Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 230,880
Positions
3,302 124,862 4,872 77,741 15,099 7,643 53,148 41,816 14,635 17,639 1,603 93 51,807 20,257
Changes from: May 18, 2021 Total Change is: 6,295
-778 4,396 798 1,924 -865 667 4,030 3,543 -417 -346 -62 -11 428 -1,754
Percent of Open Interest Represented by Each Category of Trader
1.4 54.1 2.1 33.7 6.5 3.3 23.0 18.1 6.3 7.6 0.7 0.0 22.4 8.8
Number of Traders in Each Category Total Traders: 116
. 11 6 23 11 10 32 21 15 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 46,204
Positions
11,482 8,194 1,111 5,951 7,628 308 12,658 11,189 1,268 0 643 0 13,425 15,863
Changes from: May 18, 2021 Total Change is: -139
16 1,699 48 542 -391 18 1,014 -1,464 37 0 0 0 -1,813 -86
Percent of Open Interest Represented by Each Category of Trader
24.9 17.7 2.4 12.9 16.5 0.7 27.4 24.2 2.7 0.0 1.4 0.0 29.1 34.3
Number of Traders in Each Category Total Traders: 52
5 6 . 4 10 . 9 17 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 193,622
Positions
2,100 55,014 4,279 65,791 49,002 6,754 48,386 26,914 20,991 2,627 7,170 211 42,482 23,287
Changes from: May 18, 2021 Total Change is: -4,804
-831 2,552 -196 -687 -1,706 -144 -912 -4,183 -909 -14 -10 14 -1,125 -222
Percent of Open Interest Represented by Each Category of Trader
1.1 28.4 2.2 34.0 25.3 3.5 25.0 13.9 10.8 1.4 3.7 0.1 21.9 12.0
Number of Traders in Each Category Total Traders: 115
. 9 7 21 23 14 28 21 17 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 165,347
Positions
57,607 8,007 3,317 44,719 35,331 6,698 20,595 67,730 11,717 758 1,327 8 19,929 31,213
Changes from: May 18, 2021 Total Change is: -234
-1,713 1,567 196 1,199 116 -54 -716 -998 1,141 -22 123 -1 -263 -2,323
Percent of Open Interest Represented by Each Category of Trader
34.8 4.8 2.0 27.0 21.4 4.1 12.5 41.0 7.1 0.5 0.8 0.0 12.1 18.9
Number of Traders in Each Category Total Traders: 129
12 4 9 20 24 14 23 39 21 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 790,140
Positions
26,958 518,168 12,420 450,696 68,592 31,313 70,278 74,494 36,642 42,325 5,418 3,828 115,680 39,266
Changes from: May 18, 2021 Total Change is: 14,807
513 10,767 -269 4,554 827 888 946 -993 5,062 1,145 -369 -31 1,998 -1,076
Percent of Open Interest Represented by Each Category of Trader
3.4 65.6 1.6 57.0 8.7 4.0 8.9 9.4 4.6 5.4 0.7 0.5 14.6 5.0
Number of Traders in Each Category Total Traders: 328
14 16 14 118 32 55 53 41 35 39 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 26,583
Positions
0 5,610 0 11,666 3,876 2,235 0 8,296 0 800 0 0 11,882 6,566
Changes from: May 18, 2021 Total Change is: 238
0 20 0 15 0 0 0 419 -1 0 0 0 224 -200
Percent of Open Interest Represented by Each Category of Trader
0.0 21.1 0.0 43.9 14.6 8.4 0.0 31.2 0.0 3.0 0.0 0.0 44.7 24.7
Number of Traders in Each Category Total Traders: 22
0 . 0 11 5 8 0 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 23,212
Positions
2,411 4,614 6 5,924 11,027 1,927 2,662 1,545 0 0 920 55 10,227 3,118
Changes from: May 18, 2021 Total Change is: -350
10 0 0 -39 -614 -36 50 0 0 0 0 0 -335 300
Percent of Open Interest Represented by Each Category of Trader
