Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 209,210
Positions
2,448 104,847 2,810 70,687 18,750 6,370 45,041 45,732 9,552 17,017 1,784 455 54,828 18,909
Changes from: April 27, 2021 Total Change is: 18,881
-335 11,133 1,173 9,010 -3,095 192 6,879 7,847 2,003 -3,065 524 449 2,575 -1,345
Percent of Open Interest Represented by Each Category of Trader
1.2 50.1 1.3 33.8 9.0 3.0 21.5 21.9 4.6 8.1 0.9 0.2 26.2 9.0
Number of Traders in Each Category Total Traders: 108
4 10 5 24 10 11 23 24 16 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 41,666
Positions
13,580 4,392 635 3,000 8,310 15 12,256 7,719 1,271 0 643 0 10,909 18,681
Changes from: April 27, 2021 Total Change is: -711
-9 1,145 125 -1,252 -848 -313 -62 -5 161 0 0 0 640 -975
Percent of Open Interest Represented by Each Category of Trader
32.6 10.5 1.5 7.2 19.9 0.0 29.4 18.5 3.1 0.0 1.5 0.0 26.2 44.8
Number of Traders in Each Category Total Traders: 42
5 4 . . 10 . 9 10 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 172,180
Positions
3,454 36,580 2,851 53,611 51,709 6,396 45,654 28,113 16,024 2,472 6,859 526 41,192 23,121
Changes from: April 27, 2021 Total Change is: -9,364
1,422 -10,543 -864 -4,384 472 -593 -5,328 1,911 -1,308 199 -14 30 1,462 1,544
Percent of Open Interest Represented by Each Category of Trader
2.0 21.2 1.7 31.1 30.0 3.7 26.5 16.3 9.3 1.4 4.0 0.3 23.9 13.4
Number of Traders in Each Category Total Traders: 112
. 7 5 22 25 17 22 23 17 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 164,140
Positions
47,816 10,789 3,453 48,051 32,480 6,463 26,812 66,527 9,702 820 605 9 21,012 34,111
Changes from: April 27, 2021 Total Change is: -4,352
-542 -144 191 -2,108 2,348 -1,051 -214 -4,756 -643 -16 4 -19 50 -283
Percent of Open Interest Represented by Each Category of Trader
29.1 6.6 2.1 29.3 19.8 3.9 16.3 40.5 5.9 0.5 0.4 0.0 12.8 20.8
Number of Traders in Each Category Total Traders: 123
12 4 9 22 22 16 24 33 17 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 723,759
Positions
39,250 460,063 10,472 404,235 67,875 32,852 58,892 68,761 30,382 41,169 4,674 5,420 101,086 43,260
Changes from: April 27, 2021 Total Change is: 4,618
859 3,991 -733 3,238 -187 -309 -1,455 3,301 -541 1,788 250 1,059 712 -2,212
Percent of Open Interest Represented by Each Category of Trader
5.4 63.6 1.4 55.9 9.4 4.5 8.1 9.5 4.2 5.7 0.6 0.7 14.0 6.0
Number of Traders in Each Category Total Traders: 319
14 14 13 115 34 56 48 45 33 36 12 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 26,170
Positions
0 5,597 0 11,100 6,316 2,452 0 5,721 0 800 0 0 11,818 6,084
Changes from: April 27, 2021 Total Change is: -222
0 14 0 -169 467 -11 0 -282 0 0 0 0 -42 -410
Percent of Open Interest Represented by Each Category of Trader
0.0 21.4 0.0 42.4 24.1 9.4 0.0 21.9 0.0 3.1 0.0 0.0 45.2 23.2
Number of Traders in Each Category Total Traders: 24
0 . 0 11 8 9 0 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 23,049
Positions
2,404 4,600 20 6,282 11,121 1,883 2,469 1,545 0 0 920 55 9,936 2,905
Changes from: April 27, 2021 Total Change is: -646
0 0 0 -35 -622 90 -45 0 0 0 0 0 -656 -114
Percent of Open Interest Represented by Each Category of Trader
10.4 20.0 0.1 27.3 48.2 8.2 10.7 6.7 0.0 0.0 4.0 0.2 43.1 12.6
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 May 4, 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 145,986
Positions
3,496 41,411 2,114 55,378 52,555 2,267 41,708 23,581 4,901 3,412 653 614 32,097 17,891
Changes from: April 27, 2021 Total Change is: -3,453
