Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 246,936
Positions
3,436 136,479 9,633 82,092 11,758 8,867 53,721 41,606 17,383 17,694 1,581 98 54,013 19,532
Changes from: May 25, 2021 Total Change is: 16,056
134 11,617 4,761 4,351 -3,342 1,224 572 -210 2,748 55 -22 5 2,206 -725
Percent of Open Interest Represented by Each Category of Trader
1.4 55.3 3.9 33.2 4.8 3.6 21.8 16.8 7.0 7.2 0.6 0.0 21.9 7.9
Number of Traders in Each Category Total Traders: 115
4 11 7 23 11 11 31 20 21 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 48,636
Positions
9,914 10,103 1,310 6,697 7,607 151 13,924 11,761 1,471 0 640 9 15,161 15,584
Changes from: May 25, 2021 Total Change is: 2,432
-1,568 1,910 198 746 -21 -157 1,265 572 203 0 -3 9 1,736 -279
Percent of Open Interest Represented by Each Category of Trader
20.4 20.8 2.7 13.8 15.6 0.3 28.6 24.2 3.0 0.0 1.3 0.0 31.2 32.0
Number of Traders in Each Category Total Traders: 52
4 7 4 4 9 . 9 18 7 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 199,768
Positions
2,501 54,996 4,401 72,406 47,042 6,846 45,628 33,326 22,726 2,629 6,565 634 41,996 23,231
Changes from: May 25, 2021 Total Change is: 6,146
401 -18 122 6,615 -1,960 92 -2,758 6,413 1,735 2 -605 422 -485 -56
Percent of Open Interest Represented by Each Category of Trader
1.3 27.5 2.2 36.2 23.5 3.4 22.8 16.7 11.4 1.3 3.3 0.3 21.0 11.6
Number of Traders in Each Category Total Traders: 126
. 10 8 24 26 15 27 26 17 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 176,143
Positions
62,336 6,145 3,385 44,518 40,255 5,905 24,086 68,022 14,859 702 1,174 6 20,346 36,391
Changes from: May 25, 2021 Total Change is: 10,796
4,729 -1,862 68 -201 4,924 -792 3,491 293 3,142 -56 -152 -2 417 5,178
Percent of Open Interest Represented by Each Category of Trader
35.4 3.5 1.9 25.3 22.9 3.4 13.7 38.6 8.4 0.4 0.7 0.0 11.6 20.7
Number of Traders in Each Category Total Traders: 128
11 . 9 20 25 14 22 40 20 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 789,666
Positions
26,891 524,474 12,063 458,325 68,935 29,660 68,407 70,822 34,043 40,970 4,859 3,878 115,430 40,933
Changes from: May 25, 2021 Total Change is: -474
-67 6,307 -357 7,629 343 -1,653 -1,871 -3,672 -2,599 -1,355 -560 50 -250 1,668
Percent of Open Interest Represented by Each Category of Trader
3.4 66.4 1.5 58.0 8.7 3.8 8.7 9.0 4.3 5.2 0.6 0.5 14.6 5.2
Number of Traders in Each Category Total Traders: 325
15 14 14 118 32 55 51 42 33 38 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 26,021
Positions
0 5,711 0 10,643 3,405 2,606 0 7,922 6 800 0 0 11,966 6,371
Changes from: May 25, 2021 Total Change is: -562
0 101 0 -1,023 -471 371 0 -374 6 0 0 0 84 -195
Percent of Open Interest Represented by Each Category of Trader
0.0 21.9 0.0 40.9 13.1 10.0 0.0 30.4 0.0 3.1 0.0 0.0 46.0 24.5
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 June 1, 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 23,353
Positions
2,414 4,632 6 6,330 11,051 1,926 2,512 1,545 0 0 920 55 10,110 3,218
Changes from: May 25, 2021 Total Change is: 141
3 18 0 406 24 -1 -150 0 0 0 0 0 -117 100
Percent of Open Interest Represented by Each Category of Trader
10.3 19.8 0.0 27.1 47.3 8.2 10.8 6.6 0.0 0.0 3.9 0.2 43.3 13.8
