Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 217,517
Positions
3,790 111,348 3,564 75,955 16,291 5,827 46,606 42,628 12,360 18,064 2,254 651 50,701 22,595
Changes from: May 4, 2021 Total Change is: 8,307
1,341 6,501 753 5,268 -2,459 -543 1,565 -3,104 2,807 1,047 470 196 -4,126 3,686
Percent of Open Interest Represented by Each Category of Trader
1.7 51.2 1.6 34.9 7.5 2.7 21.4 19.6 5.7 8.3 1.0 0.3 23.3 10.4
Number of Traders in Each Category Total Traders: 111
4 9 5 23 11 8 23 26 18 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 43,910
Positions
11,675 5,488 1,024 4,346 8,364 6 11,283 10,581 1,565 0 643 0 14,011 16,240
Changes from: May 4, 2021 Total Change is: 2,244
-1,905 1,096 389 1,346 54 -9 -973 2,861 294 0 0 0 3,102 -2,441
Percent of Open Interest Represented by Each Category of Trader
26.6 12.5 2.3 9.9 19.0 0.0 25.7 24.1 3.6 0.0 1.5 0.0 31.9 37.0
Number of Traders in Each Category Total Traders: 48
4 5 . 4 10 . 7 17 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 196,303
Positions
2,717 52,851 3,474 64,217 52,666 5,863 54,146 31,933 17,765 2,962 7,323 60 45,099 24,367
Changes from: May 4, 2021 Total Change is: 24,123
-737 16,271 622 10,607 957 -533 8,493 3,820 1,741 489 464 -466 3,906 1,246
Percent of Open Interest Represented by Each Category of Trader
1.4 26.9 1.8 32.7 26.8 3.0 27.6 16.3 9.0 1.5 3.7 0.0 23.0 12.4
Number of Traders in Each Category Total Traders: 115
. 8 6 21 25 14 23 23 16 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 163,122
Positions
50,057 10,413 2,735 46,064 32,443 6,890 26,112 66,142 9,270 858 597 8 21,128 34,625
Changes from: May 4, 2021 Total Change is: -1,018
2,241 -377 -718 -1,987 -37 427 -701 -386 -432 38 -8 -1 116 514
Percent of Open Interest Represented by Each Category of Trader
30.7 6.4 1.7 28.2 19.9 4.2 16.0 40.5 5.7 0.5 0.4 0.0 13.0 21.2
Number of Traders in Each Category Total Traders: 124
11 5 7 21 23 14 24 34 17 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 738,999
Positions
28,395 475,751 10,902 413,035 68,982 33,295 68,481 72,391 29,471 41,129 5,547 4,095 110,197 38,566
Changes from: May 4, 2021 Total Change is: 15,240
-10,856 15,688 430 8,799 1,107 443 9,589 3,630 -911 -40 873 -1,325 9,111 -4,695
Percent of Open Interest Represented by Each Category of Trader
3.8 64.4 1.5 55.9 9.3 4.5 9.3 9.8 4.0 5.6 0.8 0.6 14.9 5.2
Number of Traders in Each Category Total Traders: 328
14 15 13 119 33 60 52 43 31 36 15 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 26,177
Positions
0 5,595 0 11,241 4,157 2,335 0 7,193 1 800 0 0 11,800 6,896
Changes from: May 4, 2021 Total Change is: 7
0 -2 0 141 -2,159 -117 0 1,472 1 0 0 0 -18 812
Percent of Open Interest Represented by Each Category of Trader
0.0 21.4 0.0 42.9 15.9 8.9 0.0 27.5 0.0 3.1 0.0 0.0 45.1 26.3
Number of Traders in Each Category Total Traders: 22
0 . 0 11 5 8 0 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 23,092
Positions
2,401 4,604 16 6,253 11,125 1,908 2,489 1,545 0 0 920 55 9,970 2,919
Changes from: May 4, 2021 Total Change is: 43