-129 -1,208 242 762 1,174 -758 -1,905 -3,837 -62 570 452 -266 -1,907 810
Percent of Open Interest Represented by Each Category of Trader
2.4 28.4 1.4 37.9 36.0 1.6 28.6 16.2 3.4 2.3 0.4 0.4 22.0 12.3
Number of Traders in Each Category Total Traders: 92
4 9 6 23 12 10 19 18 12 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 30,226
Positions
112 15,520 0 20,061 0 0 6,340 12,062 0 1,428 1,184 0 2,285 1,460
Changes from: April 27, 2021 Total Change is: 1,232
-22 39 0 934 0 0 390 1,364 0 -407 4 0 337 -175
Percent of Open Interest Represented by Each Category of Trader
0.4 51.3 0.0 66.4 0.0 0.0 21.0 39.9 0.0 4.7 3.9 0.0 7.6 4.8
Number of Traders in Each Category Total Traders: 42
. 5 0 9 0 0 14 5 0 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 146,034
Positions
76 86,479 558 68,906 4,399 404 63,008 28,024 2,238 3,283 20,770 279 7,282 2,883
Changes from: April 27, 2021 Total Change is: -8,886
-43 -4,232 10 -4,429 -1,064 15 -4,602 -4,362 1,111 -783 457 269 -434 -1,090
Percent of Open Interest Represented by Each Category of Trader
0.1 59.2 0.4 47.2 3.0 0.3 43.1 19.2 1.5 2.2 14.2 0.2 5.0 2.0
Number of Traders in Each Category Total Traders: 155
. 11 . 24 4 . 63 24 11 13 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 35,398
Positions
10,215 195 340 5,971 9,880 80 11,050 20,388 468 3,957 1,949 0 3,317 2,098
Changes from: April 27, 2021 Total Change is: -13,582
-11,418 -543 -2,724 -36 -10,811 0 -120 2,280 28 506 -1,562 -25 207 -226
Percent of Open Interest Represented by Each Category of Trader
28.9 0.6 1.0 16.9 27.9 0.2 31.2 57.6 1.3 11.2 5.5 0.0 9.4 5.9
Number of Traders in Each Category Total Traders: 72
. . . 8 5 . 19 16 5 11 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 44,456
Positions
4,733 16,533 224 11,786 5,502 648 20,787 16,590 279 1,025 1,683 19 4,955 2,978
Changes from: April 27, 2021 Total Change is: 350
-165 1,591 224 1,374 -1,157 24 -849 173 -93 -58 -178 11 -118 -245
Percent of Open Interest Represented by Each Category of Trader
10.6 37.2 0.5 26.5 12.4 1.5 46.8 37.3 0.6 2.3 3.8 0.0 11.1 6.7
Number of Traders in Each Category Total Traders: 88
5 6 . 17 9 . 27 18 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 15,911
Positions
1,246 0 0 8,601 2,853 0 4,259 11,176 0 345 250 0 1,460 1,632
Changes from: April 27, 2021 Total Change is: -363
-36 0 0 539 -151 0 -550 337 0 45 -100 0 -361 -449
Percent of Open Interest Represented by Each Category of Trader
7.8 0.0 0.0 54.1 17.9 0.0 26.8 70.2 0.0 2.2 1.6 0.0 9.2 10.3
Number of Traders in Each Category Total Traders: 35
. 0 0 5 . 0 12 10 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 46,144
Positions
14,168 15,036 735 10,918 1,368 382 8,191 6,233 1,333 760 14,511 0 9,659 6,546
Changes from: April 27, 2021 Total Change is: 399
-918 392 237 1,567 -818 -83 1,226 687 -734 -431 -52 0 -468 769
Percent of Open Interest Represented by Each Category of Trader
30.7 32.6 1.6 23.7 3.0 0.8 17.8 13.5 2.9 1.6 31.4 0.0 20.9 14.2
Number of Traders in Each Category Total Traders: 111
15 12 . 27 . 7 27 17 10 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 92,287
Positions
28,335 30,071 1,469 21,835 2,736 763 16,382 12,467 2,666 1,519 29,022 0 19,318 13,093
Changes from: April 27, 2021 Total Change is: 797
-1,835 783 474 3,134 -1,635 -165 2,452 1,373 -1,467 -861 -105 0 -935 1,539
Percent of Open Interest Represented by Each Category of Trader
30.7 32.6 1.6 23.7 3.0 0.8 17.8 13.5 2.9 1.6 31.4 0.0 20.9 14.2
Number of Traders in Each Category Total Traders: 111
