Traders in Financial Futures - Futures Only Positions as of May 1, 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 121,676
Positions
25,060 8,876 1,427 34,260 26,943 2,164 12,139 42,803 6,426 9,954 1,081 715 29,531 31,241
Changes from: April 24, 2018 Total Change is: 1,270
3,985 -9,120 541 1,360 6,907 847 -4,495 -565 -1,438 1,443 67 316 -1,289 3,715
Percent of Open Interest Represented by Each Category of Trader
20.6 7.3 1.2 28.2 22.1 1.8 10.0 35.2 5.3 8.2 0.9 0.6 24.3 25.7
Number of Traders in Each Category Total Traders: 86
11 . 7 12 13 5 13 22 10 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 84,228
Positions
47,825 1,322 16 1,136 16,689 196 28,196 37,668 187 480 1,674 0 6,192 26,476
Changes from: April 24, 2018 Total Change is: 13,224
14,233 89 0 0 6,063 -166 -746 4,008 33 0 0 0 -130 3,197
Percent of Open Interest Represented by Each Category of Trader
56.8 1.6 0.0 1.3 19.8 0.2 33.5 44.7 0.2 0.6 2.0 0.0 7.4 31.4
Number of Traders in Each Category Total Traders: 56
9 . . . 11 . 10 20 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 194,859
Positions
27,588 46,251 2,336 52,589 58,807 4,766 64,121 37,952 7,684 2,244 9,114 1 33,530 27,948
Changes from: April 24, 2018 Total Change is: 11,033
18,696 -4,519 -131 23,019 5,098 -427 -29,283 6,528 226 1,088 477 0 -2,155 3,781
Percent of Open Interest Represented by Each Category of Trader
14.2 23.7 1.2 27.0 30.2 2.4 32.9 19.5 3.9 1.2 4.7 0.0 17.2 14.3
Number of Traders in Each Category Total Traders: 127
5 10 5 16 23 9 37 28 22 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 160,337
Positions
29,507 43,683 4,400 37,126 26,852 6,055 51,085 41,012 3,291 1,310 1,565 2 27,561 33,477
Changes from: April 24, 2018 Total Change is: 5,100
9,011 -2,361 594 -561 3,316 -694 -3,715 -814 -17 -456 0 1 937 5,075
Percent of Open Interest Represented by Each Category of Trader
18.4 27.2 2.7 23.2 16.7 3.8 31.9 25.6 2.1 0.8 1.0 0.0 17.2 20.9
Number of Traders in Each Category Total Traders: 111
7 8 5 21 19 12 28 21 14 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 509,659
Positions
42,967 258,345 2,704 265,262 86,420 28,743 64,315 61,805 12,108 18,716 6,222 1,593 73,251 51,719
Changes from: April 24, 2018 Total Change is: 15,505
4,718 -7,011 222 5,643 6,328 394 7,945 13,788 -620 886 1,473 586 -4,269 345
Percent of Open Interest Represented by Each Category of Trader
8.4 50.7 0.5 52.0 17.0 5.6 12.6 12.1 2.4 3.7 1.2 0.3 14.4 10.1
Number of Traders in Each Category Total Traders: 260
18 10 11 84 33 43 36 45 22 20 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 36,748
Positions
460 25,531 0 19,371 3,633 1,853 1,035 967 0 0 771 5 14,024 3,988
Changes from: April 24, 2018 Total Change is: 425
460 -6 0 -201 740 222 524 297 -252 0 0 0 -328 -576
Percent of Open Interest Represented by Each Category of Trader
1.3 69.5 0.0 52.7 9.9 5.0 2.8 2.6 0.0 0.0 2.1 0.0 38.2 10.9
Number of Traders in Each Category Total Traders: 30
. . 0 15 6 9 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 145,711
Positions
52,334 15,294 600 4,574 45,496 1,828 59,351 40,611 3,305 1,794 1,395 7 21,918 37,175
Changes from: April 24, 2018 Total Change is: 23,066
10,114 -2,460 -50 -1,941 14,771 -145 11,934 4,233 1,835 1,307 1,220 -1 13 3,663
