Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 120,406 Positions 21,075 17,996 886 32,900 20,036 1,317 16,634 43,368 7,864 8,511 1,014 399 30,820 27,526 Changes from: April 17, 2018 Total Change is: -7,768 -787 1,450 -66 1 929 -968 -3,268 -11,494 -424 -921 0 5 -1,340 2,800 Percent of Open Interest Represented by Each Category of Trader 17.5 14.9 0.7 27.3 16.6 1.1 13.8 36.0 6.5 7.1 0.8 0.3 25.6 22.9 Number of Traders in Each Category Total Traders: 84 9 4 7 12 10 5 12 27 11 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 71,004 Positions 33,592 1,233 16 1,136 10,626 362 28,942 33,660 154 480 1,674 0 6,322 23,279 Changes from: April 17, 2018 Total Change is: 11,992 10,909 -28 0 15 2,987 0 3,218 3,791 73 0 0 0 -2,223 5,169 Percent of Open Interest Represented by Each Category of Trader 47.3 1.7 0.0 1.6 15.0 0.5 40.8 47.4 0.2 0.7 2.4 0.0 8.9 32.8 Number of Traders in Each Category Total Traders: 51 9 . . . 9 . 9 18 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 183,826 Positions 8,892 50,770 2,467 29,570 53,709 5,193 93,404 31,424 7,458 1,156 8,637 1 35,685 24,167 Changes from: April 17, 2018 Total Change is: -21,697 6,397 -14,025 1,729 -382 -1,569 568 -28,036 -10,791 1,692 -17 43 0 -3,648 656 Percent of Open Interest Represented by Each Category of Trader 4.8 27.6 1.3 16.1 29.2 2.8 50.8 17.1 4.1 0.6 4.7 0.0 19.4 13.1 Number of Traders in Each Category Total Traders: 123 5 11 5 16 20 9 36 28 20 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 155,237 Positions 20,496 46,044 3,806 37,687 23,536 6,749 54,800 41,826 3,308 1,766 1,565 1 26,624 28,402 Changes from: April 17, 2018 Total Change is: 7,918 6,903 -3,663 108 1,509 -694 -175 5,575 7,389 1,294 429 0 1 -7,726 3,658 Percent of Open Interest Represented by Each Category of Trader 13.2 29.7 2.5 24.3 15.2 4.3 35.3 26.9 2.1 1.1 1.0 0.0 17.2 18.3 Number of Traders in Each Category Total Traders: 119 7 9 4 21 19 12 35 21 18 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 494,154 Positions 38,249 265,356 2,482 259,619 80,092 28,349 56,370 48,017 12,728 17,830 4,749 1,007 77,520 51,374 Changes from: April 17, 2018 Total Change is: -14,878 4,680 -18,105 40 4,374 2,107 714 -24,009 -2,384 2,339 -1,424 -1,828 466 -2,058 1,773 Percent of Open Interest Represented by Each Category of Trader 7.7 53.7 0.5 52.5 16.2 5.7 11.4 9.7 2.6 3.6 1.0 0.2 15.7 10.4 Number of Traders in Each Category Total Traders: 255 18 11 9 85 32 41 36 43 22 20 9 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 36,323 Positions 0 25,537 0 19,572 2,893 1,631 511 670 252 0 771 5 14,352 4,564 Changes from: April 17, 2018 Total Change is: -2,040 0 -38 0 315 -719 279 -2,779 -6 -20 0 0 0 165 -1,536 Percent of Open Interest Represented by Each Category of Trader 0.0 70.3 0.0 53.9 8.0 4.5 1.4 1.8 0.7 0.0 2.1 0.0 39.5 12.6 Number of Traders in Each Category Total Traders: 26 0 . 0 15 5 8 . . . 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 122,645 Positions 42,220 17,754 650 6,515 30,725 1,973 47,417 36,378 1,470 487 175 8 21,905 33,512 Changes from: April 17, 2018 Total Change is: 22,925 6,157 707 70 1,894 5,726 -86 19,524 8,922 -974 -25 94 1 -3,636 8,465 Percent of Open Interest Represented by Each Category of Trader 34.4 14.5 0.5 5.3 25.1 1.6 38.7 29.7 1.2 0.4 0.1 0.0 17.9 27.3 Number of Traders in Each Category Total Traders: 85 9 8 . 