Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 171,631
Positions
21,505 14,827 31,527 31,626 21,509 6,457 18,682 42,331 20,313 10,703 1,037 818 30,000 32,812
Changes from: May 22, 2018 Total Change is: 14,655
-7,354 232 16,604 1,018 422 998 7,762 -2,836 -2,372 1,653 2 -311 -3,343 1,915
Percent of Open Interest Represented by Each Category of Trader
12.5 8.6 18.4 18.4 12.5 3.8 10.9 24.7 11.8 6.2 0.6 0.5 17.5 19.1
Number of Traders in Each Category Total Traders: 102
10 . 10 12 13 5 19 32 25 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 109,359
Positions
73,904 1,422 4,336 2,118 19,972 196 15,790 51,517 1,451 480 1,625 0 11,084 28,840
Changes from: May 22, 2018 Total Change is: 3,263
1,747 -363 3,778 344 -824 0 -7,162 1,209 -10 0 0 0 4,566 -527
Percent of Open Interest Represented by Each Category of Trader
67.6 1.3 4.0 1.9 18.3 0.2 14.4 47.1 1.3 0.4 1.5 0.0 10.1 26.4
Number of Traders in Each Category Total Traders: 62
9 . 4 . 12 . 8 26 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 259,583
Positions
54,647 46,126 19,608 38,900 66,126 8,724 56,687 28,941 41,328 2,509 8,559 3,779 33,402 36,391
Changes from: May 22, 2018 Total Change is: 27,174
10,644 -2,682 2,869 -3,529 4,184 1,401 9,961 11,267 5,286 2,356 -1,109 272 -2,086 5,686
Percent of Open Interest Represented by Each Category of Trader
21.1 17.8 7.6 15.0 25.5 3.4 21.8 11.1 15.9 1.0 3.3 1.5 12.9 14.0
Number of Traders in Each Category Total Traders: 127
8 9 9 14 25 10 28 31 27 5 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 209,992
Positions
40,801 28,717 18,920 35,211 30,951 7,323 47,999 56,854 25,534 2,107 1,108 2,157 29,941 38,428
Changes from: May 22, 2018 Total Change is: -5,922
-1,268 -1,789 -2,151 284 -3,341 -2,425 -8,165 3,861 5,037 334 -495 -53 2,485 -4,566
Percent of Open Interest Represented by Each Category of Trader
19.4 13.7 9.0 16.8 14.7 3.5 22.9 27.1 12.2 1.0 0.5 1.0 14.3 18.3
Number of Traders in Each Category Total Traders: 125
9 8 12 15 21 11 30 32 24 6 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 687,144
Positions
77,836 236,408 44,976 251,803 102,890 39,744 60,535 80,385 87,999 19,926 10,755 13,241 91,084 70,747
Changes from: May 22, 2018 Total Change is: 60,879
14,902 -1,787 5,354 -11,190 7,284 7,257 11,297 13,931 16,921 1,195 297 4,286 10,856 7,337
Percent of Open Interest Represented by Each Category of Trader
11.3 34.4 6.5 36.6 15.0 5.8 8.8 11.7 12.8 2.9 1.6 1.9 13.3 10.3
Number of Traders in Each Category Total Traders: 297
20 9 19 88 36 48 35 58 44 31 18 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 36,658
Positions
0 24,610 0 17,561 4,936 1,896 3,516 0 0 0 771 5 13,680 4,440
Changes from: May 22, 2018 Total Change is: 1,349
0 81 0 -379 1,125 -69 1,778 -419 0 0 0 0 19 631
Percent of Open Interest Represented by Each Category of Trader
0.0 67.1 0.0 47.9 13.5 5.2 9.6 0.0 0.0 0.0 2.1 0.0 37.3 12.1
Number of Traders in Each Category Total Traders: 28
0 . 0 13 7 8 4 0 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 24,721
Positions
689 3,042 496 8,353 10,860 2,194 6,904 1,129 3 0 0 0 6,082 6,997
Changes from: May 22, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
2.8 12.3 2.0 33.8 43.9 8.9 27.9 4.6 0.0 0.0 0.0 0.0 24.6 28.3
Number of Traders in Each Category Total Traders: 20