Percent of Open Interest Represented by Each Category of Trader
35.9 10.5 0.4 3.1 31.2 1.3 40.7 27.9 2.3 1.2 1.0 0.0 15.0 25.5
Number of Traders in Each Category Total Traders: 88
8 6 . 6 17 5 21 25 11 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 28,269
Positions
3,653 22,857 6 5,150 234 3 17,535 3,078 0 225 395 0 1,697 1,696
Changes from: April 24, 2018 Total Change is: -789
-95 -2,920 0 -2,967 234 3 2,113 1,731 0 0 0 0 157 163
Percent of Open Interest Represented by Each Category of Trader
12.9 80.9 0.0 18.2 0.8 0.0 62.0 10.9 0.0 0.8 1.4 0.0 6.0 6.0
Number of Traders in Each Category Total Traders: 26
. 4 . . . . 9 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 216,905
Positions
7,616 95,337 5,756 119,005 11,744 0 73,214 90,230 1,171 2,731 9,732 0 7,412 2,935
Changes from: April 24, 2018 Total Change is: -15,288
-365 -1,431 345 8,518 236 0 -23,784 -15,187 673 2 576 0 -677 -500
Percent of Open Interest Represented by Each Category of Trader
3.5 44.0 2.7 54.9 5.4 0.0 33.8 41.6 0.5 1.3 4.5 0.0 3.4 1.4
Number of Traders in Each Category Total Traders: 149
. 12 . 28 6 0 51 26 7 9 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 45,508
Positions
13,242 0 9,390 5,783 23,767 0 14,154 8,572 574 448 810 3 1,914 2,392
Changes from: April 24, 2018 Total Change is: 9,345
0 -300 8,188 89 276 0 315 166 419 -64 115 0 398 481
Percent of Open Interest Represented by Each Category of Trader
29.1 0.0 20.6 12.7 52.2 0.0 31.1 18.8 1.3 1.0 1.8 0.0 4.2 5.3
Number of Traders in Each Category Total Traders: 38
. 0 4 . 4 0 11 12 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 47,605
Positions
6,962 23,729 0 7,761 5,105 0 27,136 12,016 1,266 0 422 0 4,480 5,067
Changes from: April 24, 2018 Total Change is: -7,780
2,789 -7,985 0 -3,222 -362 0 -6,813 -371 58 -100 -82 0 -492 962
Percent of Open Interest Represented by Each Category of Trader
14.6 49.8 0.0 16.3 10.7 0.0 57.0 25.2 2.7 0.0 0.9 0.0 9.4 10.6
Number of Traders in Each Category Total Traders: 85
7 4 0 8 6 0 29 28 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 11,002
Positions
0 7,675 0 3,071 370 0 5,826 1,316 546 143 0 0 1,416 1,095
Changes from: April 24, 2018 Total Change is: 239
0 -168 0 -1,720 0 0 2,004 175 -39 0 0 0 -6 271
Percent of Open Interest Represented by Each Category of Trader
0.0 69.8 0.0 27.9 3.4 0.0 53.0 12.0 5.0 1.3 0.0 0.0 12.9 10.0
Number of Traders in Each Category Total Traders: 21
0 . 0 . . 0 7 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 51,939
Positions
19,486 27,262 1,251 8,236 3,066 314 11,852 10,157 679 2,078 3,069 0 8,045 6,143
Changes from: April 24, 2018 Total Change is: -1,580
-1,295 -473 -387 -90 416 -3 825 -405 -559 42 0 -106 -9 -64
Percent of Open Interest Represented by Each Category of Trader
37.5 52.5 2.4 15.9 5.9 0.6 22.8 19.6 1.3 4.0 5.9 0.0 15.5 11.8
Number of Traders in Each Category Total Traders: 100
16 16 4 11 4 . 28 15 9 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 103,878
Positions
38,971 54,524 2,502 16,471 6,131 628 23,704 20,313 1,357 4,156 6,138 0 16,089 12,285
Changes from: April 24, 2018 Total Change is: -3,159
-2,590 -945 -773 -179 831 -5 1,650 -810 -1,117 84 0 -212 -17 -128