9 13 5 19 25 11 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 29,058 Positions 3,748 25,777 6 8,117 0 0 15,422 1,347 0 225 395 0 1,540 1,533 Changes from: April 17, 2018 Total Change is: -562 -1,335 -120 0 -1,368 0 0 2,045 -606 0 0 0 0 96 164 Percent of Open Interest Represented by Each Category of Trader 12.9 88.7 0.0 27.9 0.0 0.0 53.1 4.6 0.0 0.8 1.4 0.0 5.3 5.3 Number of Traders in Each Category Total Traders: 25 . 4 . . 0 0 10 . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 232,193 Positions 7,981 96,768 5,411 110,487 11,508 0 96,998 105,417 498 2,729 9,156 0 8,089 3,435 Changes from: April 17, 2018 Total Change is: 3,370 -1,345 -18 3,682 19,711 -2,503 0 -17,166 1,694 82 -1,493 310 0 -101 123 Percent of Open Interest Represented by Each Category of Trader 3.4 41.7 2.3 47.6 5.0 0.0 41.8 45.4 0.2 1.2 3.9 0.0 3.5 1.5 Number of Traders in Each Category Total Traders: 148 4 12 . 26 5 0 58 24 5 9 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 36,163 Positions 13,242 300 1,202 5,694 23,491 0 13,839 8,406 155 512 695 3 1,516 1,911 Changes from: April 17, 2018 Total Change is: 3,529 -2,271 100 956 -27 5,250 0 5,834 -1,521 -1,222 512 85 3 -256 -122 Percent of Open Interest Represented by Each Category of Trader 36.6 0.8 3.3 15.7 65.0 0.0 38.3 23.2 0.4 1.4 1.9 0.0 4.2 5.3 Number of Traders in Each Category Total Traders: 39 . . . . 4 0 12 12 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 55,385 Positions 4,173 31,714 0 10,983 5,467 0 33,949 12,387 1,208 100 504 0 4,972 4,105 Changes from: April 17, 2018 Total Change is: -6,052 1,087 -1,684 0 -1,861 -80 -28 -5,064 -4,607 353 -253 -121 0 -286 115 Percent of Open Interest Represented by Each Category of Trader 7.5 57.3 0.0 19.8 9.9 0.0 61.3 22.4 2.2 0.2 0.9 0.0 9.0 7.4 Number of Traders in Each Category Total Traders: 88 5 4 0 10 6 0 33 25 5 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 10,763 Positions 0 7,843 0 4,791 370 0 3,822 1,141 585 143 0 0 1,422 824 Changes from: April 17, 2018 Total Change is: 14 0 -41 0 -1,107 370 0 1,194 -369 -55 -67 0 0 49 109 Percent of Open Interest Represented by Each Category of Trader 0.0 72.9 0.0 44.5 3.4 0.0 35.5 10.6 5.4 1.3 0.0 0.0 13.2 7.7 Number of Traders in Each Category Total Traders: 20 0 . 0 . . 0 7 5 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 53,519 Positions 20,781 27,735 1,638 8,325 2,650 317 11,027 10,562 1,237 2,036 3,069 106 8,053 6,207 Changes from: April 17, 2018 Total Change is: 2,747 3,086 -1,903 -205 -3,170 1,575 -7 2,297 3,873 251 224 312 35 236 -1,185 Percent of Open Interest Represented by Each Category of Trader 38.8 51.8 3.1 15.6 5.0 0.6 20.6 19.7 2.3 3.8 5.7 0.2 15.0 11.6 Number of Traders in Each Category Total Traders: 104 17 15 5 11 5 . 26 19 12 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 107,037 Positions 41,561 55,469 3,275 16,650 5,300 633 22,054 21,123 2,474 4,072 6,138 212 16,106 12,413 Changes from: April 17, 2018 Total Change is: 5,494 6,172 -3,805 -409 -6,340 3,149 -13 4,593 7,746 502 448 624 69 472 -2,369 Percent of Open Interest Represented by Each Category of Trader 38.8 51.8 3.1 15.6 5.0 0.6 20.6 19.7 2.3 3.8 5.7 0.2 15.0 11.6 Number of Traders in Each Category Total Traders: 104 17 15 5 11 5 . 