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 June 1, 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 142,677
Positions
6,278 39,807 1,991 50,370 55,423 1,682 43,765 20,533 4,639 1,396 674 1,040 31,516 16,887
Changes from: May 25, 2021 Total Change is: -907
337 -1,903 -491 -2,656 2,613 -391 2,149 -1,643 -197 -1,422 -250 1,040 724 316
Percent of Open Interest Represented by Each Category of Trader
4.4 27.9 1.4 35.3 38.8 1.2 30.7 14.4 3.3 1.0 0.5 0.7 22.1 11.8
Number of Traders in Each Category Total Traders: 97
4 10 6 21 11 8 27 18 12 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 34,646
Positions
163 16,043 0 22,896 0 0 7,790 16,085 0 1,428 1,061 71 2,298 1,386
Changes from: May 25, 2021 Total Change is: -428
30 306 0 -666 0 0 396 -1,076 0 -128 134 71 -131 137
Percent of Open Interest Represented by Each Category of Trader
0.5 46.3 0.0 66.1 0.0 0.0 22.5 46.4 0.0 4.1 3.1 0.2 6.6 4.0
Number of Traders in Each Category Total Traders: 51
. 6 0 12 0 0 18 7 0 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 160,399
Positions
2,046 82,659 958 63,789 3,854 616 68,563 33,027 13,149 3,499 22,790 0 7,780 3,346
Changes from: May 25, 2021 Total Change is: 12,868
1,162 3,082 453 1,563 -388 213 2,148 2,579 6,978 296 -383 -51 106 385
Percent of Open Interest Represented by Each Category of Trader
1.3 51.5 0.6 39.8 2.4 0.4 42.7 20.6 8.2 2.2 14.2 0.0 4.9 2.1
Number of Traders in Each Category Total Traders: 163
4 9 4 26 5 . 63 27 14 12 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 68,986
Positions
9,738 20 19,683 15,562 2,374 241 14,402 41,760 124 4,753 2,431 0 4,483 2,353
Changes from: May 25, 2021 Total Change is: 3,284
-237 -167 727 300 114 161 656 1,846 -80 773 314 -64 1,048 433
Percent of Open Interest Represented by Each Category of Trader
14.1 0.0 28.5 22.6 3.4 0.3 20.9 60.5 0.2 6.9 3.5 0.0 6.5 3.4
Number of Traders in Each Category Total Traders: 74
. . . 13 4 . 17 16 . 10 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 46,379
Positions
4,798 18,199 217 11,991 6,272 712 20,683 15,546 1,161 529 1,338 55 6,233 2,879
Changes from: May 25, 2021 Total Change is: 2,127
60 -120 195 726 -321 8 127 1,786 579 43 -157 36 353 121
Percent of Open Interest Represented by Each Category of Trader
10.3 39.2 0.5 25.9 13.5 1.5 44.6 33.5 2.5 1.1 2.9 0.1 13.4 6.2
Number of Traders in Each Category Total Traders: 95
5 7 . 16 7 . 36 16 9 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 14,923
Positions
1,441 0 0 6,585 3,162 0 4,626 10,313 48 662 150 0 1,561 1,250
Changes from: May 25, 2021 Total Change is: 971
280 0 0 223 -22 0 -70 914 38 541 0 0 -41 41
Percent of Open Interest Represented by Each Category of Trader
9.7 0.0 0.0 44.1 21.2 0.0 31.0 69.1 0.3 4.4 1.0 0.0 10.5 8.4
Number of Traders in Each Category Total Traders: 39
. 0 0 5 4 0 13 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 51,827
Positions
14,374 17,210 636 15,796 1,182 299 8,207 9,599 2,564 737 14,455 0 9,215 5,883
Changes from: May 25, 2021 Total Change is: 2,209
323 1,463 -153 1,463 -123 -34 375 1,132 118 -138 -551 0 254 356
Percent of Open Interest Represented by Each Category of Trader
27.7 33.2 1.2 30.5 2.3 0.6 15.8 18.5 4.9 1.4 27.9 0.0 17.8 11.4