Percent of Open Interest Represented by Each Category of Trader
37.5 52.5 2.4 15.9 5.9 0.6 22.8 19.6 1.3 4.0 5.9 0.0 15.5 11.8
Number of Traders in Each Category Total Traders: 100
16 16 4 11 4 . 28 15 9 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 680,823
Positions
42,572 176,900 51,089 250,532 154,077 68,662 84,808 65,861 30,488 31,001 29,839 4,023 117,648 99,883
Changes from: April 24, 2018 Total Change is: -5,152
-377 -6,675 3,126 -10,244 11,352 3,748 1,312 -15,154 -717 -2,276 -1,110 -481 756 758
Percent of Open Interest Represented by Each Category of Trader
6.3 26.0 7.5 36.8 22.6 10.1 12.5 9.7 4.5 4.6 4.4 0.6 17.3 14.7
Number of Traders in Each Category Total Traders: 567
32 40 28 158 98 105 81 98 73 34 26 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 81,901
Positions
40,281 4,250 1,900 7,059 12,201 0 10,455 8,222 406 3,842 258 0 17,958 54,664
Changes from: April 24, 2018 Total Change is: 4,085
4,061 -481 1,600 88 0 -90 -528 3,404 -421 -54 -549 0 -571 622
Percent of Open Interest Represented by Each Category of Trader
49.2 5.2 2.3 8.6 14.9 0.0 12.8 10.0 0.5 4.7 0.3 0.0 21.9 66.7
Number of Traders in Each Category Total Traders: 47
15 . . 4 4 0 9 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 26,810
Positions
25,466 11,630 0 128 10,311 214 0 1,822 37 0 2,076 0 965 720
Changes from: April 24, 2018 Total Change is: 168
148 2,361 0 128 -2,515 -98 0 0 0 0 425 0 -10 -5
Percent of Open Interest Represented by Each Category of Trader
95.0 43.4 0.0 0.5 38.5 0.8 0.0 6.8 0.1 0.0 7.7 0.0 3.6 2.7
Number of Traders in Each Category Total Traders: 24
8 4 0 . 7 . 0 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 20,157
Positions
2,206 18,827 0 9,842 0 312 2,364 538 0 3,011 0 0 2,422 480
Changes from: April 24, 2018 Total Change is: 2,933
-428 3,456 0 1,880 0 -55 -505 0 -2 1,727 0 0 316 -466
Percent of Open Interest Represented by Each Category of Trader
10.9 93.4 0.0 48.8 0.0 1.5 11.7 2.7 0.0 14.9 0.0 0.0 12.0 2.4
Number of Traders in Each Category Total Traders: 29
. 10 0 10 0 . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 2,994,612
Positions
160,111 1,011,908 97,287 1,233,427 725,442 327,251 448,920 365,350 73,257 138,400 150,509 17,511 498,448 226,097
Changes from: April 24, 2018 Total Change is: -46,187
-3,420 -12,204 -11,136 -49,861 58,560 17,391 23,871 -78,115 -16,154 -13,666 -5,363 154 6,634 680
Percent of Open Interest Represented by Each Category of Trader
5.3 33.8 3.2 41.2 24.2 10.9 15.0 12.2 2.4 4.6 5.0 0.6 16.6 7.6
Number of Traders in Each Category Total Traders: 562
28 42 26 158 97 105 80 98 67 32 27 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 31,424
Positions
5,325 29,424 0 19,407 0 1,282 1,448 0 0 1,628 218 0 2,334 500
Changes from: April 24, 2018 Total Change is: -1,039
741 -998 -9 -1,176 0 0 -571 0 0 0 218 0 -24 -250
Percent of Open Interest Represented by Each Category of Trader
16.9 93.6 0.0 61.8 0.0 4.1 4.6 0.0 0.0 5.2 0.7 0.0 7.4 1.6
Number of Traders in Each Category Total Traders: 28
4 9 0 10 0 . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 11,549
Positions
3,433 6,676 0 4,901 1,517 1,252 352 1,292 41 0 0 0 1,570 771
Changes from: April 24, 2018 Total Change is: -654