26 19 12 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 685,976 Positions 42,949 183,576 47,962 260,777 142,725 64,914 83,497 81,015 31,205 33,277 30,949 4,504 116,892 99,125 Changes from: April 17, 2018 Total Change is: 6,973 2,768 21,641 -6,475 -5,163 -876 -785 3,878 -5,404 6,422 3,269 -3,342 -439 3,497 -3,770 Percent of Open Interest Represented by Each Category of Trader 6.3 26.8 7.0 38.0 20.8 9.5 12.2 11.8 4.5 4.9 4.5 0.7 17.0 14.5 Number of Traders in Each Category Total Traders: 582 30 43 28 162 95 97 86 104 77 37 25 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 77,816 Positions 36,220 4,731 300 6,971 12,201 90 10,983 4,818 827 3,896 807 0 18,529 54,042 Changes from: April 17, 2018 Total Change is: 351 -1,117 1,423 0 -4 0 0 975 -38 420 8 -129 -30 99 -1,295 Percent of Open Interest Represented by Each Category of Trader 46.5 6.1 0.4 9.0 15.7 0.1 14.1 6.2 1.1 5.0 1.0 0.0 23.8 69.4 Number of Traders in Each Category Total Traders: 48 14 4 . 4 4 . 13 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 26,642 Positions 25,318 9,269 0 0 12,826 312 0 1,822 37 0 1,651 0 975 725 Changes from: April 17, 2018 Total Change is: -32 -25 323 0 0 -536 0 0 -235 1 0 1 0 -8 414 Percent of Open Interest Represented by Each Category of Trader 95.0 34.8 0.0 0.0 48.1 1.2 0.0 6.8 0.1 0.0 6.2 0.0 3.7 2.7 Number of Traders in Each Category Total Traders: 24 8 4 0 0 8 . 0 . . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 17,224 Positions 2,634 15,371 0 7,962 0 367 2,869 538 2 1,284 0 0 2,106 946 Changes from: April 17, 2018 Total Change is: 1,218 311 165 0 188 0 0 1,113 538 0 0 0 0 -394 515 Percent of Open Interest Represented by Each Category of Trader 15.3 89.2 0.0 46.2 0.0 2.1 16.7 3.1 0.0 7.5 0.0 0.0 12.2 5.5 Number of Traders in Each Category Total Traders: 24 . 8 0 8 0 . . . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 3,040,799 Positions 163,531 1,024,112 108,423 1,283,288 666,882 309,860 425,049 443,465 89,411 152,066 155,872 17,357 491,814 225,417 Changes from: April 17, 2018 Total Change is: 33,108 -5,012 76,652 -7,938 -20,571 846 -9,150 55,191 13,845 -10,665 15,737 -16,633 -1,475 16,991 -12,374 Percent of Open Interest Represented by Each Category of Trader 5.4 33.7 3.6 42.2 21.9 10.2 14.0 14.6 2.9 5.0 5.1 0.6 16.2 7.4 Number of Traders in Each Category Total Traders: 578 29 43 26 161 95 97 80 109 71 35 26 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 32,463 Positions 4,584 30,422 9 20,583 0 1,282 2,019 0 0 1,628 0 0 2,358 750 Changes from: April 17, 2018 Total Change is: 300 -887 365 9 187 0 0 213 0 0 716 0 0 62 -74 Percent of Open Interest Represented by Each Category of Trader 14.1 93.7 0.0 63.4 0.0 3.9 6.2 0.0 0.0 5.0 0.0 0.0 7.3 2.3 Number of Traders in Each Category Total Traders: 28 . 10 . 11 0 . . 0 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price) CFTC Code #13874I Open Interest is 12,203 Positions 3,324 7,707 0 5,704 1,539 1,252 352 1,292 41 0 0 0 1,530 372 Changes from: April 17, 2018 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 27.2 63.2 0.0 46.7 12.6 10.3 2.9 10.6 0.3 0.0 0.0 0.0 12.5 3.0 Number of Traders in Each Category Total Traders: 22 4 10 0 5 . . . . