Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 150,764
Positions
26,902 10,185 8,428 34,037 27,245 4,561 13,737 43,169 20,884 10,653 1,514 1,002 30,561 33,776
Changes from: May 1, 2018 Total Change is: 5,539
-124 -206 1,759 73 799 173 3,745 1,583 315 685 459 -70 -1,018 727
Percent of Open Interest Represented by Each Category of Trader
17.8 6.8 5.6 22.6 18.1 3.0 9.1 28.6 13.9 7.1 1.0 0.7 20.3 22.4
Number of Traders in Each Category Total Traders: 100
10 4 8 14 12 6 16 29 20 10 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 99,620
Positions
64,435 1,335 179 2,642 19,297 196 24,311 46,025 897 480 1,625 0 6,481 30,067
Changes from: May 1, 2018 Total Change is: 13,644
16,095 13 -87 1,506 2,608 0 -3,859 8,010 -10 0 -49 0 0 3,160
Percent of Open Interest Represented by Each Category of Trader
64.7 1.3 0.2 2.7 19.4 0.2 24.4 46.2 0.9 0.5 1.6 0.0 6.5 30.2
Number of Traders in Each Category Total Traders: 64
9 . . . 12 . 9 27 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 233,184
Positions
41,061 53,686 12,503 42,411 54,621 7,106 54,915 25,947 34,309 2,158 8,923 3,469 35,250 32,619
Changes from: May 1, 2018 Total Change is: -15,575
14,280 -8,777 1,302 -11,396 -316 -1,708 -8,780 -2,418 -7,613 -230 841 -95 -1,336 3,211
Percent of Open Interest Represented by Each Category of Trader
17.6 23.0 5.4 18.2 23.4 3.0 23.6 11.1 14.7 0.9 3.8 1.5 15.1 14.0
Number of Traders in Each Category Total Traders: 124
4 11 9 17 22 12 36 23 25 4 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 188,430
Positions
30,336 44,781 17,026 38,770 21,765 8,067 45,091 44,784 16,673 1,801 1,639 1,787 28,879 31,908
Changes from: May 1, 2018 Total Change is: -18,164
4,937 -3,348 -1,270 -3,523 357 -4,041 -3,888 2,489 -8,470 1,198 72 -569 -2,538 -3,383
Percent of Open Interest Represented by Each Category of Trader
16.1 23.8 9.0 20.6 11.6 4.3 23.9 23.8 8.8 1.0 0.9 0.9 15.3 16.9
Number of Traders in Each Category Total Traders: 124
6 10 12 19 20 13 28 32 24 4 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 603,408
Positions
48,973 263,613 27,275 264,187 89,031 32,923 66,655 61,776 53,585 18,182 6,187 8,591 83,037 60,428
Changes from: May 1, 2018 Total Change is: -4,890
7,637 -3,534 -811 -5,277 9,568 -5,140 7,413 2,432 -9,722 -1,089 -184 389 1,709 2,111
Percent of Open Interest Represented by Each Category of Trader
8.1 43.7 4.5 43.8 14.8 5.5 11.0 10.2 8.9 3.0 1.0 1.4 13.8 10.0
Number of Traders in Each Category Total Traders: 287
21 10 16 88 35 49 34 55 33 26 16 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 35,099
Positions
450 24,690 0 18,331 3,331 1,757 1,125 1,181 0 0 771 5 13,431 3,364
Changes from: May 1, 2018 Total Change is: -1,649
-10 -841 0 -1,040 -302 -96 90 214 0 0 0 0 -593 -624
Percent of Open Interest Represented by Each Category of Trader
1.3 70.3 0.0 52.2 9.5 5.0 3.2 3.4 0.0 0.0 2.2 0.0 38.3 9.6
Number of Traders in Each Category Total Traders: 30
. . 0 15 6 9 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 185,492
Positions
71,817 18,329 7,495 3,266 49,029 4,391 55,398 49,321 14,478 2,090 649 1,411 25,146 40,388
Changes from: May 1, 2018 Total Change is: 10,086
20,515 -1,625 -946 -1,761 5,776 -1,474 -4,248 9,552 -2,692 123 109 -440 1,008 1,825
Percent of Open Interest Represented by Each Category of Trader