-3 4 -4 -29 4 25 20 0 0 0 0 0 34 14
Percent of Open Interest Represented by Each Category of Trader
10.4 19.9 0.1 27.1 48.2 8.3 10.8 6.7 0.0 0.0 4.0 0.2 43.2 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 11, 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 148,659
Positions
3,168 45,404 1,931 58,482 51,888 1,463 40,946 24,513 4,180 1,500 806 795 36,194 17,678
Changes from: May 4, 2021 Total Change is: 2,673
-328 3,993 -182 3,104 -667 -804 -762 933 -721 -1,912 153 181 4,097 -213
Percent of Open Interest Represented by Each Category of Trader
2.1 30.5 1.3 39.3 34.9 1.0 27.5 16.5 2.8 1.0 0.5 0.5 24.3 11.9
Number of Traders in Each Category Total Traders: 94
4 11 6 22 12 7 22 16 12 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 32,492
Positions
115 15,707 0 21,059 0 0 7,145 14,457 0 1,578 1,112 0 2,595 1,216
Changes from: May 4, 2021 Total Change is: 2,266
3 187 0 998 0 0 805 2,395 0 150 -72 0 310 -244
Percent of Open Interest Represented by Each Category of Trader
0.4 48.3 0.0 64.8 0.0 0.0 22.0 44.5 0.0 4.9 3.4 0.0 8.0 3.7
Number of Traders in Each Category Total Traders: 46
. 5 0 11 0 0 15 6 0 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 144,022
Positions
232 81,807 784 60,943 3,833 404 66,449 29,182 4,003 3,329 21,169 167 7,711 2,672
Changes from: May 4, 2021 Total Change is: -2,012
156 -4,672 226 -7,963 -566 0 3,441 1,158 1,765 46 399 -112 429 -210
Percent of Open Interest Represented by Each Category of Trader
0.2 56.8 0.5 42.3 2.7 0.3 46.1 20.3 2.8 2.3 14.7 0.1 5.4 1.9
Number of Traders in Each Category Total Traders: 162
. 12 4 23 5 . 69 22 11 13 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 43,211
Positions
9,975 351 340 12,740 1,916 80 12,415 36,182 566 3,557 2,075 0 3,538 1,701
Changes from: May 4, 2021 Total Change is: 7,813
-240 156 0 6,769 -7,964 0 1,365 15,794 98 -400 126 0 221 -397
Percent of Open Interest Represented by Each Category of Trader
23.1 0.8 0.8 29.5 4.4 0.2 28.7 83.7 1.3 8.2 4.8 0.0 8.2 3.9
Number of Traders in Each Category Total Traders: 73
. . . 10 4 . 15 17 5 10 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 45,418
Positions
4,655 18,466 79 12,126 4,748 1,029 20,451 16,332 275 1,214 1,751 19 5,570 2,719
Changes from: May 4, 2021 Total Change is: 962
-78 1,933 -145 340 -754 381 -336 -258 -4 189 68 0 615 -259
Percent of Open Interest Represented by Each Category of Trader
10.2 40.7 0.2 26.7 10.5 2.3 45.0 36.0 0.6 2.7 3.9 0.0 12.3 6.0
Number of Traders in Each Category Total Traders: 88
4 7 . 18 7 . 30 14 7 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 14,848
Positions
1,197 0 0 7,264 3,047 0 4,832 9,959 0 107 300 0 1,448 1,542
Changes from: May 4, 2021 Total Change is: -1,063
-49 0 0 -1,337 194 0 573 -1,217 0 -238 50 0 -12 -90
Percent of Open Interest Represented by Each Category of Trader
8.1 0.0 0.0 48.9 20.5 0.0 32.5 67.1 0.0 0.7 2.0 0.0 9.8 10.4
Number of Traders in Each Category Total Traders: 37
. 0 0 5 . 0 13 11 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 49,508
Positions
14,169 15,399 829 11,308 1,898 369 9,284 7,215 2,655 1,402 14,812 0 9,493 6,332