10.4 19.9 0.0 25.5 47.5 8.3 11.5 6.7 0.0 0.0 4.0 0.2 44.1 13.4
Number of Traders in Each Category Total Traders: 21
. . . 7 8 4 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 143,584
Positions
5,941 41,711 2,482 53,026 52,811 2,074 41,617 22,176 4,836 2,817 924 0 30,793 16,571
Changes from: May 18, 2021 Total Change is: -1,832
1,617 -2,369 336 -1,272 694 -234 -2,811 -465 160 1,855 380 -365 -1,119 31
Percent of Open Interest Represented by Each Category of Trader
4.1 29.0 1.7 36.9 36.8 1.4 29.0 15.4 3.4 2.0 0.6 0.0 21.4 11.5
Number of Traders in Each Category Total Traders: 90
5 10 6 19 11 8 23 17 11 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 35,074
Positions
133 15,737 0 23,562 0 0 7,394 17,161 0 1,556 927 0 2,429 1,249
Changes from: May 18, 2021 Total Change is: 663
16 15 0 711 0 0 138 742 0 128 -130 0 -330 36
Percent of Open Interest Represented by Each Category of Trader
0.4 44.9 0.0 67.2 0.0 0.0 21.1 48.9 0.0 4.4 2.6 0.0 6.9 3.6
Number of Traders in Each Category Total Traders: 49
. 5 0 13 0 0 17 6 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 147,531
Positions
884 79,577 505 62,225 4,242 403 66,415 30,448 6,171 3,203 23,173 51 7,673 2,961
Changes from: May 18, 2021 Total Change is: 2,148
324 1,373 0 917 -1,312 -257 -495 1,221 1,614 168 26 -74 -48 -443
Percent of Open Interest Represented by Each Category of Trader
0.6 53.9 0.3 42.2 2.9 0.3 45.0 20.6 4.2 2.2 15.7 0.0 5.2 2.0
Number of Traders in Each Category Total Traders: 161
. 11 . 26 5 . 60 27 14 13 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 65,702
Positions
9,975 187 18,956 15,262 2,260 80 13,746 39,914 204 3,980 2,117 64 3,435 1,921
Changes from: May 18, 2021 Total Change is: 18,641
0 -69 18,616 654 255 0 -587 -305 -81 -38 -31 64 13 191
Percent of Open Interest Represented by Each Category of Trader
15.2 0.3 28.9 23.2 3.4 0.1 20.9 60.8 0.3 6.1 3.2 0.1 5.2 2.9
Number of Traders in Each Category Total Traders: 69
. . . 12 5 . 16 14 4 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 44,252
Positions
4,738 18,319 22 11,265 6,593 704 20,556 13,760 582 486 1,495 19 5,880 2,758
Changes from: May 18, 2021 Total Change is: 1,094
26 -213 20 -810 1,067 -61 1,151 -434 248 151 167 0 369 300
Percent of Open Interest Represented by Each Category of Trader
10.7 41.4 0.0 25.5 14.9 1.6 46.5 31.1 1.3 1.1 3.4 0.0 13.3 6.2
Number of Traders in Each Category Total Traders: 87
4 7 . 15 8 . 31 14 7 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 13,952
Positions
1,161 0 0 6,362 3,184 0 4,696 9,399 10 121 150 0 1,602 1,209
Changes from: May 18, 2021 Total Change is: -910
-36 0 0 -783 -18 0 23 -757 10 -146 -50 0 22 -95
Percent of Open Interest Represented by Each Category of Trader
8.3 0.0 0.0 45.6 22.8 0.0 33.7 67.4 0.1 0.9 1.1 0.0 11.5 8.7
Number of Traders in Each Category Total Traders: 37
. 0 0 5 4 0 13 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 49,619
Positions
14,051 15,747 789 14,333 1,304 333 7,832 8,467 2,445 875 15,006 0 8,961 5,528
Changes from: May 18, 2021 Total Change is: 1,534
-60 511 81 1,451 -431 -204 859 1,671 -78 -321 356 0 -195 -372