38.7 9.9 4.0 1.8 26.4 2.4 29.9 26.6 7.8 1.1 0.3 0.8 13.6 21.8
Number of Traders in Each Category Total Traders: 98
7 8 8 5 18 5 24 28 22 5 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 29,317
Positions
3,401 22,285 6 5,326 176 0 18,603 4,592 0 225 395 0 1,756 1,863
Changes from: May 1, 2018 Total Change is: 1,048
-252 -572 0 176 -58 -3 1,068 1,514 0 0 0 0 59 167
Percent of Open Interest Represented by Each Category of Trader
11.6 76.0 0.0 18.2 0.6 0.0 63.5 15.7 0.0 0.8 1.3 0.0 6.0 6.4
Number of Traders in Each Category Total Traders: 27
. 4 . . . 0 8 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 200,256
Positions
3,843 101,214 6,882 110,376 12,219 243 68,705 65,660 981 2,162 9,850 0 7,066 3,208
Changes from: May 1, 2018 Total Change is: -17,558
-3,575 5,970 543 -8,629 475 243 -4,591 -24,498 -568 -586 118 0 -394 159
Percent of Open Interest Represented by Each Category of Trader
1.9 50.5 3.4 55.1 6.1 0.1 34.3 32.8 0.5 1.1 4.9 0.0 3.5 1.6
Number of Traders in Each Category Total Traders: 132
. 11 4 21 7 . 38 29 11 7 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 39,447
Positions
19,579 2,943 0 5,796 24,109 0 11,775 9,373 178 531 942 3 1,585 1,899
Changes from: May 1, 2018 Total Change is: -6,061
6,337 2,943 -9,390 13 342 0 -2,379 801 -396 83 132 0 -329 -493
Percent of Open Interest Represented by Each Category of Trader
49.6 7.5 0.0 14.7 61.1 0.0 29.9 23.8 0.5 1.3 2.4 0.0 4.0 4.8
Number of Traders in Each Category Total Traders: 43
. . 0 . 5 0 13 14 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 49,725
Positions
13,091 22,120 9 5,084 5,329 0 26,951 14,993 1,224 0 422 0 3,366 5,628
Changes from: May 1, 2018 Total Change is: 2,120
6,129 -1,609 9 -2,677 224 0 -185 2,977 -42 0 0 0 -1,114 561
Percent of Open Interest Represented by Each Category of Trader
26.3 44.5 0.0 10.2 10.7 0.0 54.2 30.2 2.5 0.0 0.8 0.0 6.8 11.3
Number of Traders in Each Category Total Traders: 82
8 . . 8 6 0 26 29 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 10,480
Positions
0 7,455 0 1,438 206 0 7,356 942 485 0 112 0 1,201 1,280
Changes from: May 1, 2018 Total Change is: -522
0 -220 0 -1,633 -164 0 1,530 -374 -61 -143 112 0 -215 185
Percent of Open Interest Represented by Each Category of Trader
0.0 71.1 0.0 13.7 2.0 0.0 70.2 9.0 4.6 0.0 1.1 0.0 11.5 12.2
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 May 8, 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 52,875
Positions
19,553 27,034 1,424 8,865 1,770 367 11,730 10,830 752 1,749 3,504 459 7,976 6,734
Changes from: May 1, 2018 Total Change is: -411
68 -350 42 630 -1,296 53 -277 656 -329 -263 386 -22 -310 450
Percent of Open Interest Represented by Each Category of Trader
37.0 51.1 2.7 16.8 3.3 0.7 22.2 20.5 1.4 3.3 6.6 0.9 15.1 12.7
Number of Traders in Each Category Total Traders: 100
16 18 6 13 . 4 25 11 8 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 105,750
Positions
39,106 54,069 2,849 17,730 3,540 733 23,460 21,660 1,504 3,498 7,009 918 15,952 13,469
Changes from: May 1, 2018 Total Change is: -821
135 -700 85 1,259 -2,591 105 -555 1,311 -659 -526 773 -44 -621 899
Percent of Open Interest Represented by Each Category of Trader
37.0 51.1 2.7 16.8 3.3 0.7 22.2 20.5 1.4 3.3 6.6 0.9 15.1 12.7
Number of Traders in Each Category Total Traders: 100