. . . 5 7 8 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 180,821
Positions
86,217 15,706 7,662 4,847 43,672 4,109 37,147 52,701 14,147 1,915 1,012 1,420 23,357 40,391
Changes from: May 22, 2018 Total Change is: 5,877
1,451 -408 1,054 1,450 7,607 510 753 -1,209 -410 -1,961 56 62 2,969 -1,385
Percent of Open Interest Represented by Each Category of Trader
47.7 8.7 4.2 2.7 24.2 2.3 20.5 29.1 7.8 1.1 0.6 0.8 12.9 22.3
Number of Traders in Each Category Total Traders: 93
9 5 7 7 15 5 19 29 21 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 26,522
Positions
2,350 22,286 1 12,589 192 0 8,552 1,160 13 225 245 0 2,792 2,625
Changes from: May 22, 2018 Total Change is: 29
-255 1 -5 586 -6 0 -290 -125 1 -218 -150 0 210 313
Percent of Open Interest Represented by Each Category of Trader
8.9 84.0 0.0 47.5 0.7 0.0 32.2 4.4 0.0 0.8 0.9 0.0 10.5 9.9
Number of Traders in Each Category Total Traders: 24
. 4 . . . 0 9 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 182,802
Positions
31,340 88,558 1,966 86,027 24,106 0 51,946 47,532 5,225 1,967 9,327 23 4,308 6,065
Changes from: May 22, 2018 Total Change is: -2,435
21,687 8,906 -5,141 -11,774 1,681 -17 -6,673 -8,957 452 -60 -57 23 -932 675
Percent of Open Interest Represented by Each Category of Trader
17.1 48.4 1.1 47.1 13.2 0.0 28.4 26.0 2.9 1.1 5.1 0.0 2.4 3.3
Number of Traders in Each Category Total Traders: 138
6 7 . 12 10 0 34 46 13 5 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 53,179
Positions
19,819 3,052 7,130 5,483 29,850 8 17,340 9,197 518 1,077 1,027 3 1,801 2,394
Changes from: May 22, 2018 Total Change is: 10,951
240 109 7,127 -2 3,301 8 3,014 34 252 219 85 0 93 35
Percent of Open Interest Represented by Each Category of Trader
37.3 5.7 13.4 10.3 56.1 0.0 32.6 17.3 1.0 2.0 1.9 0.0 3.4 4.5
Number of Traders in Each Category Total Traders: 43
. . . . 5 . 11 13 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 62,523
Positions
29,381 19,959 22 5,525 9,644 0 23,272 23,956 1,666 0 732 0 2,657 6,544
Changes from: May 22, 2018 Total Change is: 2,067
-686 -119 -46 1,570 500 0 1,215 902 120 0 -17 0 -106 727
Percent of Open Interest Represented by Each Category of Trader
47.0 31.9 0.0 8.8 15.4 0.0 37.2 38.3 2.7 0.0 1.2 0.0 4.2 10.5
Number of Traders in Each Category Total Traders: 87
10 . . 7 14 0 20 30 9 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 12,081
Positions
0 7,043 0 2,676 2,067 0 8,012 1,183 342 0 167 0 1,051 1,279
Changes from: May 22, 2018 Total Change is: -1,213
0 -300 0 -76 -331 0 -1,027 -367 -2 0 -169 0 -108 -44
Percent of Open Interest Represented by Each Category of Trader
0.0 58.3 0.0 22.2 17.1 0.0 66.3 9.8 2.8 0.0 1.4 0.0 8.7 10.6
Number of Traders in Each Category Total Traders: 25
0 . 0 . . 0 8 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 54,153
Positions
17,505 30,832 1,807 8,595 2,201 338 12,262 8,851 1,938 1,708 622 750 9,251 6,815
Changes from: May 22, 2018 Total Change is: 1,418
-722 -291 130 -160 -69 33 1,215 927 633 142 -86 177 -31 -37
Percent of Open Interest Represented by Each Category of Trader
32.3 56.9 3.3 15.9 4.1 0.6 22.6 16.3 3.6 3.2 1.1 1.4 17.1 12.6
Number of Traders in Each Category Total Traders: 104
13 18 8 12 . . 27 17 15 9 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 108,306
Positions
35,009 61,663 3,613 17,190 4,401 675 24,523 17,702 3,877 3,416 1,245 1,500 18,503 13,629