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 28,871 Positions 23,396 11,026 0 1,254 15,423 321 3,035 0 0 0 1,351 0 865 750 Changes from: April 17, 2018 Total Change is: -154 184 820 0 7 -261 0 -445 0 0 0 -456 0 100 -257 Percent of Open Interest Represented by Each Category of Trader 81.0 38.2 0.0 4.3 53.4 1.1 10.5 0.0 0.0 0.0 4.7 0.0 3.0 2.6 Number of Traders in Each Category Total Traders: 21 9 4 0 . 4 . . 0 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 76,952 Positions 6,766 27,536 605 39,568 34,611 5,930 13,182 2,104 901 0 220 0 10,000 5,045 Changes from: April 17, 2018 Total Change is: 767 16 -143 0 1,065 355 -562 -29 293 497 0 0 0 -220 327 Percent of Open Interest Represented by Each Category of Trader 8.8 35.8 0.8 51.4 45.0 7.7 17.1 2.7 1.2 0.0 0.3 0.0 13.0 6.6 Number of Traders in Each Category Total Traders: 76 . 8 . 30 16 12 13 5 6 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 48,840 Positions 17,531 5,594 3,362 8,571 11,909 760 9,649 17,990 721 1,459 2,232 4 6,784 6,268 Changes from: April 17, 2018 Total Change is: 1,193 2,371 -2,958 784 -827 -418 -579 -1,151 4,614 -213 94 240 -1 714 -277 Percent of Open Interest Represented by Each Category of Trader 35.9 11.5 6.9 17.5 24.4 1.6 19.8 36.8 1.5 3.0 4.6 0.0 13.9 12.8 Number of Traders in Each Category Total Traders: 262 25 17 11 45 36 20 35 71 16 14 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 244,199 Positions 87,655 27,971 16,809 42,855 59,545 3,799 48,245 89,949 3,605 7,294 11,160 19 33,918 31,342 Changes from: April 17, 2018 Total Change is: 5,964 11,854 -14,788 3,920 -4,136 -2,088 -2,894 -5,754 23,068 -1,066 472 1,200 -4 3,572 -1,384 Percent of Open Interest Represented by Each Category of Trader 35.9 11.5 6.9 17.5 24.4 1.6 19.8 36.8 1.5 3.0 4.6 0.0 13.9 12.8 Number of Traders in Each Category Total Traders: 262 25 17 11 45 36 20 35 71 16 14 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 502,621 Positions 46,084 136,836 1,536 237,755 194,502 41,058 127,258 99,494 11,665 18,993 1,341 5 18,267 16,184 Changes from: April 17, 2018 Total Change is: 13,110 -1,562 8,158 -164 3,640 244 -1,679 11,053 6,354 1,179 -688 -196 0 1,331 -786 Percent of Open Interest Represented by Each Category of Trader 9.2 27.2 0.3 47.3 38.7 8.2 25.3 19.8 2.3 3.8 0.3 0.0 3.6 3.2 Number of Traders in Each Category Total Traders: 294 17 23 . 80 49 34 48 59 18 13 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50) CFTC Code #23977A Open Interest is 10,127 Positions 3,503 3,352 639 270 613 0 930 1,169 0 745 260 30 4,010 4,064 Changes from: April 17, 2018 Total Change is: 430 322 88 408 -90 140 0 -70 67 0 0 0 0 -140 -273 Percent of Open Interest Represented by Each Category of Trader 34.6 33.1 6.3 2.7 6.1 0.0 9.2 11.5 0.0 7.4 2.6 0.3 39.6 40.1 Number of Traders in Each Category Total Traders: 23 8 4 . . . 0 . . 0 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 43,861 Positions 1,957 34,537 0 21,896 3,664 488 11,574 1,592 663 1,135 0 0 6,148 2,917 Changes from: April 17, 2018 Total Change is: -790 107 122 0 -1,769 -599 -85 835 -698 157 -47 -469 0 12 782 Percent of Open Interest Represented by Each Category of Trader 4.5 78.7 0.0 49.9 8.4 1.1 26.4 3.6 1.5 2.6 0.0 0.0 14.0 6.7 Number of Traders in Each Category Total Traders: 44 . 