Number of Traders in Each Category Total Traders: 110
17 16 . 27 4 8 23 15 10 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 103,654
Positions
28,748 34,420 1,271 31,591 2,363 598 16,415 19,198 5,127 1,474 28,910 0 18,430 11,767
Changes from: May 25, 2021 Total Change is: 4,417
646 2,926 -306 2,925 -245 -68 750 2,265 236 -275 -1,102 0 509 711
Percent of Open Interest Represented by Each Category of Trader
27.7 33.2 1.2 30.5 2.3 0.6 15.8 18.5 4.9 1.4 27.9 0.0 17.8 11.4
Number of Traders in Each Category Total Traders: 110
17 16 . 27 4 8 23 15 10 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 32,027
Positions
2,700 27,859 386 23,720 0 726 1,571 2,482 0 0 0 0 2,924 574
Changes from: May 25, 2021 Total Change is: 209
894 380 20 -309 0 0 -320 -114 0 0 0 0 -76 -77
Percent of Open Interest Represented by Each Category of Trader
8.4 87.0 1.2 74.1 0.0 2.3 4.9 7.7 0.0 0.0 0.0 0.0 9.1 1.8
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 June 1, 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 707,114
Positions
44,017 158,767 67,305 254,892 82,730 56,711 54,259 77,036 113,870 20,532 63,613 3,197 92,330 83,885
Changes from: May 25, 2021 Total Change is: -7,545
-1,064 -2,172 248 -2,063 -4,756 1,364 2,059 3,145 -14,799 1,652 5,707 -647 5,705 4,364
Percent of Open Interest Represented by Each Category of Trader
6.2 22.5 9.5 36.0 11.7 8.0 7.7 10.9 16.1 2.9 9.0 0.5 13.1 11.9
Number of Traders in Each Category Total Traders: 573
37 30 41 169 90 116 79 95 103 44 29 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 55,329
Positions
16,015 11,575 406 0 0 0 20,944 5,393 8,135 300 0 0 9,528 29,820
Changes from: May 25, 2021 Total Change is: -2,989
487 1,230 -91 0 0 0 -1,363 -5,954 -2,923 -100 0 0 1,000 4,748
Percent of Open Interest Represented by Each Category of Trader
28.9 20.9 0.7 0.0 0.0 0.0 37.9 9.7 14.7 0.5 0.0 0.0 17.2 53.9
Number of Traders in Each Category Total Traders: 28
5 4 . 0 0 0 9 8 14 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 15,117
Positions
3,140 12,796 0 6,789 538 0 3,645 772 0 0 0 0 1,543 1,011
Changes from: May 25, 2021 Total Change is: 918
0 465 0 49 40 0 1,367 172 0 0 0 0 -498 241
Percent of Open Interest Represented by Each Category of Trader
20.8 84.6 0.0 44.9 3.6 0.0 24.1 5.1 0.0 0.0 0.0 0.0 10.2 6.7
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 June 1, 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 32,488
Positions
13,673 29,403 0 11,906 0 0 3,553 1,730 142 0 0 0 3,214 1,213
Changes from: May 25, 2021 Total Change is: 1,523
2,468 265 0 -2,167 0 0 1,244 656 142 -252 0 0 88 460
Percent of Open Interest Represented by Each Category of Trader
42.1 90.5 0.0 36.6 0.0 0.0 10.9 5.3 0.4 0.0 0.0 0.0 9.9 3.7
Number of Traders in Each Category Total Traders: 37
5 8 0 15 0 0 6 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 3,258,924
Positions
231,175 827,129 243,329 1,274,462 413,652 283,556 275,611 467,244 419,642 102,656 319,564 14,483 414,010 270,325
Changes from: May 25, 2021 Total Change is: -22,780
9,524 269 -15,587 -10,317 -23,779 6,820 -15,698 12,682 -26,568 8,259 28,037 -2,736 23,522 -1,919
Percent of Open Interest Represented by Each Category of Trader