109 -1,031 0 -803 -22 0 0 0 0 0 0 0 40 399
Percent of Open Interest Represented by Each Category of Trader
29.7 57.8 0.0 42.4 13.1 10.8 3.0 11.2 0.4 0.0 0.0 0.0 13.6 6.7
Number of Traders in Each Category Total Traders: 20
4 9 0 4 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 29,009
Positions
23,691 11,748 0 3,366 13,598 321 439 0 0 200 2,551 0 992 791
Changes from: April 24, 2018 Total Change is: 138
295 722 0 2,112 -1,825 0 -2,596 0 0 200 1,200 0 127 41
Percent of Open Interest Represented by Each Category of Trader
81.7 40.5 0.0 11.6 46.9 1.1 1.5 0.0 0.0 0.7 8.8 0.0 3.4 2.7
Number of Traders in Each Category Total Traders: 22
9 4 0 . . . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 75,898
Positions
7,269 27,412 662 37,204 35,105 5,754 13,562 1,238 936 0 733 0 10,511 4,058
Changes from: April 24, 2018 Total Change is: -1,054
503 -124 57 -2,364 494 -176 380 -866 35 0 513 0 511 -987
Percent of Open Interest Represented by Each Category of Trader
9.6 36.1 0.9 49.0 46.3 7.6 17.9 1.6 1.2 0.0 1.0 0.0 13.8 5.3
Number of Traders in Each Category Total Traders: 77
4 8 . 31 16 12 13 . 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 47,850
Positions
16,833 6,843 2,942 8,997 11,808 1,021 9,192 13,964 761 1,879 3,838 29 6,194 6,643
Changes from: April 24, 2018 Total Change is: -990
-698 1,248 -419 426 -101 261 -457 -4,026 40 421 1,606 25 -589 375
Percent of Open Interest Represented by Each Category of Trader
35.2 14.3 6.1 18.8 24.7 2.1 19.2 29.2 1.6 3.9 8.0 0.1 12.9 13.9
Number of Traders in Each Category Total Traders: 262
23 20 11 48 39 22 31 69 15 12 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 239,248
Positions
84,165 34,213 14,712 44,984 59,039 5,104 45,961 69,821 3,807 9,397 19,191 146 30,972 33,215
Changes from: April 24, 2018 Total Change is: -4,951
-3,490 6,242 -2,097 2,129 -506 1,305 -2,284 -20,128 202 2,103 8,031 127 -2,946 1,873
Percent of Open Interest Represented by Each Category of Trader
35.2 14.3 6.1 18.8 24.7 2.1 19.2 29.2 1.6 3.9 8.0 0.1 12.9 13.9
Number of Traders in Each Category Total Traders: 262
23 20 11 48 39 22 31 69 15 12 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 507,421
Positions
48,113 137,768 1,940 232,734 195,107 38,995 137,339 103,344 12,574 16,787 2,333 5 18,934 15,355
Changes from: April 24, 2018 Total Change is: 4,800
2,029 932 404 -5,021 605 -2,063 10,081 3,850 909 -2,206 992 0 667 -829
Percent of Open Interest Represented by Each Category of Trader
9.5 27.2 0.4 45.9 38.5 7.7 27.1 20.4 2.5 3.3 0.5 0.0 3.7 3.0
Number of Traders in Each Category Total Traders: 294
18 24 . 82 45 35 44 63 26 11 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 9,978
Positions
3,027 2,847 1,068 240 529 0 807 1,558 0 745 260 30 4,061 3,686
Changes from: April 24, 2018 Total Change is: -149
-476 -505 429 -30 -84 0 -123 389 0 0 0 0 51 -378
Percent of Open Interest Represented by Each Category of Trader
30.3 28.5 10.7 2.4 5.3 0.0 8.1 15.6 0.0 7.5 2.6 0.3 40.7 36.9
Number of Traders in Each Category Total Traders: 22
6 4 . . . 0 . 4 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 44,213
Positions
1,668 34,512 272 20,622 3,654 491 12,364 1,146 921 1,811 212 0 6,064 3,005
Changes from: April 24, 2018 Total Change is: 352