4 0 16 . 4 10 5 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 64,329 Positions 28,318 12,948 886 17,234 17,057 1,337 6,405 13,832 661 0 1,620 0 9,488 15,988 Changes from: April 17, 2018 Total Change is: -1,392 983 827 107 595 -5,421 -1,184 -1,095 5,013 -47 -503 -45 0 -248 -642 Percent of Open Interest Represented by Each Category of Trader 44.0 20.1 1.4 26.8 26.5 2.1 10.0 21.5 1.0 0.0 2.5 0.0 14.7 24.9 Number of Traders in Each Category Total Traders: 65 12 7 . 13 4 5 11 16 5 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 290,254 Positions 25,949 177,738 3,580 196,655 67,295 17,684 33,036 15,915 1,689 1,829 1,342 0 9,832 5,011 Changes from: April 17, 2018 Total Change is: 10,941 -1,494 8,851 -147 7,119 -60 321 4,179 204 503 0 -13 0 460 1,282 Percent of Open Interest Represented by Each Category of Trader 8.9 61.2 1.2 67.8 23.2 6.1 11.4 5.5 0.6 0.6 0.5 0.0 3.4 1.7 Number of Traders in Each Category Total Traders: 157 8 13 4 61 28 21 30 12 7 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50) CFTC Code #244042 Open Interest is 1,102,959 Positions 38,095 801,796 4,098 724,409 123,616 75,377 155,106 48,816 13,911 54,753 20,129 252 36,958 14,964 Changes from: April 17, 2018 Total Change is: 7,209 -1,841 36,844 -1,337 14,994 -17,762 -2,202 -4,305 -10,436 809 1,629 -177 -35 -503 1,505 Percent of Open Interest Represented by Each Category of Trader 3.5 72.7 0.4 65.7 11.2 6.8 14.1 4.4 1.3 5.0 1.8 0.0 3.4 1.4 Number of Traders in Each Category Total Traders: 390 21 20 8 160 44 61 61 36 18 39 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 107,244 Positions 27,983 39,236 66,326 10,617 0 250 948 731 448 574 30 0 98 223 Changes from: April 17, 2018 Total Change is: -112 2,175 428 -670 220 0 0 175 0 0 -2,062 0 0 50 130 Percent of Open Interest Represented by Each Category of Trader 26.1 36.6 61.8 9.9 0.0 0.2 0.9 0.7 0.4 0.5 0.0 0.0 0.1 0.2 Number of Traders in Each Category Total Traders: 34 4 12 8 7 0 . 4 . . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 818,756 Positions 23,230 51,209 14,040 333,766 245,621 154,868 92,717 123,718 26,959 32,314 11,924 77 140,785 190,340 Changes from: April 17, 2018 Total Change is: 5,823 7,553 -16,734 5,251 13,663 -1,793 -1,724 -18,114 5,683 4,173 1,044 1,520 77 -6,100 9,370 Percent of Open Interest Represented by Each Category of Trader 2.8 6.3 1.7 40.8 30.0 18.9 11.3 15.1 3.3 3.9 1.5 0.0 17.2 23.2 Number of Traders in Each Category Total Traders: 170 12 17 8 42 32 39 29 23 27 10 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 976,172 Positions 12,421 184,244 469 553,252 101,046 133,350 62,518 408,015 33,313 55,754 2,684 2,261 122,834 110,790 Changes from: April 17, 2018 Total Change is: 9,787 4,656 5,595 -1,406 -5,259 -11,028 2,881 -6,170 -7,386 13,209 4,988 -2,279 121 -3,233 10,080 Percent of Open Interest Represented by Each Category of Trader 1.3 18.9 0.0 56.7 10.4 13.7 6.4 41.8 3.4 5.7 0.3 0.2 12.6 11.3 Number of Traders in Each Category Total Traders: 120 . 