Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 128,877
Positions
26,798 8,936 2,224 33,271 28,505 2,866 16,816 44,921 6,865 10,633 1,540 711 28,693 32,309
Changes from: May 1, 2018 Total Change is: 7,201
1,738 60 797 -989 1,562 702 4,677 2,118 439 679 459 -4 -838 1,068
Percent of Open Interest Represented by Each Category of Trader
20.8 6.9 1.7 25.8 22.1 2.2 13.0 34.9 5.3 8.3 1.2 0.6 22.3 25.1
Number of Traders in Each Category Total Traders: 97
10 . 7 13 13 5 17 26 13 10 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 97,900
Positions
63,799 1,335 16 2,642 19,297 196 24,390 45,684 191 480 1,625 0 6,186 29,556
Changes from: May 1, 2018 Total Change is: 13,672
15,974 13 0 1,506 2,608 0 -3,806 8,016 4 0 -49 0 -6 3,080
Percent of Open Interest Represented by Each Category of Trader
65.2 1.4 0.0 2.7 19.7 0.2 24.9 46.7 0.2 0.5 1.7 0.0 6.3 30.2
Number of Traders in Each Category Total Traders: 63
9 . . . 12 . 9 26 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 188,802
Positions
44,052 43,105 1,361 41,197 56,381 4,470 52,575 31,570 10,443 2,032 10,192 124 32,548 31,156
Changes from: May 1, 2018 Total Change is: -6,057
16,464 -3,146 -975 -11,392 -2,426 -296 -11,546 -6,382 2,759 -212 1,078 123 -982 3,208
Percent of Open Interest Represented by Each Category of Trader
23.3 22.8 0.7 21.8 29.9 2.4 27.8 16.7 5.5 1.1 5.4 0.1 17.2 16.5
Number of Traders in Each Category Total Traders: 120
5 9 5 16 23 11 32 25 18 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 157,576
Positions
32,150 44,953 5,806 35,415 23,123 5,885 45,261 42,156 3,645 2,254 1,565 2 27,158 30,441
Changes from: May 1, 2018 Total Change is: -2,761
2,643 1,270 1,406 -1,711 -3,729 -170 -5,824 1,144 354 944 0 0 -403 -3,036
Percent of Open Interest Represented by Each Category of Trader
20.4 28.5 3.7 22.5 14.7 3.7 28.7 26.8 2.3 1.4 1.0 0.0 17.2 19.3
Number of Traders in Each Category Total Traders: 118
6 10 8 20 19 12 30 26 16 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 515,132
Positions
50,026 258,278 2,205 261,020 90,110 29,957 67,669 62,778 9,345 17,822 6,035 1,753 75,335 54,671
Changes from: May 1, 2018 Total Change is: 5,473
7,059 -67 -499 -4,242 3,690 1,214 3,354 973 -2,763 -894 -187 160 2,084 2,952
Percent of Open Interest Represented by Each Category of Trader
9.7 50.1 0.4 50.7 17.5 5.8 13.1 12.2 1.8 3.5 1.2 0.3 14.6 10.6
Number of Traders in Each Category Total Traders: 268
20 11 9 85 36 44 37 47 20 19 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 35,099
Positions
450 24,690 0 18,331 3,331 1,757 1,125 1,181 0 0 771 5 13,431 3,364
Changes from: May 1, 2018 Total Change is: -1,649
-10 -841 0 -1,040 -302 -96 90 214 0 0 0 0 -593 -624
Percent of Open Interest Represented by Each Category of Trader
1.3 70.3 0.0 52.2 9.5 5.0 3.2 3.4 0.0 0.0 2.2 0.0 38.3 9.6
Number of Traders in Each Category Total Traders: 30
. . 0 15 6 9 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 160,224
Positions
71,660 15,487 829 2,777 49,430 1,952 55,481 49,061 3,403 1,994 1,192 25 22,103 38,845
Changes from: May 1, 2018 Total Change is: 14,513
19,326 193 229 -1,797 3,934 124 -3,870 8,450 98 200 -203 18 185 1,670
Percent of Open Interest Represented by Each Category of Trader
44.7 9.7 0.5 1.7 30.9 1.2 34.6 30.6 2.1 1.2 0.7 0.0 13.8 24.2