-289 -25 272 -1,274 -10 3 790 -446 258 676 212 0 -84 88
Percent of Open Interest Represented by Each Category of Trader
3.8 78.1 0.6 46.6 8.3 1.1 28.0 2.6 2.1 4.1 0.5 0.0 13.7 6.8
Number of Traders in Each Category Total Traders: 45
. 4 . 16 . . 11 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 66,328
Positions
26,850 13,678 863 18,383 10,506 1,341 9,018 18,266 635 233 2,641 0 9,005 18,398
Changes from: April 24, 2018 Total Change is: 1,999
-1,468 730 -23 1,149 -6,551 4 2,613 4,434 -26 233 1,021 0 -483 2,410
Percent of Open Interest Represented by Each Category of Trader
40.5 20.6 1.3 27.7 15.8 2.0 13.6 27.5 1.0 0.4 4.0 0.0 13.6 27.7
Number of Traders in Each Category Total Traders: 71
10 6 . 15 4 5 14 18 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 295,495
Positions
26,156 191,175 3,619 194,489 68,314 18,647 39,265 5,689 1,315 1,829 1,295 0 10,175 5,441
Changes from: April 24, 2018 Total Change is: 5,241
207 13,437 39 -2,166 1,019 963 6,229 -10,226 -374 0 -47 0 343 430
Percent of Open Interest Represented by Each Category of Trader
8.9 64.7 1.2 65.8 23.1 6.3 13.3 1.9 0.4 0.6 0.4 0.0 3.4 1.8
Number of Traders in Each Category Total Traders: 156
8 12 4 62 28 23 33 8 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 1,077,695
Positions
38,698 790,208 3,978 737,830 126,233 77,807 124,650 36,804 8,311 47,333 19,016 922 38,166 14,416
Changes from: April 24, 2018 Total Change is: -25,264
603 -11,588 -120 13,421 2,617 2,430 -30,456 -12,012 -5,600 -7,420 -1,113 670 1,208 -548
Percent of Open Interest Represented by Each Category of Trader
3.6 73.3 0.4 68.5 11.7 7.2 11.6 3.4 0.8 4.4 1.8 0.1 3.5 1.3
Number of Traders in Each Category Total Traders: 394
20 24 8 159 47 64 66 32 17 37 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 107,728
Positions
27,844 39,426 67,020 10,687 0 250 1,180 731 178 520 30 0 49 93
Changes from: April 24, 2018 Total Change is: 484
-139 190 694 70 0 0 232 0 -270 -54 0 0 -49 -130
Percent of Open Interest Represented by Each Category of Trader
25.8 36.6 62.2 9.9 0.0 0.2 1.1 0.7 0.2 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 33
4 12 8 7 0 . 4 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 838,806
Positions
22,319 37,790 14,413 346,703 249,492 172,889 98,634 132,244 17,169 30,285 10,887 1,066 135,328 202,856
Changes from: April 24, 2018 Total Change is: 20,050
-911 -13,419 373 12,937 3,871 18,021 5,917 8,526 -9,790 -2,029 -1,037 989 -5,457 12,516
Percent of Open Interest Represented by Each Category of Trader
2.7 4.5 1.7 41.3 29.7 20.6 11.8 15.8 2.0 3.6 1.3 0.1 16.1 24.2
Number of Traders in Each Category Total Traders: 173
11 14 6 44 35 44 30 24 22 10 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 984,664
Positions
15,128 172,728 382 547,130 100,987 144,933 68,758 424,956 25,824 56,683 1,888 1,751 124,075 111,215
Changes from: April 24, 2018 Total Change is: 8,492
2,707 -11,516 -87 -6,122 -59 11,583 6,240 16,941 -7,489 929 -796 -510 1,241 425
Percent of Open Interest Represented by Each Category of Trader
1.5 17.5 0.0 55.6 10.3 14.7 7.0 43.2 2.6 5.8 0.2 0.2 12.6 11.3
Number of Traders in Each Category Total Traders: 129