15 12 . 27 . 7 27 17 10 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 28,080
Positions
2,051 23,797 429 20,174 0 726 1,691 2,622 0 0 0 0 3,009 506
Changes from: April 27, 2021 Total Change is: -1,636
-278 -55 -22 211 0 -1,893 100 704 0 0 0 0 246 -370
Percent of Open Interest Represented by Each Category of Trader
7.3 84.7 1.5 71.8 0.0 2.6 6.0 9.3 0.0 0.0 0.0 0.0 10.7 1.8
Number of Traders in Each Category Total Traders: 31
. 8 . 14 0 . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 697,761
Positions
54,864 154,913 61,100 260,780 84,337 55,735 45,895 90,500 121,752 20,569 56,039 4,412 72,654 68,972
Changes from: April 27, 2021 Total Change is: -1,420
-5,153 4,810 6,390 6,223 -2,133 -1,738 -2,184 -693 1,213 1,508 468 1,054 -8,732 -10,790
Percent of Open Interest Represented by Each Category of Trader
7.9 22.2 8.8 37.4 12.1 8.0 6.6 13.0 17.4 2.9 8.0 0.6 10.4 9.9
Number of Traders in Each Category Total Traders: 573
35 32 41 166 90 126 66 103 101 42 38 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 54,452
Positions
15,102 13,967 587 0 0 0 20,884 15,907 11,769 0 1,300 0 6,110 10,924
Changes from: April 27, 2021 Total Change is: -467
-1,016 6,474 -5 0 0 0 1,093 962 21 -1 399 0 -560 -8,319
Percent of Open Interest Represented by Each Category of Trader
27.7 25.6 1.1 0.0 0.0 0.0 38.4 29.2 21.6 0.0 2.4 0.0 11.2 20.1
Number of Traders in Each Category Total Traders: 31
5 6 4 0 0 0 7 10 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 11,586
Positions
3,238 6,761 0 5,142 3,853 0 1,252 0 0 0 0 0 1,954 972
Changes from: April 27, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
27.9 58.4 0.0 44.4 33.3 0.0 10.8 0.0 0.0 0.0 0.0 0.0 16.9 8.4
Number of Traders in Each Category Total Traders: 20
4 7 0 . . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 23,772
Positions
9,018 20,559 0 8,360 0 800 2,239 1,318 2 0 0 0 3,353 1,093
Changes from: April 27, 2021 Total Change is: 1,402
1,063 74 0 -371 0 800 213 449 -159 0 0 0 -144 238
Percent of Open Interest Represented by Each Category of Trader
37.9 86.5 0.0 35.2 0.0 3.4 9.4 5.5 0.0 0.0 0.0 0.0 14.1 4.6
Number of Traders in Each Category Total Traders: 33
8 5 0 11 0 . 6 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 3,216,545
Positions
293,247 799,176 208,126 1,303,899 421,686 278,677 272,584 520,497 402,387 109,346 280,196 15,558 332,722 290,243
Changes from: April 27, 2021 Total Change is: -4,767
-4,936 7,431 16,223 31,113 -10,666 -8,690 -23,419 -15,310 12,991 11,576 4,376 1,234 -40,858 -12,356
Percent of Open Interest Represented by Each Category of Trader
9.1 24.8 6.5 40.5 13.1 8.7 8.5 16.2 12.5 3.4 8.7 0.5 10.3 9.0
Number of Traders in Each Category Total Traders: 569
37 30 38 166 90 126 66 100 97 42 38 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 53,780
Positions
3,105 51,385 0 43,483 0 99 1,985 1,685 0 0 0 0 5,108 611
Changes from: April 27, 2021 Total Change is: 1,991
-378 1,514 0 2,011 0 0 -865 322 0 0 0 0 1,223 155
Percent of Open Interest Represented by Each Category of Trader
5.8 95.5 0.0 80.9 0.0 0.2 3.7 3.1 0.0 0.0 0.0 0.0 9.5 1.1
Number of Traders in Each Category Total Traders: 39
. 8 0 21 0 . 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 23,310
Positions
299 21,249 0 18,636 664 755 935 0 0 0 0 0 2,685 642
Changes from: April 27, 2021 Total Change is: 229
95 -427 0 -293 0 527 0 0 0 0 0 0 -100 129
Percent of Open Interest Represented by Each Category of Trader
1.3 91.2 0.0 79.9 2.8 3.2 4.0 0.0 0.0 0.0 0.0 0.0 11.5 2.8
