Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 156,976
Positions
28,859 14,595 14,923 30,608 21,087 5,459 10,920 45,166 22,685 9,050 1,035 1,129 33,343 30,897
Changes from: May 15, 2018 Total Change is: 6,861
-3,096 3,583 7,259 -1,912 -3,936 744 -268 144 2,617 -741 -10 68 2,191 -3,608
Percent of Open Interest Represented by Each Category of Trader
18.4 9.3 9.5 19.5 13.4 3.5 7.0 28.8 14.5 5.8 0.7 0.7 21.2 19.7
Number of Traders in Each Category Total Traders: 97
11 . 10 11 12 5 14 34 22 9 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 106,096
Positions
72,157 1,785 558 1,774 20,796 196 22,952 50,308 1,461 480 1,625 0 6,518 29,367
Changes from: May 15, 2018 Total Change is: 643
1,119 425 338 -25 660 0 -859 341 287 0 0 0 -217 -1,408
Percent of Open Interest Represented by Each Category of Trader
68.0 1.7 0.5 1.7 19.6 0.2 21.6 47.4 1.4 0.5 1.5 0.0 6.1 27.7
Number of Traders in Each Category Total Traders: 67
9 . . . 12 . 10 28 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 232,409
Positions
44,003 48,809 16,739 42,429 61,943 7,323 46,725 17,674 36,042 153 9,668 3,506 35,488 30,705
Changes from: May 15, 2018 Total Change is: -3,709
-782 -427 1,542 55 4,169 73 -7,651 -10,018 1,715 -770 826 16 2,093 -1,606
Percent of Open Interest Represented by Each Category of Trader
18.9 21.0 7.2 18.3 26.7 3.2 20.1 7.6 15.5 0.1 4.2 1.5 15.3 13.2
Number of Traders in Each Category Total Traders: 121
5 10 8 15 24 12 37 20 25 . 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 215,914
Positions
42,069 30,506 21,071 34,927 34,292 9,748 56,164 52,993 20,497 1,773 1,603 2,210 27,456 42,994
Changes from: May 15, 2018 Total Change is: 14,767
14,578 -16,641 3,817 -376 14,300 815 -2,525 4,918 -915 -70 36 274 -831 8,163
Percent of Open Interest Represented by Each Category of Trader
19.5 14.1 9.8 16.2 15.9 4.5 26.0 24.5 9.5 0.8 0.7 1.0 12.7 19.9
Number of Traders in Each Category Total Traders: 126
7 10 12 18 21 12 28 33 24 4 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 626,265
Positions
62,933 238,194 39,622 262,992 95,606 32,488 49,238 66,454 71,078 18,731 10,458 8,954 80,228 63,410
Changes from: May 15, 2018 Total Change is: 29,850
6,424 -4,488 8,662 1,275 4,503 -692 -1,896 5,137 14,241 1,290 2,616 338 206 -467
Percent of Open Interest Represented by Each Category of Trader
10.0 38.0 6.3 42.0 15.3 5.2 7.9 10.6 11.3 3.0 1.7 1.4 12.8 10.1
Number of Traders in Each Category Total Traders: 292
20 9 18 90 35 49 38 55 40 25 19 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 35,309
Positions
0 24,529 0 17,940 3,811 1,965 1,738 419 0 0 771 5 13,661 3,809
Changes from: May 15, 2018 Total Change is: 202
-433 7 0 -110 373 166 613 -653 -1 0 0 0 -33 310
Percent of Open Interest Represented by Each Category of Trader
0.0 69.5 0.0 50.8 10.8 5.6 4.9 1.2 0.0 0.0 2.2 0.0 38.7 10.8
Number of Traders in Each Category Total Traders: 29
0 . 0 15 6 9 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 174,944
Positions
84,766 16,114 6,609 3,397 36,065 3,598 36,394 53,911 14,558 3,877 956 1,358 20,388 41,775
Changes from: May 15, 2018 Total Change is: -22,790
-472 -285 -424 -226 -15,226 -1,126 -23,231 -5,838 640 3,269 -525 -44 -1,176 38
Percent of Open Interest Represented by Each Category of Trader