Percent of Open Interest Represented by Each Category of Trader
28.3 31.7 1.6 28.9 2.6 0.7 15.8 17.1 4.9 1.8 30.2 0.0 18.1 11.1
Number of Traders in Each Category Total Traders: 108
17 16 . 26 4 8 23 11 12 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 99,237
Positions
28,102 31,494 1,577 28,666 2,608 666 15,665 16,934 4,891 1,749 30,012 0 17,922 11,055
Changes from: May 18, 2021 Total Change is: 3,068
-120 1,021 162 2,901 -862 -407 1,718 3,342 -156 -641 711 0 -389 -744
Percent of Open Interest Represented by Each Category of Trader
28.3 31.7 1.6 28.9 2.6 0.7 15.8 17.1 4.9 1.8 30.2 0.0 18.1 11.1
Number of Traders in Each Category Total Traders: 108
17 16 . 26 4 8 23 11 12 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 31,818
Positions
1,806 27,479 366 24,029 0 726 1,891 2,596 0 0 0 0 3,000 651
Changes from: May 18, 2021 Total Change is: -558
173 345 -95 -558 0 0 -110 -772 0 0 0 0 32 -36
Percent of Open Interest Represented by Each Category of Trader
5.7 86.4 1.2 75.5 0.0 2.3 5.9 8.2 0.0 0.0 0.0 0.0 9.4 2.0
Number of Traders in Each Category Total Traders: 31
4 7 . 15 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 714,659
Positions
45,081 160,939 67,057 256,956 87,486 55,347 52,200 73,891 128,669 18,880 57,905 3,844 86,626 79,521
Changes from: May 18, 2021 Total Change is: 15,076
958 6,402 5,417 5,547 2,160 -666 4,260 -4,571 -1,763 -675 2,770 -495 2,492 5,822
Percent of Open Interest Represented by Each Category of Trader
6.3 22.5 9.4 36.0 12.2 7.7 7.3 10.3 18.0 2.6 8.1 0.5 12.1 11.1
Number of Traders in Each Category Total Traders: 574
40 31 44 166 96 122 78 88 100 40 35 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 58,318
Positions
15,528 10,344 497 0 0 0 22,307 11,347 11,058 400 0 0 8,528 25,072
Changes from: May 18, 2021 Total Change is: 2,384
1,800 783 16 0 0 0 2,069 -1,265 -2,355 300 0 -1 554 5,205
Percent of Open Interest Represented by Each Category of Trader
26.6 17.7 0.9 0.0 0.0 0.0 38.3 19.5 19.0 0.7 0.0 0.0 14.6 43.0
Number of Traders in Each Category Total Traders: 29
5 4 . 0 0 0 8 9 14 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 14,199
Positions
3,140 12,331 0 6,740 498 0 2,278 600 0 0 0 0 2,041 770
Changes from: May 18, 2021 Total Change is: 558
-98 2,466 0 384 -1,998 0 328 600 0 0 0 0 -56 -510
Percent of Open Interest Represented by Each Category of Trader
22.1 86.8 0.0 47.5 3.5 0.0 16.0 4.2 0.0 0.0 0.0 0.0 14.4 5.4
Number of Traders in Each Category Total Traders: 21
4 7 0 4 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 30,965
Positions
11,205 29,138 0 14,073 0 0 2,309 1,074 0 252 0 0 3,126 753
Changes from: May 18, 2021 Total Change is: 109
536 356 -130 1,619 0 0 -979 382 -217 252 0 0 -972 -282
Percent of Open Interest Represented by Each Category of Trader
36.2 94.1 0.0 45.4 0.0 0.0 7.5 3.5 0.0 0.8 0.0 0.0 10.1 2.4
Number of Traders in Each Category Total Traders: 34
5 8 0 14 0 0 4 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 3,281,704
Positions
221,651 826,860 258,917 1,284,779 437,431 276,736 291,309 454,562 446,210 94,397 291,527 17,218 390,488 272,244
Changes from: May 18, 2021 Total Change is: 63,461
