Traders in Financial Futures - Futures Only Positions as of May 29, 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 147,495
Positions
25,067 14,711 21,415 30,696 23,548 4,089 20,058 43,937 6,994 10,677 1,015 462 28,037 31,324
Changes from: May 22, 2018 Total Change is: 11,377
-2,027 767 12,169 737 1,795 204 7,697 -627 -4,982 1,637 -4 -402 -3,656 2,457
Percent of Open Interest Represented by Each Category of Trader
17.0 10.0 14.5 20.8 16.0 2.8 13.6 29.8 4.7 7.2 0.7 0.3 19.0 21.2
Number of Traders in Each Category Total Traders: 98
10 . 7 11 14 4 19 28 18 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 107,190
Positions
73,380 1,422 3,865 2,118 19,972 196 15,790 51,266 801 480 1,625 0 10,560 28,043
Changes from: May 22, 2018 Total Change is: 2,932
1,825 -363 3,526 344 -824 0 -7,307 1,263 147 0 0 0 4,397 -817
Percent of Open Interest Represented by Each Category of Trader
68.5 1.3 3.6 2.0 18.6 0.2 14.7 47.8 0.7 0.4 1.5 0.0 9.9 26.2
Number of Traders in Each Category Total Traders: 61
9 . . . 12 . 8 25 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 205,778
Positions
64,632 39,156 2,013 37,727 69,176 4,559 54,747 35,823 10,151 2,341 10,026 125 29,483 34,749
Changes from: May 22, 2018 Total Change is: 19,261
12,501 -2,184 -213 -3,406 4,767 422 11,037 12,952 -916 2,341 -1,255 1 -2,506 5,687
Percent of Open Interest Represented by Each Category of Trader
31.4 19.0 1.0 18.3 33.6 2.2 26.6 17.4 4.9 1.1 4.9 0.1 14.3 16.9
Number of Traders in Each Category Total Traders: 125
8 9 5 13 26 8 29 29 19 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 171,339
Positions
40,918 30,715 5,506 30,690 30,934 5,386 52,259 54,772 6,598 2,132 1,075 35 27,815 36,318
Changes from: May 22, 2018 Total Change is: -3,977
-5,521 -496 1,736 -1,445 -7,145 -149 -5,833 2,902 4,337 -261 -490 32 3,127 -4,704
Percent of Open Interest Represented by Each Category of Trader
23.9 17.9 3.2 17.9 18.1 3.1 30.5 32.0 3.9 1.2 0.6 0.0 16.2 21.2
Number of Traders in Each Category Total Traders: 119
6 11 8 15 21 9 31 27 15 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 552,251
Positions
75,345 227,876 11,120 247,321 104,495 35,063 70,434 88,324 11,060 20,094 10,495 1,862 79,952 61,956
Changes from: May 22, 2018 Total Change is: 31,603
10,239 -9,004 5,110 -10,557 7,125 6,341 9,586 16,788 -136 1,833 210 793 8,394 4,376
Percent of Open Interest Represented by Each Category of Trader
13.6 41.3 2.0 44.8 18.9 6.3 12.8 16.0 2.0 3.6 1.9 0.3 14.5 11.2
Number of Traders in Each Category Total Traders: 275
21 8 13 85 37 44 32 54 28 26 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 36,658
Positions
0 24,610 0 17,561 4,936 1,896 3,516 0 0 0 771 5 13,680 4,440
Changes from: May 22, 2018 Total Change is: 1,349
0 81 0 -379 1,125 -69 1,778 -419 0 0 0 0 19 631
Percent of Open Interest Represented by Each Category of Trader
0.0 67.1 0.0 47.9 13.5 5.2 9.6 0.0 0.0 0.0 2.1 0.0 37.3 12.1
Number of Traders in Each Category Total Traders: 28
0 . 0 13 7 8 4 0 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 24,721
Positions
689 3,042 496 8,353 10,860 2,194 6,904 1,129 3 0 0 0 6,082 6,997
Changes from: May 22, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
2.8 12.3 2.0 33.8 43.9 8.9 27.9 4.6 0.0 0.0 0.0 0.0 24.6 28.3
Number of Traders in Each Category Total Traders: 20