48.5 9.2 3.8 1.9 20.6 2.1 20.8 30.8 8.3 2.2 0.5 0.8 11.7 23.9
Number of Traders in Each Category Total Traders: 93
9 6 8 6 13 4 20 31 26 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 26,493
Positions
2,605 22,285 6 12,003 198 0 8,842 1,285 12 443 395 0 2,582 2,312
Changes from: May 15, 2018 Total Change is: -498
-371 0 0 2,626 41 0 -3,276 -663 5 218 0 0 300 119
Percent of Open Interest Represented by Each Category of Trader
9.8 84.1 0.0 45.3 0.7 0.0 33.4 4.9 0.0 1.7 1.5 0.0 9.7 8.7
Number of Traders in Each Category Total Traders: 26
. 4 . . . 0 9 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 185,237
Positions
9,653 79,652 7,108 97,801 22,425 17 58,618 56,489 4,773 2,027 9,384 0 5,240 5,390
Changes from: May 15, 2018 Total Change is: 1,043
4,484 -12,479 -103 -4,060 9,047 -139 -1,645 840 2,870 48 390 -60 -352 676
Percent of Open Interest Represented by Each Category of Trader
5.2 43.0 3.8 52.8 12.1 0.0 31.6 30.5 2.6 1.1 5.1 0.0 2.8 2.9
Number of Traders in Each Category Total Traders: 135
5 9 4 13 10 . 32 43 14 6 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 42,228
Positions
19,579 2,943 3 5,485 26,549 0 14,326 9,163 266 858 942 3 1,708 2,359
Changes from: May 15, 2018 Total Change is: 2,339
0 0 3 -45 2,559 0 2,184 -377 -24 164 -64 0 57 242
Percent of Open Interest Represented by Each Category of Trader
46.4 7.0 0.0 13.0 62.9 0.0 33.9 21.7 0.6 2.0 2.2 0.0 4.0 5.6
Number of Traders in Each Category Total Traders: 40
. . . . 5 0 12 11 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 60,456
Positions
30,067 20,078 68 3,955 9,144 0 22,057 23,054 1,546 0 749 0 2,763 5,817
Changes from: May 15, 2018 Total Change is: 582
5,397 -1,134 43 2,232 660 0 -6,128 1,316 135 -220 2 0 -877 -440
Percent of Open Interest Represented by Each Category of Trader
49.7 33.2 0.1 6.5 15.1 0.0 36.5 38.1 2.6 0.0 1.2 0.0 4.6 9.6
Number of Traders in Each Category Total Traders: 86
10 . . 7 12 0 19 32 11 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 13,294
Positions
0 7,343 0 2,752 2,398 0 9,039 1,550 344 0 336 0 1,159 1,323
Changes from: May 15, 2018 Total Change is: 1,101
0 -96 0 -563 1,385 0 1,849 -203 -107 0 116 0 -78 6
Percent of Open Interest Represented by Each Category of Trader
0.0 55.2 0.0 20.7 18.0 0.0 68.0 11.7 2.6 0.0 2.5 0.0 8.7 10.0
Number of Traders in Each Category Total Traders: 27
0 . 0 . 4 0 8 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 52,736
Positions
18,227 31,122 1,676 8,755 2,269 305 11,047 7,924 1,306 1,566 708 573 9,283 6,852
Changes from: May 15, 2018 Total Change is: 275
65 3,433 119 -126 158 -3 95 -714 -274 -41 -2,333 73 367 -185
Percent of Open Interest Represented by Each Category of Trader
34.6 59.0 3.2 16.6 4.3 0.6 20.9 15.0 2.5 3.0 1.3 1.1 17.6 13.0
Number of Traders in Each Category Total Traders: 102
13 20 7 11 . . 28 13 10 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 105,471
Positions
36,453 62,245 3,353 17,509 4,538 609 22,093 15,849 2,612 3,131 1,416 1,146 18,565 13,703
Changes from: May 15, 2018 Total Change is: 550
129 6,867 238 -252 316 -5 191 -1,428 -548 -82 -4,666 146 733 -370
Percent of Open Interest Represented by Each Category of Trader
34.6 59.0 3.2 16.6 4.3 0.6 20.9 15.0 2.5 3.0 1.3 1.1 17.6 13.0
Number of Traders in Each Category Total Traders: 102