Changes from: May 22, 2018 Total Change is: 2,835
-1,444 -582 261 -319 -137 66 2,430 1,853 1,265 284 -171 353 -63 -74
Percent of Open Interest Represented by Each Category of Trader
32.3 56.9 3.3 15.9 4.1 0.6 22.6 16.3 3.6 3.2 1.1 1.4 17.1 12.6
Number of Traders in Each Category Total Traders: 104
13 18 8 12 . . 27 17 15 9 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 918,430
Positions
55,327 118,692 110,838 253,907 188,373 73,808 71,672 84,078 134,357 29,983 36,421 31,489 157,049 140,374
Changes from: May 22, 2018 Total Change is: 39,805
6,789 -10,853 15,125 -3,347 5,214 -1,489 2,659 9,258 3,496 -758 1,345 5,188 12,142 12,522
Percent of Open Interest Represented by Each Category of Trader
6.0 12.9 12.1 27.6 20.5 8.0 7.8 9.2 14.6 3.3 4.0 3.4 17.1 15.3
Number of Traders in Each Category Total Traders: 624
47 29 53 160 97 113 87 107 117 61 35 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 139,483
Positions
66,870 2,460 2,969 8,234 20,089 1,115 15,630 11,057 12,656 3,887 368 3,747 24,375 85,022
Changes from: May 22, 2018 Total Change is: 10,901
7,441 845 -80 55 -251 85 2,246 50 155 165 81 259 576 9,757
Percent of Open Interest Represented by Each Category of Trader
47.9 1.8 2.1 5.9 14.4 0.8 11.2 7.9 9.1 2.8 0.3 2.7 17.5 61.0
Number of Traders in Each Category Total Traders: 66
14 . 6 6 5 . 11 14 19 8 4 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 24,851
Positions
22,663 18,729 0 235 1,885 139 0 1,364 38 0 2,076 0 1,776 620
Changes from: May 22, 2018 Total Change is: -584
-1,491 -535 0 -27 0 -75 0 0 0 0 0 0 1,009 26
Percent of Open Interest Represented by Each Category of Trader
91.2 75.4 0.0 0.9 7.6 0.6 0.0 5.5 0.2 0.0 8.4 0.0 7.1 2.5
Number of Traders in Each Category Total Traders: 21
6 6 0 . 4 . 0 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 28,813
Positions
2,992 26,498 0 9,682 0 316 10,529 0 0 3,000 0 0 2,294 1,999
Changes from: May 22, 2018 Total Change is: 520
457 85 0 -2,032 0 -120 2,057 -538 0 0 0 0 158 1,093
Percent of Open Interest Represented by Each Category of Trader
10.4 92.0 0.0 33.6 0.0 1.1 36.5 0.0 0.0 10.4 0.0 0.0 8.0 6.9
Number of Traders in Each Category Total Traders: 28
. 9 0 8 0 . 6 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,894,734
Positions
219,910 858,787 261,719 1,240,276 853,333 351,553 390,363 475,253 498,352 131,936 181,720 137,254 663,371 276,763
Changes from: May 22, 2018 Total Change is: 144,520
20,292 -34,937 52,469 -21,157 23,177 -3,718 7,905 51,875 10,866 -4,166 6,766 24,196 57,833 13,825
Percent of Open Interest Represented by Each Category of Trader
5.6 22.0 6.7 31.8 21.9 9.0 10.0 12.2 12.8 3.4 4.7 3.5 17.0 7.1
Number of Traders in Each Category Total Traders: 610
43 33 49 160 95 112 84 106 115 56 33 50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 32,214
Positions
5,952 29,231 0 19,870 0 1,483 734 0 459 1,538 218 0 2,178 823
Changes from: May 22, 2018 Total Change is: -60
424 -834 0 -38 0 98 -714 0 459 0 0 0 -289 217
Percent of Open Interest Represented by Each Category of Trader
18.5 90.7 0.0 61.7 0.0 4.6 2.3 0.0 1.4 4.8 0.7 0.0 6.8 2.6
Number of Traders in Each Category Total Traders: 28
4 9 0 10 0 . . 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 8,186
Positions
4,021 5,092 0 2,093 2,076 0 0 0 0 600 626 0 1,472 392