7.1 25.4 7.5 39.1 12.7 8.7 8.5 14.3 12.9 3.1 9.8 0.4 12.7 8.3
Number of Traders in Each Category Total Traders: 569
37 30 39 169 90 116 79 91 98 44 29 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 52,476
Positions
3,567 50,201 0 41,960 328 135 2,222 1,162 0 0 0 0 4,592 650
Changes from: May 25, 2021 Total Change is: -227
-234 526 0 1,041 0 -886 -2 1 0 0 0 0 -146 132
Percent of Open Interest Represented by Each Category of Trader
6.8 95.7 0.0 80.0 0.6 0.3 4.2 2.2 0.0 0.0 0.0 0.0 8.8 1.2
Number of Traders in Each Category Total Traders: 39
4 7 0 21 . . 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 13,910
Positions
3,971 11,819 0 7,335 446 0 0 985 0 0 0 0 2,604 660
Changes from: May 25, 2021 Total Change is: -233
0 96 0 -20 5 0 0 -364 0 0 0 0 -213 30
Percent of Open Interest Represented by Each Category of Trader
28.5 85.0 0.0 52.7 3.2 0.0 0.0 7.1 0.0 0.0 0.0 0.0 18.7 4.7
Number of Traders in Each Category Total Traders: 20
. 8 0 6 . 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 20,613
Positions
2,937 18,709 0 13,017 38 313 1,705 316 0 0 0 0 2,641 1,237
Changes from: May 25, 2021 Total Change is: -255
246 200 0 261 -85 -906 536 316 0 0 0 0 -392 220
Percent of Open Interest Represented by Each Category of Trader
14.2 90.8 0.0 63.1 0.2 1.5 8.3 1.5 0.0 0.0 0.0 0.0 12.8 6.0
Number of Traders in Each Category Total Traders: 24
4 7 0 9 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 13,287
Positions
3,945 10,332 2 5,496 1,875 328 854 0 0 0 0 0 2,662 750
Changes from: May 25, 2021 Total Change is: -473
581 -557 0 249 21 -377 -751 0 0 0 0 0 -175 440
Percent of Open Interest Represented by Each Category of Trader
29.7 77.8 0.0 41.4 14.1 2.5 6.4 0.0 0.0 0.0 0.0 0.0 20.0 5.6
Number of Traders in Each Category Total Traders: 23
4 8 . 6 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 44,581
Positions
4,958 13,471 245 25,358 21,265 2,587 3,071 2,682 6 0 0 0 8,356 4,325
Changes from: May 25, 2021 Total Change is: -45
-387 216 0 733 -485 20 269 -458 1 0 0 0 -681 661
Percent of Open Interest Represented by Each Category of Trader
11.1 30.2 0.5 56.9 47.7 5.8 6.9 6.0 0.0 0.0 0.0 0.0 18.7 9.7
Number of Traders in Each Category Total Traders: 70
6 10 . 28 15 10 7 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 53,389
Positions
14,663 6,495 874 9,774 10,429 1,475 11,542 15,082 5,199 1,644 3,631 190 8,026 10,012
Changes from: May 25, 2021 Total Change is: 8
444 308 -61 -12 349 -55 653 220 -760 -124 180 -30 -46 -141
Percent of Open Interest Represented by Each Category of Trader
27.5 12.2 1.6 18.3 19.5 2.8 21.6 28.2 9.7 3.1 6.8 0.4 15.0 18.8
Number of Traders in Each Category Total Traders: 312
32 21 15 54 52 42 43 68 39 12 30 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 266,943
Positions
73,314 32,476 4,372 48,872 52,144 7,376 57,712 75,411 25,996 8,218 18,154 952 40,132 50,061
Changes from: May 25, 2021 Total Change is: 42
2,220 1,540 -307 -60 1,743 -276 3,267 1,099 -3,802 -618 900 -152 -229 -703
Percent of Open Interest Represented by Each Category of Trader
27.5 12.2 1.6 18.3 19.5 2.8 21.6 28.2 9.7 3.1 6.8 0.4 15.0 18.8
Number of Traders in Each Category Total Traders: 312
