Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 190,329
Positions
2,783 93,714 1,637 61,677 21,845 6,178 38,163 37,885 7,550 20,082 1,260 6 52,252 20,254
Changes from: April 20, 2021 Total Change is: 8,002
-1,645 6,905 -217 2,772 -5,890 -634 1,781 5,423 757 1,222 685 0 3,966 973
Percent of Open Interest Represented by Each Category of Trader
1.5 49.2 0.9 32.4 11.5 3.2 20.1 19.9 4.0 10.6 0.7 0.0 27.5 10.6
Number of Traders in Each Category Total Traders: 109
. 11 5 24 11 10 26 19 16 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 42,377
Positions
13,589 3,247 510 4,252 9,158 328 12,318 7,724 1,110 0 643 0 10,270 19,656
Changes from: April 20, 2021 Total Change is: -212
-1,379 1,061 75 823 -997 0 -557 98 226 0 0 0 600 -675
Percent of Open Interest Represented by Each Category of Trader
32.1 7.7 1.2 10.0 21.6 0.8 29.1 18.2 2.6 0.0 1.5 0.0 24.2 46.4
Number of Traders in Each Category Total Traders: 45
5 4 . 4 12 . 8 11 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 181,544
Positions
2,031 47,122 3,715 57,995 51,238 6,989 50,982 26,202 17,332 2,273 6,873 496 39,731 21,577
Changes from: April 20, 2021 Total Change is: -4,351
-186 948 235 2,772 -97 -145 -3,764 -3,752 -1,908 31 -13 18 -1,404 364
Percent of Open Interest Represented by Each Category of Trader
1.1 26.0 2.0 31.9 28.2 3.8 28.1 14.4 9.5 1.3 3.8 0.3 21.9 11.9
Number of Traders in Each Category Total Traders: 116
. 8 6 24 25 15 23 24 14 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 168,492
Positions
48,358 10,933 3,262 50,159 30,132 7,514 27,027 71,283 10,345 836 601 28 20,962 34,393
Changes from: April 20, 2021 Total Change is: -7,711
-8,216 1,564 -290 1,442 -6,459 -1,077 -1,409 -1,105 696 -704 4 19 1,829 -1,062
Percent of Open Interest Represented by Each Category of Trader
28.7 6.5 1.9 29.8 17.9 4.5 16.0 42.3 6.1 0.5 0.4 0.0 12.4 20.4
Number of Traders in Each Category Total Traders: 126
9 7 8 23 22 16 25 35 15 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 719,141
Positions
38,391 456,072 11,205 400,997 68,062 33,161 60,347 65,460 30,924 39,380 4,424 4,361 100,374 45,472
Changes from: April 20, 2021 Total Change is: 9,836
823 8,168 -336 2,523 3,792 57 3,578 -231 -691 -1,462 232 401 4,944 -1,557
Percent of Open Interest Represented by Each Category of Trader
5.3 63.4 1.6 55.8 9.5 4.6 8.4 9.1 4.3 5.5 0.6 0.6 14.0 6.3
Number of Traders in Each Category Total Traders: 317
14 15 13 115 34 57 48 43 31 36 12 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 26,392
Positions
0 5,583 0 11,269 5,849 2,463 0 6,003 0 800 0 0 11,860 6,494
Changes from: April 20, 2021 Total Change is: 184
0 -685 0 50 -78 -2 0 1,115 0 0 0 0 136 -166
Percent of Open Interest Represented by Each Category of Trader
0.0 21.2 0.0 42.7 22.2 9.3 0.0 22.7 0.0 3.0 0.0 0.0 44.9 24.6
Number of Traders in Each Category Total Traders: 23
0 . 0 11 7 9 0 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 23,695
Positions
2,404 4,600 20 6,317 11,743 1,793 2,514 1,545 0 0 920 55 10,592 3,019
Changes from: April 20, 2021 Total Change is: 16
-2 -3 0 -73 -15 52 153 0 0 0 0 0 -114 -18
Percent of Open Interest Represented by Each Category of Trader
10.1 19.4 0.1 26.7 49.6 7.6 10.6 6.5 0.0 0.0 3.9 0.2 44.7 12.7
Number of Traders in Each Category Total Traders: 22
. . . 7 9 5 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 149,439
Positions
3,625 42,619 1,872 54,616 51,381 3,025 43,613 27,417 4,963 2,842 201 880 34,004 17,081