Changes from: May 4, 2021 Total Change is: 3,365
2 364 94 390 530 -13 1,093 982 1,322 643 301 0 -167 -214
Percent of Open Interest Represented by Each Category of Trader
28.6 31.1 1.7 22.8 3.8 0.7 18.8 14.6 5.4 2.8 29.9 0.0 19.2 12.8
Number of Traders in Each Category Total Traders: 116
20 11 4 24 6 8 23 19 12 5 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 99,016
Positions
28,339 30,798 1,657 22,615 3,795 737 18,568 14,430 5,311 2,804 29,624 0 18,985 12,664
Changes from: May 4, 2021 Total Change is: 6,729
4 727 188 780 1,059 -26 2,186 1,963 2,645 1,285 602 0 -333 -429
Percent of Open Interest Represented by Each Category of Trader
28.6 31.1 1.7 22.8 3.8 0.7 18.8 14.6 5.4 2.8 29.9 0.0 19.2 12.8
Number of Traders in Each Category Total Traders: 116
20 11 4 24 6 8 23 19 12 5 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 31,729
Positions
1,622 26,658 487 21,246 0 747 1,831 3,241 0 0 0 0 5,796 596
Changes from: May 4, 2021 Total Change is: 3,649
-429 2,861 58 1,072 0 21 140 619 0 0 0 0 2,787 90
Percent of Open Interest Represented by Each Category of Trader
5.1 84.0 1.5 67.0 0.0 2.4 5.8 10.2 0.0 0.0 0.0 0.0 18.3 1.9
Number of Traders in Each Category Total Traders: 32
. 7 . 16 0 . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 702,073
Positions
50,142 158,128 61,544 256,591 84,180 56,557 47,038 82,643 131,095 19,865 56,108 3,529 75,710 68,287
Changes from: May 4, 2021 Total Change is: 4,312
-4,722 3,214 444 -4,189 -157 822 1,144 -7,857 9,343 -705 69 -882 3,056 -685
Percent of Open Interest Represented by Each Category of Trader
7.1 22.5 8.8 36.5 12.0 8.1 6.7 11.8 18.7 2.8 8.0 0.5 10.8 9.7
Number of Traders in Each Category Total Traders: 582
38 29 41 164 95 124 75 97 101 50 33 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 55,045
Positions
14,604 14,790 495 0 0 0 21,017 12,561 12,203 1 400 0 6,725 14,596
Changes from: May 4, 2021 Total Change is: 593
-498 823 -91 0 0 0 133 -3,346 435 0 -900 0 615 3,672
Percent of Open Interest Represented by Each Category of Trader
26.5 26.9 0.9 0.0 0.0 0.0 38.2 22.8 22.2 0.0 0.7 0.0 12.2 26.5
Number of Traders in Each Category Total Traders: 30
5 4 . 0 0 0 9 8 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 12,423
Positions
3,238 7,390 0 5,574 3,853 0 1,399 219 0 0 0 0 2,212 961
Changes from: May 4, 2021 Total Change is: 837
0 629 0 432 0 0 147 219 0 0 0 0 258 -11
Percent of Open Interest Represented by Each Category of Trader
26.1 59.5 0.0 44.9 31.0 0.0 11.3 1.8 0.0 0.0 0.0 0.0 17.8 7.7
Number of Traders in Each Category Total Traders: 20
4 7 0 . . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 27,472
Positions
8,917 25,193 8 11,072 0 0 3,597 948 164 0 0 0 3,714 1,159
Changes from: May 4, 2021 Total Change is: 3,700
-101 4,634 8 2,712 0 -800 1,358 -370 162 0 0 0 361 66
Percent of Open Interest Represented by Each Category of Trader
32.5 91.7 0.0 40.3 0.0 0.0 13.1 3.5 0.6 0.0 0.0 0.0 13.5 4.2
Number of Traders in Each Category Total Traders: 33
6 7 . 11 0 0 6 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 3,235,141