16 18 6 13 . 4 25 11 8 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 21,442
Positions
368 19,019 0 19,551 0 264 0 1,405 0 0 0 0 1,259 754
Changes from: May 1, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
1.7 88.7 0.0 91.2 0.0 1.2 0.0 6.6 0.0 0.0 0.0 0.0 5.9 3.5
Number of Traders in Each Category Total Traders: 21
. 9 0 8 0 . 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 863,599
Positions
46,209 145,273 85,315 248,235 160,212 74,529 68,197 69,264 132,968 30,207 32,568 42,226 135,715 121,245
Changes from: May 1, 2018 Total Change is: 14,476
3,102 -28,411 15,860 -1,931 6,183 2,215 -11,726 5,356 2,801 -424 2,760 -1,869 6,445 9,578
Percent of Open Interest Represented by Each Category of Trader
5.4 16.8 9.9 28.7 18.6 8.6 7.9 8.0 15.4 3.5 3.8 4.9 15.7 14.0
Number of Traders in Each Category Total Traders: 620
37 35 46 166 100 116 82 111 113 54 34 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 121,333
Positions
55,219 2,601 3,046 7,223 20,158 617 12,713 9,527 12,653 3,634 231 3,926 22,304 68,574
Changes from: May 1, 2018 Total Change is: 17,444
15,283 -1,650 -150 136 7,861 -106 1,615 1,467 559 -9 -106 52 63 9,516
Percent of Open Interest Represented by Each Category of Trader
45.5 2.1 2.5 6.0 16.6 0.5 10.5 7.9 10.4 3.0 0.2 3.2 18.4 56.5
Number of Traders in Each Category Total Traders: 65
15 4 8 5 5 . 13 11 20 7 4 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 25,885
Positions
24,367 15,542 0 230 5,656 214 0 1,513 37 0 2,076 0 1,037 847
Changes from: May 1, 2018 Total Change is: -925
-1,099 3,912 0 102 -4,655 0 0 -309 0 0 0 0 72 127
Percent of Open Interest Represented by Each Category of Trader
94.1 60.0 0.0 0.9 21.9 0.8 0.0 5.8 0.1 0.0 8.0 0.0 4.0 3.3
Number of Traders in Each Category Total Traders: 24
7 6 0 . 6 . 0 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 22,928
Positions
1,952 21,303 0 13,040 0 387 2,336 538 0 3,004 0 0 2,209 700
Changes from: May 1, 2018 Total Change is: 2,771
-254 2,476 0 3,198 0 75 -28 0 0 -7 0 0 -213 220
Percent of Open Interest Represented by Each Category of Trader
8.5 92.9 0.0 56.9 0.0 1.7 10.2 2.3 0.0 13.1 0.0 0.0 9.6 3.1
Number of Traders in Each Category Total Traders: 28
. 10 0 9 0 . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 3,711,332
Positions
182,690 941,101 183,602 1,220,799 716,004 353,823 371,844 393,105 507,154 134,684 163,502 189,685 567,052 263,357
Changes from: May 1, 2018 Total Change is: -14,842
18,183 -54,716 960 -10,659 -8,713 11,929 -53,386 32,765 -2,106 -2,715 13,691 -8,960 31,911 307
Percent of Open Interest Represented by Each Category of Trader
4.9 25.4 4.9 32.9 19.3 9.5 10.0 10.6 13.7 3.6 4.4 5.1 15.3 7.1
Number of Traders in Each Category Total Traders: 607
33 37 41 166 98 115 80 110 111 51 32 48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 31,395
Positions
5,516 29,305 0 19,372 0 1,348 1,448 0 0 1,538 218 0 2,173 524
Changes from: May 1, 2018 Total Change is: -29
191 -119 0 -35 0 66 0 0 0 -90 0 0 -161 24
Percent of Open Interest Represented by Each Category of Trader
17.6 93.3 0.0 61.7 0.0 4.3 4.6 0.0 0.0 4.9 0.7 0.0 6.9 1.7
Number of Traders in Each Category Total Traders: 29
5 9 0 10 0 . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 8,072
Positions