Changes from: April 20, 2021 Total Change is: 5,329
-615 1,071 70 5,313 -1,470 781 -785 3,601 368 -1,325 -79 480 1,040 506
Percent of Open Interest Represented by Each Category of Trader
2.4 28.5 1.3 36.5 34.4 2.0 29.2 18.3 3.3 1.9 0.1 0.6 22.8 11.4
Number of Traders in Each Category Total Traders: 93
. 10 6 22 13 9 20 21 12 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 28,994
Positions
134 15,481 0 19,127 0 0 5,950 10,698 0 1,835 1,180 0 1,948 1,635
Changes from: April 20, 2021 Total Change is: 1,620
34 106 0 -407 0 0 1,741 1,648 0 233 181 0 19 -315
Percent of Open Interest Represented by Each Category of Trader
0.5 53.4 0.0 66.0 0.0 0.0 20.5 36.9 0.0 6.3 4.1 0.0 6.7 5.6
Number of Traders in Each Category Total Traders: 44
. 5 0 8 0 0 15 5 0 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 154,920
Positions
119 90,711 548 73,335 5,463 389 67,610 32,386 1,127 4,066 20,313 10 7,715 3,973
Changes from: April 20, 2021 Total Change is: 8,318
-59 5,146 -120 3,258 567 -1,089 5,687 1,186 485 359 1,043 -2 -202 1,102
Percent of Open Interest Represented by Each Category of Trader
0.1 58.6 0.4 47.3 3.5 0.3 43.6 20.9 0.7 2.6 13.1 0.0 5.0 2.6
Number of Traders in Each Category Total Traders: 165
. 14 . 23 5 . 63 27 12 16 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 48,980
Positions
21,633 738 3,064 6,007 20,691 80 11,170 18,108 440 3,451 3,510 25 3,111 2,325
Changes from: April 20, 2021 Total Change is: 20
619 288 2,689 -30 -7,514 -161 -2,945 5,012 -433 -5 388 25 261 -274
Percent of Open Interest Represented by Each Category of Trader
44.2 1.5 6.3 12.3 42.2 0.2 22.8 37.0 0.9 7.0 7.2 0.1 6.4 4.7
Number of Traders in Each Category Total Traders: 80
. . . 7 8 . 18 19 5 10 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 44,106
Positions
4,898 14,942 0 10,412 6,659 624 21,636 16,417 372 1,083 1,861 8 5,073 3,223
Changes from: April 20, 2021 Total Change is: 3,472
-250 3,797 0 994 -876 7 1,778 635 16 1,083 -7 0 -156 -100
Percent of Open Interest Represented by Each Category of Trader
11.1 33.9 0.0 23.6 15.1 1.4 49.1 37.2 0.8 2.5 4.2 0.0 11.5 7.3
Number of Traders in Each Category Total Traders: 86
4 6 0 16 9 . 28 15 5 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 16,274
Positions
1,282 0 0 8,062 3,004 0 4,809 10,839 0 300 350 0 1,821 2,081
Changes from: April 20, 2021 Total Change is: 389
-1,188 0 0 1,389 -277 0 -371 -226 0 300 250 0 259 642
Percent of Open Interest Represented by Each Category of Trader
7.9 0.0 0.0 49.5 18.5 0.0 29.6 66.6 0.0 1.8 2.2 0.0 11.2 12.8
Number of Traders in Each Category Total Traders: 37
. 0 0 5 . 0 12 10 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 45,745
Positions
15,085 14,644 498 9,351 2,186 464 6,965 5,547 2,066 1,190 14,563 0 10,127 5,777
Changes from: April 20, 2021 Total Change is: -15
29 174 -167 504 -578 -109 214 324 203 -116 249 0 -573 -111
Percent of Open Interest Represented by Each Category of Trader
33.0 32.0 1.1 20.4 4.8 1.0 15.2 12.1 4.5 2.6 31.8 0.0 22.1 12.6
Number of Traders in Each Category Total Traders: 106
18 11 . 23 5 7 22 15 13 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 91,490
Positions
30,170 29,288 995 18,701 4,371 928 13,929 11,094 4,133 2,380 29,127 0 20,254 11,554
Changes from: April 20, 2021 Total Change is: -30
57 347 -334 1,007 -1,156 -217 427 648 406 -231 499 0 -1,145 -223
Percent of Open Interest Represented by Each Category of Trader