Positions
260,190 799,190 222,744 1,282,956 420,902 282,786 264,292 484,597 460,278 99,321 278,541 17,647 344,927 268,456
Changes from: May 4, 2021 Total Change is: 18,596
-33,057 15 14,618 -20,943 -784 4,110 -8,291 -35,900 57,890 -10,025 -1,656 2,089 12,205 -21,787
Percent of Open Interest Represented by Each Category of Trader
8.0 24.7 6.9 39.7 13.0 8.7 8.2 15.0 14.2 3.1 8.6 0.5 10.7 8.3
Number of Traders in Each Category Total Traders: 578
39 28 38 164 95 124 74 96 97 49 33 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 55,597
Positions
3,105 53,055 0 44,678 328 246 2,451 1,275 0 0 0 0 5,117 693
Changes from: May 4, 2021 Total Change is: 1,817
0 1,670 0 1,195 328 147 466 -410 0 0 0 0 9 82
Percent of Open Interest Represented by Each Category of Trader
5.6 95.4 0.0 80.4 0.6 0.4 4.4 2.3 0.0 0.0 0.0 0.0 9.2 1.2
Number of Traders in Each Category Total Traders: 37
. 8 0 19 . . 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 20,509
Positions
299 18,850 0 15,827 664 349 1,139 0 0 0 0 0 2,895 646
Changes from: May 4, 2021 Total Change is: -2,801
0 -2,399 0 -2,809 0 -406 204 0 0 0 0 0 210 4
Percent of Open Interest Represented by Each Category of Trader
1.5 91.9 0.0 77.2 3.2 1.7 5.6 0.0 0.0 0.0 0.0 0.0 14.1 3.1
Number of Traders in Each Category Total Traders: 21
. 8 0 8 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 14,250
Positions
3,164 11,283 1 5,602 1,856 328 2,231 0 0 0 0 0 2,924 782
Changes from: May 4, 2021 Total Change is: -218
1,014 -202 1 -875 6 0 -401 0 0 0 0 0 43 -23
Percent of Open Interest Represented by Each Category of Trader
22.2 79.2 0.0 39.3 13.0 2.3 15.7 0.0 0.0 0.0 0.0 0.0 20.5 5.5
Number of Traders in Each Category Total Traders: 22
. 8 . 5 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 45,196
Positions
4,676 14,137 249 25,529 22,307 1,943 3,601 3,137 21 321 0 0 8,856 3,402
Changes from: May 4, 2021 Total Change is: 246
440 -135 0 -1,059 239 -71 863 587 -118 58 0 0 133 -256
Percent of Open Interest Represented by Each Category of Trader
10.3 31.3 0.6 56.5 49.4 4.3 8.0 6.9 0.0 0.7 0.0 0.0 19.6 7.5
Number of Traders in Each Category Total Traders: 73
6 9 . 27 17 9 9 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 54,083
Positions
13,517 6,422 1,245 9,990 8,020 1,276 10,293 15,127 7,397 1,837 3,887 370 8,160 10,341
Changes from: May 4, 2021 Total Change is: -344
124 -1,067 312 -71 150 195 -1,837 -1,785 870 164 466 191 -292 325
Percent of Open Interest Represented by Each Category of Trader
25.0 11.9 2.3 18.5 14.8 2.4 19.0 28.0 13.7 3.4 7.2 0.7 15.1 19.1
Number of Traders in Each Category Total Traders: 316
27 25 15 55 50 39 38 70 36 22 29 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 270,417
Positions
67,584 32,111 6,224 49,948 40,098 6,378 51,463 75,634 36,984 9,184 19,435 1,850 40,802 51,704
Changes from: May 4, 2021 Total Change is: -1,718
620 -5,335 1,558 -356 748 977 -9,184 -8,926 4,352 818 2,328 956 -1,459 1,624
Percent of Open Interest Represented by Each Category of Trader