13 20 7 11 . . 28 13 10 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 23,012
Positions
368 20,456 0 21,194 0 104 0 1,702 0 0 0 0 1,346 750
Changes from: May 15, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
1.6 88.9 0.0 92.1 0.0 0.5 0.0 7.4 0.0 0.0 0.0 0.0 5.8 3.3
Number of Traders in Each Category Total Traders: 20
. 9 0 8 0 . 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 878,625
Positions
48,538 129,545 95,713 257,253 183,159 75,296 69,013 74,820 130,861 30,742 35,076 26,301 144,907 127,852
Changes from: May 15, 2018 Total Change is: -4,649
2,902 -9,989 7,878 6,847 19,093 -2,599 -769 3,003 -15,889 -105 807 -8,052 5,138 1,099
Percent of Open Interest Represented by Each Category of Trader
5.5 14.7 10.9 29.3 20.8 8.6 7.9 8.5 14.9 3.5 4.0 3.0 16.5 14.6
Number of Traders in Each Category Total Traders: 618
43 35 50 168 89 107 79 110 108 59 34 50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 128,582
Positions
59,429 1,615 3,049 8,179 20,340 1,030 13,384 11,007 12,501 3,723 286 3,488 23,799 75,265
Changes from: May 15, 2018 Total Change is: 3,323
3,781 -103 28 969 37 3 325 2,324 -2,108 33 -31 -508 800 3,682
Percent of Open Interest Represented by Each Category of Trader
46.2 1.3 2.4 6.4 15.8 0.8 10.4 8.6 9.7 2.9 0.2 2.7 18.5 58.5
Number of Traders in Each Category Total Traders: 64
14 . 7 5 6 . 11 11 17 10 . 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 25,435
Positions
24,154 19,264 0 262 1,885 214 0 1,364 38 0 2,076 0 767 594
Changes from: May 15, 2018 Total Change is: -13
-2 2,604 0 16 -2,548 0 0 -1 1 0 0 0 -28 -69
Percent of Open Interest Represented by Each Category of Trader
95.0 75.7 0.0 1.0 7.4 0.8 0.0 5.4 0.1 0.0 8.2 0.0 3.0 2.3
Number of Traders in Each Category Total Traders: 23
8 6 0 . 4 . 0 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 28,293
Positions
2,535 26,413 0 11,714 0 436 8,472 538 0 3,000 0 0 2,136 906
Changes from: May 15, 2018 Total Change is: -792
560 -1,070 0 -1,439 0 93 0 0 0 -2 0 0 -4 185
Percent of Open Interest Represented by Each Category of Trader
9.0 93.4 0.0 41.4 0.0 1.5 29.9 1.9 0.0 10.6 0.0 0.0 7.5 3.2
Number of Traders in Each Category Total Traders: 30
. 9 0 9 0 . 6 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 3,750,214
Positions
199,618 893,723 209,250 1,261,433 830,156 355,272 382,458 423,378 487,486 136,102 174,954 113,058 605,538 262,938
Changes from: May 15, 2018 Total Change is: -39,861
16,861 -28,171 17,993 29,902 95,793 -13,522 2,318 11,183 -76,694 -1,937 2,948 -36,475 21,694 -12,916
Percent of Open Interest Represented by Each Category of Trader
5.3 23.8 5.6 33.6 22.1 9.5 10.2 11.3 13.0 3.6 4.7 3.0 16.1 7.0
Number of Traders in Each Category Total Traders: 603
38 39 46 169 86 106 78 108 106 53 32 45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 32,274
Positions
5,528 30,065 0 19,908 0 1,385 1,448 0 0 1,538 218 0 2,467 606
Changes from: May 15, 2018 Total Change is: 639
-126 720 -72 549 0 62 0 0 0 0 0 0 226 -71
Percent of Open Interest Represented by Each Category of Trader
17.1 93.2 0.0 61.7 0.0 4.3 4.5 0.0 0.0 4.8 0.7 0.0 7.6 1.9
Number of Traders in Each Category Total Traders: 28
4 9 0 10 0 . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 8,483
Positions
4,028 5,210 0 2,313 2,071 0 0 0 0 600 626 0 1,542 576
Changes from: May 15, 2018 Total Change is: 435
