
8.8 30.5 4.6 48.1 16.2 10.0 9.4 17.2 2.2 3.7 10.5 0.2 13.1 8.7
Number of Traders in Each Category Total Traders: 541
36 31 21 172 87 109 72 90 56 32 21 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 54,553
Positions
3,425 52,150 0 43,814 328 168 2,436 1,275 0 0 0 0 4,710 632
Changes from: May 11, 2021 Total Change is: -1,044
320 -905 0 -864 0 -78 -15 0 0 0 0 0 -407 -61
Percent of Open Interest Represented by Each Category of Trader
6.3 95.6 0.0 80.3 0.6 0.3 4.5 2.3 0.0 0.0 0.0 0.0 8.6 1.2
Number of Traders in Each Category Total Traders: 39
. 8 0 20 . . 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 14,499
Positions
4,461 11,310 0 7,183 898 0 0 1,325 0 212 0 0 2,643 966
Changes from: May 11, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
30.8 78.0 0.0 49.5 6.2 0.0 0.0 9.1 0.0 1.5 0.0 0.0 18.2 6.7
Number of Traders in Each Category Total Traders: 22
. 7 0 6 . 0 0 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 20,510
Positions
495 19,348 0 15,744 123 228 1,139 0 0 0 0 0 2,904 811
Changes from: May 11, 2021 Total Change is: 1
196 498 0 -83 -541 -121 0 0 0 0 0 0 9 165
Percent of Open Interest Represented by Each Category of Trader
2.4 94.3 0.0 76.8 0.6 1.1 5.6 0.0 0.0 0.0 0.0 0.0 14.2 4.0
Number of Traders in Each Category Total Traders: 20
. 8 0 8 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 14,039
Positions
3,364 10,498 1 5,454 2,463 328 1,797 0 0 0 0 0 3,095 749
Changes from: May 11, 2021 Total Change is: -211
200 -785 0 -148 607 0 -434 0 0 0 0 0 171 -33
Percent of Open Interest Represented by Each Category of Trader
24.0 74.8 0.0 38.8 17.5 2.3 12.8 0.0 0.0 0.0 0.0 0.0 22.0 5.3
Number of Traders in Each Category Total Traders: 22
. 8 . 5 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 44,410
Positions
5,241 13,236 244 24,203 21,734 2,600 3,159 2,937 130 0 0 0 8,833 3,529
Changes from: May 11, 2021 Total Change is: -786
565 -901 -5 -1,326 -573 657 -442 -200 109 -321 0 0 -23 127
Percent of Open Interest Represented by Each Category of Trader
11.8 29.8 0.5 54.5 48.9 5.9 7.1 6.6 0.3 0.0 0.0 0.0 19.9 7.9
Number of Traders in Each Category Total Traders: 67
5 9 . 27 16 11 7 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 45,595
Positions
13,412 6,133 194 9,359 9,778 1,436 11,079 14,962 717 1,872 3,500 5 7,522 8,870
Changes from: May 11, 2021 Total Change is: 108
-606 -190 -63 -670 1,991 235 880 -975 4 157 -328 -20 191 -546
Percent of Open Interest Represented by Each Category of Trader
29.4 13.5 0.4 20.5 21.4 3.1 24.3 32.8 1.6 4.1 7.7 0.0 16.5 19.5
Number of Traders in Each Category Total Traders: 312
30 23 7 53 55 36 45 67 21 16 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 227,977
Positions
67,060 30,664 969 46,795 48,892 7,181 55,393 74,812 3,584 9,359 17,501 25 37,611 44,349
Changes from: May 11, 2021 Total Change is: 541
-3,028 -948 -317 -3,349 9,956 1,174 4,402 -4,873 22 784 -1,642 -100 953 -2,731
Percent of Open Interest Represented by Each Category of Trader
29.4 13.5 0.4 20.5 21.4 3.1 24.3 32.8 1.6 4.1 7.7 0.0 16.5 19.5
Number of Traders in Each Category Total Traders: 312
30 23 7 53 55 36 45 67 21 16 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 147,087