Number of Traders in Each Category Total Traders: 93
8 6 . 4 18 . 24 27 16 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 29,317
Positions
3,401 22,285 6 5,326 176 0 18,603 4,592 0 225 395 0 1,756 1,863
Changes from: May 1, 2018 Total Change is: 1,048
-252 -572 0 176 -58 -3 1,068 1,514 0 0 0 0 59 167
Percent of Open Interest Represented by Each Category of Trader
11.6 76.0 0.0 18.2 0.6 0.0 63.5 15.7 0.0 0.8 1.3 0.0 6.0 6.4
Number of Traders in Each Category Total Traders: 27
. 4 . . . 0 8 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 199,756
Positions
4,045 101,242 6,542 110,376 12,219 243 68,609 65,719 777 2,160 9,849 0 7,004 3,165
Changes from: May 1, 2018 Total Change is: -17,149
-3,571 5,905 786 -8,629 475 243 -4,605 -24,511 -394 -571 117 0 -408 230
Percent of Open Interest Represented by Each Category of Trader
2.0 50.7 3.3 55.3 6.1 0.1 34.3 32.9 0.4 1.1 4.9 0.0 3.5 1.6
Number of Traders in Each Category Total Traders: 132
. 11 . 21 7 . 38 29 9 7 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 39,447
Positions
19,579 2,943 0 5,796 24,109 0 11,775 9,373 178 531 942 3 1,585 1,899
Changes from: May 1, 2018 Total Change is: -6,061
6,337 2,943 -9,390 13 342 0 -2,379 801 -396 83 132 0 -329 -493
Percent of Open Interest Represented by Each Category of Trader
49.6 7.5 0.0 14.7 61.1 0.0 29.9 23.8 0.5 1.3 2.4 0.0 4.0 4.8
Number of Traders in Each Category Total Traders: 43
. . 0 . 5 0 13 14 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 49,725
Positions
13,091 22,120 9 5,084 5,329 0 26,951 14,993 1,224 0 422 0 3,366 5,628
Changes from: May 1, 2018 Total Change is: 2,120
6,129 -1,609 9 -2,677 224 0 -185 2,977 -42 0 0 0 -1,114 561
Percent of Open Interest Represented by Each Category of Trader
26.3 44.5 0.0 10.2 10.7 0.0 54.2 30.2 2.5 0.0 0.8 0.0 6.8 11.3
Number of Traders in Each Category Total Traders: 82
8 . . 8 6 0 26 29 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 10,480
Positions
0 7,455 0 1,438 206 0 7,356 942 485 0 112 0 1,201 1,280
Changes from: May 1, 2018 Total Change is: -522
0 -220 0 -1,633 -164 0 1,530 -374 -61 -143 112 0 -215 185
Percent of Open Interest Represented by Each Category of Trader
0.0 71.1 0.0 13.7 2.0 0.0 70.2 9.0 4.6 0.0 1.1 0.0 11.5 12.2
Number of Traders in Each Category Total Traders: 20
0 . 0 . . 0 7 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 51,551
Positions
19,553 26,895 1,296 8,865 1,770 367 11,476 10,736 435 1,821 3,462 0 7,738 6,591
Changes from: May 1, 2018 Total Change is: -389
68 -368 45 630 -1,296 53 -376 580 -244 -257 393 0 -307 449
Percent of Open Interest Represented by Each Category of Trader
37.9 52.2 2.5 17.2 3.4 0.7 22.3 20.8 0.8 3.5 6.7 0.0 15.0 12.8
Number of Traders in Each Category Total Traders: 96
16 18 5 13 . 4 25 11 5 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 103,101
Positions
39,106 53,789 2,592 17,730 3,540 733 22,952 21,472 870 3,642 6,923 0 15,476 13,182
Changes from: May 1, 2018 Total Change is: -777
135 -735 90 1,259 -2,591 105 -752 1,159 -487 -514 785 0 -613 897
Percent of Open Interest Represented by Each Category of Trader
37.9 52.2 2.5 17.2 3.4 0.7 22.3 20.8 0.8 3.5 6.7 0.0 15.0 12.8
Number of Traders in Each Category Total Traders: 96