Changes from: May 22, 2018 Total Change is: -297
-7 -118 0 -220 5 0 0 0 0 0 0 0 -70 -184
Percent of Open Interest Represented by Each Category of Trader
49.1 62.2 0.0 25.6 25.4 0.0 0.0 0.0 0.0 7.3 7.6 0.0 18.0 4.8
Number of Traders in Each Category Total Traders: 21
7 7 0 . . 0 0 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 10,498
Positions
1,603 6,751 7 7,038 1,530 36 0 1,294 39 0 0 0 1,775 841
Changes from: May 22, 2018 Total Change is: -492
-224 -506 0 17 13 0 -352 0 0 0 0 0 67 1
Percent of Open Interest Represented by Each Category of Trader
15.3 64.3 0.1 67.0 14.6 0.3 0.0 12.3 0.4 0.0 0.0 0.0 16.9 8.0
Number of Traders in Each Category Total Traders: 21
. 10 . 6 . . 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 27,019
Positions
21,764 11,579 0 3,316 11,747 410 528 0 0 0 2,552 0 1,001 731
Changes from: May 22, 2018 Total Change is: -783
-476 0 0 -242 -707 -77 273 0 0 -200 0 0 -61 1
Percent of Open Interest Represented by Each Category of Trader
80.6 42.9 0.0 12.3 43.5 1.5 2.0 0.0 0.0 0.0 9.4 0.0 3.7 2.7
Number of Traders in Each Category Total Traders: 22
8 4 0 . . . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 81,898
Positions
6,816 33,158 575 40,412 36,173 4,307 17,758 2,400 430 201 733 0 11,399 4,122
Changes from: May 22, 2018 Total Change is: 2,231
5 2,141 -9 348 77 15 996 -317 96 0 0 0 780 228
Percent of Open Interest Represented by Each Category of Trader
8.3 40.5 0.7 49.3 44.2 5.3 21.7 2.9 0.5 0.2 0.9 0.0 13.9 5.0
Number of Traders in Each Category Total Traders: 83
. 10 . 29 18 12 17 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 53,468
Positions
17,106 10,365 3,060 10,169 12,312 864 9,462 14,634 2,250 2,717 1,523 1,016 6,824 7,445
Changes from: May 22, 2018 Total Change is: 1,459
-625 2,695 189 165 -114 250 671 -2,103 -151 960 -78 189 -188 584
Percent of Open Interest Represented by Each Category of Trader
32.0 19.4 5.7 19.0 23.0 1.6 17.7 27.4 4.2 5.1 2.8 1.9 12.8 13.9
Number of Traders in Each Category Total Traders: 274
22 22 17 51 38 23 34 69 27 16 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 267,341
Positions
85,529 51,824 15,301 50,845 61,558 4,319 47,310 73,168 11,250 13,585 7,613 5,082 34,119 37,225
Changes from: May 22, 2018 Total Change is: 7,296
-3,127 13,475 943 826 -572 1,249 3,353 -10,517 -753 4,802 -392 944 -941 2,918
Percent of Open Interest Represented by Each Category of Trader
32.0 19.4 5.7 19.0 23.0 1.6 17.7 27.4 4.2 5.1 2.8 1.9 12.8 13.9
Number of Traders in Each Category Total Traders: 274
22 22 17 51 38 23 34 69 27 16 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 554,721
Positions
43,087 169,843 3,365 237,088 190,016 39,312 174,212 114,198 13,785 16,235 5,688 1,697 25,940 16,817
Changes from: May 22, 2018 Total Change is: 13,868
-660 3,671 -35 2,333 5,925 1,500 6,167 1,724 842 324 35 -37 3,434 243
Percent of Open Interest Represented by Each Category of Trader
7.8 30.6 0.6 42.7 34.3 7.1 31.4 20.6 2.5 2.9 1.0 0.3 4.7 3.0
Number of Traders in Each Category Total Traders: 317
19 25 7 82 50 31 61 56 28 13 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50)
CFTC Code #23977A Open Interest is 10,707
Positions
3,150 3,628 304 211 1,094 0 2,256 820 0 905 260 30 3,851 4,571
Changes from: May 22, 2018 Total Change is: -7
7 -64 64 -24 0 0 26 -371 0 0 0 0 -80 364