Positions
273 25,494 0 318 209 0 65,832 95,796 4,410 300 990 621 75,333 19,567
Changes from: May 11, 2021 Total Change is: 3,795
18 3,663 0 28 -24 0 -3,059 -1,762 24 -400 -95 366 6,818 1,623
Percent of Open Interest Represented by Each Category of Trader
0.2 17.3 0.0 0.2 0.1 0.0 44.8 65.1 3.0 0.2 0.7 0.4 51.2 13.3
Number of Traders in Each Category Total Traders: 27
. . 0 . . 0 10 7 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 459,819
Positions
116,270 93,359 5,676 213,199 153,308 45,213 40,357 89,476 4,706 6,924 48,688 20 27,454 19,373
Changes from: May 11, 2021 Total Change is: 8,555
5,439 -10,139 -405 -1,858 23,792 3,019 2,973 -9,567 788 -1,800 996 12 387 59
Percent of Open Interest Represented by Each Category of Trader
25.3 20.3 1.2 46.4 33.3 9.8 8.8 19.5 1.0 1.5 10.6 0.0 6.0 4.2
Number of Traders in Each Category Total Traders: 331
31 16 5 91 50 49 45 63 23 12 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 30,325
Positions
6,867 29,093 0 18,128 502 0 2,626 437 0 0 0 0 2,704 293
Changes from: May 11, 2021 Total Change is: -900
-40 -795 0 -1,337 0 0 -34 -15 0 0 0 0 511 -90
Percent of Open Interest Represented by Each Category of Trader
22.6 95.9 0.0 59.8 1.7 0.0 8.7 1.4 0.0 0.0 0.0 0.0 8.9 1.0
Number of Traders in Each Category Total Traders: 33
. 10 0 16 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 15,518
Positions
328 5,742 0 9,677 0 26 501 4,920 3 1,116 475 0 3,867 4,352
Changes from: May 11, 2021 Total Change is: -180
-125 0 0 -23 0 16 -283 -17 0 1 -1,559 0 234 1,380
Percent of Open Interest Represented by Each Category of Trader
2.1 37.0 0.0 62.4 0.0 0.2 3.2 31.7 0.0 7.2 3.1 0.0 24.9 28.0
Number of Traders in Each Category Total Traders: 20
. . 0 10 0 . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 39,385
Positions
7,487 5,364 433 8,966 1,716 322 14,029 4,885 190 717 0 0 7,241 26,475
Changes from: May 11, 2021 Total Change is: -2,228
-847 435 -13 -622 -272 160 129 1,059 -197 -787 -1,581 0 -51 -1,819
Percent of Open Interest Represented by Each Category of Trader
19.0 13.6 1.1 22.8 4.4 0.8 35.6 12.4 0.5 1.8 0.0 0.0 18.4 67.2
Number of Traders in Each Category Total Traders: 57
9 9 . 12 . . 18 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 407,547
Positions
27,752 248,406 7,107 268,354 63,110 68,323 17,903 9,355 863 6,396 3,826 46 10,803 6,511
Changes from: May 11, 2021 Total Change is: -4,527
-185 -2,581 -216 -4,920 -1,712 1,703 -1,392 -1,421 -165 107 -1,310 0 541 1,175
Percent of Open Interest Represented by Each Category of Trader
6.8 61.0 1.7 65.8 15.5 16.8 4.4 2.3 0.2 1.6 0.9 0.0 2.7 1.6
Number of Traders in Each Category Total Traders: 179
11 15 6 79 36 46 21 9 5 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,080,486
Positions
104,478 572,085 8,126 697,293 250,367 111,236 81,921 62,587 3,656 38,004 57,141 3,727 32,045 11,561
Changes from: May 11, 2021 Total Change is: -5,604
-1,468 -18,951 2 -4,227 11,036 2,155 440 -2,615 -276 -391 4,385 114 -1,953 -1,454
Percent of Open Interest Represented by Each Category of Trader
9.7 52.9 0.8 64.5 23.2 10.3 7.6 5.8 0.3 3.5 5.3 0.3 3.0 1.1
Number of Traders in Each Category Total Traders: 411