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 May 4, 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 14,468
Positions
2,150 11,485 0 6,477 1,850 328 2,632 0 0 0 0 0 2,881 805
Changes from: April 27, 2021 Total Change is: 693
821 436 -23 185 820 0 -782 -603 0 0 0 0 492 63
Percent of Open Interest Represented by Each Category of Trader
14.9 79.4 0.0 44.8 12.8 2.3 18.2 0.0 0.0 0.0 0.0 0.0 19.9 5.6
Number of Traders in Each Category Total Traders: 21
. 9 0 5 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 44,950
Positions
4,236 14,272 249 26,588 22,068 2,014 2,738 2,550 139 263 0 0 8,723 3,658
Changes from: April 27, 2021 Total Change is: 63
63 -388 1 240 480 32 26 139 -26 263 0 0 -536 -175
Percent of Open Interest Represented by Each Category of Trader
9.4 31.8 0.6 59.2 49.1 4.5 6.1 5.7 0.3 0.6 0.0 0.0 19.4 8.1
Number of Traders in Each Category Total Traders: 71
5 9 . 29 16 9 7 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 54,427
Positions
13,393 7,489 933 10,061 7,870 1,080 12,129 16,912 6,526 1,673 3,421 179 8,452 10,016
Changes from: April 27, 2021 Total Change is: 4,455
1,657 -908 198 -97 735 -408 1,393 3,273 685 188 -95 38 801 937
Percent of Open Interest Represented by Each Category of Trader
24.6 13.8 1.7 18.5 14.5 2.0 22.3 31.1 12.0 3.1 6.3 0.3 15.5 18.4
Number of Traders in Each Category Total Traders: 312
26 27 13 53 51 37 37 72 36 20 26 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 272,135
Positions
66,964 37,446 4,666 50,305 39,350 5,401 60,647 84,559 32,631 8,367 17,107 894 42,261 50,081
Changes from: April 27, 2021 Total Change is: 22,274
8,285 -4,538 988 -486 3,676 -2,039 6,965 16,365 3,425 941 -475 188 4,007 4,685
Percent of Open Interest Represented by Each Category of Trader
24.6 13.8 1.7 18.5 14.5 2.0 22.3 31.1 12.0 3.1 6.3 0.3 15.5 18.4
Number of Traders in Each Category Total Traders: 312
26 27 13 53 51 37 37 72 36 20 26 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 142,956
Positions
293 15,421 0 210 920 0 62,528 103,212 4,758 1,010 1,425 35 74,122 17,185
Changes from: April 27, 2021 Total Change is: 34,423
-235 4,029 0 -51 209 0 10,310 37,103 -190 780 -287 35 23,774 -6,476
Percent of Open Interest Represented by Each Category of Trader
0.2 10.8 0.0 0.1 0.6 0.0 43.7 72.2 3.3 0.7 1.0 0.0 51.8 12.0
Number of Traders in Each Category Total Traders: 29
. . 0 . . 0 9 7 5 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 457,981
Positions
108,016 111,210 5,772 221,515 126,394 39,273 35,987 95,798 11,636 7,888 46,934 99 27,795 20,865
Changes from: April 27, 2021 Total Change is: 7,153
12,821 -6,711 518 -5,362 6,991 242 628 4,363 829 -851 -26 -20 -1,651 968
Percent of Open Interest Represented by Each Category of Trader
23.6 24.3 1.3 48.4 27.6 8.6 7.9 20.9 2.5 1.7 10.2 0.0 6.1 4.6
Number of Traders in Each Category Total Traders: 335
28 16 4 101 47 47 44 65 31 12 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 30,290
Positions
6,869 29,044 0 19,224 508 0 2,244 452 0 0 0 0 1,953 286
Changes from: April 27, 2021 Total Change is: 1,866
529 1,908 0 1,286 0 0 0 -3 0 0 0 0 51 -39
Percent of Open Interest Represented by Each Category of Trader
22.7 95.9 0.0 63.5 1.7 0.0 7.4 1.5 0.0 0.0 0.0 0.0 6.4 0.9
Number of Traders in Each Category Total Traders: 33
. 10 0 16 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 15,407
Positions
0 5,790 0 9,765 0 10 560 4,228 3 1,115 2,035 0 3,954 3,341
Changes from: April 27, 2021 Total Change is: -4
0 2,052 0 185 0 0 94 -1,625 -1 0 -70 0 -282 -360
