Traders in Financial Futures - Futures Only Positions as of May 15, 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 128,708
Positions
30,358 10,610 1,670 31,696 25,603 3,306 14,414 45,262 7,648 9,777 1,003 773 29,066 32,833
Changes from: May 8, 2018 Total Change is: -169
3,560 1,674 -554 -1,575 -2,902 440 -2,402 341 783 -856 -537 62 373 524
Percent of Open Interest Represented by Each Category of Trader
23.6 8.2 1.3 24.6 19.9 2.6 11.2 35.2 5.9 7.6 0.8 0.6 22.6 25.5
Number of Traders in Each Category Total Traders: 92
10 . 6 12 12 4 16 26 13 9 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 103,691
Positions
70,430 1,360 28 1,799 20,136 196 23,903 49,585 469 480 1,625 0 6,386 30,292
Changes from: May 8, 2018 Total Change is: 5,791
6,631 25 12 -843 839 0 -487 3,901 278 0 0 0 200 736
Percent of Open Interest Represented by Each Category of Trader
67.9 1.3 0.0 1.7 19.4 0.2 23.1 47.8 0.5 0.5 1.6 0.0 6.2 29.2
Number of Traders in Each Category Total Traders: 65
9 . . . 12 . 10 27 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 190,648
Positions
50,287 40,908 1,792 41,185 60,053 4,166 51,457 31,619 10,588 775 10,547 124 30,274 30,851
Changes from: May 8, 2018 Total Change is: 1,846
6,235 -2,197 431 -12 3,672 -304 -1,118 49 145 -1,257 355 0 -2,274 -305
Percent of Open Interest Represented by Each Category of Trader
26.4 21.5 0.9 21.6 31.5 2.2 27.0 16.6 5.6 0.4 5.5 0.1 15.9 16.2
Number of Traders in Each Category Total Traders: 122
5 10 5 15 23 9 36 25 22 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 163,411
Positions
29,260 44,989 4,410 31,868 22,615 5,611 60,155 47,309 3,784 2,350 1,565 3 25,970 33,125
Changes from: May 8, 2018 Total Change is: 5,835
-2,890 36 -1,396 -3,547 -508 -274 14,894 5,153 139 96 0 1 -1,188 2,684
Percent of Open Interest Represented by Each Category of Trader
17.9 27.5 2.7 19.5 13.8 3.4 36.8 29.0 2.3 1.4 1.0 0.0 15.9 20.3
Number of Traders in Each Category Total Traders: 122
5 11 8 18 19 12 31 31 21 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 505,114
Positions
56,341 240,662 3,914 257,974 92,648 29,379 57,717 61,801 9,033 16,813 7,563 1,789 72,154 58,325
Changes from: May 8, 2018 Total Change is: -10,018
6,315 -17,616 1,709 -3,046 2,538 -578 -9,952 -977 -312 -1,009 1,528 36 -3,181 3,654
Percent of Open Interest Represented by Each Category of Trader
11.2 47.6 0.8 51.1 18.3 5.8 11.4 12.2 1.8 3.3 1.5 0.4 14.3 11.5
Number of Traders in Each Category Total Traders: 260
19 10 11 86 36 44 37 43 22 16 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 35,107
Positions
433 24,522 0 18,050 3,438 1,799 1,125 1,072 1 0 771 5 13,694 3,499
Changes from: May 8, 2018 Total Change is: 8
-17 -168 0 -281 107 42 0 -109 1 0 0 0 263 135
Percent of Open Interest Represented by Each Category of Trader
1.2 69.8 0.0 51.4 9.8 5.1 3.2 3.1 0.0 0.0 2.2 0.0 39.0 10.0
Number of Traders in Each Category Total Traders: 30
. . 0 15 6 9 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 173,515
Positions
85,236 13,294 1,069 3,220 52,258 2,040 60,134 60,231 2,433 494 2,111 25 18,864 40,054
Changes from: May 8, 2018 Total Change is: 13,291
13,576 -2,193 240 443 2,828 88 4,653 11,170 -970 -1,500 919 0 -3,239 1,209