32 21 15 54 52 42 43 68 39 12 30 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 156,766
Positions
0 27,202 0 252 0 0 71,557 101,451 5,397 1,080 840 350 78,131 21,526
Changes from: May 25, 2021 Total Change is: 6,735
0 1,022 0 -104 0 0 4,921 7,830 -225 -25 -40 0 2,168 -1,853
Percent of Open Interest Represented by Each Category of Trader
0.0 17.4 0.0 0.2 0.0 0.0 45.6 64.7 3.4 0.7 0.5 0.2 49.8 13.7
Number of Traders in Each Category Total Traders: 25
0 . 0 . 0 0 8 7 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 465,599
Positions
113,752 89,561 2,755 222,470 155,915 36,685 41,735 94,768 12,636 8,183 51,327 241 27,141 21,711
Changes from: May 25, 2021 Total Change is: 5,126
-3,474 -2,572 -828 11,783 -2,805 -4,372 1,917 7,495 1,079 500 5,214 54 -1,532 1,862
Percent of Open Interest Represented by Each Category of Trader
24.4 19.2 0.6 47.8 33.5 7.9 9.0 20.4 2.7 1.8 11.0 0.1 5.8 4.7
Number of Traders in Each Category Total Traders: 336
30 14 5 96 51 49 43 66 30 15 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 32,360
Positions
6,927 31,052 0 20,583 502 0 2,631 437 0 0 0 0 2,219 369
Changes from: May 25, 2021 Total Change is: 46
0 0 0 -15 0 0 0 0 0 0 0 0 61 46
Percent of Open Interest Represented by Each Category of Trader
21.4 96.0 0.0 63.6 1.6 0.0 8.1 1.4 0.0 0.0 0.0 0.0 6.9 1.1
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 June 1, 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 17,028
Positions
0 6,602 0 9,785 0 11 888 5,863 57 1,116 927 0 5,171 3,568
Changes from: May 25, 2021 Total Change is: 1,269
-214 873 0 63 0 1 177 -162 51 0 247 0 1,191 259
Percent of Open Interest Represented by Each Category of Trader
0.0 38.8 0.0 57.5 0.0 0.1 5.2 34.4 0.3 6.6 5.4 0.0 30.4 21.0
Number of Traders in Each Category Total Traders: 22
0 . 0 10 0 . 4 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 42,320
Positions
9,394 6,434 461 9,592 1,850 395 14,263 4,430 365 863 911 0 6,987 27,474
Changes from: May 25, 2021 Total Change is: -22
1,244 919 48 -176 -24 35 -1,753 -254 -353 60 672 0 873 -1,065
Percent of Open Interest Represented by Each Category of Trader
22.2 15.2 1.1 22.7 4.4 0.9 33.7 10.5 0.9 2.0 2.2 0.0 16.5 64.9
Number of Traders in Each Category Total Traders: 58
9 9 . 13 . . 16 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 402,474
Positions
27,690 250,278 7,153 261,740 66,820 64,496 24,125 5,321 951 6,387 2,041 49 9,883 5,365
Changes from: May 25, 2021 Total Change is: -3,621
-580 -2,397 -459 -8,727 2,896 159 6,312 -977 -21 51 -2,017 3 -359 -808
Percent of Open Interest Represented by Each Category of Trader
6.9 62.2 1.8 65.0 16.6 16.0 6.0 1.3 0.2 1.6 0.5 0.0 2.5 1.3
Number of Traders in Each Category Total Traders: 184
12 15 6 76 39 45 25 8 8 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 1,079,554
Positions
98,187 578,478 8,918 693,871 246,739 106,430 88,220 55,339 4,604 37,081 57,659 5,936 36,307 15,451
Changes from: May 25, 2021 Total Change is: -4,178
-9,146 3,234 455 -4,164 -16,679 323 4,834 5,576 -388 -2,268 -1,571 2,188 3,988 2,684
Percent of Open Interest Represented by Each Category of Trader
9.1 53.6 0.8 64.3 22.9 9.9 8.2 5.1 0.4 3.4 5.3 0.5 3.4 1.4
Number of Traders in Each Category Total Traders: 417