Percent of Open Interest Represented by Each Category of Trader
0.0 37.6 0.0 63.4 0.0 0.1 3.6 27.4 0.0 7.2 13.2 0.0 25.7 21.7
Number of Traders in Each Category Total Traders: 21
0 . 0 10 0 . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 40,414
Positions
8,202 4,034 436 10,545 1,972 229 10,577 5,202 210 2,362 488 0 7,853 27,843
Changes from: April 27, 2021 Total Change is: 519
1,901 -410 -228 -536 -75 -137 -917 -1,910 0 -67 -686 0 503 3,965
Percent of Open Interest Represented by Each Category of Trader
20.3 10.0 1.1 26.1 4.9 0.6 26.2 12.9 0.5 5.8 1.2 0.0 19.4 68.9
Number of Traders in Each Category Total Traders: 55
11 7 . 11 . . 12 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 408,824
Positions
29,769 245,811 7,271 266,269 63,114 67,883 19,883 13,806 1,101 6,175 4,326 46 10,427 5,466
Changes from: April 27, 2021 Total Change is: 4,165
-1,829 4,527 17 5,337 -4,415 2,011 -554 -342 101 107 2,186 46 -1,071 34
Percent of Open Interest Represented by Each Category of Trader
7.3 60.1 1.8 65.1 15.4 16.6 4.9 3.4 0.3 1.5 1.1 0.0 2.6 1.3
Number of Traders in Each Category Total Traders: 185
12 15 6 78 38 47 23 11 7 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 1,088,334
Positions
106,292 597,949 7,086 692,093 239,069 110,083 91,724 59,643 5,455 39,462 51,265 3,601 32,538 14,183
Changes from: April 27, 2021 Total Change is: -474
150 -5,624 -380 12,801 -136 -31 -11,123 6,554 2 662 -1,134 -220 -2,335 495
Percent of Open Interest Represented by Each Category of Trader
9.8 54.9 0.7 63.6 22.0 10.1 8.4 5.5 0.5 3.6 4.7 0.3 3.0 1.3
Number of Traders in Each Category Total Traders: 420
29 21 8 174 68 87 51 36 24 27 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 187,407
Positions
31,636 146,491 21,306 15,907 6,597 3,436 104,596 410 8,957 1,300 137 0 269 73
Changes from: April 27, 2021 Total Change is: 4,548
687 2,286 1,590 1,214 0 705 290 0 -34 80 0 0 16 1
Percent of Open Interest Represented by Each Category of Trader
16.9 78.2 11.4 8.5 3.5 1.8 55.8 0.2 4.8 0.7 0.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 83
10 18 15 13 . . 29 . 4 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 1,341,836
Positions
3,965 77,583 50,253 624,035 291,288 262,988 43,475 268,453 118,354 67,102 47,183 7,063 164,602 218,671
Changes from: April 27, 2021 Total Change is: 20,002
960 -8,581 -1,179 -10,065 -3,738 2,211 8,131 16,710 14,882 -3,472 1,350 1,769 6,764 -3,422
Percent of Open Interest Represented by Each Category of Trader
0.3 5.8 3.7 46.5 21.7 19.6 3.2 20.0 8.8 5.0 3.5 0.5 12.3 16.3
Number of Traders in Each Category Total Traders: 197
5 20 19 60 36 61 19 38 39 11 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 1,136,167
Positions
25,391 111,258 236 661,034 290,673 196,363 42,221 339,163 10,308 63,529 22,782 0 137,086 165,384
Changes from: April 27, 2021 Total Change is: 529
2,932 -3,555 114 1,015 11,046 -1,181 -3,763 -18,945 30 -3,464 1,801 0 4,846 11,219
Percent of Open Interest Represented by Each Category of Trader
2.2 9.8 0.0 58.2 25.6 17.3 3.7 29.9 0.9 5.6 2.0 0.0 12.1 14.6
Number of Traders in Each Category Total Traders: 156
. 13 . 69 28 59 7 25 11 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 2,378,795
Positions
179,669 196,090 18,241 956,040 442,213 317,538 520,673 1,155,318 76,044 159,019 58,493 1,524 150,046 113,333
Changes from: April 27, 2021 Total Change is: 71,888
1,455 6,459 -1,993 33,003 -3,716 745 12,869 44,129 23,492 -5,068 807 45 7,340 1,919
Percent of Open Interest Represented by Each Category of Trader