16 4 46 12 35 15 21 20 6 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 1,995,573 Positions 33,191 151,384 23,239 723,552 497,356 242,909 453,999 473,045 141,848 228,351 263,500 19,167 129,317 183,125 Changes from: April 17, 2018 Total Change is: 101 -14,348 22,187 928 58,197 -11,869 -17,877 -90,940 -35,961 33,707 30,686 5,953 375 -627 2,658 Percent of Open Interest Represented by Each Category of Trader 1.7 7.6 1.2 36.3 24.9 12.2 22.8 23.7 7.1 11.4 13.2 1.0 6.5 9.2 Number of Traders in Each Category Total Traders: 341 11 36 10 76 48 60 58 62 42 22 28 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 3,784,711 Positions 139,691 180,661 76,887 1,747,454 962,956 436,167 421,779 1,083,772 170,160 396,966 274,421 24,169 371,438 575,518 Changes from: April 17, 2018 Total Change is: 205,192 18,217 -32,671 12,815 114,781 96,929 15,552 -52,658 18,050 42,078 38,184 4,269 -2,644 18,867 50,814 Percent of Open Interest Represented by Each Category of Trader 3.7 4.8 2.0 46.2 25.4 11.5 11.1 28.6 4.5 10.5 7.3 0.6 9.8 15.2 Number of Traders in Each Category Total Traders: 432 33 32 19 80 96 90 46 104 54 16 25 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 539,182 Positions 31,942 24,253 9,194 130,277 165,932 51,182 148,384 60,231 16,469 43,395 35,602 168 108,171 176,151 Changes from: April 17, 2018 Total Change is: -7,106 6,727 -7,286 -1,466 -290 -2,960 3,709 -14,847 7,740 -504 -337 -12,266 168 -266 5,759 Percent of Open Interest Represented by Each Category of Trader 5.9 4.5 1.7 24.2 30.8 9.5 27.5 11.2 3.1 8.0 6.6 0.0 20.1 32.7 Number of Traders in Each Category Total Traders: 98 7 7 4 20 28 29 15 10 8 5 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 3,576,217 Positions 119,209 288,772 38,008 1,866,508 806,884 526,185 406,197 1,023,259 161,400 186,785 270,418 9,224 262,701 452,067 Changes from: April 17, 2018 Total Change is: 48,979 50,582 -65,550 7,479 -83,251 -38,888 26,559 9,488 98,768 21,764 5,252 -16,137 2,239 8,867 12,745 Percent of Open Interest Represented by Each Category of Trader 3.3 8.1 1.1 52.2 22.6 14.7 11.4 28.6 4.5 5.2 7.6 0.3 7.3 12.6 Number of Traders in Each Category Total Traders: 345 17 31 15 75 62 74 48 69 47 21 22 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 2,432,963 Positions 623,755 552,477 590,122 4,500 45,712 142,946 275,686 269,828 464,720 124,164 140,406 170,276 36,794 56,476 Changes from: April 17, 2018 Total Change is: 35,386 14,020 46,142 7,767 -4,936 15,018 2,522 20,165 7,716 -14,530 24,878 -8,085 -16,904 2,404 -4,260 Percent of Open Interest Represented by Each Category of Trader 25.6 22.7 24.3 0.2 1.9 5.9 11.3 11.1 19.1 5.1 5.8 7.0 1.5 2.3 Number of Traders in Each Category Total Traders: 162 28 30 45 . 7 7 28 37 46 8 15 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 is16,701,190 Positions 7,960,656 788,191 2,230,491 295,716 2,796,936 1,772,569 525,000 4,226,512 2,308,002 211,773 376,102 737,524 659,459 1,464,863 Changes from: April 17, 2018 Total Change is: -24,902 -165,697 -121,134 254,388 -53,540 -23,558 -7,347 87,945 7,154 -120,732 27,651 -71,344 -37,025 -10,545 94,696 Percent of Open Interest Represented by Each Category of Trader 47.7 4.7 13.4 1.8 16.7 10.6 3.1 25.3 13.8 1.3 2.3 4.4 3.9 8.8 Number of Traders in Each Category Total Traders: 313 46 37 75 10 32 40 29 101 106 13 19 24 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 30,620 Positions 20,100 4,303 0 58 8,897 116 1,380 12,919 0 8,655 4,033 264 47 88 Changes from: April 17, 2018 Total Change is: 865 1,258 86 0 0 -27 37 -100 546 0 -354 225 0 24 -2 Percent of Open Interest Represented by Each Category of Trader 65.6 14.1 0.0 0.2 29.1 0.4 4.5 42.2 0.0 28.3 13.2 0.9 0.2 0.3 Number of Traders in Each Category Total Traders: 46 . 