Percent of Open Interest Represented by Each Category of Trader
29.4 33.9 2.8 2.0 10.2 0.0 21.1 7.7 0.0 8.5 2.4 0.3 36.0 42.7
Number of Traders in Each Category Total Traders: 24
8 . . . . 0 5 . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 44,094
Positions
2,732 34,501 281 20,286 3,744 373 10,360 1,950 282 2,569 0 29 7,182 2,934
Changes from: May 22, 2018 Total Change is: -1,466
540 15 -7 -1,508 36 -49 -1,150 -138 -850 837 0 29 692 -502
Percent of Open Interest Represented by Each Category of Trader
6.2 78.2 0.6 46.0 8.5 0.8 23.5 4.4 0.6 5.8 0.0 0.1 16.3 6.7
Number of Traders in Each Category Total Traders: 46
. 4 . 16 . . 11 4 5 5 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 62,310
Positions
23,969 17,248 823 18,444 6,313 1,553 7,663 20,970 350 0 2,966 400 9,108 11,687
Changes from: May 22, 2018 Total Change is: -3,320
-1,544 237 70 -2,081 603 67 570 5,800 247 0 889 400 -1,049 -11,633
Percent of Open Interest Represented by Each Category of Trader
38.5 27.7 1.3 29.6 10.1 2.5 12.3 33.7 0.6 0.0 4.8 0.6 14.6 18.8
Number of Traders in Each Category Total Traders: 69
12 9 . 15 4 7 9 17 4 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 315,843
Positions
35,039 188,091 3,816 204,857 87,358 20,245 37,338 8,275 1,702 2,636 1,336 0 10,210 5,020
Changes from: May 22, 2018 Total Change is: 4,000
2,388 -7,743 191 1,987 9,933 -135 -283 510 165 70 40 0 -383 1,039
Percent of Open Interest Represented by Each Category of Trader
11.1 59.6 1.2 64.9 27.7 6.4 11.8 2.6 0.5 0.8 0.4 0.0 3.2 1.6
Number of Traders in Each Category Total Traders: 168
9 12 4 63 32 24 32 12 9 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,029,204
Positions
66,511 702,172 4,110 652,004 148,190 94,703 127,265 35,984 8,508 40,560 16,164 320 35,223 19,053
Changes from: May 22, 2018 Total Change is: -13,679
8,404 -7,372 138 -17,681 -1,601 3,770 -2,606 6,873 -456 -1,295 -15,268 -46 -3,907 283
Percent of Open Interest Represented by Each Category of Trader
6.5 68.2 0.4 63.4 14.4 9.2 12.4 3.5 0.8 3.9 1.6 0.0 3.4 1.9
Number of Traders in Each Category Total Traders: 403
24 24 11 149 62 61 69 32 19 35 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 111,005
Positions
26,183 40,127 69,576 10,757 0 270 3,450 731 178 540 30 0 51 93
Changes from: May 22, 2018 Total Change is: 1,965
80 60 1,885 -20 0 20 0 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
23.6 36.1 62.7 9.7 0.0 0.2 3.1 0.7 0.2 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 33
. 13 8 7 0 . 4 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,108,808
Positions
17,462 76,628 51,778 343,159 232,094 233,413 84,084 89,689 156,996 33,561 24,148 16,717 171,639 227,346
Changes from: May 22, 2018 Total Change is: -28,364
-6,682 16,725 2,340 -15,195 -13,632 12,200 -30,685 -45,721 -6,592 -9,249 -1 920 24,578 5,397
Percent of Open Interest Represented by Each Category of Trader
1.6 6.9 4.7 30.9 20.9 21.1 7.6 8.1 14.2 3.0 2.2 1.5 15.5 20.5
Number of Traders in Each Category Total Traders: 192
11 15 21 50 34 54 32 29 48 9 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,099,809
Positions
15,744 179,072 34,957 532,297 68,497 189,384 77,484 452,988 37,969 61,991 4,173 775 149,208 131,994
Changes from: May 22, 2018 Total Change is: 47,356
-1,582 14,020 24,927 -15,869 -5,107 34,993 11,181 -9,500 -11,937 -14,038 -14 219 19,462 -245