33.0 32.0 1.1 20.4 4.8 1.0 15.2 12.1 4.5 2.6 31.8 0.0 22.1 12.6
Number of Traders in Each Category Total Traders: 106
18 11 . 23 5 7 22 15 13 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 29,716
Positions
2,329 23,852 451 19,963 0 2,619 1,591 1,918 0 0 0 0 2,763 876
Changes from: April 20, 2021 Total Change is: -1,108
-92 14 0 -632 0 -205 -450 -924 0 0 0 0 271 7
Percent of Open Interest Represented by Each Category of Trader
7.8 80.3 1.5 67.2 0.0 8.8 5.4 6.5 0.0 0.0 0.0 0.0 9.3 2.9
Number of Traders in Each Category Total Traders: 29
4 7 . 14 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 699,181
Positions
60,017 150,104 54,710 254,557 86,470 57,473 48,079 91,193 120,539 19,062 55,572 3,358 81,386 79,762
Changes from: April 20, 2021 Total Change is: 12,018
-2,430 -2,420 3,639 479 -924 -1,160 1,270 -89 5,639 -1,122 -115 721 4,982 6,729
Percent of Open Interest Represented by Each Category of Trader
8.6 21.5 7.8 36.4 12.4 8.2 6.9 13.0 17.2 2.7 7.9 0.5 11.6 11.4
Number of Traders in Each Category Total Traders: 566
36 30 40 167 88 124 70 93 101 45 36 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 54,919
Positions
16,118 7,493 592 0 0 0 19,791 14,944 11,747 1 901 0 6,670 19,242
Changes from: April 20, 2021 Total Change is: 7,129
1,384 514 19 0 0 0 3,911 2,900 764 -4 901 -11 1,067 2,042
Percent of Open Interest Represented by Each Category of Trader
29.3 13.6 1.1 0.0 0.0 0.0 36.0 27.2 21.4 0.0 1.6 0.0 12.1 35.0
Number of Traders in Each Category Total Traders: 30
4 4 4 0 0 0 9 10 16 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 22,370
Positions
7,955 20,485 0 8,731 0 0 2,026 869 161 0 0 0 3,497 855
Changes from: April 20, 2021 Total Change is: -611
686 297 0 -404 0 -145 -750 -82 59 0 0 0 -57 -740
Percent of Open Interest Represented by Each Category of Trader
35.6 91.6 0.0 39.0 0.0 0.0 9.1 3.9 0.7 0.0 0.0 0.0 15.6 3.8
Number of Traders in Each Category Total Traders: 31
8 5 0 11 0 0 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 3,221,312
Positions
298,183 791,745 191,903 1,272,786 432,352 287,366 296,003 535,807 389,396 97,769 275,820 14,324 373,580 302,599
Changes from: April 20, 2021 Total Change is: 24,445
-9,900 -5,505 8,932 2,395 -4,620 -5,800 26,701 24,959 -15,531 -3,146 -2,637 1,216 19,578 23,431
Percent of Open Interest Represented by Each Category of Trader
9.3 24.6 6.0 39.5 13.4 8.9 9.2 16.6 12.1 3.0 8.6 0.4 11.6 9.4
Number of Traders in Each Category Total Traders: 561
36 30 39 167 88 124 69 90 94 46 35 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 51,789
Positions
3,483 49,871 0 41,472 0 99 2,850 1,363 0 0 0 0 3,885 456
Changes from: April 20, 2021 Total Change is: -853
-78 -330 0 -762 0 0 0 220 0 0 0 0 -13 -743
Percent of Open Interest Represented by Each Category of Trader
6.7 96.3 0.0 80.1 0.0 0.2 5.5 2.6 0.0 0.0 0.0 0.0 7.5 0.9
Number of Traders in Each Category Total Traders: 40
. 8 0 21 0 . 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 23,081
Positions
204 21,676 0 18,929 664 228 935 0 0 0 0 0 2,785 513
Changes from: April 20, 2021 Total Change is: -109
0 50 0 102 0 -5 0 0 0 0 0 0 -206 -154
Percent of Open Interest Represented by Each Category of Trader
0.9 93.9 0.0 82.0 2.9 1.0 4.1 0.0 0.0 0.0 0.0 0.0 12.1 2.2
Number of Traders in Each Category Total Traders: 20
. 8 0 8 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 13,775
Positions
