Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 224,585
Positions
4,079 120,467 4,074 75,817 15,965 6,976 49,118 38,273 15,052 17,985 1,665 104 51,379 22,011
Changes from: May 11, 2021 Total Change is: 7,068
290 9,119 510 -137 -327 1,149 2,512 -4,355 2,692 -79 -589 -546 678 -584
Percent of Open Interest Represented by Each Category of Trader
1.8 53.6 1.8 33.8 7.1 3.1 21.9 17.0 6.7 8.0 0.7 0.0 22.9 9.8
Number of Traders in Each Category Total Traders: 115
4 11 6 22 13 10 29 21 17 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 46,343
Positions
11,466 6,494 1,063 5,409 8,019 290 11,645 12,653 1,231 0 643 0 15,239 15,949
Changes from: May 11, 2021 Total Change is: 2,433
-209 1,006 39 1,063 -345 284 362 2,073 -333 0 0 0 1,228 -291
Percent of Open Interest Represented by Each Category of Trader
24.7 14.0 2.3 11.7 17.3 0.6 25.1 27.3 2.7 0.0 1.4 0.0 32.9 34.4
Number of Traders in Each Category Total Traders: 49
4 5 . 5 10 . 6 18 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 198,426
Positions
2,931 52,462 4,476 66,479 50,707 6,898 49,298 31,097 21,900 2,641 7,180 197 43,607 23,509
Changes from: May 11, 2021 Total Change is: 2,123
214 -389 1,002 2,262 -1,959 1,035 -4,849 -836 4,135 -320 -143 137 -1,492 -858
Percent of Open Interest Represented by Each Category of Trader
1.5 26.4 2.3 33.5 25.6 3.5 24.8 15.7 11.0 1.3 3.6 0.1 22.0 11.8
Number of Traders in Each Category Total Traders: 120
. 9 7 21 25 14 28 23 18 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 165,581
Positions
59,320 6,440 3,121 43,520 35,216 6,752 21,311 68,728 10,576 780 1,204 9 20,192 33,536
Changes from: May 11, 2021 Total Change is: 2,459
9,263 -3,973 386 -2,544 2,772 -138 -4,800 2,586 1,306 -78 607 1 -936 -1,089
Percent of Open Interest Represented by Each Category of Trader
35.8 3.9 1.9 26.3 21.3 4.1 12.9 41.5 6.4 0.5 0.7 0.0 12.2 20.3
Number of Traders in Each Category Total Traders: 124
12 4 8 21 23 15 22 35 19 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 775,333
Positions
26,445 507,401 12,688 446,142 67,765 30,425 69,332 75,487 31,579 41,180 5,787 3,859 113,682 40,341
Changes from: May 11, 2021 Total Change is: 36,334
-1,949 31,649 1,786 33,108 -1,216 -2,870 851 3,096 2,108 51 240 -236 3,485 1,776
Percent of Open Interest Represented by Each Category of Trader
3.4 65.4 1.6 57.5 8.7 3.9 8.9 9.7 4.1 5.3 0.7 0.5 14.7 5.2
Number of Traders in Each Category Total Traders: 325
15 15 14 119 34 56 49 39 26 38 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 26,345
Positions
0 5,590 0 11,651 3,876 2,235 0 7,877 1 800 0 0 11,658 6,766
Changes from: May 11, 2021 Total Change is: 168
0 -5 0 410 -281 -100 0 684 0 0 0 0 -142 -130
Percent of Open Interest Represented by Each Category of Trader
0.0 21.2 0.0 44.2 14.7 8.5 0.0 29.9 0.0 3.0 0.0 0.0 44.3 25.7
Number of Traders in Each Category Total Traders: 22
0 . 0 11 5 8 0 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 23,562
Positions
2,401 4,614 6 5,963 11,641 1,963 2,612 1,545 0 0 920 55 10,562 2,818
Changes from: May 11, 2021 Total Change is: 470
0 10 -10 -290 516 55 123 0 0 0 0 0 592 -101