-214 519 0 462 0 0 0 0 0 0 0 0 187 -84
Percent of Open Interest Represented by Each Category of Trader
47.5 61.4 0.0 27.3 24.4 0.0 0.0 0.0 0.0 7.1 7.4 0.0 18.2 6.8
Number of Traders in Each Category Total Traders: 21
7 7 0 . . 0 0 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 10,990
Positions
1,827 7,257 7 7,021 1,517 36 352 1,294 39 0 0 0 1,708 840
Changes from: May 15, 2018 Total Change is: 192
55 0 -42 118 0 0 0 2 -2 0 0 0 63 234
Percent of Open Interest Represented by Each Category of Trader
16.6 66.0 0.1 63.9 13.8 0.3 3.2 11.8 0.4 0.0 0.0 0.0 15.5 7.6
Number of Traders in Each Category Total Traders: 23
4 10 . 6 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 27,802
Positions
22,240 11,579 0 3,558 12,454 487 255 0 0 200 2,552 0 1,062 730
Changes from: May 15, 2018 Total Change is: 505
384 -530 0 149 866 0 0 0 0 0 0 0 -28 169
Percent of Open Interest Represented by Each Category of Trader
80.0 41.6 0.0 12.8 44.8 1.8 0.9 0.0 0.0 0.7 9.2 0.0 3.8 2.6
Number of Traders in Each Category Total Traders: 24
9 4 0 . 5 . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 79,667
Positions
6,811 31,017 584 40,064 36,096 4,292 16,762 2,717 334 201 733 0 10,619 3,894
Changes from: May 15, 2018 Total Change is: 2,529
6 2,986 -65 2,943 1,324 -1,855 1,544 198 139 0 0 0 -183 -198
Percent of Open Interest Represented by Each Category of Trader
8.5 38.9 0.7 50.3 45.3 5.4 21.0 3.4 0.4 0.3 0.9 0.0 13.3 4.9
Number of Traders in Each Category Total Traders: 83
. 9 . 31 18 12 15 4 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 52,009
Positions
17,731 7,670 2,871 10,004 12,426 614 8,792 16,737 2,401 1,757 1,601 828 7,012 6,861
Changes from: May 15, 2018 Total Change is: -1,467
372 319 -156 -302 263 -9 -1,556 1,506 134 366 -496 -228 -88 -2,801
Percent of Open Interest Represented by Each Category of Trader
34.1 14.7 5.5 19.2 23.9 1.2 16.9 32.2 4.6 3.4 3.1 1.6 13.5 13.2
Number of Traders in Each Category Total Traders: 267
24 20 15 48 39 20 37 67 28 13 19 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 260,045
Positions
88,656 38,349 14,357 50,019 62,130 3,070 43,958 83,685 12,003 8,783 8,005 4,138 35,061 34,307
Changes from: May 15, 2018 Total Change is: -7,337
1,858 1,597 -780 -1,510 1,316 -44 -7,780 7,529 672 1,828 -2,480 -1,141 -440 -14,006
Percent of Open Interest Represented by Each Category of Trader
34.1 14.7 5.5 19.2 23.9 1.2 16.9 32.2 4.6 3.4 3.1 1.6 13.5 13.2
Number of Traders in Each Category Total Traders: 267
24 20 15 48 39 20 37 67 28 13 19 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 540,853
Positions
43,747 166,172 3,400 234,755 184,091 37,812 168,045 112,474 12,943 15,911 5,653 1,733 22,506 16,574
Changes from: May 15, 2018 Total Change is: 19,414
-3,828 12,167 -177 6,643 -682 232 15,156 6,195 34 11 1,367 -71 1,413 348
Percent of Open Interest Represented by Each Category of Trader
8.1 30.7 0.6 43.4 34.0 7.0 31.1 20.8 2.4 2.9 1.0 0.3 4.2 3.1
Number of Traders in Each Category Total Traders: 312
18 25 7 81 48 33 59 61 29 11 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 10,714
Positions
3,143 3,692 240 235 1,094 0 2,230 1,191 0 905 260 30 3,931 4,207
Changes from: May 15, 2018 Total Change is: 122
-91 -517 22 0 387 0 80 111 0 0 0 0 111 119