7.6 8.2 0.8 40.2 18.6 13.3 21.9 48.6 3.2 6.7 2.5 0.1 6.3 4.8
Number of Traders in Each Category Total Traders: 311
12 33 9 102 33 77 47 51 30 21 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 5,065,918
Positions
175,603 281,276 154,835 1,506,042 1,466,667 875,777 1,141,802 624,938 592,071 190,281 392,608 73,160 356,348 604,585
Changes from: April 27, 2021 Total Change is: 293,901
883 34,501 868 -32,374 79,600 41,175 249,216 42,930 15,930 -7,198 83,474 -426 25,826 -4,152
Percent of Open Interest Represented by Each Category of Trader
3.5 5.6 3.1 29.7 29.0 17.3 22.5 12.3 11.7 3.8 7.7 1.4 7.0 11.9
Number of Traders in Each Category Total Traders: 452
21 42 47 79 115 117 61 87 94 20 27 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 1,531,803
Positions
138,678 22,225 3,326 440,393 584,162 181,496 596,297 357,439 12,037 39,895 102,607 2 119,679 268,509
Changes from: April 27, 2021 Total Change is: 68,805
18,858 -467 -794 12,142 28,478 5,938 38,789 11,850 -3,088 -1,646 10,724 1 -1,395 16,163
Percent of Open Interest Represented by Each Category of Trader
9.1 1.5 0.2 28.7 38.1 11.8 38.9 23.3 0.8 2.6 6.7 0.0 7.8 17.5
Number of Traders in Each Category Total Traders: 162
10 5 4 20 62 50 28 21 14 . 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 3,691,605
Positions
51,283 130,241 82,742 1,622,291 1,154,187 693,059 412,666 683,445 285,614 225,533 245,126 19,654 298,763 397,538
Changes from: April 27, 2021 Total Change is: 26,417
2,946 -14,014 648 50,476 -31,864 4,245 -51,915 -18,653 8,728 5,457 70,917 1,632 4,200 4,777
Percent of Open Interest Represented by Each Category of Trader
1.4 3.5 2.2 43.9 31.3 18.8 11.2 18.5 7.7 6.1 6.6 0.5 8.1 10.8
Number of Traders in Each Category Total Traders: 339
14 23 22 83 68 88 42 72 59 10 27 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 988,898
Positions
411,879 146,318 228,915 19,563 12,574 11,108 70,292 331,531 227,147 600 2,450 0 19,394 28,855
Changes from: April 27, 2021 Total Change is: -69,916
995 -47,792 -28,855 -1,574 10,473 1,626 -1,077 38,050 -39,860 -600 -1,550 0 -571 -2,008
Percent of Open Interest Represented by Each Category of Trader
41.7 14.8 23.1 2.0 1.3 1.1 7.1 33.5 23.0 0.1 0.2 0.0 2.0 2.9
Number of Traders in Each Category Total Traders: 91
27 21 42 . . . 15 21 30 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 is23,219,531
Positions
2,504,756 1,819,371 3,299,267 381,454 1,274,731 1,949,571 1,868,174 1,049,853 12,203,256 75,108 312,865 300,153 637,791 1,010,464
Changes from: April 27, 2021 Total Change is: 417,908
164,370 -66,545 -93,522 -3,221 41,139 17,048 2,963 175,145 359,560 -9,001 21,219 -16,338 -3,952 -19,798
Percent of Open Interest Represented by Each Category of Trader
10.8 7.8 14.2 1.6 5.5 8.4 8.0 4.5 52.6 0.3 1.3 1.3 2.7 4.4
Number of Traders in Each Category Total Traders: 284
32 42 71 19 21 29 46 76 105 11 33 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 530,007
Positions
91,690 170,405 146,135 19,122 2,334 14,120 111,628 49,678 140,468 2,446 2,910 3,618 780 339
Changes from: April 27, 2021 Total Change is: 38,243
3,997 6,873 8,890 4,452 0 2,681 -3,651 -2,441 22,203 104 320 -411 -21 129
Percent of Open Interest Represented by Each Category of Trader
17.3 32.2 27.6 3.6 0.4 2.7 21.1 9.4 26.5 0.5 0.5 0.7 0.1 0.1
Number of Traders in Each Category Total Traders: 111
17 23 23 4 . . 21 25 37 5 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 227,111
Positions
35,378 82,625 31,879 201 16,746 1,125 115,018 49,132 41,543 327 2,396 1,545 95 120