. . . 5 7 8 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 155,973
Positions
85,868 12,648 1,385 4,237 44,229 1,893 37,476 52,888 2,591 1,803 1,532 68 20,652 38,739
Changes from: May 22, 2018 Total Change is: 5,653
2,087 -700 844 1,455 7,541 312 273 -1,180 31 -1,882 -15 21 2,512 -1,201
Percent of Open Interest Represented by Each Category of Trader
55.1 8.1 0.9 2.7 28.4 1.2 24.0 33.9 1.7 1.2 1.0 0.0 13.2 24.8
Number of Traders in Each Category Total Traders: 86
9 4 . 6 14 4 20 27 13 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 26,522
Positions
2,350 22,286 1 12,589 192 0 8,552 1,160 13 225 245 0 2,792 2,625
Changes from: May 22, 2018 Total Change is: 29
-255 1 -5 586 -6 0 -290 -125 1 -218 -150 0 210 313
Percent of Open Interest Represented by Each Category of Trader
8.9 84.0 0.0 47.5 0.7 0.0 32.2 4.4 0.0 0.8 0.9 0.0 10.5 9.9
Number of Traders in Each Category Total Traders: 24
. 4 . . . 0 9 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 181,671
Positions
31,787 88,644 1,188 86,027 24,106 0 51,614 47,621 4,853 1,967 9,349 0 4,235 5,910
Changes from: May 22, 2018 Total Change is: -2,614
21,806 8,955 -5,303 -11,774 1,681 -17 -6,787 -8,941 445 -60 -34 0 -924 600
Percent of Open Interest Represented by Each Category of Trader
17.5 48.8 0.7 47.4 13.3 0.0 28.4 26.2 2.7 1.1 5.1 0.0 2.3 3.3
Number of Traders in Each Category Total Traders: 138
5 8 . 12 10 0 34 46 11 5 18 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 53,179
Positions
19,819 3,052 7,130 5,483 29,850 8 17,340 9,197 518 1,077 1,027 3 1,801 2,394
Changes from: May 22, 2018 Total Change is: 10,951
240 109 7,127 -2 3,301 8 3,014 34 252 219 85 0 93 35
Percent of Open Interest Represented by Each Category of Trader
37.3 5.7 13.4 10.3 56.1 0.0 32.6 17.3 1.0 2.0 1.9 0.0 3.4 4.5
Number of Traders in Each Category Total Traders: 43
. . . . 5 . 11 13 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 62,523
Positions
29,381 19,959 22 5,525 9,644 0 23,272 23,956 1,666 0 732 0 2,657 6,544
Changes from: May 22, 2018 Total Change is: 2,067
-686 -119 -46 1,570 500 0 1,215 902 120 0 -17 0 -106 727
Percent of Open Interest Represented by Each Category of Trader
47.0 31.9 0.0 8.8 15.4 0.0 37.2 38.3 2.7 0.0 1.2 0.0 4.2 10.5
Number of Traders in Each Category Total Traders: 87
10 . . 7 14 0 20 30 9 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 12,081
Positions
0 7,043 0 2,676 2,067 0 8,012 1,183 342 0 167 0 1,051 1,279
Changes from: May 22, 2018 Total Change is: -1,213
0 -300 0 -76 -331 0 -1,027 -367 -2 0 -169 0 -108 -44
Percent of Open Interest Represented by Each Category of Trader
0.0 58.3 0.0 22.2 17.1 0.0 66.3 9.8 2.8 0.0 1.4 0.0 8.7 10.6
Number of Traders in Each Category Total Traders: 25
0 . 0 . . 0 8 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 52,530
Positions
17,570 30,834 1,496 8,595 2,201 338 11,951 8,833 1,533 1,963 631 0 9,085 6,666
Changes from: May 22, 2018 Total Change is: 1,080
-657 -249 27 -160 -69 33 1,168 935 541 208 -101 0 -79 -37
Percent of Open Interest Represented by Each Category of Trader
33.4 58.7 2.8 16.4 4.2 0.6 22.8 16.8 2.9 3.7 1.2 0.0 17.3 12.7
Number of Traders in Each Category Total Traders: 99
13 18 6 12 . . 26 17 14 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 105,059
Positions