1,329 11,049 23 6,292 1,030 328 3,414 603 0 0 0 0 2,389 742
Changes from: April 20, 2021 Total Change is: 330
0 139 0 152 0 0 384 148 0 0 0 0 -206 43
Percent of Open Interest Represented by Each Category of Trader
9.6 80.2 0.2 45.7 7.5 2.4 24.8 4.4 0.0 0.0 0.0 0.0 17.3 5.4
Number of Traders in Each Category Total Traders: 22
. 8 . 5 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 44,887
Positions
4,173 14,660 248 26,348 21,588 1,982 2,712 2,411 165 0 0 0 9,259 3,833
Changes from: April 20, 2021 Total Change is: -1,237
-289 1,010 0 -1,252 -1,495 109 109 -516 44 0 0 0 42 -389
Percent of Open Interest Represented by Each Category of Trader
9.3 32.7 0.6 58.7 48.1 4.4 6.0 5.4 0.4 0.0 0.0 0.0 20.6 8.5
Number of Traders in Each Category Total Traders: 66
4 9 . 27 16 9 8 . 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 49,972
Positions
11,736 8,397 735 10,158 7,135 1,488 10,736 13,639 5,841 1,485 3,516 141 7,651 9,079
Changes from: April 20, 2021 Total Change is: 101
2,408 -481 111 -423 -104 -131 -1,580 20 183 -47 -142 -16 -405 660
Percent of Open Interest Represented by Each Category of Trader
23.5 16.8 1.5 20.3 14.3 3.0 21.5 27.3 11.7 3.0 7.0 0.3 15.3 18.2
Number of Traders in Each Category Total Traders: 291
25 28 12 55 47 37 35 59 30 13 29 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 249,861
Positions
58,678 41,984 3,677 50,791 35,674 7,440 53,682 68,195 29,207 7,425 17,582 706 38,254 45,396
Changes from: April 20, 2021 Total Change is: 505
12,040 -2,403 555 -2,116 -521 -654 -7,898 102 915 -234 -710 -79 -2,024 3,300
Percent of Open Interest Represented by Each Category of Trader
23.5 16.8 1.5 20.3 14.3 3.0 21.5 27.3 11.7 3.0 7.0 0.3 15.3 18.2
Number of Traders in Each Category Total Traders: 291
25 28 12 55 47 37 35 59 30 13 29 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 108,533
Positions
528 11,392 0 261 711 0 52,218 66,109 4,948 230 1,712 0 50,348 23,661
Changes from: April 20, 2021 Total Change is: 14,700
528 1,381 0 -51 449 0 -3,677 11,409 -1 10 -265 -19 17,910 1,746
Percent of Open Interest Represented by Each Category of Trader
0.5 10.5 0.0 0.2 0.7 0.0 48.1 60.9 4.6 0.2 1.6 0.0 46.4 21.8
Number of Traders in Each Category Total Traders: 26
. . 0 . . 0 8 7 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 450,828
Positions
95,195 117,921 5,254 226,877 119,403 39,031 35,359 91,435 10,807 8,739 46,961 119 29,446 19,898
Changes from: April 20, 2021 Total Change is: -18,324
-5,751 -8,589 -251 902 -9,294 1,183 -13,738 -2,269 992 483 1,636 -311 -1,832 -1,421
Percent of Open Interest Represented by Each Category of Trader
21.1 26.2 1.2 50.3 26.5 8.7 7.8 20.3 2.4 1.9 10.4 0.0 6.5 4.4
Number of Traders in Each Category Total Traders: 341
28 20 . 104 42 48 45 66 30 15 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 28,424
Positions
6,340 27,136 0 17,938 508 0 2,244 455 0 0 0 0 1,902 325
Changes from: April 20, 2021 Total Change is: 1,651
10 1,654 0 1,903 0 0 -318 -1 0 0 0 0 56 -2
Percent of Open Interest Represented by Each Category of Trader
22.3 95.5 0.0 63.1 1.8 0.0 7.9 1.6 0.0 0.0 0.0 0.0 6.7 1.1
Number of Traders in Each Category Total Traders: 32
. 10 0 16 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 15,411
Positions
0 3,738 0 9,580 0 10 466 5,853 4 1,115 2,105 0 4,236 3,701
Changes from: April 20, 2021 Total Change is: 130
0 682 0 -38 0 -2 -286 -354 4 0 -55 0 452 -145
Percent of Open Interest Represented by Each Category of Trader