Percent of Open Interest Represented by Each Category of Trader
10.2 19.6 0.0 25.3 49.4 8.3 11.1 6.6 0.0 0.0 3.9 0.2 44.8 12.0
Number of Traders in Each Category Total Traders: 22
. . . 7 9 5 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 145,416
Positions
4,324 44,080 2,146 54,297 52,117 2,307 44,427 22,641 4,676 962 544 365 31,912 16,540
Changes from: May 11, 2021 Total Change is: -3,243
1,156 -1,325 215 -4,185 229 844 3,481 -1,872 495 -538 -262 -430 -4,282 -1,138
Percent of Open Interest Represented by Each Category of Trader
3.0 30.3 1.5 37.3 35.8 1.6 30.6 15.6 3.2 0.7 0.4 0.3 21.9 11.4
Number of Traders in Each Category Total Traders: 87
5 10 6 20 10 8 20 17 11 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 34,411
Positions
117 15,722 0 22,851 0 0 7,256 16,419 0 1,428 1,057 0 2,759 1,213
Changes from: May 11, 2021 Total Change is: 1,919
2 15 0 1,792 0 0 111 1,962 0 -150 -55 0 164 -3
Percent of Open Interest Represented by Each Category of Trader
0.3 45.7 0.0 66.4 0.0 0.0 21.1 47.7 0.0 4.1 3.1 0.0 8.0 3.5
Number of Traders in Each Category Total Traders: 51
. 5 0 13 0 0 18 7 0 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 145,383
Positions
560 78,204 505 61,309 5,554 660 66,911 29,227 4,557 3,035 23,147 125 7,722 3,404
Changes from: May 11, 2021 Total Change is: 1,361
328 -3,603 -279 365 1,721 256 462 45 553 -294 1,978 -42 11 732
Percent of Open Interest Represented by Each Category of Trader
0.4 53.8 0.3 42.2 3.8 0.5 46.0 20.1 3.1 2.1 15.9 0.1 5.3 2.3
Number of Traders in Each Category Total Traders: 164
. 9 . 27 8 . 63 25 15 11 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 47,061
Positions
9,975 256 340 14,608 2,005 80 14,333 40,219 284 4,018 2,147 0 3,423 1,730
Changes from: May 11, 2021 Total Change is: 3,850
0 -95 0 1,868 89 0 1,918 4,037 -282 461 72 0 -115 29
Percent of Open Interest Represented by Each Category of Trader
21.2 0.5 0.7 31.0 4.3 0.2 30.5 85.5 0.6 8.5 4.6 0.0 7.3 3.7
Number of Traders in Each Category Total Traders: 74
. . . 12 5 . 17 15 4 10 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 43,158
Positions
4,712 18,532 2 12,075 5,526 765 19,405 14,194 334 335 1,328 19 5,511 2,458
Changes from: May 11, 2021 Total Change is: -2,260
57 66 -77 -51 778 -264 -1,046 -2,138 59 -879 -423 0 -59 -261
Percent of Open Interest Represented by Each Category of Trader
10.9 42.9 0.0 28.0 12.8 1.8 45.0 32.9 0.8 0.8 3.1 0.0 12.8 5.7
Number of Traders in Each Category Total Traders: 89
5 8 . 16 7 5 32 15 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 14,862
Positions
1,197 0 0 7,145 3,202 0 4,673 10,156 0 267 200 0 1,580 1,304
Changes from: May 11, 2021 Total Change is: 14
0 0 0 -119 155 0 -159 197 0 160 -100 0 132 -238
Percent of Open Interest Represented by Each Category of Trader
8.1 0.0 0.0 48.1 21.5 0.0 31.4 68.3 0.0 1.8 1.3 0.0 10.6 8.8
Number of Traders in Each Category Total Traders: 39
. 0 0 5 4 0 13 12 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 48,085
Positions
14,111 15,237 708 12,883 1,735 537 6,973 6,796 2,523 1,195 14,650 0 9,155 5,900
Changes from: May 11, 2021 Total Change is: -1,424
-58 -163 -121 1,575 -163 168 -2,311 -419 -132 -207 -162 0 -337 -433