35,139 61,667 2,992 17,190 4,401 675 23,902 17,665 3,066 3,926 1,262 0 18,169 13,331
Changes from: May 22, 2018 Total Change is: 2,159
-1,314 -497 53 -319 -137 66 2,335 1,869 1,081 415 -202 0 -158 -74
Percent of Open Interest Represented by Each Category of Trader
33.4 58.7 2.8 16.4 4.2 0.6 22.8 16.8 2.9 3.7 1.2 0.0 17.3 12.7
Number of Traders in Each Category Total Traders: 99
13 18 6 12 . . 26 17 14 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 758,381
Positions
54,317 119,700 91,540 254,390 188,975 67,939 76,097 84,834 35,698 27,483 36,328 5,169 145,748 128,198
Changes from: May 22, 2018 Total Change is: 26,891
7,323 -10,559 13,239 -3,557 5,721 -1,626 2,391 8,688 -2,379 -718 1,287 166 12,052 12,353
Percent of Open Interest Represented by Each Category of Trader
7.2 15.8 12.1 33.5 24.9 9.0 10.0 11.2 4.7 3.6 4.8 0.7 19.2 16.9
Number of Traders in Each Category Total Traders: 574
41 35 35 161 93 100 84 98 80 33 27 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 116,480
Positions
66,946 2,399 2,100 8,190 19,881 10 15,338 10,988 265 3,816 430 0 19,815 80,407
Changes from: May 22, 2018 Total Change is: 10,670
7,484 799 0 11 0 0 2,384 -123 -153 81 75 -23 886 10,095
Percent of Open Interest Represented by Each Category of Trader
57.5 2.1 1.8 7.0 17.1 0.0 13.2 9.4 0.2 3.3 0.4 0.0 17.0 69.0
Number of Traders in Each Category Total Traders: 51
14 . . 5 4 . 10 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 24,851
Positions
22,663 18,729 0 235 1,885 139 0 1,364 38 0 2,076 0 1,776 620
Changes from: May 22, 2018 Total Change is: -584
-1,491 -535 0 -27 0 -75 0 0 0 0 0 0 1,009 26
Percent of Open Interest Represented by Each Category of Trader
91.2 75.4 0.0 0.9 7.6 0.6 0.0 5.5 0.2 0.0 8.4 0.0 7.1 2.5
Number of Traders in Each Category Total Traders: 21
6 6 0 . 4 . 0 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 28,813
Positions
2,992 26,498 0 9,682 0 316 10,529 0 0 3,000 0 0 2,294 1,999
Changes from: May 22, 2018 Total Change is: 520
457 85 0 -2,032 0 -120 2,057 -538 0 0 0 0 158 1,093
Percent of Open Interest Represented by Each Category of Trader
10.4 92.0 0.0 33.6 0.0 1.1 36.5 0.0 0.0 10.4 0.0 0.0 8.0 6.9
Number of Traders in Each Category Total Traders: 28
. 9 0 8 0 . 6 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 3,209,503
Positions
212,641 862,294 171,412 1,242,910 857,380 327,733 405,636 471,071 75,325 120,484 181,639 23,695 629,667 238,954
Changes from: May 22, 2018 Total Change is: 81,103
22,054 -33,929 43,334 -21,747 24,695 -4,220 -843 43,178 -10,253 -3,622 6,437 571 55,829 11,290
Percent of Open Interest Represented by Each Category of Trader
6.6 26.9 5.3 38.7 26.7 10.2 12.6 14.7 2.3 3.8 5.7 0.7 19.6 7.4
Number of Traders in Each Category Total Traders: 569
37 39 30 161 92 100 81 99 74 31 27 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 32,214
Positions
5,952 29,231 0 19,870 0 1,483 734 0 459 1,538 218 0 2,178 823
Changes from: May 22, 2018 Total Change is: -60
424 -834 0 -38 0 98 -714 0 459 0 0 0 -289 217
Percent of Open Interest Represented by Each Category of Trader
18.5 90.7 0.0 61.7 0.0 4.6 2.3 0.0 1.4 4.8 0.7 0.0 6.8 2.6
Number of Traders in Each Category Total Traders: 28
4 9 0 10 0 . . 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 8,186
Positions
4,021 5,092 0 2,093 2,076 0 0 0 0 600 626 0 1,472 392