4,160 4,822 0 1,841 2,071 0 0 0 0 600 626 0 1,471 553
Changes from: May 1, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
51.5 59.7 0.0 22.8 25.7 0.0 0.0 0.0 0.0 7.4 7.8 0.0 18.2 6.9
Number of Traders in Each Category Total Traders: 20
6 7 0 . . 0 0 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 10,491
Positions
2,844 6,795 0 5,551 1,517 36 352 1,292 41 0 0 0 1,667 810
Changes from: May 1, 2018 Total Change is: -1,058
-589 119 0 650 0 -1,216 0 0 0 0 0 0 97 39
Percent of Open Interest Represented by Each Category of Trader
27.1 64.8 0.0 52.9 14.5 0.3 3.4 12.3 0.4 0.0 0.0 0.0 15.9 7.7
Number of Traders in Each Category Total Traders: 20
. 10 0 4 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 28,959
Positions
23,573 11,885 0 3,391 13,432 487 255 0 0 200 2,552 0 1,053 603
Changes from: May 1, 2018 Total Change is: -50
-118 137 0 25 -166 166 -184 0 0 0 1 0 61 -188
Percent of Open Interest Represented by Each Category of Trader
81.4 41.0 0.0 11.7 46.4 1.7 0.9 0.0 0.0 0.7 8.8 0.0 3.6 2.1
Number of Traders in Each Category Total Traders: 22
9 4 0 . . . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 76,662
Positions
7,167 27,185 703 36,918 35,722 6,511 14,575 1,457 184 201 733 0 10,403 4,167
Changes from: May 1, 2018 Total Change is: 764
-102 -227 41 -286 617 757 1,013 219 -752 201 0 0 -108 109
Percent of Open Interest Represented by Each Category of Trader
9.3 35.5 0.9 48.2 46.6 8.5 19.0 1.9 0.2 0.3 1.0 0.0 13.6 5.4
Number of Traders in Each Category Total Traders: 76
4 7 . 28 17 12 14 . 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 50,528
Positions
16,614 9,161 2,859 9,363 11,357 964 9,281 13,448 2,435 1,554 1,878 1,108 6,350 7,317
Changes from: May 1, 2018 Total Change is: -674
-261 2,311 -455 366 -473 -57 -48 -478 237 -330 -1,991 57 -184 175
Percent of Open Interest Represented by Each Category of Trader
32.9 18.1 5.7 18.5 22.5 1.9 18.4 26.6 4.8 3.1 3.7 2.2 12.6 14.5
Number of Traders in Each Category Total Traders: 266
23 21 15 47 40 21 39 60 25 13 23 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 252,640
Positions
83,068 45,805 14,293 46,816 56,787 4,821 46,403 67,242 12,175 7,771 9,392 5,542 31,751 36,583
Changes from: May 1, 2018 Total Change is: -3,371
-1,303 11,554 -2,275 1,832 -2,363 -287 -242 -2,391 1,185 -1,649 -9,956 287 -918 876
Percent of Open Interest Represented by Each Category of Trader
32.9 18.1 5.7 18.5 22.5 1.9 18.4 26.6 4.8 3.1 3.7 2.2 12.6 14.5
Number of Traders in Each Category Total Traders: 266
23 21 15 47 40 21 39 60 25 13 23 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 518,854
Positions
45,207 148,742 2,668 237,704 190,394 40,561 139,641 101,206 15,293 15,610 2,545 1,503 20,667 15,942
Changes from: May 1, 2018 Total Change is: 6,147
-2,833 10,974 201 4,970 -4,713 1,566 2,305 -1,911 -510 -1,250 212 103 1,594 225
Percent of Open Interest Represented by Each Category of Trader
8.7 28.7 0.5 45.8 36.7 7.8 26.9 19.5 2.9 3.0 0.5 0.3 4.0 3.1
Number of Traders in Each Category Total Traders: 297
20 23 6 81 49 35 47 59 28 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 10,414
Positions
3,738 3,897 472 240 751 0 1,706 1,305 0 745 260 30 3,483 3,699
Changes from: May 1, 2018 Total Change is: 436
711 1,050 -596 0 222 0 899 -253 0 0 0 0 -578 13