Percent of Open Interest Represented by Each Category of Trader
29.3 34.5 2.2 2.2 10.2 0.0 20.8 11.1 0.0 8.4 2.4 0.3 36.7 39.3
Number of Traders in Each Category Total Traders: 25
8 . . . . 0 5 . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 45,560
Positions
2,192 34,486 288 21,794 3,708 422 11,510 2,088 1,132 1,732 0 0 6,490 3,436
Changes from: May 15, 2018 Total Change is: 901
48 0 -21 -1 50 -53 797 1,008 10 -51 0 0 172 -93
Percent of Open Interest Represented by Each Category of Trader
4.8 75.7 0.6 47.8 8.1 0.9 25.3 4.6 2.5 3.8 0.0 0.0 14.2 7.5
Number of Traders in Each Category Total Traders: 45
. 4 . 17 . . 9 5 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 65,630
Positions
25,513 17,011 753 20,525 5,710 1,486 7,093 15,170 103 0 2,077 0 10,157 23,320
Changes from: May 15, 2018 Total Change is: 3,635
320 -126 -147 -205 -1,648 90 2,726 1,569 -84 0 -28 0 935 4,009
Percent of Open Interest Represented by Each Category of Trader
38.9 25.9 1.1 31.3 8.7 2.3 10.8 23.1 0.2 0.0 3.2 0.0 15.5 35.5
Number of Traders in Each Category Total Traders: 65
12 8 . 15 4 6 11 13 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 311,843
Positions
32,651 195,834 3,625 202,870 77,425 20,380 37,621 7,765 1,537 2,566 1,296 0 10,593 3,981
Changes from: May 15, 2018 Total Change is: -7
1,333 832 -150 -3,206 5,328 598 792 -6,457 435 540 0 0 -349 -593
Percent of Open Interest Represented by Each Category of Trader
10.5 62.8 1.2 65.1 24.8 6.5 12.1 2.5 0.5 0.8 0.4 0.0 3.4 1.3
Number of Traders in Each Category Total Traders: 166
8 14 4 63 31 25 31 11 7 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 1,042,883
Positions
58,107 709,544 3,972 669,685 149,791 90,933 129,871 29,111 8,964 41,855 31,432 366 39,130 18,770
Changes from: May 15, 2018 Total Change is: -2,790
14,406 -23,178 320 -33,194 9,125 2,026 14,039 -6,251 -657 32 15,755 64 174 6
Percent of Open Interest Represented by Each Category of Trader
5.6 68.0 0.4 64.2 14.4 8.7 12.5 2.8 0.9 4.0 3.0 0.0 3.8 1.8
Number of Traders in Each Category Total Traders: 400
24 24 10 154 58 67 68 28 17 35 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 109,040
Positions
26,103 40,067 67,691 10,777 0 250 3,450 731 178 540 30 0 51 93
Changes from: May 15, 2018 Total Change is: 70
-1,680 -370 440 30 0 0 1,280 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
23.9 36.7 62.1 9.9 0.0 0.2 3.2 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 22, 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 1,137,172
Positions
24,144 59,903 49,438 358,354 245,726 221,213 114,769 135,410 163,588 42,810 24,150 15,797 147,061 221,949
Changes from: May 15, 2018 Total Change is: 32,910
-1,574 9,361 6,429 7,718 -13,554 -5,423 9,793 1,717 22,898 -549 10,000 -834 -5,547 2,317
Percent of Open Interest Represented by Each Category of Trader
2.1 5.3 4.3 31.5 21.6 19.5 10.1 11.9 14.4 3.8 2.1 1.4 12.9 19.5
Number of Traders in Each Category Total Traders: 203
9 17 22 47 38 53 38 29 53 13 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 1,052,453
Positions
17,326 165,052 10,030 548,166 73,604 154,391 66,303 462,488 49,906 76,029 4,187 556 129,746 132,239
Changes from: May 15, 2018 Total Change is: 15,739
5,044 -8,076 5,552 2,126 -4,841 512 2,136 6,533 4,424 -3,181 0 0 -874 11,635
Percent of Open Interest Represented by Each Category of Trader