27 22 8 172 67 88 51 34 18 25 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 195,237
Positions
33,599 151,529 23,697 15,657 6,747 2,886 108,292 387 9,783 1,031 137 0 292 71
Changes from: May 11, 2021 Total Change is: 3,478
2,150 1,476 1,138 -250 150 0 151 57 677 -357 0 0 -31 -20
Percent of Open Interest Represented by Each Category of Trader
17.2 77.6 12.1 8.0 3.5 1.5 55.5 0.2 5.0 0.5 0.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 83
10 18 15 13 . . 30 . 4 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,207,093
Positions
6,019 115,704 4,083 617,575 322,190 236,731 77,854 229,031 41,637 69,968 41,078 2,638 150,588 214,001
Changes from: May 11, 2021 Total Change is: 17,810
643 3,012 -649 -16,301 22,077 7,674 13,303 -20,011 12,033 680 -3,900 645 -218 -3,071
Percent of Open Interest Represented by Each Category of Trader
0.5 9.6 0.3 51.2 26.7 19.6 6.4 19.0 3.4 5.8 3.4 0.2 12.5 17.7
Number of Traders in Each Category Total Traders: 198
5 23 5 59 40 58 21 34 22 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,151,898
Positions
23,189 103,169 629 663,124 320,283 198,286 50,847 326,347 14,915 66,506 20,961 0 134,402 167,308
Changes from: May 11, 2021 Total Change is: 15,331
-2,231 4,232 -388 15,962 4,312 -3,251 4,486 16,067 -600 2,304 2,347 0 -951 -7,388
Percent of Open Interest Represented by Each Category of Trader
2.0 9.0 0.1 57.6 27.8 17.2 4.4 28.3 1.3 5.8 1.8 0.0 11.7 14.5
Number of Traders in Each Category Total Traders: 163
. 12 . 70 33 59 7 26 13 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,285,451
Positions
202,511 200,375 11,463 974,794 475,880 319,864 401,484 1,054,206 57,661 163,291 52,841 2,663 151,720 110,498
Changes from: May 11, 2021 Total Change is: -10,769
5,597 1,081 -7,444 -20,939 23,548 -1,225 -1,597 -32,357 14,958 2,086 -8,720 1,139 -3,344 -1,749
Percent of Open Interest Represented by Each Category of Trader
8.9 8.8 0.5 42.7 20.8 14.0 17.6 46.1 2.5 7.1 2.3 0.1 6.6 4.8
Number of Traders in Each Category Total Traders: 323
11 34 7 102 38 80 51 50 24 25 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 4,222,733
Positions
149,435 215,650 37,262 1,499,109 1,466,466 799,957 1,114,464 716,837 118,631 177,300 288,918 3,020 323,555 575,992
Changes from: May 11, 2021 Total Change is: -72,043
-15,004 31,370 2,271 8,055 -19,526 22,356 -85,106 22,443 11,052 -6,575 -134,918 20 -9,112 -7,111
Percent of Open Interest Represented by Each Category of Trader
3.5 5.1 0.9 35.5 34.7 18.9 26.4 17.0 2.8 4.2 6.8 0.1 7.7 13.6
Number of Traders in Each Category Total Traders: 434
24 37 16 77 105 103 51 97 52 16 27 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,590,951
Positions
131,941 17,116 6,578 456,544 615,781 165,714 631,938 384,623 31,213 37,369 97,829 2 129,652 272,095
Changes from: May 11, 2021 Total Change is: 18,998
-11,691 -9,080 2,351 5,153 27,272 -10,701 7,706 2,576 12,554 5 -6,672 0 13,621 698
Percent of Open Interest Represented by Each Category of Trader
8.3 1.1 0.4 28.7 38.7 10.4 39.7 24.2 2.0 2.3 6.1 0.0 8.1 17.1
Number of Traders in Each Category Total Traders: 157
10 4 9 21 62 50 29 17 20 . 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,558,183
Positions