Percent of Open Interest Represented by Each Category of Trader
35.9 37.4 4.5 2.3 7.2 0.0 16.4 12.5 0.0 7.2 2.5 0.3 33.4 35.5
Number of Traders in Each Category Total Traders: 27
9 5 . . . 0 5 . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 45,206
Positions
2,031 34,444 318 21,545 3,654 472 12,081 1,458 1,094 1,437 0 0 6,228 3,766
Changes from: May 1, 2018 Total Change is: 993
363 -68 46 923 0 -19 -283 312 173 -374 -212 0 164 761
Percent of Open Interest Represented by Each Category of Trader
4.5 76.2 0.7 47.7 8.1 1.0 26.7 3.2 2.4 3.2 0.0 0.0 13.8 8.3
Number of Traders in Each Category Total Traders: 43
. 4 . 17 . . 9 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 66,930
Positions
28,329 15,014 890 19,464 8,968 1,394 6,527 18,110 306 0 2,304 0 10,020 19,944
Changes from: May 1, 2018 Total Change is: 602
1,479 1,336 27 1,081 -1,538 53 -2,491 -156 -329 -233 -337 0 1,015 1,546
Percent of Open Interest Represented by Each Category of Trader
42.3 22.4 1.3 29.1 13.4 2.1 9.8 27.1 0.5 0.0 3.4 0.0 15.0 29.8
Number of Traders in Each Category Total Traders: 68
11 7 . 13 4 5 12 18 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 294,880
Positions
26,361 191,126 3,679 196,278 68,849 18,427 35,496 5,692 1,337 1,829 1,296 0 11,473 4,474
Changes from: May 1, 2018 Total Change is: -615
205 -49 60 1,789 535 -220 -3,769 3 22 0 1 0 1,298 -967
Percent of Open Interest Represented by Each Category of Trader
8.9 64.8 1.2 66.6 23.3 6.2 12.0 1.9 0.5 0.6 0.4 0.0 3.9 1.5
Number of Traders in Each Category Total Traders: 151
8 13 4 59 28 20 30 8 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 1,073,561
Positions
56,516 749,612 3,909 699,309 148,889 92,878 126,596 34,237 9,105 46,392 18,207 1,132 37,724 15,592
Changes from: May 1, 2018 Total Change is: -4,134
17,818 -40,596 -69 -38,521 22,656 15,071 1,946 -2,567 794 -941 -809 210 -442 1,176
Percent of Open Interest Represented by Each Category of Trader
5.3 69.8 0.4 65.1 13.9 8.7 11.8 3.2 0.8 4.3 1.7 0.1 3.5 1.5
Number of Traders in Each Category Total Traders: 385
22 22 7 148 52 63 64 32 17 38 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 108,608
Positions
27,005 39,637 67,689 10,747 0 250 2,150 731 178 540 30 0 49 93
Changes from: May 1, 2018 Total Change is: 880
-839 211 669 60 0 0 970 0 0 20 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
24.9 36.5 62.3 9.9 0.0 0.2 2.0 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 - Options and Futures Combined Positions as of May 8, 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 1,030,672
Positions
20,462 40,914 39,563 341,732 258,574 214,532 106,473 129,775 107,990 34,464 12,658 13,162 152,293 213,505
Changes from: May 1, 2018 Total Change is: 17,093
549 3,810 -2,522 -6,416 14,968 6,281 10,341 -6,019 5,405 -434 2,110 -557 4,445 -6,384
Percent of Open Interest Represented by Each Category of Trader
2.0 4.0 3.8 33.2 25.1 20.8 10.3 12.6 10.5 3.3 1.2 1.3 14.8 20.7
Number of Traders in Each Category Total Traders: 190
9 16 18 46 35 50 31 34 48 9 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 1,012,491
Positions
15,897 171,263 4,654 537,168 95,436 153,416 67,534 428,698 42,548 59,485 2,681 553 131,236 113,241
Changes from: May 1, 2018 Total Change is: 27,116
769 -1,465 4,272 -9,962 -5,551 8,483 -1,425 3,609 16,256 2,802 793 -1,198 7,120 1,917
