Traders in Financial Futures - Options and Futures Combined 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 143,898 Positions 22,361 19,714 6,668 32,801 19,789 3,441 15,275 41,923 21,924 8,511 1,014 399 32,518 29,027 Changes from: April 17, 2018 Total Change is: -9,453 -3,068 1,513 660 1,889 253 -2,123 -3,758 -10,939 -914 -921 0 5 -1,223 2,092 Percent of Open Interest Represented by Each Category of Trader 15.5 13.7 4.6 22.8 13.8 2.4 10.6 29.1 15.2 5.9 0.7 0.3 22.6 20.2 Number of Traders in Each Category Total Traders: 87 9 5 8 13 9 7 12 29 20 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 72,312 Positions 33,869 1,233 282 1,136 10,626 362 28,942 33,892 535 480 1,674 0 6,706 23,708 Changes from: April 17, 2018 Total Change is: 12,323 10,877 -28 131 15 2,987 0 3,218 3,896 222 0 0 0 -2,140 5,116 Percent of Open Interest Represented by Each Category of Trader 46.8 1.7 0.4 1.6 14.7 0.5 40.0 46.9 0.7 0.7 2.3 0.0 9.3 32.8 Number of Traders in Each Category Total Traders: 51 9 . . . 9 . 9 18 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 225,017 Positions 6,072 57,532 15,440 30,639 53,894 6,118 95,384 25,772 30,645 1,350 8,514 1,301 38,067 25,800 Changes from: April 17, 2018 Total Change is: -20,353 438 -6,917 1,543 2,837 -1,384 -1,631 -22,394 -13,595 1,663 -26 31 65 -2,850 -129 Percent of Open Interest Represented by Each Category of Trader 2.7 25.6 6.9 13.6 24.0 2.7 42.4 11.5 13.6 0.6 3.8 0.6 16.9 11.5 Number of Traders in Each Category Total Traders: 126 6 10 10 16 20 10 40 26 28 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 194,672 Positions 18,602 51,277 15,447 40,601 19,352 11,873 53,544 41,508 22,177 1,637 1,568 1,253 29,538 30,217 Changes from: April 17, 2018 Total Change is: 17,941 6,600 211 1,459 4,492 -2,754 1,158 4,243 7,718 6,108 517 1 208 -6,844 3,831 Percent of Open Interest Represented by Each Category of Trader 9.6 26.3 7.9 20.9 9.9 6.1 27.5 21.3 11.4 0.8 0.8 0.6 15.2 15.5 Number of Traders in Each Category Total Traders: 125 6 10 11 22 18 13 34 27 29 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 562,555 Positions 38,020 263,901 24,235 262,313 77,976 33,106 53,179 49,895 46,897 17,686 5,052 4,121 82,998 57,372 Changes from: April 17, 2018 Total Change is: -4,051 492 -15,919 3,677 5,546 -641 2,124 -21,896 -1,727 7,308 -1,482 -1,780 950 -770 1,956 Percent of Open Interest Represented by Each Category of Trader 6.8 46.9 4.3 46.6 13.9 5.9 9.5 8.9 8.3 3.1 0.9 0.7 14.8 10.2 Number of Traders in Each Category Total Traders: 272 20 10 17 86 33 48 35 51 38 24 12 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 149,431 Positions 40,740 21,356 9,554 7,201 30,150 4,552 47,887 33,820 14,645 576 0 766 23,510 34,589 Changes from: April 17, 2018 Total Change is: 29,042 4,021 1,835 2,261 1,718 4,636 1,075 20,344 8,381 2,286 16 0 165 -2,844 8,401 Percent of Open Interest Represented by Each Category of Trader 27.3 14.3 6.4 4.8 20.2 3.0 32.0 22.6 9.8 0.4 0.0 0.5 15.7 23.1 Number of Traders in Each Category Total Traders: 91 7 10 9 10 13 8 21 26 19 4 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 233,064 Positions 7,884 96,708 5,892 110,487 11,508 0 97,032 105,385 870 2,762 9,156 0 8,138 3,546 Changes from: April 17, 2018 Total Change is: 2,568 -1,812 -849 4,060 19,711 -2,503 0 -17,313 1,544 -79 -1,944 310 0 -56 84 Percent of Open Interest Represented by Each Category of Trader 3.4 41.5 2.5 47.4 4.9 0.0 41.6 45.2 0.4 1.2 3.9 0.0 3.5 1.5 Number of Traders in Each Category Total Traders: 148 4 12 4 26 5 0 58 24 7 9 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 54,884 Positions 20,767 27,842 1,789 8,325 2,650 317 11,165 10,579 1,641 1,949 3,084 636 8,296 6,346 Changes from: April 17, 2018 Total Change is: 2,639 3,153 -1,827 -264 -3,170 1,575 -7 2,247 3,790 183 54 304 55 386 -1,171 Percent of Open Interest Represented by Each Category of Trader 37.8 50.7 3.3 15.2 4.8 0.6 20.3 19.3 3.0 3.6 5.6 1.2 15.1 11.6 Number of Traders in Each Category Total Traders: 108 16 16 6 11 5 . 