Changes from: May 22, 2018 Total Change is: -297
-7 -118 0 -220 5 0 0 0 0 0 0 0 -70 -184
Percent of Open Interest Represented by Each Category of Trader
49.1 62.2 0.0 25.6 25.4 0.0 0.0 0.0 0.0 7.3 7.6 0.0 18.0 4.8
Number of Traders in Each Category Total Traders: 21
7 7 0 . . 0 0 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 10,498
Positions
1,603 6,751 7 7,038 1,530 36 0 1,294 39 0 0 0 1,775 841
Changes from: May 22, 2018 Total Change is: -492
-224 -506 0 17 13 0 -352 0 0 0 0 0 67 1
Percent of Open Interest Represented by Each Category of Trader
15.3 64.3 0.1 67.0 14.6 0.3 0.0 12.3 0.4 0.0 0.0 0.0 16.9 8.0
Number of Traders in Each Category Total Traders: 21
. 10 . 6 . . 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 27,019
Positions
21,764 11,579 0 3,316 11,747 410 528 0 0 0 2,552 0 1,001 731
Changes from: May 22, 2018 Total Change is: -783
-476 0 0 -242 -707 -77 273 0 0 -200 0 0 -61 1
Percent of Open Interest Represented by Each Category of Trader
80.6 42.9 0.0 12.3 43.5 1.5 2.0 0.0 0.0 0.0 9.4 0.0 3.7 2.7
Number of Traders in Each Category Total Traders: 22
8 4 0 . . . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 81,898
Positions
6,816 33,158 575 40,412 36,173 4,307 17,758 2,400 430 201 733 0 11,399 4,122
Changes from: May 22, 2018 Total Change is: 2,231
5 2,141 -9 348 77 15 996 -317 96 0 0 0 780 228
Percent of Open Interest Represented by Each Category of Trader
8.3 40.5 0.7 49.3 44.2 5.3 21.7 2.9 0.5 0.2 0.9 0.0 13.9 5.0
Number of Traders in Each Category Total Traders: 83
. 10 . 29 18 12 17 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 50,257
Positions
17,101 10,352 2,740 10,169 12,305 861 9,383 14,701 800 2,706 1,476 37 6,460 6,985
Changes from: May 22, 2018 Total Change is: 1,239
-609 2,680 156 165 -111 250 681 -2,076 -270 1,015 -50 33 -182 628
Percent of Open Interest Represented by Each Category of Trader
34.0 20.6 5.5 20.2 24.5 1.7 18.7 29.3 1.6 5.4 2.9 0.1 12.9 13.9
Number of Traders in Each Category Total Traders: 268
23 21 12 51 38 22 34 68 19 15 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 251,285
Positions
85,507 51,761 13,699 50,845 61,525 4,303 46,913 73,505 4,001 13,531 7,380 185 32,301 34,926
Changes from: May 22, 2018 Total Change is: 6,197
-3,045 13,401 780 826 -555 1,249 3,407 -10,382 -1,349 5,073 -252 165 -909 3,140
Percent of Open Interest Represented by Each Category of Trader
34.0 20.6 5.5 20.2 24.5 1.7 18.7 29.3 1.6 5.4 2.9 0.1 12.9 13.9
Number of Traders in Each Category Total Traders: 268
23 21 12 51 38 22 34 68 19 15 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 548,603
Positions
43,087 170,138 2,756 237,088 190,016 39,312 174,255 114,314 10,149 16,216 5,671 4 25,736 16,243
Changes from: May 22, 2018 Total Change is: 13,750
-660 3,595 2 2,333 5,925 1,500 5,986 1,586 876 305 -10 0 3,408 276
Percent of Open Interest Represented by Each Category of Trader
7.9 31.0 0.5 43.2 34.6 7.2 31.8 20.8 1.8 3.0 1.0 0.0 4.7 3.0
Number of Traders in Each Category Total Traders: 316
19 25 6 82 50 31 61 56 22 13 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 10,707
Positions
3,150 3,628 304 211 1,094 0 2,256 820 0 905 260 30 3,851 4,571
Changes from: May 22, 2018 Total Change is: -7
7 -64 64 -24 0 0 26 -371 0 0 0 0 -80 364
Percent of Open Interest Represented by Each Category of Trader