Percent of Open Interest Represented by Each Category of Trader
1.4 16.3 3.2 48.4 6.2 17.2 7.0 41.2 3.5 5.6 0.4 0.1 13.6 12.0
Number of Traders in Each Category Total Traders: 133
4 17 14 50 11 38 16 26 26 6 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,192,866
Positions
29,144 232,913 32,462 767,803 415,637 241,596 419,925 538,893 268,277 252,544 240,367 13,088 168,028 209,633
Changes from: May 22, 2018 Total Change is: -180,545
1,191 32,012 -43,146 -6,110 -91,819 -21,291 -57,399 39,550 -84,175 14,083 -16,951 -3,126 19,427 8,402
Percent of Open Interest Represented by Each Category of Trader
1.3 10.6 1.5 35.0 19.0 11.0 19.1 24.6 12.2 11.5 11.0 0.6 7.7 9.6
Number of Traders in Each Category Total Traders: 341
14 40 20 83 42 61 53 63 58 20 26 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,821,555
Positions
104,674 384,674 268,122 1,640,422 779,246 636,667 446,353 971,614 766,843 415,767 245,707 113,136 429,570 655,546
Changes from: May 22, 2018 Total Change is: -172,150
-4,597 58,176 -80,294 -62,471 -108,405 28,708 -36,092 -40,551 -8,179 -25,280 13,292 -33,594 49,648 -1,303
Percent of Open Interest Represented by Each Category of Trader
2.2 8.0 5.6 34.0 16.2 13.2 9.3 20.2 15.9 8.6 5.1 2.3 8.9 13.6
Number of Traders in Each Category Total Traders: 452
21 48 46 85 90 110 55 94 96 25 33 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 579,887
Positions
36,218 44,554 12,397 190,648 169,382 77,084 87,760 32,503 11,671 38,779 33,035 2 125,328 199,259
Changes from: May 22, 2018 Total Change is: 21,112
211 14,669 3,283 26,201 -19,787 27,377 -51,867 -20,154 4,749 -1,253 151 2 12,409 10,822
Percent of Open Interest Represented by Each Category of Trader
6.2 7.7 2.1 32.9 29.2 13.3 15.1 5.6 2.0 6.7 5.7 0.0 21.6 34.4
Number of Traders in Each Category Total Traders: 94
5 7 7 20 32 31 12 8 9 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,288,883
Positions
94,241 400,039 150,165 1,980,408 590,949 608,062 355,267 1,223,895 444,958 275,510 308,294 36,536 343,735 525,985
Changes from: May 22, 2018 Total Change is: -34,889
1,888 71,611 7,653 5,663 21,868 -33,010 71,066 -25,157 -144,786 4,819 3,462 5,122 46,696 58,349
Percent of Open Interest Represented by Each Category of Trader
2.2 9.3 3.5 46.2 13.8 14.2 8.3 28.5 10.4 6.4 7.2 0.9 8.0 12.3
Number of Traders in Each Category Total Traders: 349
14 40 28 86 51 77 43 73 74 18 23 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 2,158,497
Positions
539,020 484,809 543,418 0 39,948 95,221 119,037 267,996 433,199 298,290 133,069 80,776 49,534 80,060
Changes from: May 22, 2018 Total Change is: -41,766
-26,876 20,779 -3,840 -19,625 12,678 -19,009 28,016 16,837 -94,062 89,595 16,042 -11,359 15,393 20,169
Percent of Open Interest Represented by Each Category of Trader
25.0 22.5 25.2 0.0 1.9 4.4 5.5 12.4 20.1 13.8 6.2 3.7 2.3 3.7
Number of Traders in Each Category Total Traders: 155
27 29 41 0 6 5 26 38 53 7 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is28,563,512
Positions
6,323,182 1,421,274 4,963,381 173,853 2,431,264 2,555,902 654,194 2,245,288 11,414,833 105,454 432,143 1,674,680 698,033 1,424,747
Changes from: May 22, 2018 Total Change is:-2,132,278
-668,689 -2,420 19,108 -35,028 -157,892 -243,378 -75,416 -363,032 -1,159,577 -11,943 -218,590 -32,492 75,138 25,995