1.6 15.7 1.0 52.1 7.0 14.7 6.3 43.9 4.7 7.2 0.4 0.1 12.3 12.6
Number of Traders in Each Category Total Traders: 130
5 15 9 51 10 35 13 27 26 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 2,373,411
Positions
27,953 200,901 75,608 773,913 507,457 262,886 477,324 499,343 352,452 238,461 257,319 16,214 148,600 201,231
Changes from: May 15, 2018 Total Change is: 37,171
-1,111 28,882 26,141 16,429 -16,015 -18,161 8,876 976 -341 3,680 11,145 -11,365 13,024 15,910
Percent of Open Interest Represented by Each Category of Trader
1.2 8.5 3.2 32.6 21.4 11.1 20.1 21.0 14.9 10.0 10.8 0.7 6.3 8.5
Number of Traders in Each Category Total Traders: 346
11 39 13 77 49 59 53 71 58 21 24 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 4,993,705
Positions
109,272 326,499 348,416 1,702,893 887,651 607,960 482,445 1,012,164 775,022 441,047 232,415 146,730 379,922 656,848
Changes from: May 15, 2018 Total Change is: 168,440
-14,469 75,826 27,813 -5,899 -54,004 23,498 -16,931 -2,531 131,714 32,977 -55,508 31,513 -41,777 -9,882
Percent of Open Interest Represented by Each Category of Trader
2.2 6.5 7.0 34.1 17.8 12.2 9.7 20.3 15.5 8.8 4.7 2.9 7.6 13.2
Number of Traders in Each Category Total Traders: 462
21 51 52 75 104 115 58 91 93 27 34 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 558,775
Positions
36,007 29,885 9,114 164,447 189,169 49,707 139,627 52,657 6,922 40,032 32,884 0 112,919 188,437
Changes from: May 15, 2018 Total Change is: 10,807
4,882 7,583 100 -4,042 9,707 -4,852 3,236 -2,291 708 -452 -14,974 0 11,227 14,826
Percent of Open Interest Represented by Each Category of Trader
6.4 5.3 1.6 29.4 33.9 8.9 25.0 9.4 1.2 7.2 5.9 0.0 20.2 33.7
Number of Traders in Each Category Total Traders: 96
4 6 . 16 36 31 14 10 10 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 4,323,772
Positions
92,353 328,428 142,512 1,974,745 569,081 641,072 284,201 1,249,052 589,744 270,692 304,832 31,414 297,039 467,637
Changes from: May 15, 2018 Total Change is: 64,065
-11,033 -9,480 920 24,858 -102,312 23,714 -18,058 98,772 30,291 7,615 9,400 -1,146 6,904 13,906
Percent of Open Interest Represented by Each Category of Trader
2.1 7.6 3.3 45.7 13.2 14.8 6.6 28.9 13.6 6.3 7.1 0.7 6.9 10.8
Number of Traders in Each Category Total Traders: 367
18 36 27 88 54 78 38 82 71 24 25 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 2,200,263
Positions
565,896 464,030 547,258 19,625 27,270 114,230 91,021 251,160 527,262 208,695 117,027 92,135 34,141 59,891
Changes from: May 15, 2018 Total Change is: -6,978
-2,304 3,981 -18,670 0 -5,043 -1,567 8,190 11,769 -1,002 10,396 2,546 -2,490 469 3,497
Percent of Open Interest Represented by Each Category of Trader
25.7 21.1 24.9 0.9 1.2 5.2 4.1 11.4 24.0 9.5 5.3 4.2 1.6 2.7
Number of Traders in Each Category Total Traders: 161
27 29 44 . 7 7 28 34 50 12 12 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 is30,695,790
Positions
6,991,870 1,423,694 4,944,274 208,881 2,589,155 2,799,281 729,610 2,608,321 12,574,409 117,397 650,732 1,707,172 622,895 1,398,752
Changes from: May 15, 2018 Total Change is: -308,673
-201,920 -17,711 95,791 -7,619 -153,043 -100,669 -31,863 -25,891 7,026 -452 -77,102 -32,575 -36,392 -4,500
Percent of Open Interest Represented by Each Category of Trader