. 17 4 48 14 36 16 24 21 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 1,997,748
Positions
35,910 155,277 27,127 746,055 518,390 243,840 447,225 486,189 121,717 220,467 246,671 19,598 135,809 178,939
Changes from: April 24, 2018 Total Change is: 2,175
2,719 3,893 3,888 22,503 21,034 931 -6,774 13,144 -20,131 -7,884 -16,829 431 6,492 -4,186
Percent of Open Interest Represented by Each Category of Trader
1.8 7.8 1.4 37.3 25.9 12.2 22.4 24.3 6.1 11.0 12.3 1.0 6.8 9.0
Number of Traders in Each Category Total Traders: 336
11 36 9 76 49 59 54 63 41 20 27 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,691,604
Positions
117,160 182,882 92,123 1,691,158 884,844 449,173 435,930 1,084,187 122,360 395,171 273,776 25,128 363,401 577,131
Changes from: April 24, 2018 Total Change is: -93,107
-22,531 2,221 15,236 -56,296 -78,112 13,006 14,151 415 -47,800 -1,795 -645 959 -8,037 1,613
Percent of Open Interest Represented by Each Category of Trader
3.2 5.0 2.5 45.8 24.0 12.2 11.8 29.4 3.3 10.7 7.4 0.7 9.8 15.6
Number of Traders in Each Category Total Traders: 431
30 39 21 78 94 88 46 100 49 17 27 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 531,857
Positions
26,829 25,533 8,089 148,307 166,545 53,861 141,063 55,307 8,433 40,082 40,175 0 105,193 173,914
Changes from: April 24, 2018 Total Change is: -7,325
-5,113 1,280 -1,105 18,030 613 2,679 -7,321 -4,924 -8,036 -3,313 4,573 -168 -2,978 -2,237
Percent of Open Interest Represented by Each Category of Trader
5.0 4.8 1.5 27.9 31.3 10.1 26.5 10.4 1.6 7.5 7.6 0.0 19.8 32.7
Number of Traders in Each Category Total Traders: 99
5 7 4 22 29 29 15 10 7 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,685,665
Positions
88,024 311,072 54,071 2,023,752 813,475 516,236 341,114 1,129,392 154,632 242,844 257,398 10,181 254,811 439,208
Changes from: April 24, 2018 Total Change is: 109,448
-31,185 22,300 16,063 157,244 6,591 -9,949 -65,083 106,133 -6,768 56,059 -13,020 957 -7,890 -12,859
Percent of Open Interest Represented by Each Category of Trader
2.4 8.4 1.5 54.9 22.1 14.0 9.3 30.6 4.2 6.6 7.0 0.3 6.9 11.9
Number of Traders in Each Category Total Traders: 358
15 32 13 83 62 79 39 81 45 26 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 2,172,516
Positions
594,171 444,021 550,961 0 27,369 143,075 86,315 212,290 462,481 170,336 138,804 134,222 30,955 59,293
Changes from: April 24, 2018 Total Change is: -260,447
-29,584 -108,456 -39,161 -4,500 -18,343 129 -189,371 -57,538 -2,239 46,172 -1,602 -36,054 -5,839 2,817
Percent of Open Interest Represented by Each Category of Trader
27.3 20.4 25.4 0.0 1.3 6.6 4.0 9.8 21.3 7.8 6.4 6.2 1.4 2.7
Number of Traders in Each Category Total Traders: 153
25 31 45 0 7 7 23 38 45 8 14 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 is16,640,727
Positions
7,985,585 960,543 2,141,471 289,251 2,618,050 1,807,564 594,202 4,390,056 2,181,712 243,486 381,888 734,755 662,701 1,424,688
Changes from: April 24, 2018 Total Change is: -60,463
24,929 172,352 -89,020 -6,465 -178,886 34,995 69,202 163,544 -126,290 31,713 5,786 -2,769 3,242 -40,175
Percent of Open Interest Represented by Each Category of Trader
48.0 5.8 12.9 1.7 15.7 10.9 3.6 26.4 13.1 1.5 2.3 4.4 4.0 8.6
Number of Traders in Each Category Total Traders: 316