27 19 8 174 65 86 63 27 25 26 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 198,673
Positions
36,157 155,848 24,166 15,756 6,747 2,781 109,984 416 8,511 1,031 137 0 287 67
Changes from: May 25, 2021 Total Change is: -594
-25 1,681 -1,813 91 0 -105 1,637 23 -380 0 0 0 1 0
Percent of Open Interest Represented by Each Category of Trader
18.2 78.4 12.2 7.9 3.4 1.4 55.4 0.2 4.3 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 June 1, 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 1,292,106
Positions
4,703 96,216 17,622 613,320 325,620 243,273 49,427 233,334 88,480 101,440 56,805 9,007 164,834 221,750
Changes from: May 25, 2021 Total Change is: -87,601
-1,201 6,710 -1,318 -13,130 2,958 -10,476 -3,964 -2,433 -70,173 35,766 13,044 -225 -22,880 -25,689
Percent of Open Interest Represented by Each Category of Trader
0.4 7.4 1.4 47.5 25.2 18.8 3.8 18.1 6.8 7.9 4.4 0.7 12.8 17.2
Number of Traders in Each Category Total Traders: 201
6 20 19 57 43 61 13 42 38 11 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 1,188,955
Positions
25,630 96,972 2,262 672,795 318,148 200,633 65,421 349,349 25,185 66,857 29,197 0 130,172 167,209
Changes from: May 25, 2021 Total Change is: -46,033
2,060 -3,576 -5,363 13,999 13,209 -8,365 4,888 4,142 -29,995 -261 7,974 0 -22,996 -24,059
Percent of Open Interest Represented by Each Category of Trader
2.2 8.2 0.2 56.6 26.8 16.9 5.5 29.4 2.1 5.6 2.5 0.0 10.9 14.1
Number of Traders in Each Category Total Traders: 162
4 11 . 70 31 61 7 27 16 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 2,255,792
Positions
171,411 166,669 22,056 970,527 454,724 300,581 417,575 1,067,540 64,565 151,163 60,656 1,203 156,711 117,798
Changes from: May 25, 2021 Total Change is: -64,014
-14,596 -32,451 -4,149 38,684 24,987 -16,743 20,833 23,179 -30,290 -9,743 3,965 -22,079 -25,931 -10,433
Percent of Open Interest Represented by Each Category of Trader
7.6 7.4 1.0 43.0 20.2 13.3 18.5 47.3 2.9 6.7 2.7 0.1 6.9 5.2
Number of Traders in Each Category Total Traders: 315
11 33 12 105 33 75 50 46 32 24 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 5,015,288
Positions
137,894 237,794 97,493 1,547,820 1,621,926 797,773 1,306,763 700,028 504,434 209,149 365,479 76,985 336,977 613,376
Changes from: May 25, 2021 Total Change is: -22,726
-16,214 -16,334 -19,579 55,525 73,227 -88,373 125,811 78,182 -43,928 34,817 76,639 -2,522 -68,264 -80,039
Percent of Open Interest Represented by Each Category of Trader
2.7 4.7 1.9 30.9 32.3 15.9 26.1 14.0 10.1 4.2 7.3 1.5 6.7 12.2
Number of Traders in Each Category Total Traders: 435
18 38 36 77 106 109 63 84 86 19 30 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 1,659,205
Positions
111,653 27,572 5,313 479,000 633,197 168,170 650,560 360,929 70,731 53,151 118,049 683 119,944 274,561
Changes from: May 25, 2021 Total Change is: 17,609
-16,268 482 -5,242 7,580 8,455 4,182 16,880 -3,056 18,640 15,946 19,152 683 -24,792 -25,687
Percent of Open Interest Represented by Each Category of Trader
6.7 1.7 0.3 28.9 38.2 10.1 39.2 21.8 4.3 3.2 7.1 0.0 7.2 16.5
Number of Traders in Each Category Total Traders: 164
8 7 8 21 62 52 25 23 20 . 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 3,743,973