0.0 24.3 0.0 62.2 0.0 0.1 3.0 38.0 0.0 7.2 13.7 0.0 27.5 24.0
Number of Traders in Each Category Total Traders: 22
0 . 0 10 0 . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 39,895
Positions
6,301 4,444 664 11,081 2,047 366 11,494 7,112 210 2,429 1,174 0 7,350 23,878
Changes from: April 20, 2021 Total Change is: 2,056
1,323 -673 -26 103 -209 -49 339 2,391 -245 737 714 0 -126 153
Percent of Open Interest Represented by Each Category of Trader
15.8 11.1 1.7 27.8 5.1 0.9 28.8 17.8 0.5 6.1 2.9 0.0 18.4 59.9
Number of Traders in Each Category Total Traders: 52
8 7 . 12 . 5 14 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 404,659
Positions
31,598 241,284 7,254 260,932 67,529 65,872 20,437 14,148 1,000 6,068 2,140 0 11,498 5,432
Changes from: April 20, 2021 Total Change is: 873
-639 1,113 14 -5,187 -7,153 4,922 1,483 1,881 -190 -290 -335 0 760 621
Percent of Open Interest Represented by Each Category of Trader
7.8 59.6 1.8 64.5 16.7 16.3 5.1 3.5 0.2 1.5 0.5 0.0 2.8 1.3
Number of Traders in Each Category Total Traders: 180
11 13 6 74 40 47 22 12 5 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 1,088,808
Positions
106,142 603,573 7,466 679,292 239,205 110,114 102,847 53,089 5,453 38,800 52,399 3,821 34,873 13,688
Changes from: April 20, 2021 Total Change is: -10,453
-3,116 -2,962 -215 -12,897 1,565 -1,204 4,699 -4,522 1,110 -140 -2,822 -86 1,396 -1,317
Percent of Open Interest Represented by Each Category of Trader
9.7 55.4 0.7 62.4 22.0 10.1 9.4 4.9 0.5 3.6 4.8 0.4 3.2 1.3
Number of Traders in Each Category Total Traders: 432
29 18 8 180 64 83 61 35 23 31 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 182,859
Positions
30,949 144,205 19,716 14,693 6,597 2,731 104,306 410 8,991 1,220 137 0 253 72
Changes from: April 20, 2021 Total Change is: 6,909
-965 6,332 616 0 250 -300 7,314 0 10 285 0 0 -51 1
Percent of Open Interest Represented by Each Category of Trader
16.9 78.9 10.8 8.0 3.6 1.5 57.0 0.2 4.9 0.7 0.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 82
10 18 15 13 . . 29 . . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 1,321,834
Positions
3,005 86,164 51,432 634,100 295,026 260,777 35,344 251,743 103,472 70,574 45,833 5,294 157,837 222,093
Changes from: April 20, 2021 Total Change is: -90,390
-1,578 10,973 -13,518 22,851 -16,604 -36,846 -12,701 13,533 -41,932 4,252 -3,342 -7,676 -3,243 5,021
Percent of Open Interest Represented by Each Category of Trader
0.2 6.5 3.9 48.0 22.3 19.7 2.7 19.0 7.8 5.3 3.5 0.4 11.9 16.8
Number of Traders in Each Category Total Traders: 195
6 19 18 61 36 60 10 44 38 11 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 1,135,638
Positions
22,459 114,813 122 660,019 279,627 197,544 45,984 358,108 10,278 66,993 20,981 0 132,240 154,165
Changes from: April 20, 2021 Total Change is: -1,168
-1,511 19,453 -522 -37 556 -3,055 7,176 -16,832 -1,833 353 106 0 -1,739 959
Percent of Open Interest Represented by Each Category of Trader
2.0 10.1 0.0 58.1 24.6 17.4 4.0 31.5 0.9 5.9 1.8 0.0 11.6 13.6
Number of Traders in Each Category Total Traders: 155
. 12 . 67 29 59 8 25 10 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 2,306,907
Positions
178,214 189,631 20,234 923,037 445,929 316,793 507,805 1,111,189 52,552 164,087 57,686 1,479 142,706 111,414
Changes from: April 20, 2021 Total Change is: 24,779
15,438 7,696 6,741 -9,459 7,367 -1,717 12,878 17,066 -226 -2,777 -7,659 9 3,892 -4,498