16 18 5 13 . 4 25 11 5 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 21,442
Positions
368 19,019 0 19,551 0 264 0 1,405 0 0 0 0 1,259 754
Changes from: May 1, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
1.7 88.7 0.0 91.2 0.0 1.2 0.0 6.6 0.0 0.0 0.0 0.0 5.9 3.5
Number of Traders in Each Category Total Traders: 21
. 9 0 8 0 . 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 696,497
Positions
45,267 147,818 67,158 248,621 159,868 71,210 73,573 72,049 31,401 30,360 32,367 4,553 124,354 110,072
Changes from: May 1, 2018 Total Change is: 15,673
2,695 -29,082 16,069 -1,911 5,791 2,548 -11,236 6,188 913 -642 2,528 530 6,706 10,189
Percent of Open Interest Represented by Each Category of Trader
6.5 21.2 9.6 35.7 23.0 10.2 10.6 10.3 4.5 4.4 4.6 0.7 17.9 15.8
Number of Traders in Each Category Total Traders: 576
34 38 30 166 96 100 77 106 74 34 25 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 98,616
Positions
55,420 2,600 1,800 7,212 19,881 0 12,306 9,824 136 3,802 187 23 17,917 64,165
Changes from: May 1, 2018 Total Change is: 16,715
15,139 -1,650 -100 153 7,680 0 1,851 1,602 -270 -40 -71 23 -41 9,501
Percent of Open Interest Represented by Each Category of Trader
56.2 2.6 1.8 7.3 20.2 0.0 12.5 10.0 0.1 3.9 0.2 0.0 18.2 65.1
Number of Traders in Each Category Total Traders: 50
15 . . 4 4 0 12 9 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 25,885
Positions
24,367 15,542 0 230 5,656 214 0 1,513 37 0 2,076 0 1,037 847
Changes from: May 1, 2018 Total Change is: -925
-1,099 3,912 0 102 -4,655 0 0 -309 0 0 0 0 72 127
Percent of Open Interest Represented by Each Category of Trader
94.1 60.0 0.0 0.9 21.9 0.8 0.0 5.8 0.1 0.0 8.0 0.0 4.0 3.3
Number of Traders in Each Category Total Traders: 24
7 6 0 . 6 . 0 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 22,928
Positions
1,952 21,303 0 13,040 0 387 2,336 538 0 3,004 0 0 2,209 700
Changes from: May 1, 2018 Total Change is: 2,771
-254 2,476 0 3,198 0 75 -28 0 0 -7 0 0 -213 220
Percent of Open Interest Represented by Each Category of Trader
8.5 92.9 0.0 56.9 0.0 1.7 10.2 2.3 0.0 13.1 0.0 0.0 9.6 3.1
Number of Traders in Each Category Total Traders: 28
. 10 0 9 0 . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,989,404
Positions
176,446 953,299 99,579 1,222,784 715,674 340,312 396,094 400,886 66,565 134,807 162,921 20,633 532,184 229,535
Changes from: May 1, 2018 Total Change is: -5,208
16,335 -58,609 2,292 -10,643 -9,768 13,061 -52,826 35,536 -6,692 -3,593 12,412 3,122 33,736 3,438
Percent of Open Interest Represented by Each Category of Trader
5.9 31.9 3.3 40.9 23.9 11.4 13.2 13.4 2.2 4.5 5.4 0.7 17.8 7.7
Number of Traders in Each Category Total Traders: 571
30 40 25 166 95 100 77 105 68 32 26 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 31,395
Positions
5,516 29,305 0 19,372 0 1,348 1,448 0 0 1,538 218 0 2,173 524
Changes from: May 1, 2018 Total Change is: -29
191 -119 0 -35 0 66 0 0 0 -90 0 0 -161 24
Percent of Open Interest Represented by Each Category of Trader
17.6 93.3 0.0 61.7 0.0 4.3 4.6 0.0 0.0 4.9 0.7 0.0 6.9 1.7
Number of Traders in Each Category Total Traders: 29
5 9 0 10 0 . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 8,072
Positions
4,160 4,822 0 1,841 2,071 0 0 0 0 600 626 0 1,471 553