Percent of Open Interest Represented by Each Category of Trader
1.6 16.9 0.5 53.1 9.4 15.2 6.7 42.3 4.2 5.9 0.3 0.1 13.0 11.2
Number of Traders in Each Category Total Traders: 124
. 16 8 48 13 35 15 22 24 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 2,185,630
Positions
43,315 148,385 42,570 774,048 515,715 258,384 456,211 540,958 225,147 223,015 241,113 28,730 134,210 184,628
Changes from: May 1, 2018 Total Change is: 104,998
7,602 -8,338 12,152 25,030 -478 9,257 4,887 49,262 42,839 4,011 -4,645 1,702 -2,483 3,246
Percent of Open Interest Represented by Each Category of Trader
2.0 6.8 1.9 35.4 23.6 11.8 20.9 24.8 10.3 10.2 11.0 1.3 6.1 8.4
Number of Traders in Each Category Total Traders: 343
13 33 12 78 50 63 53 66 54 23 27 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 4,483,849
Positions
123,320 236,512 243,009 1,714,282 881,646 552,548 488,057 1,070,641 496,848 399,903 297,150 90,611 375,272 614,885
Changes from: May 1, 2018 Total Change is: 94,059
-859 25,629 2,858 10,304 -14,019 14,486 50,302 36,568 24,650 13,052 10,698 -4,363 -16,372 -2,449
Percent of Open Interest Represented by Each Category of Trader
2.8 5.3 5.4 38.2 19.7 12.3 10.9 23.9 11.1 8.9 6.6 2.0 8.4 13.7
Number of Traders in Each Category Total Traders: 452
24 44 49 82 96 105 57 93 89 26 30 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 538,736
Positions
25,238 26,835 7,614 169,134 167,850 57,856 126,370 53,320 6,217 40,213 49,876 0 106,094 169,168
Changes from: May 1, 2018 Total Change is: 6,879
-1,591 1,302 -475 20,827 1,305 3,995 -14,693 -1,987 -2,216 131 9,701 0 901 -4,746
Percent of Open Interest Represented by Each Category of Trader
4.7 5.0 1.4 31.4 31.2 10.7 23.5 9.9 1.2 7.5 9.3 0.0 19.7 31.4
Number of Traders in Each Category Total Traders: 98
5 7 . 21 31 30 13 9 7 4 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 4,005,148
Positions
93,173 320,191 113,395 2,007,581 780,934 577,257 315,066 1,121,799 357,424 232,639 272,904 22,583 286,030 438,662
Changes from: May 1, 2018 Total Change is: 16,800
7,027 5,356 2,960 -34,645 -38,837 37,219 4,019 30,298 1,454 -10,305 6,360 -2,408 11,479 -25,601
Percent of Open Interest Represented by Each Category of Trader
2.3 8.0 2.8 50.1 19.5 14.4 7.9 28.0 8.9 5.8 6.8 0.6 7.1 11.0
Number of Traders in Each Category Total Traders: 352
13 33 24 84 59 79 37 80 65 24 22 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 2,159,413
Positions
580,263 398,138 584,044 19,625 29,823 129,638 73,633 270,864 462,880 179,950 129,960 99,155 30,226 54,912
Changes from: May 1, 2018 Total Change is: -13,558
-13,908 -45,883 33,083 19,625 2,454 -13,437 -13,134 58,318 396 9,614 -8,844 -35,067 -730 -4,578
Percent of Open Interest Represented by Each Category of Trader
26.9 18.4 27.0 0.9 1.4 6.0 3.4 12.5 21.4 8.3 6.0 4.6 1.4 2.5
Number of Traders in Each Category Total Traders: 161
26 31 46 . 7 7 25 38 47 9 15 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 is31,599,014
Positions
7,563,045 1,370,032 4,850,792 234,453 2,793,989 2,885,524 585,931 2,675,738 12,905,476 120,068 871,329 1,762,052 691,674 1,484,083
Changes from: May 1, 2018 Total Change is: -393,469
-111,014 102,194 55,783 41,701 -197,473 -112,772 51,754 -77,428 -123,317 -25,638 129,304 -167,991 -1,974 -1,769