Positions
68,201 125,057 51,876 1,750,884 1,112,675 643,953 386,619 905,062 292,891 227,754 198,217 13,533 308,262 400,709
Changes from: May 25, 2021 Total Change is: -160,752
5,891 -17,465 -3,302 59,324 -17,572 14,667 -71,678 42,849 -129,313 6,829 11,118 -12,832 -30,337 -48,902
Percent of Open Interest Represented by Each Category of Trader
1.8 3.3 1.4 46.8 29.7 17.2 10.3 24.2 7.8 6.1 5.3 0.4 8.2 10.7
Number of Traders in Each Category Total Traders: 331
11 29 20 79 66 83 34 77 51 9 26 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 1,007,796
Positions
442,649 149,622 237,207 13,400 1,701 7,513 63,981 351,924 223,511 1,327 5,954 0 18,208 30,364
Changes from: May 25, 2021 Total Change is: -113,591
28,004 -29,559 -59,964 -9,633 -11,204 -1,838 -19,336 38,921 -49,697 727 -746 0 -1,854 496
Percent of Open Interest Represented by Each Category of Trader
43.9 14.8 23.5 1.3 0.2 0.7 6.3 34.9 22.2 0.1 0.6 0.0 1.8 3.0
Number of Traders in Each Category Total Traders: 100
23 25 45 . . 5 17 24 34 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 is25,165,194
Positions
3,054,039 1,550,660 3,370,274 550,901 1,226,709 1,978,159 1,216,715 1,620,324 13,873,253 70,275 305,513 317,439 734,138 922,862
Changes from: May 25, 2021 Total Change is: 623,438
145,779 -36,547 118,433 48,560 -30,120 39,404 -143,578 163,149 395,654 5,815 6,373 -700 14,071 -32,208
Percent of Open Interest Represented by Each Category of Trader
12.1 6.2 13.4 2.2 4.9 7.9 4.8 6.4 55.1 0.3 1.2 1.3 2.9 3.7
Number of Traders in Each Category Total Traders: 311
35 42 74 23 21 37 50 89 114 11 33 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 569,712
Positions
91,823 138,037 171,048 13,990 2,777 7,839 140,493 105,435 136,334 2,847 3,815 4,233 1,105 194
Changes from: May 25, 2021 Total Change is: 19,998
-11,913 -325 5,275 62 49 -1,398 41,727 29,717 -13,539 169 1,046 -819 434 -8
Percent of Open Interest Represented by Each Category of Trader
16.1 24.2 30.0 2.5 0.5 1.4 24.7 18.5 23.9 0.5 0.7 0.7 0.2 0.0
Number of Traders in Each Category Total Traders: 111
19 25 25 . 4 . 16 29 35 6 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 179,624
Positions
21,101 68,147 24,077 4,535 8,994 2,256 85,301 36,369 38,168 3,130 578 987 69 48
Changes from: May 25, 2021 Total Change is: -61,279
-15,256 -25,836 -8,823 3,033 -3,541 1,618 -38,591 -20,799 -3,007 -197 -745 -68 12 -78
Percent of Open Interest Represented by Each Category of Trader
11.7 37.9 13.4 2.5 5.0 1.3 47.5 20.2 21.2 1.7 0.3 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 86
11 20 12 . 5 . 25 17 27 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 166,964
Positions
0 53,987 0 1,527 2,196 0 2,204 21,021 89,134 74,088 500 0 11 126
Changes from: May 25, 2021 Total Change is: -5,661
0 -2,573 0 -702 89 0 11 182 -3,370 -1,600 0 0 0 11
Percent of Open Interest Represented by Each Category of Trader
0.0 32.3 0.0 0.9 1.3 0.0 1.3 12.6 53.4 44.4 0.3 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 27
0 8 0 . 5 0 . 6 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 39,662
Positions
8,301 581 13,215 0 65 0 2,222 8,236 15,218 460 2,066 246 0 35
Changes from: May 25, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