29.4 33.9 2.8 2.0 10.2 0.0 21.1 7.7 0.0 8.5 2.4 0.3 36.0 42.7
Number of Traders in Each Category Total Traders: 24
8 . . . . 0 5 . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 44,094
Positions
2,732 34,501 281 20,286 3,744 373 10,360 1,950 282 2,569 0 29 7,182 2,934
Changes from: May 22, 2018 Total Change is: -1,466
540 15 -7 -1,508 36 -49 -1,150 -138 -850 837 0 29 692 -502
Percent of Open Interest Represented by Each Category of Trader
6.2 78.2 0.6 46.0 8.5 0.8 23.5 4.4 0.6 5.8 0.0 0.1 16.3 6.7
Number of Traders in Each Category Total Traders: 46
. 4 . 16 . . 11 4 5 5 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 62,310
Positions
23,969 17,248 823 18,444 6,313 1,553 7,663 20,970 350 0 2,966 400 9,108 11,687
Changes from: May 22, 2018 Total Change is: -3,320
-1,544 237 70 -2,081 603 67 570 5,800 247 0 889 400 -1,049 -11,633
Percent of Open Interest Represented by Each Category of Trader
38.5 27.7 1.3 29.6 10.1 2.5 12.3 33.7 0.6 0.0 4.8 0.6 14.6 18.8
Number of Traders in Each Category Total Traders: 69
12 9 . 15 4 7 9 17 4 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 315,843
Positions
35,039 188,091 3,816 204,857 87,358 20,245 37,338 8,275 1,702 2,636 1,336 0 10,210 5,020
Changes from: May 22, 2018 Total Change is: 4,000
2,388 -7,743 191 1,987 9,933 -135 -283 510 165 70 40 0 -383 1,039
Percent of Open Interest Represented by Each Category of Trader
11.1 59.6 1.2 64.9 27.7 6.4 11.8 2.6 0.5 0.8 0.4 0.0 3.2 1.6
Number of Traders in Each Category Total Traders: 168
9 12 4 63 32 24 32 12 9 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 1,029,204
Positions
66,511 702,172 4,110 652,004 148,190 94,703 127,265 35,984 8,508 40,560 16,164 320 35,223 19,053
Changes from: May 22, 2018 Total Change is: -13,679
8,404 -7,372 138 -17,681 -1,601 3,770 -2,606 6,873 -456 -1,295 -15,268 -46 -3,907 283
Percent of Open Interest Represented by Each Category of Trader
6.5 68.2 0.4 63.4 14.4 9.2 12.4 3.5 0.8 3.9 1.6 0.0 3.4 1.9
Number of Traders in Each Category Total Traders: 403
24 24 11 149 62 61 69 32 19 35 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 111,005
Positions
26,183 40,127 69,576 10,757 0 270 3,450 731 178 540 30 0 51 93
Changes from: May 22, 2018 Total Change is: 1,965
80 60 1,885 -20 0 20 0 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
23.6 36.1 62.7 9.7 0.0 0.2 3.1 0.7 0.2 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 33
. 13 8 7 0 . 4 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 904,301
Positions
21,399 78,285 20,697 351,018 238,018 177,176 86,162 95,798 58,890 31,568 26,602 929 156,462 207,906
Changes from: May 22, 2018 Total Change is: -4,628
-5,755 23,864 8,659 72 -18,511 2,674 -41,114 -34,831 5,404 -247 1,858 292 25,387 5,963
Percent of Open Interest Represented by Each Category of Trader
2.4 8.7 2.3 38.8 26.3 19.6 9.5 10.6 6.5 3.5 2.9 0.1 17.3 23.0
Number of Traders in Each Category Total Traders: 185
11 15 13 48 34 49 35 24 35 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 1,099,241
Positions
15,744 179,072 34,957 532,297 68,497 189,384 77,477 453,183 37,578 61,991 4,173 775 149,038 131,622
Changes from: May 22, 2018 Total Change is: 48,269
-1,582 14,020 24,927 -15,869 -5,107 34,993 10,821 -9,132 -11,437 -14,038 -14 219 20,235 -200
Percent of Open Interest Represented by Each Category of Trader