-2,792 29,513 25,586 27,737 10,802 -3,328 28,798 1,308 -14,883 -3,373 15,352 -3,975 9,691 3,086
Percent of Open Interest Represented by Each Category of Trader
6.8 25.2 7.9 39.1 13.3 8.4 8.9 13.9 13.6 2.9 8.9 0.5 11.9 8.3
Number of Traders in Each Category Total Traders: 570
39 32 42 166 96 122 78 85 97 39 35 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 52,703
Positions
3,801 49,675 0 40,919 328 1,021 2,224 1,161 0 0 0 0 4,738 518
Changes from: May 18, 2021 Total Change is: -1,850
376 -2,475 0 -2,895 0 853 -212 -114 0 0 0 0 28 -114
Percent of Open Interest Represented by Each Category of Trader
7.2 94.3 0.0 77.6 0.6 1.9 4.2 2.2 0.0 0.0 0.0 0.0 9.0 1.0
Number of Traders in Each Category Total Traders: 37
4 7 0 19 . . 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 14,143
Positions
3,971 11,723 0 7,355 441 0 0 1,349 0 0 0 0 2,817 630
Changes from: May 18, 2021 Total Change is: -356
-490 413 0 172 -457 0 0 24 0 -212 0 0 174 -336
Percent of Open Interest Represented by Each Category of Trader
28.1 82.9 0.0 52.0 3.1 0.0 0.0 9.5 0.0 0.0 0.0 0.0 19.9 4.5
Number of Traders in Each Category Total Traders: 22
. 8 0 6 . 0 0 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 20,868
Positions
2,691 18,509 0 12,756 123 1,219 1,169 0 0 0 0 0 3,033 1,017
Changes from: May 18, 2021 Total Change is: 358
2,196 -839 0 -2,988 0 991 30 0 0 0 0 0 129 206
Percent of Open Interest Represented by Each Category of Trader
12.9 88.7 0.0 61.1 0.6 5.8 5.6 0.0 0.0 0.0 0.0 0.0 14.5 4.9
Number of Traders in Each Category Total Traders: 21
. 7 0 8 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 13,760
Positions
3,364 10,889 2 5,247 1,854 705 1,605 0 0 0 0 0 2,837 310
Changes from: May 18, 2021 Total Change is: -279
0 391 1 -207 -609 377 -192 0 0 0 0 0 -258 -439
Percent of Open Interest Represented by Each Category of Trader
24.4 79.1 0.0 38.1 13.5 5.1 11.7 0.0 0.0 0.0 0.0 0.0 20.6 2.3
Number of Traders in Each Category Total Traders: 22
. 9 . 5 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 44,626
Positions
5,345 13,255 245 24,625 21,750 2,567 2,802 3,140 5 0 0 0 9,037 3,664
Changes from: May 18, 2021 Total Change is: 216
104 19 1 422 16 -33 -357 203 -125 0 0 0 204 135
Percent of Open Interest Represented by Each Category of Trader
12.0 29.7 0.5 55.2 48.7 5.8 6.3 7.0 0.0 0.0 0.0 0.0 20.3 8.2
Number of Traders in Each Category Total Traders: 69
6 10 . 28 15 11 6 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 53,380
Positions
14,219 6,187 936 9,786 10,080 1,531 10,889 14,862 5,960 1,767 3,451 221 8,072 10,153
Changes from: May 18, 2021 Total Change is: -562
1,385 -45 -314 473 72 -62 -328 878 -1,336 -166 -116 -23 -191 384
Percent of Open Interest Represented by Each Category of Trader
26.6 11.6 1.8 18.3 18.9 2.9 20.4 27.8 11.2 3.3 6.5 0.4 15.1 19.0
Number of Traders in Each Category Total Traders: 314
30 23 15 53 55 41 38 66 41 17 32 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 266,901
Positions
71,094 30,936 4,679 48,932 50,401 7,653 54,445 74,312 29,798 8,837 17,254 1,104 40,360 50,764
Changes from: May 18, 2021 Total Change is: -2,808