25.0 11.9 2.3 18.5 14.8 2.4 19.0 28.0 13.7 3.4 7.2 0.7 15.1 19.1
Number of Traders in Each Category Total Traders: 316
27 25 15 55 50 39 38 70 36 22 29 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 145,623
Positions
255 21,831 0 290 233 0 68,305 97,558 5,893 700 1,085 255 69,925 18,768
Changes from: May 4, 2021 Total Change is: 2,667
-38 6,410 0 80 -687 0 5,777 -5,654 1,135 -310 -340 220 -4,197 1,583
Percent of Open Interest Represented by Each Category of Trader
0.2 15.0 0.0 0.2 0.2 0.0 46.9 67.0 4.0 0.5 0.7 0.2 48.0 12.9
Number of Traders in Each Category Total Traders: 25
. . 0 . . 0 9 6 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 460,536
Positions
110,831 103,498 6,081 215,068 129,821 42,215 37,338 98,713 11,967 8,734 47,792 176 28,126 20,274
Changes from: May 4, 2021 Total Change is: 2,555
2,815 -7,712 309 -6,447 3,427 2,942 1,351 2,915 331 846 857 77 331 -592
Percent of Open Interest Represented by Each Category of Trader
24.1 22.5 1.3 46.7 28.2 9.2 8.1 21.4 2.6 1.9 10.4 0.0 6.1 4.4
Number of Traders in Each Category Total Traders: 342
28 19 4 96 48 50 44 68 29 16 23 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 31,225
Positions
6,907 29,888 0 19,465 502 0 2,660 452 0 0 0 0 2,193 383
Changes from: May 4, 2021 Total Change is: 935
38 844 0 241 -6 0 416 0 0 0 0 0 240 97
Percent of Open Interest Represented by Each Category of Trader
22.1 95.7 0.0 62.3 1.6 0.0 8.5 1.4 0.0 0.0 0.0 0.0 7.0 1.2
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 11, 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 15,698
Positions
453 5,742 0 9,700 0 10 784 4,937 3 1,115 2,034 0 3,633 2,972
Changes from: May 4, 2021 Total Change is: 291
453 -48 0 -65 0 0 224 709 0 0 -1 0 -321 -369
Percent of Open Interest Represented by Each Category of Trader
2.9 36.6 0.0 61.8 0.0 0.1 5.0 31.4 0.0 7.1 13.0 0.0 23.1 18.9
Number of Traders in Each Category Total Traders: 23
. . 0 10 0 . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 41,613
Positions
8,334 4,929 446 9,588 1,988 162 13,900 3,826 387 1,504 1,581 0 7,292 28,294
Changes from: May 4, 2021 Total Change is: 1,199
132 895 10 -957 16 -67 3,323 -1,376 177 -858 1,093 0 -561 451
Percent of Open Interest Represented by Each Category of Trader
20.0 11.8 1.1 23.0 4.8 0.4 33.4 9.2 0.9 3.6 3.8 0.0 17.5 68.0
Number of Traders in Each Category Total Traders: 59
10 8 . 11 . . 18 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 412,074
Positions
27,937 250,987 7,323 273,274 64,822 66,620 19,295 10,776 1,028 6,289 5,136 46 10,262 5,336
Changes from: May 4, 2021 Total Change is: 3,250
-1,832 5,176 52 7,005 1,708 -1,263 -588 -3,030 -73 114 810 0 -165 -130
Percent of Open Interest Represented by Each Category of Trader
6.8 60.9 1.8 66.3 15.7 16.2 4.7 2.6 0.2 1.5 1.2 0.0 2.5 1.3
Number of Traders in Each Category Total Traders: 189
13 14 6 79 40 45 24 11 7 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 1,086,090
Positions
105,946 591,036 8,124 701,520 239,331 109,081 81,481 65,202 3,932 38,395 52,756 3,613 33,998 13,015
Changes from: May 4, 2021 Total Change is: -2,244