Percent of Open Interest Represented by Each Category of Trader
22.1 5.0 17.4 0.6 8.5 8.9 2.3 7.9 40.0 0.4 1.5 5.9 2.4 5.0
Number of Traders in Each Category Total Traders: 325
36 48 80 8 39 41 52 89 114 15 25 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 33,210
Positions
18,920 5,750 0 60 8,964 136 3,789 10,412 0 9,976 7,584 264 65 100
Changes from: May 22, 2018 Total Change is: 3,538
-99 791 0 0 -122 0 1,922 -641 0 1,697 3,522 0 18 -12
Percent of Open Interest Represented by Each Category of Trader
57.0 17.3 0.0 0.2 27.0 0.4 11.4 31.4 0.0 30.0 22.8 0.8 0.2 0.3
Number of Traders in Each Category Total Traders: 47
. 6 0 . 13 . 5 10 0 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 19,227
Positions
927 3,778 0 290 3,240 685 17,274 8,923 0 0 2,552 0 51 49
Changes from: May 22, 2018 Total Change is: -346
-14 31 0 0 -48 0 -312 -157 0 0 -173 0 -20 1
Percent of Open Interest Represented by Each Category of Trader
4.8 19.6 0.0 1.5 16.9 3.6 89.8 46.4 0.0 0.0 13.3 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 36
. 5 0 . 9 . 6 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 5,480
Positions
0 0 0 150 40 0 1,622 3,566 124 1,165 1,010 69 2,350 671
Changes from: May 22, 2018 Total Change is: 112
0 0 0 150 13 0 -133 254 -91 80 -150 11 95 75
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 2.7 0.7 0.0 29.6 65.1 2.3 21.3 18.4 1.3 42.9 12.2
Number of Traders in Each Category Total Traders: 56
0 0 0 . . 0 10 13 4 21 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 2,714
Positions
0 0 0 38 25 0 1,172 1,812 55 486 416 3 960 403
Changes from: May 22, 2018 Total Change is: 30
0 0 0 38 -4 0 -151 -60 5 24 89 3 111 -3
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 1.4 0.9 0.0 43.2 66.8 2.0 17.9 15.3 0.1 35.4 14.8
Number of Traders in Each Category Total Traders: 32
0 0 0 . . 0 7 13 . 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 46,396
Positions
610 4,873 153 12,901 1,026 563 14,759 33,686 1,659 8,202 993 154 7,395 3,290
Changes from: May 22, 2018 Total Change is: 3,912
60 0 12 -95 463 33 3,232 3,214 -631 561 -276 58 682 1,039
Percent of Open Interest Represented by Each Category of Trader
1.3 10.5 0.3 27.8 2.2 1.2 31.8 72.6 3.6 17.7 2.1 0.3 15.9 7.1
Number of Traders in Each Category Total Traders: 141
. . . 13 4 . 36 28 15 45 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 424,483
Positions
43,178 36,092 42,808 97,152 71,096 21,656 69,192 114,097 82,106 15,855 5,531 21,626 30,910 29,471
Changes from: May 22, 2018 Total Change is: 17,661
2,303 587 1,759 14,853 7,696 -1,800 127 12,011 -2,305 -2,672 -1,359 3,080 2,316 -2,008
Percent of Open Interest Represented by Each Category of Trader
10.2 8.5 10.1 22.9 16.7 5.1 16.3 26.9 19.3 3.7 1.3 5.1 7.3 6.9
Number of Traders in Each Category Total Traders: 230
15 9 16 28 35 20 56 53 64 12 8 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 78,013
Positions
806 0 0 43,664 34 210 27,282 77,497 85 5,741 146 0 225 41
Changes from: May 22, 2018 Total Change is: -788
-20 0 0 1,670 -1,758 0 -2,160 901 0 -284 28 0 6 41
Percent of Open Interest Represented by Each Category of Trader
1.0 0.0 0.0 56.0 0.0 0.3 35.0 99.3 0.1 7.4 0.2 0.0 0.3 0.1
Number of Traders in Each Category Total Traders: 44
. 0 0 12 . . 10 6 . 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated June 1, 2018