Changes from: May 1, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
51.5 59.7 0.0 22.8 25.7 0.0 0.0 0.0 0.0 7.4 7.8 0.0 18.2 6.9
Number of Traders in Each Category Total Traders: 20
6 7 0 . . 0 0 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 10,491
Positions
2,844 6,795 0 5,551 1,517 36 352 1,292 41 0 0 0 1,667 810
Changes from: May 1, 2018 Total Change is: -1,058
-589 119 0 650 0 -1,216 0 0 0 0 0 0 97 39
Percent of Open Interest Represented by Each Category of Trader
27.1 64.8 0.0 52.9 14.5 0.3 3.4 12.3 0.4 0.0 0.0 0.0 15.9 7.7
Number of Traders in Each Category Total Traders: 20
. 10 0 4 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 28,959
Positions
23,573 11,885 0 3,391 13,432 487 255 0 0 200 2,552 0 1,053 603
Changes from: May 1, 2018 Total Change is: -50
-118 137 0 25 -166 166 -184 0 0 0 1 0 61 -188
Percent of Open Interest Represented by Each Category of Trader
81.4 41.0 0.0 11.7 46.4 1.7 0.9 0.0 0.0 0.7 8.8 0.0 3.6 2.1
Number of Traders in Each Category Total Traders: 22
9 4 0 . . . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 76,662
Positions
7,167 27,185 703 36,918 35,722 6,511 14,575 1,457 184 201 733 0 10,403 4,167
Changes from: May 1, 2018 Total Change is: 764
-102 -227 41 -286 617 757 1,013 219 -752 201 0 0 -108 109
Percent of Open Interest Represented by Each Category of Trader
9.3 35.5 0.9 48.2 46.6 8.5 19.0 1.9 0.2 0.3 1.0 0.0 13.6 5.4
Number of Traders in Each Category Total Traders: 76
4 7 . 28 17 12 14 . 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 47,008
Positions
16,504 9,142 2,504 9,363 11,328 960 9,140 13,483 904 1,583 1,872 4 6,046 6,812
Changes from: May 1, 2018 Total Change is: -841
-329 2,299 -439 366 -479 -61 -52 -481 143 -296 -1,967 -25 -148 169
Percent of Open Interest Represented by Each Category of Trader
35.1 19.4 5.3 19.9 24.1 2.0 19.4 28.7 1.9 3.4 4.0 0.0 12.9 14.5
Number of Traders in Each Category Total Traders: 258
24 20 12 47 39 20 37 60 20 11 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 235,042
Positions
82,520 45,709 12,518 46,816 56,642 4,798 45,701 67,414 4,521 7,917 9,358 20 30,231 34,062
Changes from: May 1, 2018 Total Change is: -4,206
-1,645 11,496 -2,194 1,832 -2,397 -306 -260 -2,407 714 -1,480 -9,833 -126 -741 847
Percent of Open Interest Represented by Each Category of Trader
35.1 19.4 5.3 19.9 24.1 2.0 19.4 28.7 1.9 3.4 4.0 0.0 12.9 14.5
Number of Traders in Each Category Total Traders: 258
24 20 12 47 39 20 37 60 20 11 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 512,906
Positions
44,875 148,742 2,310 237,704 190,394 40,561 139,993 101,755 11,226 15,670 2,380 5 20,562 15,533
Changes from: May 1, 2018 Total Change is: 5,485
-3,238 10,974 370 4,970 -4,713 1,566 2,654 -1,589 -1,348 -1,117 47 0 1,628 178
Percent of Open Interest Represented by Each Category of Trader
8.7 29.0 0.5 46.3 37.1 7.9 27.3 19.8 2.2 3.1 0.5 0.0 4.0 3.0
Number of Traders in Each Category Total Traders: 297
20 23 5 81 49 35 48 58 22 11 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50)
CFTC Code #23977A Open Interest is 10,414
Positions
3,738 3,897 472 240 751 0 1,706 1,305 0 745 260 30 3,483 3,699
Changes from: May 1, 2018 Total Change is: 436
711 1,050 -596 0 222 0 899 -253 0 0 0 0 -578 13