1.4 16.3 3.2 48.4 6.2 17.2 7.0 41.2 3.4 5.6 0.4 0.1 13.6 12.0
Number of Traders in Each Category Total Traders: 132
4 17 14 50 11 38 15 26 25 6 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 2,034,082
Positions
28,368 233,325 24,968 765,143 417,841 235,573 413,069 526,695 143,434 252,615 240,895 3,471 167,441 207,880
Changes from: May 22, 2018 Total Change is: -238,942
-1,855 32,351 -44,382 -9,785 -91,578 -18,021 -56,751 30,379 -135,312 11,668 -17,364 -4,403 19,899 9,388
Percent of Open Interest Represented by Each Category of Trader
1.4 11.5 1.2 37.6 20.5 11.6 20.3 25.9 7.1 12.4 11.8 0.2 8.2 10.2
Number of Traders in Each Category Total Traders: 338
13 41 20 81 42 59 52 63 49 20 26 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 3,992,875
Positions
132,226 347,008 75,459 1,645,811 684,730 542,844 458,008 1,107,341 318,175 393,711 262,561 32,518 394,123 622,239
Changes from: May 22, 2018 Total Change is: -81,907
23,388 31,984 -41,964 -28,034 -192,584 34,138 -41,881 67,185 -7,811 -47,746 42,612 -16,771 44,774 1,304
Percent of Open Interest Represented by Each Category of Trader
3.3 8.7 1.9 41.2 17.1 13.6 11.5 27.7 8.0 9.9 6.6 0.8 9.9 15.6
Number of Traders in Each Category Total Traders: 438
22 46 30 86 88 103 50 95 64 21 29 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 579,887
Positions
36,218 44,554 12,397 190,648 169,382 77,084 87,760 32,503 11,671 38,779 33,035 2 125,328 199,259
Changes from: May 22, 2018 Total Change is: 21,112
211 14,669 3,283 26,201 -19,787 27,377 -51,867 -20,154 4,749 -1,253 151 2 12,409 10,822
Percent of Open Interest Represented by Each Category of Trader
6.2 7.7 2.1 32.9 29.2 13.3 15.1 5.6 2.0 6.7 5.7 0.0 21.6 34.4
Number of Traders in Each Category Total Traders: 94
5 7 7 20 32 31 12 8 9 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 3,893,669
Positions
99,472 367,071 100,671 1,983,232 577,818 559,476 387,497 1,284,817 174,899 238,728 303,365 11,357 338,337 514,195
Changes from: May 22, 2018 Total Change is: -39,973
4,457 40,239 42,749 33,357 19,314 -47,763 50,734 -15,280 -144,106 -33,035 2,149 2,506 51,128 60,219
Percent of Open Interest Represented by Each Category of Trader
2.6 9.4 2.6 50.9 14.8 14.4 10.0 33.0 4.5 6.1 7.8 0.3 8.7 13.2
Number of Traders in Each Category Total Traders: 346
17 37 22 86 51 74 44 69 56 19 22 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 2,156,908
Positions
539,020 484,809 543,418 0 39,948 95,221 118,580 267,573 432,128 298,318 133,069 80,689 49,534 80,053
Changes from: May 22, 2018 Total Change is: -42,326
-26,876 20,779 -3,840 -19,625 12,678 -19,009 28,092 16,760 -95,010 89,700 16,042 -11,238 15,480 20,512
Percent of Open Interest Represented by Each Category of Trader
25.0 22.5 25.2 0.0 1.9 4.4 5.5 12.4 20.0 13.8 6.2 3.7 2.3 3.7
Number of Traders in Each Category Total Traders: 155
27 29 41 0 6 5 26 38 53 7 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 is15,643,920
Positions
6,956,831 1,229,929 2,115,177 199,264 2,166,478 1,745,037 755,096 3,574,858 2,330,584 190,151 416,937 705,715 646,065 1,359,205
Changes from: May 22, 2018 Total Change is: -204,851
-366,578 118,591 6,170 -31,768 -64,156 877 101,067 -314,552 26,265 -18,485 -49,160 43,901 33,700 27,213
Percent of Open Interest Represented by Each Category of Trader