6,924 -226 -1,568 2,365 361 -308 -1,638 4,389 -6,682 -828 -579 -117 -956 1,921
Percent of Open Interest Represented by Each Category of Trader
26.6 11.6 1.8 18.3 18.9 2.9 20.4 27.8 11.2 3.3 6.5 0.4 15.1 19.0
Number of Traders in Each Category Total Traders: 314
30 23 15 53 55 41 38 66 41 17 32 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 150,031
Positions
0 26,180 0 356 0 0 66,636 93,621 5,621 1,105 880 350 75,963 23,379
Changes from: May 18, 2021 Total Change is: 951
-273 686 0 38 -209 0 1,278 -2,175 -137 805 -110 -271 -488 3,167
Percent of Open Interest Represented by Each Category of Trader
0.0 17.4 0.0 0.2 0.0 0.0 44.4 62.4 3.7 0.7 0.6 0.2 50.6 15.6
Number of Traders in Each Category Total Traders: 23
0 . 0 . 0 0 7 6 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 460,473
Positions
117,226 92,133 3,583 210,687 158,720 41,057 39,818 87,273 11,557 7,683 46,113 187 28,674 19,849
Changes from: May 18, 2021 Total Change is: -9,634
956 -1,226 -2,093 -2,523 5,182 -4,173 -509 -1,908 -2,337 758 -2,560 -18 306 -501
Percent of Open Interest Represented by Each Category of Trader
25.5 20.0 0.8 45.8 34.5 8.9 8.6 19.0 2.5 1.7 10.0 0.0 6.2 4.3
Number of Traders in Each Category Total Traders: 325
30 15 . 90 52 48 42 61 26 15 20 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 32,314
Positions
6,927 31,052 0 20,598 502 0 2,631 437 0 0 0 0 2,158 323
Changes from: May 18, 2021 Total Change is: 1,989
60 1,959 0 2,470 0 0 5 0 0 0 0 0 -546 30
Percent of Open Interest Represented by Each Category of Trader
21.4 96.1 0.0 63.7 1.6 0.0 8.1 1.4 0.0 0.0 0.0 0.0 6.7 1.0
Number of Traders in Each Category Total Traders: 34
. 10 0 17 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 15,759
Positions
214 5,729 0 9,722 0 10 711 6,025 6 1,116 680 0 3,980 3,309
Changes from: May 18, 2021 Total Change is: 241
-114 -13 0 45 0 -16 210 1,105 3 0 205 0 113 -1,043
Percent of Open Interest Represented by Each Category of Trader
1.4 36.4 0.0 61.7 0.0 0.1 4.5 38.2 0.0 7.1 4.3 0.0 25.3 21.0
Number of Traders in Each Category Total Traders: 22
. . 0 10 0 . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 42,342
Positions
8,150 5,515 413 9,768 1,874 360 16,016 4,684 718 803 239 0 6,114 28,539
Changes from: May 18, 2021 Total Change is: 2,957
663 151 -20 802 158 38 1,987 -201 528 86 239 0 -1,127 2,064
Percent of Open Interest Represented by Each Category of Trader
19.2 13.0 1.0 23.1 4.4 0.9 37.8 11.1 1.7 1.9 0.6 0.0 14.4 67.4
Number of Traders in Each Category Total Traders: 60
9 8 . 14 . . 18 6 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 406,095
Positions
28,270 252,675 7,612 270,467 63,924 64,337 17,813 6,298 972 6,336 4,058 46 10,242 6,173
Changes from: May 18, 2021 Total Change is: -1,452
518 4,269 505 2,113 814 -3,986 -90 -3,057 109 -60 232 0 -561 -338
Percent of Open Interest Represented by Each Category of Trader
7.0 62.2 1.9 66.6 15.7 15.8 4.4 1.6 0.2 1.6 1.0 0.0 2.5 1.5
Number of Traders in Each Category Total Traders: 185
12 15 7 79 39 46 22 10 6 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 1,083,732
Positions
107,333 575,244 8,463 698,035 263,418 106,107 83,386 49,763 4,992 39,349 59,230 3,748 32,319 12,767