Percent of Open Interest Represented by Each Category of Trader
35.9 37.4 4.5 2.3 7.2 0.0 16.4 12.5 0.0 7.2 2.5 0.3 33.4 35.5
Number of Traders in Each Category Total Traders: 27
9 5 . . . 0 5 . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 45,206
Positions
2,031 34,444 318 21,545 3,654 472 12,081 1,458 1,094 1,437 0 0 6,228 3,766
Changes from: May 1, 2018 Total Change is: 993
363 -68 46 923 0 -19 -283 312 173 -374 -212 0 164 761
Percent of Open Interest Represented by Each Category of Trader
4.5 76.2 0.7 47.7 8.1 1.0 26.7 3.2 2.4 3.2 0.0 0.0 13.8 8.3
Number of Traders in Each Category Total Traders: 43
. 4 . 17 . . 9 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 66,930
Positions
28,329 15,014 890 19,464 8,968 1,394 6,527 18,110 306 0 2,304 0 10,020 19,944
Changes from: May 1, 2018 Total Change is: 602
1,479 1,336 27 1,081 -1,538 53 -2,491 -156 -329 -233 -337 0 1,015 1,546
Percent of Open Interest Represented by Each Category of Trader
42.3 22.4 1.3 29.1 13.4 2.1 9.8 27.1 0.5 0.0 3.4 0.0 15.0 29.8
Number of Traders in Each Category Total Traders: 68
11 7 . 13 4 5 12 18 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 294,880
Positions
26,361 191,126 3,679 196,278 68,849 18,427 35,496 5,692 1,337 1,829 1,296 0 11,473 4,474
Changes from: May 1, 2018 Total Change is: -615
205 -49 60 1,789 535 -220 -3,769 3 22 0 1 0 1,298 -967
Percent of Open Interest Represented by Each Category of Trader
8.9 64.8 1.2 66.6 23.3 6.2 12.0 1.9 0.5 0.6 0.4 0.0 3.9 1.5
Number of Traders in Each Category Total Traders: 151
8 13 4 59 28 20 30 8 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,073,561
Positions
56,516 749,612 3,909 699,309 148,889 92,878 126,596 34,237 9,105 46,392 18,207 1,132 37,724 15,592
Changes from: May 1, 2018 Total Change is: -4,134
17,818 -40,596 -69 -38,521 22,656 15,071 1,946 -2,567 794 -941 -809 210 -442 1,176
Percent of Open Interest Represented by Each Category of Trader
5.3 69.8 0.4 65.1 13.9 8.7 11.8 3.2 0.8 4.3 1.7 0.1 3.5 1.5
Number of Traders in Each Category Total Traders: 385
22 22 7 148 52 63 64 32 17 38 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 108,608
Positions
27,005 39,637 67,689 10,747 0 250 2,150 731 178 540 30 0 49 93
Changes from: May 1, 2018 Total Change is: 880
-839 211 669 60 0 0 970 0 0 20 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
24.9 36.5 62.3 9.9 0.0 0.2 2.0 0.7 0.2 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 33
. 13 8 7 0 . 4 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 858,177
Positions
21,908 40,986 13,856 336,793 264,580 178,106 113,538 129,037 22,910 31,038 12,389 996 139,032 195,317
Changes from: May 1, 2018 Total Change is: 19,371
-411 3,196 -557 -9,910 15,088 5,217 14,904 -3,207 5,741 753 1,502 -70 3,704 -7,539
Percent of Open Interest Represented by Each Category of Trader
2.6 4.8 1.6 39.2 30.8 20.8 13.2 15.0 2.7 3.6 1.4 0.1 16.2 22.8
Number of Traders in Each Category Total Traders: 181
12 13 5 44 36 46 32 26 26 11 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,011,799
Positions
15,897 171,263 4,654 537,168 95,436 153,416 67,657 428,577 42,203 59,485 2,681 553 130,766 113,016
Changes from: May 1, 2018 Total Change is: 27,135
769 -1,465 4,272 -9,962 -5,551 8,483 -1,101 3,621 16,379 2,802 793 -1,198 6,691 1,801