46 36 75 11 34 43 30 101 102 14 19 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 29,201
Positions
18,737 4,459 0 59 8,845 135 1,377 11,371 0 8,585 4,033 264 44 94
Changes from: April 24, 2018 Total Change is: -1,419
-1,363 156 0 1 -52 19 -3 -1,548 0 -70 0 0 -3 6
Percent of Open Interest Represented by Each Category of Trader
64.2 15.3 0.0 0.2 30.3 0.5 4.7 38.9 0.0 29.4 13.8 0.9 0.2 0.3
Number of Traders in Each Category Total Traders: 47
. 6 0 . 14 . . 12 0 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 18,505
Positions
1,057 2,817 0 263 3,380 685 16,444 9,072 0 40 2,443 0 16 108
Changes from: April 24, 2018 Total Change is: 139
-319 398 0 41 -20 0 454 -118 0 0 -170 0 -37 49
Percent of Open Interest Represented by Each Category of Trader
5.7 15.2 0.0 1.4 18.3 3.7 88.9 49.0 0.0 0.2 13.2 0.0 0.1 0.6
Number of Traders in Each Category Total Traders: 36
. 4 0 . 9 . 6 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 5,816
Positions
0 0 0 144 0 0 1,920 3,965 130 1,223 919 70 2,329 732
Changes from: April 24, 2018 Total Change is: 63
0 0 0 62 0 0 82 -134 85 -50 -4 3 -119 113
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 2.5 0.0 0.0 33.0 68.2 2.2 21.0 15.8 1.2 40.0 12.6
Number of Traders in Each Category Total Traders: 57
0 0 0 . 0 0 11 15 . 21 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 1,991
Positions
0 0 0 0 0 0 1,198 1,348 27 177 283 0 589 333
Changes from: April 24, 2018 Total Change is: -389
0 0 0 -105 0 0 4 -334 -19 -21 -53 -8 -240 25
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 60.2 67.7 1.4 8.9 14.2 0.0 29.6 16.7
Number of Traders in Each Category Total Traders: 23
0 0 0 0 0 0 7 9 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 35,440
Positions
107 3,987 0 9,059 1,464 568 10,394 25,148 1,183 7,374 1,077 31 6,724 1,982
Changes from: April 24, 2018 Total Change is: 3,326
107 10 -75 1,620 -1,621 -53 1,219 4,847 39 551 227 18 -100 -66
Percent of Open Interest Represented by Each Category of Trader
0.3 11.3 0.0 25.6 4.1 1.6 29.3 71.0 3.3 20.8 3.0 0.1 19.0 5.6
Number of Traders in Each Category Total Traders: 148
. . 0 12 6 . 39 34 11 43 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 372,034
Positions
38,403 72,180 35,595 80,255 31,391 18,570 70,859 89,954 71,668 14,639 6,948 16,595 25,450 29,133
Changes from: April 24, 2018 Total Change is: 14,997
5,104 -6,999 1,114 7,018 6,911 -779 -7,520 2,833 8,216 -216 47 1,702 358 1,952
Percent of Open Interest Represented by Each Category of Trader
10.3 19.4 9.6 21.6 8.4 5.0 19.0 24.2 19.3 3.9 1.9 4.5 6.8 7.8
Number of Traders in Each Category Total Traders: 207
16 8 18 23 31 20 59 42 56 9 9 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 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 68,308
Positions
816 0 0 46,667 1,669 156 14,052 66,279 85 6,290 119 0 242 0
Changes from: April 24, 2018 Total Change is: 16,120
16 0 0 12,974 -140 -10 3,117 16,267 0 42 3 0 -19 0
Percent of Open Interest Represented by Each Category of Trader
1.2 0.0 0.0 68.3 2.4 0.2 20.6 97.0 0.1 9.2 0.2 0.0 0.4 0.0
Number of Traders in Each Category Total Traders: 44
. 0 0 11 . . 10 7 . 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 4, 2018