Changes from: May 18, 2021 Total Change is: 3,246
2,855 3,159 337 742 13,051 -5,129 1,465 -12,824 1,336 1,345 2,089 21 274 1,206
Percent of Open Interest Represented by Each Category of Trader
9.9 53.1 0.8 64.4 24.3 9.8 7.7 4.6 0.5 3.6 5.5 0.3 3.0 1.2
Number of Traders in Each Category Total Traders: 415
27 20 9 172 68 87 58 30 22 26 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 199,267
Positions
36,182 154,167 25,979 15,665 6,747 2,886 108,347 393 8,891 1,031 137 0 286 67
Changes from: May 18, 2021 Total Change is: 4,030
2,583 2,638 2,282 8 0 0 55 6 -892 0 0 0 -6 -4
Percent of Open Interest Represented by Each Category of Trader
18.2 77.4 13.0 7.9 3.4 1.4 54.4 0.2 4.5 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 25, 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 1,379,707
Positions
5,904 89,506 18,940 626,450 322,661 253,749 53,391 235,766 158,653 65,674 43,761 9,232 187,714 247,439
Changes from: May 18, 2021 Total Change is: 15,349
2,549 1,638 -32,988 -3,631 -457 -2,254 5,452 1,221 23,923 -1,757 2,525 807 23,249 20,935
Percent of Open Interest Represented by Each Category of Trader
0.4 6.5 1.4 45.4 23.4 18.4 3.9 17.1 11.5 4.8 3.2 0.7 13.6 17.9
Number of Traders in Each Category Total Traders: 197
5 18 16 60 40 62 11 45 44 9 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 1,234,988
Positions
23,570 100,548 7,625 658,796 304,939 208,998 60,533 345,207 55,180 67,118 21,223 0 153,168 191,268
Changes from: May 18, 2021 Total Change is: 82,841
381 -2,621 6,996 -4,357 -15,344 10,712 9,686 18,795 40,265 612 262 0 18,546 23,776
Percent of Open Interest Represented by Each Category of Trader
1.9 8.1 0.6 53.3 24.7 16.9 4.9 28.0 4.5 5.4 1.7 0.0 12.4 15.5
Number of Traders in Each Category Total Traders: 157
4 13 6 68 31 61 7 22 17 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 2,319,806
Positions
186,007 199,120 26,205 931,843 429,737 317,324 396,742 1,044,361 94,855 160,906 56,691 23,282 182,642 128,231
Changes from: May 18, 2021 Total Change is: 7,633
-16,504 -1,255 14,742 -42,950 -46,143 -2,541 19,428 13,873 -13,240 -2,385 3,850 20,619 30,464 17,727
Percent of Open Interest Represented by Each Category of Trader
8.0 8.6 1.1 40.2 18.5 13.7 17.1 45.0 4.1 6.9 2.4 1.0 7.9 5.5
Number of Traders in Each Category Total Traders: 308
9 31 16 99 33 76 50 46 33 24 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 5,038,014
Positions
154,108 254,127 117,072 1,492,295 1,548,699 886,146 1,180,952 621,846 548,362 174,332 288,840 79,507 405,241 693,414
Changes from: May 18, 2021 Total Change is: 51,415
-470 50,719 -44,474 -7,624 33,435 16,229 77,305 -33,241 -59,163 -1,870 -6,626 8,570 62,911 85,966
Percent of Open Interest Represented by Each Category of Trader
3.1 5.0 2.3 29.6 30.7 17.6 23.4 12.3 10.9 3.5 5.7 1.6 8.0 13.8
Number of Traders in Each Category Total Traders: 429
22 34 39 81 100 104 59 87 93 17 26 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 1,641,596
Positions
127,921 27,090 10,555 471,420 624,742 163,988 633,680 363,985 52,091 37,205 98,897 0 144,736 300,248
Changes from: May 18, 2021 Total Change is: 50,645