Percent of Open Interest Represented by Each Category of Trader
7.7 8.2 0.9 40.0 19.3 13.7 22.0 48.2 2.3 7.1 2.5 0.1 6.2 4.8
Number of Traders in Each Category Total Traders: 315
12 36 7 100 35 77 48 52 26 20 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 4,772,017
Positions
174,720 246,775 153,966 1,538,415 1,387,067 834,601 892,586 582,008 576,141 197,479 309,134 73,586 330,522 608,738
Changes from: April 20, 2021 Total Change is: -27,012
13,729 -11,184 -64,451 68,873 34,803 -28,376 -21,938 1,418 -3,440 10,581 23,002 -8,247 6,258 29,464
Percent of Open Interest Represented by Each Category of Trader
3.7 5.2 3.2 32.2 29.1 17.5 18.7 12.2 12.1 4.1 6.5 1.5 6.9 12.8
Number of Traders in Each Category Total Traders: 433
24 33 40 83 108 114 61 76 86 21 27 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 1,462,998
Positions
119,820 22,692 4,120 428,251 555,684 175,558 557,508 345,589 15,125 41,541 91,883 1 121,074 252,346
Changes from: April 20, 2021 Total Change is: 11,957
-5,692 3,447 -2,422 6,099 -2,386 -2,242 11,494 12,088 -240 3,146 983 0 1,814 2,729
Percent of Open Interest Represented by Each Category of Trader
8.2 1.6 0.3 29.3 38.0 12.0 38.1 23.6 1.0 2.8 6.3 0.0 8.3 17.2
Number of Traders in Each Category Total Traders: 154
7 5 5 19 61 48 28 17 14 . 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 3,665,188
Positions
48,337 144,254 82,094 1,571,816 1,186,051 688,814 464,580 702,098 276,886 220,076 174,209 18,022 294,564 392,760
Changes from: April 20, 2021 Total Change is: -100,277
-5,971 15,437 -4,567 25,822 -15,967 -67,927 -13,691 37,427 -51,939 3,473 844 -3,011 17,533 -10,574
Percent of Open Interest Represented by Each Category of Trader
1.3 3.9 2.2 42.9 32.4 18.8 12.7 19.2 7.6 6.0 4.8 0.5 8.0 10.7
Number of Traders in Each Category Total Traders: 335
14 25 19 77 72 87 45 68 55 11 23 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 1,058,814
Positions
410,884 194,110 257,770 21,137 2,101 9,482 71,369 293,481 267,007 1,200 4,000 0 19,965 30,863
Changes from: April 20, 2021 Total Change is: -3,291
19,028 -160 -10,208 -1,038 -125 723 -9,058 7,264 -835 0 250 0 -1,903 -200
Percent of Open Interest Represented by Each Category of Trader
38.8 18.3 24.3 2.0 0.2 0.9 6.7 27.7 25.2 0.1 0.4 0.0 1.9 2.9
Number of Traders in Each Category Total Traders: 95
30 17 44 . . . 21 17 29 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 is22,801,623
Positions
2,340,386 1,885,916 3,392,789 384,675 1,233,592 1,932,522 1,865,211 874,708 11,843,696 84,109 291,646 316,492 641,743 1,030,262
Changes from: April 20, 2021 Total Change is: 625,205
50,341 -3,623 151,277 55,601 162,708 -17,438 40,312 -66,792 347,322 6,107 46,183 -6,820 -1,498 12,389
Percent of Open Interest Represented by Each Category of Trader
10.3 8.3 14.9 1.7 5.4 8.5 8.2 3.8 51.9 0.4 1.3 1.4 2.8 4.5
Number of Traders in Each Category Total Traders: 272
32 41 68 20 18 28 50 66 102 12 30 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 491,764
Positions
87,693 163,532 137,245 14,670 2,334 11,439 115,279 52,119 118,266 2,342 2,590 4,029 801 210
Changes from: April 20, 2021 Total Change is: 16,042
8,246 6,288 3,140 2,362 0 -383 968 5,329 2,339 -225 -490 -143 -262 -38
Percent of Open Interest Represented by Each Category of Trader
17.8 33.3 27.9 3.0 0.5 2.3 23.4 10.6 24.0 0.5 0.5 0.8 0.2 0.0
Number of Traders in Each Category Total Traders: 109