-346 -6,913 1,038 9,427 262 -1,002 -10,243 5,559 -1,523 -1,067 1,491 12 1,460 -1,168
Percent of Open Interest Represented by Each Category of Trader
9.8 54.4 0.7 64.6 22.0 10.0 7.5 6.0 0.4 3.5 4.9 0.3 3.1 1.2
Number of Traders in Each Category Total Traders: 408
27 21 8 173 65 85 49 36 20 25 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 191,759
Positions
31,449 150,053 22,559 15,907 6,597 2,886 108,141 330 9,106 1,388 137 0 323 91
Changes from: May 4, 2021 Total Change is: 4,352
-187 3,562 1,253 0 0 -550 3,545 -80 149 88 0 0 54 18
Percent of Open Interest Represented by Each Category of Trader
16.4 78.3 11.8 8.3 3.4 1.5 56.4 0.2 4.7 0.7 0.1 0.0 0.2 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 11, 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 1,342,542
Positions
3,679 84,594 51,473 635,402 301,713 250,786 40,242 247,375 121,502 67,659 45,061 7,061 164,737 232,976
Changes from: May 4, 2021 Total Change is: 706
-286 7,011 1,221 11,367 10,425 -12,202 -3,233 -21,078 3,148 558 -2,122 -1 135 14,305
Percent of Open Interest Represented by Each Category of Trader
0.3 6.3 3.8 47.3 22.5 18.7 3.0 18.4 9.1 5.0 3.4 0.5 12.3 17.4
Number of Traders in Each Category Total Traders: 202
4 23 20 60 37 61 18 41 42 10 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 1,136,803
Positions
25,420 98,937 1,017 647,188 315,971 201,538 46,310 310,281 15,567 64,202 18,614 0 135,561 174,879
Changes from: May 4, 2021 Total Change is: 636
29 -12,321 781 -13,845 25,298 5,175 4,089 -28,883 5,259 673 -4,168 0 -1,525 9,495
Percent of Open Interest Represented by Each Category of Trader
2.2 8.7 0.1 56.9 27.8 17.7 4.1 27.3 1.4 5.6 1.6 0.0 11.9 15.4
Number of Traders in Each Category Total Traders: 158
. 13 4 70 31 61 7 24 12 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 2,313,574
Positions
196,914 199,294 18,907 995,723 452,332 321,099 388,047 1,071,732 74,806 161,205 61,561 1,524 155,349 112,319
Changes from: May 4, 2021 Total Change is: -65,221
17,245 3,204 666 39,684 10,119 3,560 -132,626 -83,586 -1,238 2,186 3,068 0 5,302 -1,014
Percent of Open Interest Represented by Each Category of Trader
8.5 8.6 0.8 43.0 19.6 13.9 16.8 46.3 3.2 7.0 2.7 0.1 6.7 4.9
Number of Traders in Each Category Total Traders: 317
12 31 6 103 35 78 48 51 32 24 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 5,109,876
Positions
168,042 189,612 160,377 1,493,917 1,541,746 859,786 1,197,743 620,405 604,977 183,836 424,340 82,663 358,533 625,969
Changes from: May 4, 2021 Total Change is: 43,958
-7,561 -91,664 5,543 -12,124 75,079 -15,991 55,942 -4,533 12,906 -6,445 31,732 9,503 2,185 21,384
Percent of Open Interest Represented by Each Category of Trader
3.3 3.7 3.1 29.2 30.2 16.8 23.4 12.1 11.8 3.6 8.3 1.6 7.0 12.3
Number of Traders in Each Category Total Traders: 441
22 35 39 80 110 110 59 85 94 15 35 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 1,571,953
Positions
143,632 26,196 4,227 451,391 588,509 176,415 624,232 382,047 18,659 37,364 104,501 2 116,031 271,397
Changes from: May 4, 2021 Total Change is: 40,150