Percent of Open Interest Represented by Each Category of Trader
29.3 31.7 1.5 26.8 3.6 1.1 14.5 14.1 5.2 2.5 30.5 0.0 19.0 12.3
Number of Traders in Each Category Total Traders: 109
17 14 . 26 5 7 21 15 12 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 96,169
Positions
28,222 30,473 1,415 25,765 3,470 1,073 13,947 13,592 5,046 2,390 29,301 0 18,311 11,799
Changes from: May 11, 2021 Total Change is: -2,847
-117 -325 -242 3,150 -325 336 -4,621 -838 -264 -414 -323 0 -674 -865
Percent of Open Interest Represented by Each Category of Trader
29.3 31.7 1.5 26.8 3.6 1.1 14.5 14.1 5.2 2.5 30.5 0.0 19.0 12.3
Number of Traders in Each Category Total Traders: 109
17 14 . 26 5 7 21 15 12 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 32,376
Positions
1,633 27,134 461 24,587 0 726 2,001 3,368 0 0 0 0 2,968 687
Changes from: May 11, 2021 Total Change is: 647
11 476 -26 3,341 0 -21 170 127 0 0 0 0 -2,828 91
Percent of Open Interest Represented by Each Category of Trader
5.0 83.8 1.4 75.9 0.0 2.2 6.2 10.4 0.0 0.0 0.0 0.0 9.2 2.1
Number of Traders in Each Category Total Traders: 32
. 7 . 16 0 . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 699,583
Positions
44,123 154,537 61,640 251,408 85,326 56,013 47,940 78,462 130,432 19,555 55,135 4,339 84,133 73,698
Changes from: May 11, 2021 Total Change is: -2,491
-6,019 -3,590 95 -5,183 1,145 -544 901 -4,181 -664 -310 -973 809 8,423 5,411
Percent of Open Interest Represented by Each Category of Trader
6.3 22.1 8.8 35.9 12.2 8.0 6.9 11.2 18.6 2.8 7.9 0.6 12.0 10.5
Number of Traders in Each Category Total Traders: 580
38 29 43 169 93 123 78 95 101 47 30 41
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 55,934
Positions
13,728 9,561 481 0 0 0 20,238 12,612 13,413 100 0 1 7,974 19,867
Changes from: May 11, 2021 Total Change is: 889
-877 -5,229 -14 0 0 0 -778 51 1,210 99 -400 1 1,249 5,271
Percent of Open Interest Represented by Each Category of Trader
24.5 17.1 0.9 0.0 0.0 0.0 36.2 22.5 24.0 0.2 0.0 0.0 14.3 35.5
Number of Traders in Each Category Total Traders: 29
4 5 . 0 0 0 8 9 16 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 13,641
Positions
3,238 9,865 0 6,356 2,496 0 1,950 0 0 0 0 0 2,097 1,280
Changes from: May 11, 2021 Total Change is: 1,218
0 2,475 0 782 -1,357 0 551 -219 0 0 0 0 -115 319
Percent of Open Interest Represented by Each Category of Trader
23.7 72.3 0.0 46.6 18.3 0.0 14.3 0.0 0.0 0.0 0.0 0.0 15.4 9.4
Number of Traders in Each Category Total Traders: 20
4 7 0 4 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 30,856
Positions
10,669 28,782 130 12,454 0 0 3,288 692 217 0 0 0 4,098 1,035
Changes from: May 11, 2021 Total Change is: 3,384
1,752 3,589 122 1,382 0 0 -309 -256 53 0 0 0 384 -124
Percent of Open Interest Represented by Each Category of Trader
34.6 93.3 0.4 40.4 0.0 0.0 10.7 2.2 0.7 0.0 0.0 0.0 13.3 3.4
Number of Traders in Each Category Total Traders: 32
6 7 . 12 0 0 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,218,243
Positions
224,444 797,347 233,330 1,257,042 426,629 280,064 262,511 453,254 461,093 97,770 276,174 21,193 380,797 269,158