Percent of Open Interest Represented by Each Category of Trader
1.6 16.9 0.5 53.1 9.4 15.2 6.7 42.4 4.2 5.9 0.3 0.1 12.9 11.2
Number of Traders in Each Category Total Traders: 124
. 16 8 48 13 35 15 22 23 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,087,424
Positions
44,636 147,652 37,527 772,461 518,520 249,854 449,615 534,185 154,642 224,526 242,048 20,837 133,326 182,159
Changes from: May 1, 2018 Total Change is: 89,676
8,726 -7,625 10,400 26,406 130 6,014 2,390 47,996 32,925 4,059 -4,623 1,239 -2,483 3,220
Percent of Open Interest Represented by Each Category of Trader
2.1 7.1 1.8 37.0 24.8 12.0 21.5 25.6 7.4 10.8 11.6 1.0 6.4 8.7
Number of Traders in Each Category Total Traders: 338
14 32 10 77 49 59 53 64 43 23 26 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,752,640
Positions
126,284 215,473 73,859 1,705,860 875,717 451,712 484,324 1,122,122 133,415 401,978 273,911 27,669 347,539 578,762
Changes from: May 1, 2018 Total Change is: 61,036
9,124 32,591 -18,264 14,702 -9,127 2,539 48,394 37,935 11,055 6,807 135 2,541 -15,862 1,631
Percent of Open Interest Represented by Each Category of Trader
3.4 5.7 2.0 45.5 23.3 12.0 12.9 29.9 3.6 10.7 7.3 0.7 9.3 15.4
Number of Traders in Each Category Total Traders: 439
28 39 21 82 96 92 47 100 51 19 28 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 538,736
Positions
25,238 26,835 7,614 169,134 167,850 57,856 126,370 53,320 6,217 40,213 49,876 0 106,094 169,168
Changes from: May 1, 2018 Total Change is: 6,879
-1,591 1,302 -475 20,827 1,305 3,995 -14,693 -1,987 -2,216 131 9,701 0 901 -4,746
Percent of Open Interest Represented by Each Category of Trader
4.7 5.0 1.4 31.4 31.2 10.7 23.5 9.9 1.2 7.5 9.3 0.0 19.7 31.4
Number of Traders in Each Category Total Traders: 98
5 7 . 21 31 30 13 9 7 4 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,691,999
Positions
95,723 314,889 47,716 1,993,758 781,714 541,323 340,780 1,151,076 156,103 231,960 266,265 7,283 277,353 425,630
Changes from: May 1, 2018 Total Change is: 6,334
7,699 3,817 -6,355 -29,994 -31,761 25,087 -334 21,684 1,471 -10,884 8,867 -2,898 22,542 -13,578
Percent of Open Interest Represented by Each Category of Trader
2.6 8.5 1.3 54.0 21.2 14.7 9.2 31.2 4.2 6.3 7.2 0.2 7.5 11.5
Number of Traders in Each Category Total Traders: 349
14 31 13 84 59 77 40 75 45 24 22 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 2,158,958
Positions
580,263 398,138 584,044 19,625 29,823 129,638 73,181 270,608 462,877 179,950 129,961 99,154 30,226 54,715
Changes from: May 1, 2018 Total Change is: -13,558
-13,908 -45,883 33,083 19,625 2,454 -13,437 -13,134 58,318 396 9,614 -8,843 -35,068 -729 -4,578
Percent of Open Interest Represented by Each Category of Trader
26.9 18.4 27.1 0.9 1.4 6.0 3.4 12.5 21.4 8.3 6.0 4.6 1.4 2.5
Number of Traders in Each Category Total Traders: 161
26 31 46 . 7 7 25 38 47 9 15 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is16,549,876
Positions
7,857,711 1,060,406 2,133,467 313,292 2,467,185 1,781,308 570,711 4,135,079 2,391,771 189,290 497,865 666,937 645,389 1,415,858
Changes from: May 1, 2018 Total Change is: -90,851
-127,874 99,863 -8,004 24,041 -150,865 -26,256 -23,491 -254,977 210,059 -54,196 115,977 -67,818 -17,312 -8,830