4,954 3,971 901 10,998 4,347 -5,081 27,935 24,608 6,622 -2,531 1,894 0 -3,648 2,888
Percent of Open Interest Represented by Each Category of Trader
9.1 1.7 0.3 28.7 37.4 11.2 39.7 24.3 1.2 2.4 6.6 0.0 7.4 17.3
Number of Traders in Each Category Total Traders: 162
11 6 5 20 62 52 29 19 23 . 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 3,765,194
Positions
49,148 148,824 85,063 1,657,912 1,127,028 684,865 423,841 771,455 302,383 239,751 222,196 15,709 306,522 407,671
Changes from: May 4, 2021 Total Change is: 73,589
-2,135 18,583 2,321 35,621 -27,159 -8,194 11,176 88,010 16,769 14,218 -22,930 -3,945 7,759 10,134
Percent of Open Interest Represented by Each Category of Trader
1.3 4.0 2.3 44.0 29.9 18.2 11.3 20.5 8.0 6.4 5.9 0.4 8.1 10.8
Number of Traders in Each Category Total Traders: 331
15 22 21 81 67 85 38 74 59 10 24 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 1,045,336
Positions
404,920 158,436 264,012 20,843 11,372 9,845 75,476 320,187 242,892 600 4,950 0 26,748 33,642
Changes from: May 4, 2021 Total Change is: 56,438
-6,959 12,118 35,097 1,280 -1,202 -1,263 5,184 -11,344 15,745 0 2,500 0 7,354 4,787
Percent of Open Interest Represented by Each Category of Trader
38.7 15.2 25.3 2.0 1.1 0.9 7.2 30.6 23.2 0.1 0.5 0.0 2.6 3.2
Number of Traders in Each Category Total Traders: 93
27 23 42 . . 4 17 18 29 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 is23,486,960
Positions
2,513,936 1,715,666 3,199,130 413,295 1,270,591 1,870,118 1,676,269 1,099,220 12,770,767 52,571 320,851 308,145 682,729 932,472
Changes from: May 4, 2021 Total Change is: 267,429
9,180 -103,705 -100,137 31,840 -4,140 -79,453 -191,905 49,367 567,511 -22,537 7,986 7,992 44,938 -77,992
Percent of Open Interest Represented by Each Category of Trader
10.7 7.3 13.6 1.8 5.4 8.0 7.1 4.7 54.4 0.2 1.4 1.3 2.9 4.0
Number of Traders in Each Category Total Traders: 288
32 43 71 17 20 28 53 76 109 10 33 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 537,251
Positions
98,638 144,850 154,317 14,118 2,334 9,871 97,087 63,063 154,265 2,563 2,658 5,714 679 179
Changes from: May 4, 2021 Total Change is: 7,244
6,947 -25,555 8,182 -5,004 0 -4,249 -14,541 13,385 13,797 117 -252 2,096 -101 -160
Percent of Open Interest Represented by Each Category of Trader
18.4 27.0 28.7 2.6 0.4 1.8 18.1 11.7 28.7 0.5 0.5 1.1 0.1 0.0
Number of Traders in Each Category Total Traders: 112
18 23 23 . . . 23 24 38 7 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 231,941
Positions
34,860 81,944 34,289 1,423 15,007 530 118,140 54,713 40,777 327 3,029 1,549 46 103
Changes from: May 4, 2021 Total Change is: 4,830
-518 -681 2,410 1,222 -1,739 -595 3,122 5,581 -766 0 633 4 -49 -17
Percent of Open Interest Represented by Each Category of Trader
15.0 35.3 14.8 0.6 6.5 0.2 50.9 23.6 17.6 0.1 1.3 0.7 0.0 0.0
Number of Traders in Each Category Total Traders: 94
16 21 11 . 6 . 16 25 30 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 180,997
Positions
0 55,851 0 2,098 2,035 0 2,457 24,736 97,744 78,688 500 0 10 131