Changes from: May 11, 2021 Total Change is: -16,898
-35,746 -1,844 10,586 -25,914 5,727 -2,722 -1,782 -31,343 815 -1,551 -2,366 3,547 35,870 702
Percent of Open Interest Represented by Each Category of Trader
7.0 24.8 7.3 39.1 13.3 8.7 8.2 14.1 14.3 3.0 8.6 0.7 11.8 8.4
Number of Traders in Each Category Total Traders: 574
38 29 40 169 93 123 75 93 96 47 30 40
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 54,553
Positions
3,425 52,150 0 43,814 328 168 2,436 1,275 0 0 0 0 4,710 632
Changes from: May 11, 2021 Total Change is: -1,044
320 -905 0 -864 0 -78 -15 0 0 0 0 0 -407 -61
Percent of Open Interest Represented by Each Category of Trader
6.3 95.6 0.0 80.3 0.6 0.3 4.5 2.3 0.0 0.0 0.0 0.0 8.6 1.2
Number of Traders in Each Category Total Traders: 39
. 8 0 20 . . 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 14,499
Positions
4,461 11,310 0 7,183 898 0 0 1,325 0 212 0 0 2,643 966
Changes from: May 11, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
30.8 78.0 0.0 49.5 6.2 0.0 0.0 9.1 0.0 1.5 0.0 0.0 18.2 6.7
Number of Traders in Each Category Total Traders: 22
. 7 0 6 . 0 0 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 20,510
Positions
495 19,348 0 15,744 123 228 1,139 0 0 0 0 0 2,904 811
Changes from: May 11, 2021 Total Change is: 1
196 498 0 -83 -541 -121 0 0 0 0 0 0 9 165
Percent of Open Interest Represented by Each Category of Trader
2.4 94.3 0.0 76.8 0.6 1.1 5.6 0.0 0.0 0.0 0.0 0.0 14.2 4.0
Number of Traders in Each Category Total Traders: 20
. 8 0 8 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 14,039
Positions
3,364 10,498 1 5,454 2,463 328 1,797 0 0 0 0 0 3,095 749
Changes from: May 11, 2021 Total Change is: -211
200 -785 0 -148 607 0 -434 0 0 0 0 0 171 -33
Percent of Open Interest Represented by Each Category of Trader
24.0 74.8 0.0 38.8 17.5 2.3 12.8 0.0 0.0 0.0 0.0 0.0 22.0 5.3
Number of Traders in Each Category Total Traders: 22
. 8 . 5 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 44,410
Positions
5,241 13,236 244 24,203 21,734 2,600 3,159 2,937 130 0 0 0 8,833 3,529
Changes from: May 11, 2021 Total Change is: -786
565 -901 -5 -1,326 -573 657 -442 -200 109 -321 0 0 -23 127
Percent of Open Interest Represented by Each Category of Trader
11.8 29.8 0.5 54.5 48.9 5.9 7.1 6.6 0.3 0.0 0.0 0.0 19.9 7.9
Number of Traders in Each Category Total Traders: 67
5 9 . 27 16 11 7 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 53,942
Positions
12,834 6,232 1,249 9,313 10,008 1,592 11,217 13,985 7,296 1,933 3,566 244 8,263 9,769
Changes from: May 11, 2021 Total Change is: -142
-683 -190 5 -676 1,988 317 924 -1,142 -101 96 -321 -126 103 -572
Percent of Open Interest Represented by Each Category of Trader
23.8 11.6 2.3 17.3 18.6 3.0 20.8 25.9 13.5 3.6 6.6 0.5 15.3 18.1
Number of Traders in Each Category Total Traders: 332
27 26 14 52 57 38 50 68 40 22 30 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 269,709
Positions
64,170 31,162 6,246 46,567 50,040 7,961 56,083 69,923 36,481 9,665 17,832 1,221 41,316 48,843
Changes from: May 11, 2021 Total Change is: -708
-3,414 -948 23 -3,382 9,942 1,583 4,620 -5,710 -503 481 -1,603 -629 514 -2,862