Percent of Open Interest Represented by Each Category of Trader
23.9 4.3 15.4 0.7 8.8 9.1 1.9 8.5 40.8 0.4 2.8 5.6 2.2 4.7
Number of Traders in Each Category Total Traders: 339
42 44 80 11 39 44 37 109 115 18 25 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 29,386
Positions
18,551 4,476 0 59 8,799 135 1,352 11,589 0 8,955 4,033 264 70 90
Changes from: May 1, 2018 Total Change is: 185
-186 17 0 0 -46 0 -25 218 0 370 0 0 26 -4
Percent of Open Interest Represented by Each Category of Trader
63.1 15.2 0.0 0.2 29.9 0.5 4.6 39.4 0.0 30.5 13.7 0.9 0.2 0.3
Number of Traders in Each Category Total Traders: 45
. 6 0 . 13 . . 11 0 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 18,690
Positions
1,015 3,039 0 290 3,358 685 16,626 9,078 0 40 2,443 0 34 87
Changes from: May 1, 2018 Total Change is: 185
-42 222 0 27 -22 0 182 6 0 0 0 0 18 -21
Percent of Open Interest Represented by Each Category of Trader
5.4 16.3 0.0 1.6 18.0 3.7 89.0 48.6 0.0 0.2 13.1 0.0 0.2 0.5
Number of Traders in Each Category Total Traders: 35
. 5 0 . 9 . 4 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 6,295
Positions
0 0 0 166 0 0 2,211 4,214 340 1,254 1,052 16 2,308 673
Changes from: May 1, 2018 Total Change is: 479
0 0 0 22 0 0 291 249 210 31 133 -54 -21 -59
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 2.6 0.0 0.0 35.1 66.9 5.4 19.9 16.7 0.3 36.7 10.7
Number of Traders in Each Category Total Traders: 58
0 0 0 . 0 0 15 12 5 22 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 2,485
Positions
0 0 0 0 0 0 1,284 1,707 20 391 368 0 790 390
Changes from: May 1, 2018 Total Change is: 494
0 0 0 0 0 0 86 359 -7 214 85 0 201 57
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 51.7 68.7 0.8 15.7 14.8 0.0 31.8 15.7
Number of Traders in Each Category Total Traders: 27
0 0 0 0 0 0 7 10 . 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 37,620
Positions
180 4,673 0 10,205 730 722 11,097 27,128 1,316 7,417 934 82 6,602 2,035
Changes from: May 1, 2018 Total Change is: 1,938
73 686 0 1,146 -734 154 653 1,847 62 -17 -143 26 -160 40
Percent of Open Interest Represented by Each Category of Trader
0.5 12.4 0.0 27.1 1.9 1.9 29.5 72.1 3.5 19.7 2.5 0.2 17.5 5.4
Number of Traders in Each Category Total Traders: 143
. . 0 14 5 . 40 30 12 43 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 392,086
Positions
32,258 49,329 50,358 84,274 42,219 19,721 67,523 100,395 72,358 19,109 7,120 19,021 27,464 31,565
Changes from: May 1, 2018 Total Change is: 20,052
-6,145 -22,851 14,763 4,019 10,828 1,151 -3,336 10,441 690 4,470 172 2,426 2,014 2,432
Percent of Open Interest Represented by Each Category of Trader
8.2 12.6 12.8 21.5 10.8 5.0 17.2 25.6 18.5 4.9 1.8 4.9 7.0 8.1
Number of Traders in Each Category Total Traders: 214
17 6 16 22 32 17 60 45 64 11 10 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 80,427
Positions
826 0 0 47,265 1,668 166 25,707 78,392 85 6,157 116 0 221 0
Changes from: May 1, 2018 Total Change is: 12,119
10 0 0 598 -1 10 11,655 12,113 0 -133 -3 0 -21 0
Percent of Open Interest Represented by Each Category of Trader
1.0 0.0 0.0 58.8 2.1 0.2 32.0 97.5 0.1 7.7 0.1 0.0 0.3 0.0
Number of Traders in Each Category Total Traders: 46
. 0 0 12 . . 10 7 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 11, 2018