Changes from: May 4, 2021 Total Change is: 1,419
0 -302 0 0 15 0 -178 3,157 -1,453 3,050 0 0 0 2
Percent of Open Interest Represented by Each Category of Trader
0.0 30.9 0.0 1.2 1.1 0.0 1.4 13.7 54.0 43.5 0.3 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 29
0 8 0 . 5 0 . 6 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 8,469
Positions
516 113 131 383 910 112 2,319 5,419 502 2,154 292 114 2,237 876
Changes from: May 4, 2021 Total Change is: -59
16 20 -20 13 -84 92 -233 -100 46 132 8 23 -129 -44
Percent of Open Interest Represented by Each Category of Trader
6.1 1.3 1.5 4.5 10.7 1.3 27.4 64.0 5.9 25.4 3.5 1.3 26.4 10.3
Number of Traders in Each Category Total Traders: 82
. . . 5 4 . 25 21 11 16 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 5,203
Positions
25 298 0 0 0 0 1,042 2,812 1,009 1,547 477 0 1,580 607
Changes from: May 4, 2021 Total Change is: 2,238
25 298 0 0 0 0 -695 882 860 937 157 0 1,111 41
Percent of Open Interest Represented by Each Category of Trader
0.5 5.7 0.0 0.0 0.0 0.0 20.0 54.0 19.4 29.7 9.2 0.0 30.4 11.7
Number of Traders in Each Category Total Traders: 42
. . 0 0 0 0 . 4 . 26 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 2,843
Positions
0 42 0 0 70 10 1,123 2,089 106 405 44 19 1,180 463
Changes from: May 4, 2021 Total Change is: 427
0 42 0 -66 70 10 173 231 32 94 -25 1 183 66
Percent of Open Interest Represented by Each Category of Trader
0.0 1.5 0.0 0.0 2.5 0.4 39.5 73.5 3.7 14.2 1.5 0.7 41.5 16.3
Number of Traders in Each Category Total Traders: 33
0 . 0 0 . . 13 10 5 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 41,879
Positions
4,810 8,057 0 8,398 8,503 910 14,891 17,279 2,976 4,001 843 84 5,808 3,226
Changes from: May 4, 2021 Total Change is: 7,544
-1,020 0 0 405 2,599 -50 6,901 3,860 559 928 42 -6 -173 540
Percent of Open Interest Represented by Each Category of Trader
11.5 19.2 0.0 20.1 20.3 2.2 35.6 41.3 7.1 9.6 2.0 0.2 13.9 7.7
Number of Traders in Each Category Total Traders: 114
. . 0 8 9 . 18 39 7 26 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 363,554
Positions
69,434 16,549 12,312 122,889 67,517 29,245 26,200 127,323 65,493 6,009 4,845 9,444 22,528 30,826
Changes from: May 4, 2021 Total Change is: 3,437
-4,790 3,030 -427 -2,454 -19,054 -1,655 -4,806 5,896 10,219 175 626 5,056 2,119 -254
Percent of Open Interest Represented by Each Category of Trader
19.1 4.6 3.4 33.8 18.6 8.0 7.2 35.0 18.0 1.7 1.3 2.6 6.2 8.5
Number of Traders in Each Category Total Traders: 161
11 11 16 21 33 27 21 47 44 5 6 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 11, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 34,313
Positions
4,881 8,888 25 22,684 1,198 0 2,288 24,027 6 4,039 0 0 390 169
Changes from: May 4, 2021 Total Change is: 1,541
0 17 -17 -506 -1 0 -222 1,441 0 2,256 0 0 30 101
Percent of Open Interest Represented by Each Category of Trader
14.2 25.9 0.1 66.1 3.5 0.0 6.7 70.0 0.0 11.8 0.0 0.0 1.1 0.5
Number of Traders in Each Category Total Traders: 56
. 4 . 12 . 0 10 4 . 20 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 14, 2021