Percent of Open Interest Represented by Each Category of Trader
23.8 11.6 2.3 17.3 18.6 3.0 20.8 25.9 13.5 3.6 6.6 0.5 15.3 18.1
Number of Traders in Each Category Total Traders: 332
27 26 14 52 57 38 50 68 40 22 30 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 149,080
Positions
273 25,494 0 318 209 0 65,358 95,796 5,759 300 990 621 76,451 20,211
Changes from: May 11, 2021 Total Change is: 3,457
18 3,663 0 28 -24 0 -2,947 -1,762 -134 -400 -95 366 6,526 1,443
Percent of Open Interest Represented by Each Category of Trader
0.2 17.1 0.0 0.2 0.1 0.0 43.8 64.3 3.9 0.2 0.7 0.4 51.3 13.6
Number of Traders in Each Category Total Traders: 27
. . 0 . . 0 10 7 4 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 470,107
Positions
116,270 93,359 5,676 213,210 153,538 45,231 40,328 89,181 13,894 6,925 48,673 205 28,368 20,350
Changes from: May 11, 2021 Total Change is: 9,571
5,439 -10,139 -405 -1,858 23,717 3,016 2,990 -9,531 1,927 -1,808 881 29 241 76
Percent of Open Interest Represented by Each Category of Trader
24.7 19.9 1.2 45.4 32.7 9.6 8.6 19.0 3.0 1.5 10.4 0.0 6.0 4.3
Number of Traders in Each Category Total Traders: 336
31 16 5 91 51 50 45 65 32 13 24 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 30,325
Positions
6,867 29,093 0 18,128 502 0 2,626 437 0 0 0 0 2,704 293
Changes from: May 11, 2021 Total Change is: -900
-40 -795 0 -1,337 0 0 -34 -15 0 0 0 0 511 -90
Percent of Open Interest Represented by Each Category of Trader
22.6 95.9 0.0 59.8 1.7 0.0 8.7 1.4 0.0 0.0 0.0 0.0 8.9 1.0
Number of Traders in Each Category Total Traders: 33
. 10 0 16 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 15,518
Positions
328 5,742 0 9,677 0 26 501 4,920 3 1,116 475 0 3,867 4,352
Changes from: May 11, 2021 Total Change is: -180
-125 0 0 -23 0 16 -283 -17 0 1 -1,559 0 234 1,380
Percent of Open Interest Represented by Each Category of Trader
2.1 37.0 0.0 62.4 0.0 0.2 3.2 31.7 0.0 7.2 3.1 0.0 24.9 28.0
Number of Traders in Each Category Total Traders: 20
. . 0 10 0 . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 39,385
Positions
7,487 5,364 433 8,966 1,716 322 14,029 4,885 190 717 0 0 7,241 26,475
Changes from: May 11, 2021 Total Change is: -2,228
-847 435 -13 -622 -272 160 129 1,059 -197 -787 -1,581 0 -51 -1,819
Percent of Open Interest Represented by Each Category of Trader
19.0 13.6 1.1 22.8 4.4 0.8 35.6 12.4 0.5 1.8 0.0 0.0 18.4 67.2
Number of Traders in Each Category Total Traders: 57
9 9 . 12 . . 18 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 407,547
Positions
27,752 248,406 7,107 268,354 63,110 68,323 17,903 9,355 863 6,396 3,826 46 10,803 6,511
Changes from: May 11, 2021 Total Change is: -4,527
-185 -2,581 -216 -4,920 -1,712 1,703 -1,392 -1,421 -165 107 -1,310 0 541 1,175
Percent of Open Interest Represented by Each Category of Trader
6.8 61.0 1.7 65.8 15.5 16.8 4.4 2.3 0.2 1.6 0.9 0.0 2.7 1.6
Number of Traders in Each Category Total Traders: 179
11 15 6 79 36 46 21 9 5 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,080,486
Positions
104,478 572,085 8,126 697,293 250,367 111,236 81,921 62,587 3,656 38,004 57,141 3,727 32,045 11,561