17 24 23 4 . . 19 26 37 6 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 285,494
Positions
49,039 109,826 34,024 196 14,309 1,699 139,888 65,579 53,895 1,048 367 5,643 62 152
Changes from: April 20, 2021 Total Change is: 26,790
1,668 7,968 -607 5 826 -73 21,604 20,594 4,026 928 -5,301 -695 -66 52
Percent of Open Interest Represented by Each Category of Trader
17.2 38.5 11.9 0.1 5.0 0.6 49.0 23.0 18.9 0.4 0.1 2.0 0.0 0.1
Number of Traders in Each Category Total Traders: 100
14 22 14 . 6 . 19 30 30 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 168,771
Positions
0 51,300 0 1,466 1,912 0 2,729 21,767 93,135 71,438 500 0 3 157
Changes from: April 20, 2021 Total Change is: 14,857
0 7,711 0 0 -1,037 0 119 4,599 3,602 11,160 0 0 -24 -18
Percent of Open Interest Represented by Each Category of Trader
0.0 30.4 0.0 0.9 1.1 0.0 1.6 12.9 55.2 42.3 0.3 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 30
0 10 0 . 5 0 . 5 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 8,663
Positions
489 41 305 369 869 20 1,983 5,460 470 2,043 195 218 2,766 1,086
Changes from: April 20, 2021 Total Change is: -365
-27 -46 235 -3 315 20 -629 -1,243 16 -134 -86 114 43 310
Percent of Open Interest Represented by Each Category of Trader
5.6 0.5 3.5 4.3 10.0 0.2 22.9 63.0 5.4 23.6 2.2 2.5 31.9 12.5
Number of Traders in Each Category Total Traders: 73
. . . . 4 . 23 21 12 12 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 2,675
Positions
0 26 0 60 0 0 1,011 1,945 244 228 118 22 1,110 320
Changes from: April 20, 2021 Total Change is: 641
0 26 0 0 -33 0 221 409 124 153 65 12 131 38
Percent of Open Interest Represented by Each Category of Trader
0.0 1.0 0.0 2.2 0.0 0.0 37.8 72.7 9.1 8.5 4.4 0.8 41.5 12.0
Number of Traders in Each Category Total Traders: 34
0 . 0 . 0 0 14 11 6 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 36,715
Positions
4,680 8,057 0 8,041 5,427 972 11,098 15,043 2,979 2,871 917 89 5,985 3,232
Changes from: April 20, 2021 Total Change is: -176
1,352 0 -2 -130 841 -7 3,083 -1,025 214 -4,160 -153 5 -531 -48
Percent of Open Interest Represented by Each Category of Trader
12.7 21.9 0.0 21.9 14.8 2.6 30.2 41.0 8.1 7.8 2.5 0.2 16.3 8.8
Number of Traders in Each Category Total Traders: 99
. . 0 8 6 . 19 29 6 21 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 353,947
Positions
70,505 19,193 10,467 116,714 81,277 34,690 34,629 118,786 54,527 7,106 3,355 5,073 20,236 26,579
Changes from: April 20, 2021 Total Change is: -30,307
-2,707 878 -3,889 5,526 -2,351 -784 -16,155 -9,769 -7,212 694 -1,141 -5,400 -380 -639
Percent of Open Interest Represented by Each Category of Trader
19.9 5.4 3.0 33.0 23.0 9.8 9.8 33.6 15.4 2.0 0.9 1.4 5.7 7.5
Number of Traders in Each Category Total Traders: 169
13 11 17 17 29 21 28 48 49 7 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 27, 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 :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 31,345
Positions
2,855 7,394 42 23,068 1,087 122 3,143 22,624 6 1,699 0 0 410 70
Changes from: April 20, 2021 Total Change is: -2,261
300 0 0 -3,121 -11 0 363 -2,230 6 151 -28 0 40 2
Percent of Open Interest Represented by Each Category of Trader
9.1 23.6 0.1 73.6 3.5 0.4 10.0 72.2 0.0 5.4 0.0 0.0 1.3 0.2
Number of Traders in Each Category Total Traders: 48
. . . 13 . . 9 . . 17 0 0
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Updated April 30, 2021