6 0 . 14 . . 11 0 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 18,366 Positions 1,376 2,419 0 222 3,400 685 15,990 9,190 0 40 2,613 0 53 59 Changes from: April 17, 2018 Total Change is: 147 -80 373 0 0 95 0 191 -460 0 0 132 0 36 7 Percent of Open Interest Represented by Each Category of Trader 7.5 13.2 0.0 1.2 18.5 3.7 87.1 50.0 0.0 0.2 14.2 0.0 0.3 0.3 Number of Traders in Each Category Total Traders: 36 5 . 0 . 9 . 5 8 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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-USD - CBOE FUTURES EXCHANGE (1 Bitcoin) CFTC Code #1330E1 Open Interest is 5,753 Positions 0 0 0 82 0 0 1,838 4,099 45 1,273 923 67 2,448 619 Changes from: April 17, 2018 Total Change is: -680 -55 0 0 -261 0 0 208 -601 -192 -108 331 -1 -271 -217 Percent of Open Interest Represented by Each Category of Trader 0.0 0.0 0.0 1.4 0.0 0.0 31.9 71.2 0.8 22.1 16.0 1.2 42.6 10.8 Number of Traders in Each Category Total Traders: 56 0 0 0 . 0 0 9 14 . 23 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 2,380 Positions 0 0 0 105 0 0 1,194 1,682 46 198 336 8 829 308 Changes from: April 17, 2018 Total Change is: 351 0 0 0 -17 0 0 141 369 4 68 4 8 147 -34 Percent of Open Interest Represented by Each Category of Trader 0.0 0.0 0.0 4.4 0.0 0.0 50.2 70.7 1.9 8.3 14.1 0.3 34.8 12.9 Number of Traders in Each Category Total Traders: 23 0 0 0 . 0 0 6 8 . . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 32,114 Positions 0 3,977 75 7,439 3,085 621 9,175 20,301 1,144 6,823 850 13 6,824 2,048 Changes from: April 17, 2018 Total Change is: -2,495 0 0 75 93 -3,770 -14 -4,072 1,921 -179 1,150 -78 -28 480 -422 Percent of Open Interest Represented by Each Category of Trader 0.0 12.4 0.2 23.2 9.6 1.9 28.6 63.2 3.6 21.2 2.6 0.0 21.2 6.4 Number of Traders in Each Category Total Traders: 140 0 . . 9 7 . 34 34 12 44 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 357,037 Positions 33,299 79,179 34,481 73,237 24,480 19,349 78,379 87,121 63,452 14,855 6,901 14,893 25,092 27,181 Changes from: April 17, 2018 Total Change is: -38,767 -5,536 -27,715 -68 10,957 4,904 -3,127 -12,273 15,903 -22,819 -3,429 -170 3,747 -6,219 -9,422 Percent of Open Interest Represented by Each Category of Trader 9.3 22.2 9.7 20.5 6.9 5.4 22.0 24.4 17.8 4.2 1.9 4.2 7.0 7.6 Number of Traders in Each Category Total Traders: 200 14 11 17 25 22 20 52 47 49 9 8 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 24, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 52,188 Positions 800 0 0 33,693 1,809 166 10,935 50,012 85 6,248 116 0 261 0 Changes from: April 17, 2018 Total Change is: 4,297 23 0 0 4,217 -90 0 191 4,391 0 -123 -4 0 -11 0 Percent of Open Interest Represented by Each Category of Trader 1.5 0.0 0.0 64.6 3.5 0.3 21.0 95.8 0.2 12.0 0.2 0.0 0.5 0.0 Number of Traders in Each Category Total Traders: 44 . 0 0 11 . . 11 6 . 10 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 27, 2018