Changes from: May 11, 2021 Total Change is: -5,604
-1,468 -18,951 2 -4,227 11,036 2,155 440 -2,615 -276 -391 4,385 114 -1,953 -1,454
Percent of Open Interest Represented by Each Category of Trader
9.7 52.9 0.8 64.5 23.2 10.3 7.6 5.8 0.3 3.5 5.3 0.3 3.0 1.1
Number of Traders in Each Category Total Traders: 411
27 22 8 172 67 88 51 34 18 25 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 195,237
Positions
33,599 151,529 23,697 15,657 6,747 2,886 108,292 387 9,783 1,031 137 0 292 71
Changes from: May 11, 2021 Total Change is: 3,478
2,150 1,476 1,138 -250 150 0 151 57 677 -357 0 0 -31 -20
Percent of Open Interest Represented by Each Category of Trader
17.2 77.6 12.1 8.0 3.5 1.5 55.5 0.2 5.0 0.5 0.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 83
10 18 15 13 . . 30 . 4 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,364,358
Positions
3,355 87,868 51,928 630,082 323,118 256,003 47,940 234,545 134,730 67,431 41,236 8,425 164,465 226,505
Changes from: May 11, 2021 Total Change is: 21,816
-324 3,274 455 -5,320 21,405 5,217 7,698 -12,830 13,228 -228 -3,825 1,364 -272 -6,471
Percent of Open Interest Represented by Each Category of Trader
0.2 6.4 3.8 46.2 23.7 18.8 3.5 17.2 9.9 4.9 3.0 0.6 12.1 16.6
Number of Traders in Each Category Total Traders: 201
4 24 21 59 41 60 17 38 39 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,152,147
Positions
23,189 103,169 629 663,153 320,283 198,286 50,847 326,412 14,915 66,506 20,961 0 134,622 167,492
Changes from: May 11, 2021 Total Change is: 15,344
-2,231 4,232 -388 15,964 4,312 -3,252 4,537 16,131 -651 2,304 2,347 0 -939 -7,387
Percent of Open Interest Represented by Each Category of Trader
2.0 9.0 0.1 57.6 27.8 17.2 4.4 28.3 1.3 5.8 1.8 0.0 11.7 14.5
Number of Traders in Each Category Total Traders: 163
. 12 . 70 33 60 7 26 13 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,312,173
Positions
202,511 200,375 11,463 974,793 475,880 319,865 377,314 1,030,488 108,094 163,291 52,841 2,663 152,179 110,504
Changes from: May 11, 2021 Total Change is: -1,401
5,597 1,081 -7,444 -20,930 23,548 -1,233 -10,734 -41,245 33,288 2,086 -8,720 1,139 -3,170 -1,815
Percent of Open Interest Represented by Each Category of Trader
8.8 8.7 0.5 42.2 20.6 13.8 16.3 44.6 4.7 7.1 2.3 0.1 6.6 4.8
Number of Traders in Each Category Total Traders: 323
11 34 7 102 38 81 55 46 31 25 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,986,599
Positions
154,578 203,409 161,546 1,499,919 1,515,264 869,917 1,103,646 655,088 607,526 176,202 295,466 70,936 342,329 607,448
Changes from: May 11, 2021 Total Change is: -123,277
-13,464 13,797 1,168 6,002 -26,482 10,131 -94,097 34,683 2,549 -7,634 -128,874 -11,727 -16,204 -18,521
Percent of Open Interest Represented by Each Category of Trader
3.1 4.1 3.2 30.1 30.4 17.4 22.1 13.1 12.2 3.5 5.9 1.4 6.9 12.2
Number of Traders in Each Category Total Traders: 441
25 36 41 77 108 113 64 86 90 19 26 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,590,951
Positions
131,941 17,116 6,578 456,544 615,781 165,714 631,938 384,623 31,213 37,369 97,829 2 129,652 272,095