33,333 172,347 26,170 1,679,971 1,102,044 655,667 407,929 796,324 214,856 238,768 192,748 662 300,827 397,365
Changes from: May 11, 2021 Total Change is: 111,248
-17,831 17,271 7,653 25,297 -9,420 10,310 -21,260 12,536 105,085 -983 -33,386 100 2,877 1,099
Percent of Open Interest Represented by Each Category of Trader
0.9 4.8 0.7 47.2 31.0 18.4 11.5 22.4 6.0 6.7 5.4 0.0 8.5 11.2
Number of Traders in Each Category Total Traders: 333
14 25 12 80 67 78 35 81 37 9 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,089,912
Positions
435,000 164,032 271,580 23,767 11,372 9,545 68,442 340,166 255,974 600 6,450 0 25,004 30,793
Changes from: May 11, 2021 Total Change is: 44,576
30,080 5,596 7,568 2,924 0 -300 -7,034 19,979 13,082 0 1,500 0 -1,744 -2,849
Percent of Open Interest Represented by Each Category of Trader
39.9 15.1 24.9 2.2 1.0 0.9 6.3 31.2 23.5 0.1 0.6 0.0 2.3 2.8
Number of Traders in Each Category Total Traders: 96
25 25 42 . . 4 19 19 30 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is12,647,042
Positions
2,662,988 1,643,916 1,578,611 628,578 1,075,642 948,626 2,689,361 2,921,940 3,200,468 68,058 172,417 234,904 635,448 870,518
Changes from: May 11, 2021 Total Change is: 365,452
358,675 -88,038 -86,322 -4,982 74,239 -1,647 -49,667 324,539 156,612 -3,174 -19,316 -826 -3,217 6,211
Percent of Open Interest Represented by Each Category of Trader
21.1 13.0 12.5 5.0 8.5 7.5 21.3 23.1 25.3 0.5 1.4 1.9 5.0 6.9
Number of Traders in Each Category Total Traders: 253
31 48 75 16 15 25 39 68 83 7 18 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 538,094
Positions
103,445 148,816 153,875 13,325 2,334 8,227 98,601 64,647 152,905 2,517 2,532 4,508 691 250
Changes from: May 11, 2021 Total Change is: 2,413
4,809 3,966 -442 -793 0 -1,644 1,467 1,538 256 -46 -126 -1,206 12 71
Percent of Open Interest Represented by Each Category of Trader
19.2 27.7 28.6 2.5 0.4 1.5 18.3 12.0 28.4 0.5 0.5 0.8 0.1 0.0
Number of Traders in Each Category Total Traders: 107
19 21 23 . . . 21 24 35 7 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 237,475
Positions
36,745 87,949 34,130 1,462 14,846 535 121,974 57,500 39,240 1,417 1,238 1,893 79 144
Changes from: May 11, 2021 Total Change is: 5,534
1,885 6,005 -159 39 -161 5 3,834 2,787 -1,537 1,090 -1,791 344 33 41
Percent of Open Interest Represented by Each Category of Trader
15.5 37.0 14.4 0.6 6.3 0.2 51.4 24.2 16.5 0.6 0.5 0.8 0.0 0.1
Number of Traders in Each Category Total Traders: 93
15 22 11 . 6 . 15 26 29 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 174,822
Positions
0 56,143 0 2,229 2,085 0 2,233 21,995 93,968 76,388 500 0 4 131
Changes from: May 11, 2021 Total Change is: -6,175
0 292 0 131 50 0 -224 -2,741 -3,776 -2,300 0 0 -6 0
Percent of Open Interest Represented by Each Category of Trader
0.0 32.1 0.0 1.3 1.2 0.0 1.3 12.6 53.8 43.7 0.3 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 29
0 8 0 . 5 0 . 6 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 9,160
Positions
572 96 69 356 1,085 0 3,302 6,123 419 2,402 302 221 1,819 845
Changes from: May 11, 2021 Total Change is: 901
56 -17 -62 -21 175 -112 975 714 37 250 31 111 -333 24
Percent of Open Interest Represented by Each Category of Trader