-4,020 9,974 3,977 14,876 8,961 -1,726 1,742 -20,638 20,878 -164 1,068 -2 15,084 28,153
Percent of Open Interest Represented by Each Category of Trader
7.8 1.7 0.6 28.7 38.1 10.0 38.6 22.2 3.2 2.3 6.0 0.0 8.8 18.3
Number of Traders in Each Category Total Traders: 159
10 7 7 21 61 50 28 18 21 . 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 3,904,725
Positions
62,310 142,522 55,178 1,691,559 1,130,247 629,287 458,298 862,213 422,204 220,925 187,099 26,365 338,599 449,611
Changes from: May 18, 2021 Total Change is: 27,162
30,480 -17,614 -33,819 16,342 17,820 -67,986 53,484 72,239 8,226 -17,843 -4,010 10,297 27,982 42,009
Percent of Open Interest Represented by Each Category of Trader
1.6 3.6 1.4 43.3 28.9 16.1 11.7 22.1 10.8 5.7 4.8 0.7 8.7 11.5
Number of Traders in Each Category Total Traders: 320
13 27 22 76 64 84 38 73 55 9 20 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 1,121,387
Positions
414,645 179,181 297,171 23,033 12,905 9,351 83,317 313,003 273,208 600 6,700 0 20,062 29,868
Changes from: May 18, 2021 Total Change is: 31,475
-20,355 15,149 25,591 -734 1,533 -194 14,875 -27,163 17,234 0 250 0 -4,942 -925
Percent of Open Interest Represented by Each Category of Trader
37.0 16.0 26.5 2.1 1.2 0.8 7.4 27.9 24.4 0.1 0.6 0.0 1.8 2.7
Number of Traders in Each Category Total Traders: 102
22 28 45 . . 5 18 23 33 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 is24,541,756
Positions
2,908,260 1,587,207 3,251,841 502,341 1,256,829 1,938,755 1,360,293 1,457,175 13,477,600 64,460 299,140 318,139 720,067 955,070
Changes from: May 18, 2021 Total Change is: 556,686
30,288 -36,088 90,623 86,495 -17,441 41,423 -54,932 150,491 311,563 1,549 -9,022 8,399 41,277 16,737
Percent of Open Interest Represented by Each Category of Trader
11.9 6.5 13.3 2.0 5.1 7.9 5.5 5.9 54.9 0.3 1.2 1.3 2.9 3.9
Number of Traders in Each Category Total Traders: 304
33 44 73 21 21 34 47 86 110 11 33 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 549,714
Positions
103,736 138,362 165,773 13,928 2,728 9,237 98,765 75,717 149,874 2,678 2,769 5,052 671 202
Changes from: May 18, 2021 Total Change is: 10,596
291 -10,454 11,898 603 394 1,010 126 11,032 -4,017 161 237 544 -20 -48
Percent of Open Interest Represented by Each Category of Trader
18.9 25.2 30.2 2.5 0.5 1.7 18.0 13.8 27.3 0.5 0.5 0.9 0.1 0.0
Number of Traders in Each Category Total Traders: 109
19 22 24 . 4 . 23 22 35 7 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 240,903
Positions
36,357 93,983 32,900 1,502 12,535 638 123,892 57,168 41,175 3,327 1,323 1,055 57 126
Changes from: May 18, 2021 Total Change is: 3,428
-388 6,034 -1,230 40 -2,311 103 1,918 -332 1,935 1,910 85 -838 -22 -18
Percent of Open Interest Represented by Each Category of Trader
15.1 39.0 13.7 0.6 5.2 0.3 51.4 23.7 17.1 1.4 0.5 0.4 0.0 0.1
Number of Traders in Each Category Total Traders: 95
14 24 12 . 6 . 17 26 27 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 172,625
Positions
0 56,560 0 2,229 2,107 0 2,193 20,839 92,504 75,688 500 0 11 115
Changes from: May 18, 2021 Total Change is: -2,197
0 417 0 0 22 0 -40 -1,156 -1,464 -700 0 0 7 -16