Changes from: May 11, 2021 Total Change is: 18,998
-11,691 -9,080 2,351 5,153 27,272 -10,701 7,706 2,576 12,554 5 -6,672 0 13,621 698
Percent of Open Interest Represented by Each Category of Trader
8.3 1.1 0.4 28.7 38.7 10.4 39.7 24.2 2.0 2.3 6.1 0.0 8.1 17.1
Number of Traders in Each Category Total Traders: 157
10 4 9 21 62 50 29 17 20 . 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,877,563
Positions
31,830 160,136 88,997 1,675,218 1,112,427 697,273 404,814 789,973 413,979 238,768 191,108 16,068 310,617 407,602
Changes from: May 11, 2021 Total Change is: 112,369
-17,318 11,312 3,934 17,306 -14,601 12,408 -19,027 18,518 111,596 -983 -31,087 359 4,095 -70
Percent of Open Interest Represented by Each Category of Trader
0.8 4.1 2.3 43.2 28.7 18.0 10.4 20.4 10.7 6.2 4.9 0.4 8.0 10.5
Number of Traders in Each Category Total Traders: 336
13 27 22 80 67 83 33 85 56 9 22 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,089,912
Positions
435,000 164,032 271,580 23,767 11,372 9,545 68,442 340,166 255,974 600 6,450 0 25,004 30,793
Changes from: May 11, 2021 Total Change is: 44,576
30,080 5,596 7,568 2,924 0 -300 -7,034 19,979 13,082 0 1,500 0 -1,744 -2,849
Percent of Open Interest Represented by Each Category of Trader
39.9 15.1 24.9 2.2 1.0 0.9 6.3 31.2 23.5 0.1 0.6 0.0 2.3 2.8
Number of Traders in Each Category Total Traders: 96
25 25 42 . . 4 19 19 30 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is23,985,070
Positions
2,877,972 1,623,295 3,161,218 415,846 1,274,270 1,897,331 1,415,225 1,306,684 13,166,037 62,911 308,162 309,740 678,790 938,333
Changes from: May 11, 2021 Total Change is: 498,110
364,036 -92,370 -37,912 2,552 3,679 27,214 -261,044 207,464 395,270 10,340 -12,690 1,595 -3,939 5,861
Percent of Open Interest Represented by Each Category of Trader
12.0 6.8 13.2 1.7 5.3 7.9 5.9 5.4 54.9 0.3 1.3 1.3 2.8 3.9
Number of Traders in Each Category Total Traders: 297
33 46 76 18 20 30 48 84 107 10 33 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 539,118
Positions
103,445 148,816 153,875 13,325 2,334 8,227 98,640 64,686 153,890 2,517 2,532 4,508 691 250
Changes from: May 11, 2021 Total Change is: 1,867
4,807 3,966 -442 -793 0 -1,644 1,553 1,623 -375 -46 -126 -1,206 12 71
Percent of Open Interest Represented by Each Category of Trader
19.2 27.6 28.5 2.5 0.4 1.5 18.3 12.0 28.5 0.5 0.5 0.8 0.1 0.0
Number of Traders in Each Category Total Traders: 109
19 21 23 . . . 21 26 37 7 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 237,475
Positions
36,745 87,949 34,130 1,462 14,846 535 121,974 57,500 39,240 1,417 1,238 1,893 79 144
Changes from: May 11, 2021 Total Change is: 5,534
1,885 6,005 -159 39 -161 5 3,834 2,787 -1,537 1,090 -1,791 344 33 41
Percent of Open Interest Represented by Each Category of Trader
15.5 37.0 14.4 0.6 6.3 0.2 51.4 24.2 16.5 0.6 0.5 0.8 0.0 0.1
Number of Traders in Each Category Total Traders: 93
15 22 11 . 6 . 15 26 29 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 174,822
Positions
0 56,143 0 2,229 2,085 0 2,233 21,995 93,968 76,388 500 0 4 131
Changes from: May 11, 2021 Total Change is: -6,175
0 292 0 131 50 0 -224 -2,741 -3,776 -2,300 0 0 -6 0