20.9 1.5 33.3 0.0 0.2 0.0 5.6 20.8 38.4 1.2 5.2 0.6 0.0 0.1
Number of Traders in Each Category Total Traders: 20
. . . 0 . 0 . 5 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 7,602
Positions
228 145 80 424 619 31 2,081 4,957 524 2,144 323 83 2,007 841
Changes from: May 25, 2021 Total Change is: -1,774
-153 13 15 -41 -32 -29 -151 -813 -297 -420 -61 -474 -224 -96
Percent of Open Interest Represented by Each Category of Trader
3.0 1.9 1.1 5.6 8.1 0.4 27.4 65.2 6.9 28.2 4.2 1.1 26.4 11.1
Number of Traders in Each Category Total Traders: 78
. . . 4 . . 22 23 9 17 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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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MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 13,050
Positions
0 28 0 210 0 0 3,375 6,993 2,041 2,273 2,818 208 4,943 962
Changes from: May 25, 2021 Total Change is: -23,999
0 -8,718 0 50 0 0 -25,258 -15,473 1,511 -781 509 -73 552 -1,755
Percent of Open Interest Represented by Each Category of Trader
0.0 0.2 0.0 1.6 0.0 0.0 25.9 53.6 15.6 17.4 21.6 1.6 37.9 7.4
Number of Traders in Each Category Total Traders: 85
0 . 0 . 0 0 9 9 . 50 15 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 2,819
Positions
0 0 0 0 64 0 1,177 2,310 12 416 34 33 1,181 366
Changes from: May 25, 2021 Total Change is: -846
-6 0 -38 0 2 0 -403 -316 -97 -310 -259 -37 45 -101
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 2.3 0.0 41.8 81.9 0.4 14.8 1.2 1.2 41.9 13.0
Number of Traders in Each Category Total Traders: 38
0 0 0 0 . 0 15 14 . 7 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 48,079
Positions
2,707 9,136 0 9,034 9,697 912 19,967 18,315 4,094 3,928 1,345 215 7,223 4,365
Changes from: May 25, 2021 Total Change is: 5,000
-1,001 1,079 0 592 511 -1 5,715 2,126 280 -1,641 210 -1 1,057 796
Percent of Open Interest Represented by Each Category of Trader
5.6 19.0 0.0 18.8 20.2 1.9 41.5 38.1 8.5 8.2 2.8 0.4 15.0 9.1
Number of Traders in Each Category Total Traders: 125
. . 0 9 9 . 19 40 9 28 14 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 334,983
Positions
59,146 18,458 11,257 112,024 82,855 31,245 32,830 100,361 57,336 5,102 2,215 5,307 20,736 25,949
Changes from: May 25, 2021 Total Change is: -2,207
2,731 -2,082 -71 -6,964 14,498 -340 3,354 -9,855 3,887 -193 -1,858 -4,295 -316 -2,091
Percent of Open Interest Represented by Each Category of Trader
17.7 5.5 3.4 33.4 24.7 9.3 9.8 30.0 17.1 1.5 0.7 1.6 6.2 7.7
Number of Traders in Each Category Total Traders: 164
12 12 17 17 33 22 29 42 47 . 7 9
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Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 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 45,803
Positions
6,349 8,559 40 37,116 1,246 0 572 35,869 0 1,295 0 1 430 88
Changes from: May 25, 2021 Total Change is: -138
333 -314 0 -174 25 0 -317 172 0 62 0 0 -42 -21
Percent of Open Interest Represented by Each Category of Trader
13.9 18.7 0.1 81.0 2.7 0.0 1.2 78.3 0.0 2.8 0.0 0.0 0.9 0.2
Number of Traders in Each Category Total Traders: 56
5 4 . 14 4 0 5 7 0 17 0 .
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Updated June 04, 2021