44.5 7.9 13.5 1.3 13.8 11.2 4.8 22.9 14.9 1.2 2.7 4.5 4.1 8.7
Number of Traders in Each Category Total Traders: 300
40 44 74 9 34 36 40 87 97 12 14 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 33,210
Positions
18,920 5,750 0 60 8,964 136 3,789 10,412 0 9,976 7,584 264 65 100
Changes from: May 22, 2018 Total Change is: 3,538
-99 791 0 0 -122 0 1,922 -641 0 1,697 3,522 0 18 -12
Percent of Open Interest Represented by Each Category of Trader
57.0 17.3 0.0 0.2 27.0 0.4 11.4 31.4 0.0 30.0 22.8 0.8 0.2 0.3
Number of Traders in Each Category Total Traders: 47
. 6 0 . 13 . 5 10 0 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 19,227
Positions
927 3,778 0 290 3,240 685 17,274 8,923 0 0 2,552 0 51 49
Changes from: May 22, 2018 Total Change is: -346
-14 31 0 0 -48 0 -312 -157 0 0 -173 0 -20 1
Percent of Open Interest Represented by Each Category of Trader
4.8 19.6 0.0 1.5 16.9 3.6 89.8 46.4 0.0 0.0 13.3 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 36
. 5 0 . 9 . 6 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 5,480
Positions
0 0 0 150 40 0 1,622 3,566 124 1,165 1,010 69 2,350 671
Changes from: May 22, 2018 Total Change is: 112
0 0 0 150 13 0 -133 254 -91 80 -150 11 95 75
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 2.7 0.7 0.0 29.6 65.1 2.3 21.3 18.4 1.3 42.9 12.2
Number of Traders in Each Category Total Traders: 56
0 0 0 . . 0 10 13 4 21 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 2,714
Positions
0 0 0 38 25 0 1,172 1,812 55 486 416 3 960 403
Changes from: May 22, 2018 Total Change is: 30
0 0 0 38 -4 0 -151 -60 5 24 89 3 111 -3
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 1.4 0.9 0.0 43.2 66.8 2.0 17.9 15.3 0.1 35.4 14.8
Number of Traders in Each Category Total Traders: 32
0 0 0 . . 0 7 13 . 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 45,941
Positions
610 4,873 153 12,901 1,026 563 14,733 33,511 1,460 8,064 978 121 7,336 3,256
Changes from: May 22, 2018 Total Change is: 3,876
60 0 12 -95 463 33 3,234 3,158 -606 503 -270 55 680 1,031
Percent of Open Interest Represented by Each Category of Trader
1.3 10.6 0.3 28.1 2.2 1.2 32.1 72.9 3.2 17.6 2.1 0.3 16.0 7.1
Number of Traders in Each Category Total Traders: 140
. . . 13 4 . 35 29 10 44 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 424,483
Positions
43,178 36,092 42,808 97,152 71,096 21,656 69,192 114,097 82,106 15,855 5,531 21,626 30,910 29,471
Changes from: May 22, 2018 Total Change is: 17,661
2,303 587 1,759 14,853 7,696 -1,800 127 12,011 -2,305 -2,672 -1,359 3,080 2,316 -2,008
Percent of Open Interest Represented by Each Category of Trader
10.2 8.5 10.1 22.9 16.7 5.1 16.3 26.9 19.3 3.7 1.3 5.1 7.3 6.9
Number of Traders in Each Category Total Traders: 230
15 9 16 28 35 20 56 53 64 12 8 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 29, 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 78,013
Positions
806 0 0 43,664 34 210 27,282 77,497 85 5,741 146 0 225 41
Changes from: May 22, 2018 Total Change is: -788
-20 0 0 1,670 -1,758 0 -2,160 901 0 -284 28 0 6 41
Percent of Open Interest Represented by Each Category of Trader
1.0 0.0 0.0 56.0 0.0 0.3 35.0 99.3 0.1 7.4 0.2 0.0 0.3 0.1
Number of Traders in Each Category Total Traders: 44
. 0 0 12 . . 10 6 . 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated June 1, 2018