6.2 1.0 0.8 3.9 11.8 0.0 36.0 66.8 4.6 26.2 3.3 2.4 19.9 9.2
Number of Traders in Each Category Total Traders: 86
. . . . 5 0 27 23 12 16 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 32,865
Positions
0 9,529 0 0 0 0 27,406 19,344 452 1,950 946 69 2,988 2,525
Changes from: May 11, 2021 Total Change is: 27,662
-25 9,231 0 0 0 0 26,364 16,532 -557 403 469 69 1,408 1,918
Percent of Open Interest Represented by Each Category of Trader
0.0 29.0 0.0 0.0 0.0 0.0 83.4 58.9 1.4 5.9 2.9 0.2 9.1 7.7
Number of Traders in Each Category Total Traders: 76
0 . 0 0 0 0 8 8 . 41 18 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 2,969
Positions
2 41 38 0 84 14 1,332 2,264 109 383 52 4 1,087 363
Changes from: May 11, 2021 Total Change is: 126
2 -1 38 0 14 4 209 175 3 -22 8 -15 -93 -100
Percent of Open Interest Represented by Each Category of Trader
0.1 1.4 1.3 0.0 2.8 0.5 44.9 76.3 3.7 12.9 1.8 0.1 36.6 12.2
Number of Traders in Each Category Total Traders: 37
. . . 0 . . 14 12 4 5 . .
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Traders in Financial Futures - Futures Only Positions as of May 18, 2021
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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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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 42,995
Positions
5,459 8,057 0 8,272 8,761 916 12,719 16,589 4,091 5,100 959 204 6,234 3,418
Changes from: May 11, 2021 Total Change is: 1,159
649 0 0 -126 258 6 -2,169 -690 1,120 1,099 116 140 440 209
Percent of Open Interest Represented by Each Category of Trader
12.7 18.7 0.0 19.2 20.4 2.1 29.6 38.6 9.5 11.9 2.2 0.5 14.5 7.9
Number of Traders in Each Category Total Traders: 114
. . 0 8 10 . 17 39 6 24 11 .
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Traders in Financial Futures - Futures Only Positions as of May 18, 2021
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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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 349,109
Positions
56,820 17,685 17,445 112,133 60,290 26,605 27,796 111,293 69,488 5,757 3,878 14,265 18,800 28,160
Changes from: May 11, 2021 Total Change is: -14,445
-12,614 1,136 5,133 -10,756 -7,227 -2,640 1,596 -16,030 3,995 -252 -967 4,821 -3,728 -2,666
Percent of Open Interest Represented by Each Category of Trader
16.3 5.1 5.0 32.1 17.3 7.6 8.0 31.9 19.9 1.6 1.1 4.1 5.4 8.1
Number of Traders in Each Category Total Traders: 168
13 14 19 22 26 19 24 44 47 5 11 10
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Traders in Financial Futures - Futures Only Positions as of May 18, 2021
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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 35,153
Positions
4,881 8,913 0 25,412 1,221 0 1,110 24,931 5 3,298 0 1 446 82
Changes from: May 11, 2021 Total Change is: 840
0 25 -25 2,728 23 0 -1,178 904 -1 -741 0 1 56 -87
Percent of Open Interest Represented by Each Category of Trader
13.9 25.4 0.0 72.3 3.5 0.0 3.2 70.9 0.0 9.4 0.0 0.0 1.3 0.2
Number of Traders in Each Category Total Traders: 51
. 4 0 12 . 0 7 6 . 16 0 .
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Updated May 21, 2021