Percent of Open Interest Represented by Each Category of Trader
0.0 32.8 0.0 1.3 1.2 0.0 1.3 12.1 53.6 43.8 0.3 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 28
0 8 0 . 5 0 . 6 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 9,376
Positions
381 132 65 465 651 60 2,231 5,770 821 2,565 384 557 2,231 937
Changes from: May 18, 2021 Total Change is: -146
-191 36 -4 72 -434 60 -1,048 -367 177 162 45 332 295 9
Percent of Open Interest Represented by Each Category of Trader
4.1 1.4 0.7 5.0 6.9 0.6 23.8 61.5 8.8 27.4 4.1 5.9 23.8 10.0
Number of Traders in Each Category Total Traders: 86
. . . . 4 . 23 24 14 20 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 37,049
Positions
0 8,746 0 160 0 0 28,633 22,466 530 3,054 2,309 281 4,391 2,717
Changes from: May 18, 2021 Total Change is: 4,184
0 -783 0 160 0 0 1,227 3,122 78 1,104 1,363 212 1,403 192
Percent of Open Interest Represented by Each Category of Trader
0.0 23.6 0.0 0.4 0.0 0.0 77.3 60.6 1.4 8.2 6.2 0.8 11.9 7.3
Number of Traders in Each Category Total Traders: 88
0 . 0 . 0 0 8 11 . 49 18 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 3,665
Positions
6 0 38 0 62 0 1,580 2,626 109 726 293 70 1,136 467
Changes from: May 18, 2021 Total Change is: 696
4 -41 0 0 -22 -14 248 362 0 343 241 66 49 104
Percent of Open Interest Represented by Each Category of Trader
0.2 0.0 1.0 0.0 1.7 0.0 43.1 71.7 3.0 19.8 8.0 1.9 31.0 12.7
Number of Traders in Each Category Total Traders: 44
. 0 . 0 . 0 15 15 5 9 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 43,079
Positions
3,708 8,057 0 8,442 9,186 913 14,252 16,189 3,813 5,569 1,135 216 6,165 3,569
Changes from: May 18, 2021 Total Change is: 47
-1,751 0 0 170 425 -3 1,528 -400 -282 462 176 -2 -76 132
Percent of Open Interest Represented by Each Category of Trader
8.6 18.7 0.0 19.6 21.3 2.1 33.1 37.6 8.9 12.9 2.6 0.5 14.3 8.3
Number of Traders in Each Category Total Traders: 120
. . 0 9 10 . 19 37 7 27 13 .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 337,190
Positions
56,415 20,540 11,328 118,988 68,357 31,585 29,476 110,216 53,449 5,295 4,073 9,602 21,052 28,040
Changes from: May 18, 2021 Total Change is: -11,919
-405 2,855 -6,117 6,855 8,067 4,980 1,680 -1,077 -16,039 -462 195 -4,663 2,252 -120
Percent of Open Interest Represented by Each Category of Trader
16.7 6.1 3.4 35.3 20.3 9.4 8.7 32.7 15.9 1.6 1.2 2.8 6.2 8.3
Number of Traders in Each Category Total Traders: 167
13 11 15 21 29 21 27 39 47 4 14 12
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Traders in Financial Futures - Options and Futures Combined Positions as of May 25, 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 45,941
Positions
6,016 8,873 40 37,290 1,221 0 889 35,697 0 1,233 0 1 472 109
Changes from: May 18, 2021 Total Change is: 10,788
1,135 -40 40 11,878 0 0 -221 10,766 -5 -2,065 0 0 26 27
Percent of Open Interest Represented by Each Category of Trader
13.1 19.3 0.1 81.2 2.7 0.0 1.9 77.7 0.0 2.7 0.0 0.0 1.0 0.2
Number of Traders in Each Category Total Traders: 52
. 4 . 13 . 0 7 7 0 15 0 .
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Updated May 28, 2021