Percent of Open Interest Represented by Each Category of Trader
47.5 6.4 12.9 1.9 14.9 10.8 3.4 25.0 14.5 1.1 3.0 4.0 3.9 8.6
Number of Traders in Each Category Total Traders: 314
43 43 77 12 33 42 29 101 101 11 19 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 29,386
Positions
18,551 4,476 0 59 8,799 135 1,352 11,589 0 8,955 4,033 264 70 90
Changes from: May 1, 2018 Total Change is: 185
-186 17 0 0 -46 0 -25 218 0 370 0 0 26 -4
Percent of Open Interest Represented by Each Category of Trader
63.1 15.2 0.0 0.2 29.9 0.5 4.6 39.4 0.0 30.5 13.7 0.9 0.2 0.3
Number of Traders in Each Category Total Traders: 45
. 6 0 . 13 . . 11 0 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 18,690
Positions
1,015 3,039 0 290 3,358 685 16,626 9,078 0 40 2,443 0 34 87
Changes from: May 1, 2018 Total Change is: 185
-42 222 0 27 -22 0 182 6 0 0 0 0 18 -21
Percent of Open Interest Represented by Each Category of Trader
5.4 16.3 0.0 1.6 18.0 3.7 89.0 48.6 0.0 0.2 13.1 0.0 0.2 0.5
Number of Traders in Each Category Total Traders: 35
. 5 0 . 9 . 4 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 6,295
Positions
0 0 0 166 0 0 2,211 4,214 340 1,254 1,052 16 2,308 673
Changes from: May 1, 2018 Total Change is: 479
0 0 0 22 0 0 291 249 210 31 133 -54 -21 -59
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 2.6 0.0 0.0 35.1 66.9 5.4 19.9 16.7 0.3 36.7 10.7
Number of Traders in Each Category Total Traders: 58
0 0 0 . 0 0 15 12 5 22 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 2,485
Positions
0 0 0 0 0 0 1,284 1,707 20 391 368 0 790 390
Changes from: May 1, 2018 Total Change is: 494
0 0 0 0 0 0 86 359 -7 214 85 0 201 57
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 51.7 68.7 0.8 15.7 14.8 0.0 31.8 15.7
Number of Traders in Each Category Total Traders: 27
0 0 0 0 0 0 7 10 . 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 37,324
Positions
180 4,673 0 10,205 730 722 11,056 26,990 1,206 7,352 934 52 6,551 2,017
Changes from: May 1, 2018 Total Change is: 1,884
73 686 0 1,146 -734 154 662 1,842 23 -22 -143 21 -173 35
Percent of Open Interest Represented by Each Category of Trader
0.5 12.5 0.0 27.3 2.0 1.9 29.6 72.3 3.2 19.7 2.5 0.1 17.6 5.4
Number of Traders in Each Category Total Traders: 142
. . 0 14 5 . 39 31 8 43 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 392,086
Positions
32,258 49,329 50,358 84,274 42,219 19,721 67,523 100,395 72,358 19,109 7,120 19,021 27,464 31,565
Changes from: May 1, 2018 Total Change is: 20,052
-6,145 -22,851 14,763 4,019 10,828 1,151 -3,336 10,441 690 4,470 172 2,426 2,014 2,432
Percent of Open Interest Represented by Each Category of Trader
8.2 12.6 12.8 21.5 10.8 5.0 17.2 25.6 18.5 4.9 1.8 4.9 7.0 8.1
Number of Traders in Each Category Total Traders: 214
17 6 16 22 32 17 60 45 64 11 10 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 80,427
Positions
826 0 0 47,265 1,668 166 25,707 78,392 85 6,157 116 0 221 0
Changes from: May 1, 2018 Total Change is: 12,119
10 0 0 598 -1 10 11,655 12,113 0 -133 -3 0 -21 0
Percent of Open Interest Represented by Each Category of Trader
1.0 0.0 0.0 58.8 2.1 0.2 32.0 97.5 0.1 7.7 0.1 0.0 0.3 0.0
Number of Traders in Each Category Total Traders: 46
. 0 0 12 . . 10 7 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 11, 2018