26 19 15 8 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 109,768 Positions 41,534 55,685 3,579 16,650 5,300 633 22,330 21,159 3,281 3,897 6,168 1,272 16,592 12,692 Changes from: April 17, 2018 Total Change is: 5,277 6,306 -3,653 -528 -6,340 3,149 -13 4,494 7,580 367 109 609 110 772 -2,343 Percent of Open Interest Represented by Each Category of Trader 37.8 50.7 3.3 15.2 4.8 0.6 20.3 19.3 3.0 3.6 5.6 1.2 15.1 11.6 Number of Traders in Each Category Total Traders: 108 16 16 6 11 5 . 26 19 15 8 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 856,199 Positions 43,619 179,121 68,468 260,186 142,788 69,315 80,281 80,905 139,690 31,663 31,529 32,303 130,675 112,080 Changes from: April 17, 2018 Total Change is: -4,401 2,129 21,080 -6,940 -5,507 -1,644 -1,521 9,294 1,278 -9,973 2,254 -3,789 686 5,177 -3,578 Percent of Open Interest Represented by Each Category of Trader 5.1 20.9 8.0 30.4 16.7 8.1 9.4 9.4 16.3 3.7 3.7 3.8 15.3 13.1 Number of Traders in Each Category Total Traders: 632 34 39 45 162 99 109 96 110 121 57 35 49 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 105,141 Positions 36,627 4,450 2,494 7,002 12,739 987 11,635 5,328 14,607 3,713 1,192 4,458 23,617 58,884 Changes from: April 17, 2018 Total Change is: 923 -1,604 1,449 266 111 186 -28 1,433 -24 -402 60 131 400 687 -1,055 Percent of Open Interest Represented by Each Category of Trader 34.8 4.2 2.4 6.7 12.1 0.9 11.1 5.1 13.9 3.5 1.1 4.2 22.5 56.0 Number of Traders in Each Category Total Traders: 68 15 4 9 5 5 . 13 12 22 8 5 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 3,755,289 Positions 168,558 1,006,957 196,267 1,280,238 664,561 327,319 408,189 442,837 560,459 146,374 158,311 132,598 535,287 265,978 Changes from: April 17, 2018 Total Change is: -26,620 -4,488 74,994 -12,873 -22,851 -3,909 -12,705 59,539 26,743 -68,089 11,601 -18,967 800 22,447 -12,613 Percent of Open Interest Represented by Each Category of Trader 4.5 26.8 5.2 34.1 17.7 8.7 10.9 11.8 14.9 3.9 4.2 3.5 14.3 7.1 Number of Traders in Each Category Total Traders: 616 33 39 42 161 98 108 91 109 118 52 33 45 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 52,286 Positions 17,502 5,627 3,682 8,569 11,924 762 9,808 18,046 2,152 1,490 2,321 1,048 7,272 6,725 Changes from: April 17, 2018 Total Change is: 812 2,187 -2,941 704 -829 -411 -579 -1,083 4,694 -477 127 323 -113 874 -388 Percent of Open Interest Represented by Each Category of Trader 33.5 10.8 7.0 16.4 22.8 1.5 18.8 34.5 4.1 2.9 4.4 2.0 13.9 12.9 Number of Traders in Each Category Total Traders: 270 24 18 13 45 36 20 36 73 22 16 21 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 261,428 Positions 87,511 28,133 18,408 42,845 59,618 3,809 49,041 90,231 10,759 7,452 11,604 5,242 36,360 33,624 Changes from: April 17, 2018 Total Change is: 4,061 10,937 -14,705 3,521 -4,146 -2,056 -2,896 -5,415 23,472 -2,383 637 1,614 -567 4,372 -1,939 Percent of Open Interest Represented by Each Category of Trader 33.5 10.8 7.0 16.4 22.8 1.5 18.8 34.5 4.1 2.9 4.4 2.0 13.9 12.9 Number of Traders in Each Category Total Traders: 270 24 18 13 45 36 20 36 73 22 16 21 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 508,581 Positions 46,175 136,836 2,056 237,755 194,502 41,058 127,202 99,073 15,425 18,827 1,409 1,658 18,425 16,564 Changes from: April 17, 2018 Total Change is: 10,017 -1,666 8,158 -130 3,640 244 -1,679 11,615 7,667 -1,827 -740 -1,039 -511 1,315 -866 Percent of Open Interest Represented by Each Category of Trader 9.1 26.9 0.4 46.7 38.2 8.1 25.0 19.5 3.0 3.7 0.3 0.3 3.6 3.3 Number of Traders in Each Category Total Traders: 294 17 23 . 