Percent of Open Interest Represented by Each Category of Trader
0.0 32.1 0.0 1.3 1.2 0.0 1.3 12.6 53.8 43.7 0.3 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 29
0 8 0 . 5 0 . 6 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 9,522
Positions
572 96 69 393 1,085 0 3,279 6,136 644 2,403 339 226 1,936 927
Changes from: May 11, 2021 Total Change is: 1,053
56 -17 -62 10 175 -112 960 717 142 249 46 111 -301 52
Percent of Open Interest Represented by Each Category of Trader
6.0 1.0 0.7 4.1 11.4 0.0 34.4 64.4 6.8 25.2 3.6 2.4 20.3 9.7
Number of Traders in Each Category Total Traders: 90
. . . . 5 0 27 23 14 17 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 32,865
Positions
0 9,529 0 0 0 0 27,406 19,344 452 1,950 946 69 2,988 2,525
Changes from: May 11, 2021 Total Change is: 27,662
-25 9,231 0 0 0 0 26,364 16,532 -557 403 469 69 1,408 1,918
Percent of Open Interest Represented by Each Category of Trader
0.0 29.0 0.0 0.0 0.0 0.0 83.4 58.9 1.4 5.9 2.9 0.2 9.1 7.7
Number of Traders in Each Category Total Traders: 76
0 . 0 0 0 0 8 8 . 41 18 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 2,969
Positions
2 41 38 0 84 14 1,332 2,264 109 383 52 4 1,087 363
Changes from: May 11, 2021 Total Change is: 126
2 -1 38 0 14 4 209 175 3 -22 8 -15 -93 -100
Percent of Open Interest Represented by Each Category of Trader
0.1 1.4 1.3 0.0 2.8 0.5 44.9 76.3 3.7 12.9 1.8 0.1 36.6 12.2
Number of Traders in Each Category Total Traders: 37
. . . 0 . . 14 12 4 5 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 43,032
Positions
5,459 8,057 0 8,272 8,761 916 12,724 16,589 4,095 5,107 959 218 6,242 3,437
Changes from: May 11, 2021 Total Change is: 1,153
649 0 0 -126 258 6 -2,168 -690 1,118 1,106 116 134 434 211
Percent of Open Interest Represented by Each Category of Trader
12.7 18.7 0.0 19.2 20.4 2.1 29.6 38.6 9.5 11.9 2.2 0.5 14.5 8.0
Number of Traders in Each Category Total Traders: 116
. . 0 8 10 . 17 39 6 26 11 .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 349,109
Positions
56,820 17,685 17,445 112,133 60,290 26,605 27,796 111,293 69,488 5,757 3,878 14,265 18,800 28,160
Changes from: May 11, 2021 Total Change is: -14,445
-12,614 1,136 5,133 -10,756 -7,227 -2,640 1,596 -16,030 3,995 -252 -967 4,821 -3,728 -2,666
Percent of Open Interest Represented by Each Category of Trader
16.3 5.1 5.0 32.1 17.3 7.6 8.0 31.9 19.9 1.6 1.1 4.1 5.4 8.1
Number of Traders in Each Category Total Traders: 168
13 14 19 22 26 19 24 44 47 5 11 10
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Traders in Financial Futures - Options and Futures Combined Positions as of May 18, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 35,153
Positions
4,881 8,913 0 25,412 1,221 0 1,110 24,931 5 3,298 0 1 446 82
Changes from: May 11, 2021 Total Change is: 840
0 25 -25 2,728 23 0 -1,178 904 -1 -741 0 1 56 -87
Percent of Open Interest Represented by Each Category of Trader
13.9 25.4 0.0 72.3 3.5 0.0 3.2 70.9 0.0 9.4 0.0 0.0 1.3 0.2
Number of Traders in Each Category Total Traders: 51
. 4 0 12 . 0 7 6 . 16 0 .
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Updated May 21, 2021