Changes from: April 27, 2021 Total Change is: -58,383
-13,661 -27,201 -2,145 5 2,437 -574 -24,870 -16,447 -12,352 -721 2,029 -4,098 33 -32
Percent of Open Interest Represented by Each Category of Trader
15.6 36.4 14.0 0.1 7.4 0.5 50.6 21.6 18.3 0.1 1.1 0.7 0.0 0.1
Number of Traders in Each Category Total Traders: 95
16 22 12 . 6 . 18 23 30 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 179,578
Positions
0 56,153 0 2,098 2,020 0 2,635 21,579 99,197 75,638 500 0 10 129
Changes from: April 27, 2021 Total Change is: 10,807
0 4,853 0 632 108 0 -94 -188 6,062 4,200 0 0 7 -28
Percent of Open Interest Represented by Each Category of Trader
0.0 31.3 0.0 1.2 1.1 0.0 1.5 12.0 55.2 42.1 0.3 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 28
0 8 0 . 5 0 . 5 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 8,528
Positions
500 93 151 370 994 20 2,552 5,519 456 2,022 284 91 2,366 919
Changes from: April 27, 2021 Total Change is: -135
11 52 -154 1 125 0 569 60 -14 -21 90 -127 -400 -167
Percent of Open Interest Represented by Each Category of Trader
5.9 1.1 1.8 4.3 11.7 0.2 29.9 64.7 5.3 23.7 3.3 1.1 27.7 10.8
Number of Traders in Each Category Total Traders: 76
. . . . 5 . 25 21 10 11 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 2,965
Positions
0 0 0 0 0 0 1,737 1,930 149 610 320 0 469 566
Changes from: April 27, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 58.6 65.1 5.0 20.6 10.8 0.0 15.8 19.1
Number of Traders in Each Category Total Traders: 20
0 0 0 0 0 0 4 . . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 2,416
Positions
0 0 0 66 0 0 950 1,858 74 311 69 18 997 397
Changes from: April 27, 2021 Total Change is: -259
0 -26 0 6 0 0 -61 -87 -170 83 -49 -4 -113 77
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 2.7 0.0 0.0 39.3 76.9 3.1 12.9 2.9 0.7 41.3 16.4
Number of Traders in Each Category Total Traders: 32
0 0 0 . 0 0 13 11 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 34,335
Positions
5,830 8,057 0 7,993 5,904 960 7,990 13,419 2,417 3,073 801 91 5,981 2,687
Changes from: April 27, 2021 Total Change is: -2,380
1,150 0 0 -48 477 -12 -3,107 -1,624 -561 202 -115 1 -4 -545
Percent of Open Interest Represented by Each Category of Trader
17.0 23.5 0.0 23.3 17.2 2.8 23.3 39.1 7.0 8.9 2.3 0.3 17.4 7.8
Number of Traders in Each Category Total Traders: 102
. . 0 8 9 . 18 29 7 24 10 .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 360,117
Positions
74,224 13,519 12,739 125,343 86,571 30,900 31,006 121,427 55,274 5,834 4,219 4,388 20,409 31,080
Changes from: April 27, 2021 Total Change is: 6,170
3,719 -5,674 2,272 8,629 5,294 -3,790 -3,623 2,641 747 -1,272 864 -685 173 4,501
Percent of Open Interest Represented by Each Category of Trader
20.6 3.8 3.5 34.8 24.0 8.6 8.6 33.7 15.3 1.6 1.2 1.2 5.7 8.6
Number of Traders in Each Category Total Traders: 164
13 8 16 19 32 24 24 48 48 5 6 6
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Traders in Financial Futures - Options and Futures Combined Positions as of May 4, 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 32,772
Positions
4,881 8,871 42 23,190 1,199 0 2,510 22,586 6 1,783 0 0 360 68
Changes from: April 27, 2021 Total Change is: 1,427
2,026 1,477 0 122 112 -122 -633 -38 0 84 0 0 -50 -2
Percent of Open Interest Represented by Each Category of Trader
14.9 27.1 0.1 70.8 3.7 0.0 7.7 68.9 0.0 5.4 0.0 0.0 1.1 0.2
Number of Traders in Each Category Total Traders: 54
. 4 . 12 . 0 10 4 . 18 0 0
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Updated May 06, 2021