22.8 4.6 16.1 0.7 8.4 9.1 2.4 8.5 41.0 0.4 2.1 5.6 2.0 4.6
Number of Traders in Each Category Total Traders: 335
41 42 80 8 37 40 52 98 117 16 24 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 29,672
Positions
19,019 4,959 0 60 9,086 136 1,867 11,053 0 8,279 4,062 264 47 112
Changes from: May 15, 2018 Total Change is: 329
595 413 0 1 -107 0 526 -66 0 -816 84 0 23 5
Percent of Open Interest Represented by Each Category of Trader
64.1 16.7 0.0 0.2 30.6 0.5 6.3 37.3 0.0 27.9 13.7 0.9 0.2 0.4
Number of Traders in Each Category Total Traders: 49
. 6 0 . 14 . 5 11 0 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 19,573
Positions
941 3,747 0 290 3,288 685 17,586 9,080 0 0 2,725 0 71 48
Changes from: May 15, 2018 Total Change is: 636
-91 301 0 0 0 0 719 -133 0 -40 492 0 48 -24
Percent of Open Interest Represented by Each Category of Trader
4.8 19.1 0.0 1.5 16.8 3.5 89.8 46.4 0.0 0.0 13.9 0.0 0.4 0.2
Number of Traders in Each Category Total Traders: 36
. 5 0 . 9 . 4 10 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 5,368
Positions
0 0 0 0 27 0 1,755 3,312 215 1,085 1,160 58 2,255 596
Changes from: May 15, 2018 Total Change is: -680
0 0 0 -135 -1 0 81 -696 -87 -258 170 0 -281 -66
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.5 0.0 32.7 61.7 4.0 20.2 21.6 1.1 42.0 11.1
Number of Traders in Each Category Total Traders: 55
0 0 0 0 . 0 11 14 4 18 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 2,684
Positions
0 0 0 0 29 0 1,323 1,872 50 462 327 0 849 406
Changes from: May 15, 2018 Total Change is: 179
0 0 0 0 0 0 -15 215 24 125 -39 0 45 -21
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 1.1 0.0 49.3 69.7 1.9 17.2 12.2 0.0 31.6 15.1
Number of Traders in Each Category Total Traders: 31
0 0 0 0 . 0 8 11 . 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 42,484
Positions
550 4,873 141 12,996 563 530 11,528 30,471 2,290 7,641 1,269 96 6,713 2,251
Changes from: May 15, 2018 Total Change is: 1,919
220 0 38 693 16 -70 -155 576 822 354 284 -9 25 262
Percent of Open Interest Represented by Each Category of Trader
1.3 11.5 0.3 30.6 1.3 1.2 27.1 71.7 5.4 18.0 3.0 0.2 15.8 5.3
Number of Traders in Each Category Total Traders: 144
. . . 16 . . 38 28 15 44 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 406,822
Positions
40,875 35,505 41,049 82,299 63,400 23,456 69,065 102,086 84,411 18,527 6,890 18,546 28,594 31,479
Changes from: May 15, 2018 Total Change is: -20,461
-766 -11,506 -11,282 -12,305 8,730 1,462 7,887 -3,266 -5,809 -3,422 -667 457 3,317 1,420
Percent of Open Interest Represented by Each Category of Trader
10.0 8.7 10.1 20.2 15.6 5.8 17.0 25.1 20.7 4.6 1.7 4.6 7.0 7.7
Number of Traders in Each Category Total Traders: 225
16 8 15 22 32 16 61 54 58 10 12 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 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 78,801
Positions
826 0 0 41,994 1,792 210 29,442 76,596 85 6,025 118 0 219 0
Changes from: May 15, 2018 Total Change is: 4,915
0 0 0 438 124 44 4,495 4,745 0 -79 2 0 17 0
Percent of Open Interest Represented by Each Category of Trader
1.0 0.0 0.0 53.3 2.3 0.3 37.4 97.2 0.1 7.6 0.1 0.0 0.3 0.0
Number of Traders in Each Category Total Traders: 47
. 0 0 12 . . 12 6 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 25, 2018