80 49 34 48 59 24 12 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 973,290 Positions 19,904 53,616 36,798 333,264 237,891 182,615 91,952 126,458 105,114 39,249 11,972 9,590 154,806 209,237 Changes from: April 17, 2018 Total Change is: 10,735 5,700 -10,528 -2,081 11,205 -6,199 -4,133 -8,316 17,772 3,122 8,514 857 -916 -2,360 12,841 Percent of Open Interest Represented by Each Category of Trader 2.0 5.5 3.8 34.2 24.4 18.8 9.4 13.0 10.8 4.0 1.2 1.0 15.9 21.5 Number of Traders in Each Category Total Traders: 179 11 18 21 45 31 44 28 29 45 10 7 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 976,928 Positions 12,421 184,244 469 553,251 101,046 133,351 62,424 408,105 33,654 55,754 2,684 2,261 123,342 111,114 Changes from: April 17, 2018 Total Change is: 10,181 4,656 5,595 -1,406 -5,257 -11,028 2,871 -6,260 -7,271 13,382 4,988 -2,279 121 -2,915 10,195 Percent of Open Interest Represented by Each Category of Trader 1.3 18.9 0.0 56.6 10.3 13.6 6.4 41.8 3.4 5.7 0.3 0.2 12.6 11.4 Number of Traders in Each Category Total Traders: 120 . 16 4 46 12 35 15 21 21 6 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 2,072,482 Positions 33,191 152,737 26,501 727,752 495,741 246,016 458,482 480,049 197,779 227,389 262,883 25,008 130,363 185,768 Changes from: April 17, 2018 Total Change is: 7,755 -13,854 22,873 -433 61,047 -12,902 -17,464 -89,540 -32,549 38,256 29,407 5,966 1,090 -753 2,917 Percent of Open Interest Represented by Each Category of Trader 1.6 7.4 1.3 35.1 23.9 11.9 22.1 23.2 9.5 11.0 12.7 1.2 6.3 9.0 Number of Traders in Each Category Total Traders: 344 11 36 12 77 48 62 58 63 54 22 29 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 4,413,818 Positions 135,615 200,322 200,058 1,769,057 971,042 510,147 430,854 1,050,983 492,454 388,675 285,605 86,948 400,009 616,259 Changes from: April 17, 2018 Total Change is: 305,258 32,142 -19,556 -8,453 126,497 114,650 12,430 -39,657 10,262 102,069 27,494 2,165 24,571 28,166 67,120 Percent of Open Interest Represented by Each Category of Trader 3.1 4.5 4.5 40.1 22.0 11.6 9.8 23.8 11.2 8.8 6.5 2.0 9.1 14.0 Number of Traders in Each Category Total Traders: 447 29 37 44 79 99 100 55 99 95 20 29 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 3,844,726 Positions 115,626 296,048 80,053 1,875,212 808,362 554,170 379,146 975,896 358,266 188,335 283,846 23,575 270,344 464,513 Changes from: April 17, 2018 Total Change is: 61,522 53,325 -55,838 -9,593 -83,656 -35,482 21,732 4,327 77,468 54,181 7,705 -9,334 2,024 11,477 16,364 Percent of Open Interest Represented by Each Category of Trader 3.0 7.7 2.1 48.8 21.0 14.4 9.9 25.4 9.3 4.9 7.4 0.6 7.0 12.1 Number of Traders in Each Category Total Traders: 349 16 33 27 75 62 78 46 73 65 23 21 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 2,434,884 Positions 623,755 552,285 590,314 4,500 45,712 142,946 275,484 269,023 466,207 123,086 140,406 171,354 37,238 56,637 Changes from: April 17, 2018 Total Change is: 35,538 14,020 46,256 7,653 -4,936 15,018 2,522 20,132 7,050 -14,117 24,478 -7,911 -16,688 2,474 -4,245 Percent of Open Interest Represented by Each Category of Trader 25.6 22.7 24.2 0.2 1.9 5.9 11.3 11.0 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 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 is31,878,076 Positions 7,604,531 1,090,644 4,909,393 194,158 3,157,151 2,933,048 455,477 2,586,368 13,107,979 181,060 764,997 1,796,988 695,443 1,531,508 Changes from: April 17, 2018 Total Change is: 942,775 -143,643 -61,002 381,758 -38,232 28,361 60,241 49,679 -130,117 548,249 748 -60,752 78,056 5,919 97,980 Percent of Open Interest Represented by Each Category of Trader 23.9 3.4 15.4 0.6 9.9 9.2 1.4 8.1 41.1 0.6 2.4 5.6 2.2 4.8 Number of Traders in Each Category Total Traders: 337 42 41 78 10 36 41 44 106 120 18 26 31 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 32,278 Positions 0 3,977 75 7,439 3,085 621 9,224 20,429 1,156 6,883 851 29 6,851 2,056 Changes from: April 17, 2018 Total Change is: -2,429 0 0 75 93 -3,770 -14 -4,008 2,024 -220 1,176 -79 -21 491 -423 Percent of Open Interest Represented by Each Category of Trader 0.0 12.3 0.2 23.0 9.6 1.9 28.6 63.3 3.6 21.3 2.6 0.1 21.2 6.4 Number of Traders in Each Category Total Traders: 141 0 . . 9 7 . 35 33 15 44 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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