Percent of Open Interest Represented by Each Category of Trader
49.1 7.7 0.6 1.9 30.1 1.2 34.7 34.7 1.4 0.3 1.2 0.0 10.9 23.1
Number of Traders in Each Category Total Traders: 89
8 6 . 5 15 . 19 31 15 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 26,991
Positions
2,976 22,285 6 9,377 157 0 12,118 1,948 7 225 395 0 2,282 2,193
Changes from: May 8, 2018 Total Change is: -2,326
-425 0 0 4,051 -19 0 -6,485 -2,644 7 0 0 0 526 330
Percent of Open Interest Represented by Each Category of Trader
11.0 82.6 0.0 34.7 0.6 0.0 44.9 7.2 0.0 0.8 1.5 0.0 8.5 8.1
Number of Traders in Each Category Total Traders: 26
. 4 . . . 0 9 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 183,354
Positions
5,454 92,156 6,676 101,861 13,378 156 60,072 55,717 1,577 1,977 8,993 60 5,521 4,641
Changes from: May 8, 2018 Total Change is: -16,402
1,409 -9,086 134 -8,515 1,159 -87 -8,537 -10,002 800 -183 -856 60 -1,483 1,476
Percent of Open Interest Represented by Each Category of Trader
3.0 50.3 3.6 55.6 7.3 0.1 32.8 30.4 0.9 1.1 4.9 0.0 3.0 2.5
Number of Traders in Each Category Total Traders: 128
. 10 . 17 8 . 39 31 10 5 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 39,889
Positions
19,579 2,943 0 5,530 23,990 0 12,142 9,540 290 694 1,006 3 1,651 2,117
Changes from: May 8, 2018 Total Change is: 442
0 0 0 -266 -119 0 367 167 112 163 64 0 66 218
Percent of Open Interest Represented by Each Category of Trader
49.1 7.4 0.0 13.9 60.1 0.0 30.4 23.9 0.7 1.7 2.5 0.0 4.1 5.3
Number of Traders in Each Category Total Traders: 41
. . 0 . 5 0 14 11 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 59,874
Positions
24,670 21,212 25 1,723 8,484 0 28,185 21,738 1,411 220 747 0 3,640 6,257
Changes from: May 8, 2018 Total Change is: 10,149
11,579 -908 16 -3,361 3,155 0 1,234 6,745 187 220 325 0 274 629
Percent of Open Interest Represented by Each Category of Trader
41.2 35.4 0.0 2.9 14.2 0.0 47.1 36.3 2.4 0.4 1.2 0.0 6.1 10.5
Number of Traders in Each Category Total Traders: 91
9 . . 6 11 0 23 35 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 12,193
Positions
0 7,439 0 3,315 1,013 0 7,190 1,753 451 0 220 0 1,237 1,317
Changes from: May 8, 2018 Total Change is: 1,713
0 -16 0 1,877 807 0 -166 811 -34 0 108 0 36 37
Percent of Open Interest Represented by Each Category of Trader
0.0 61.0 0.0 27.2 8.3 0.0 59.0 14.4 3.7 0.0 1.8 0.0 10.1 10.8
Number of Traders in Each Category Total Traders: 26
0 . 0 . . 0 9 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 51,111
Positions
18,162 27,594 1,397 8,881 2,111 307 10,661 8,567 1,272 1,728 3,002 0 8,705 6,864
Changes from: May 8, 2018 Total Change is: -440
-1,391 699 101 16 341 -60 -816 -2,170 837 -93 -460 0 967 273
Percent of Open Interest Represented by Each Category of Trader
35.5 54.0 2.7 17.4 4.1 0.6 20.9 16.8 2.5 3.4 5.9 0.0 17.0 13.4
Number of Traders in Each Category Total Traders: 91
12 19 5 11 . . 25 14 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 102,222
Positions
36,324 55,187 2,793 17,761 4,222 614 21,321 17,133 2,543 3,456 6,003 0 17,410 13,727
Changes from: May 8, 2018 Total Change is: -879
-2,782 1,398 201 31 682 -119 -1,631 -4,339 1,673 -186 -920 0 1,934 545
Percent of Open Interest Represented by Each Category of Trader
35.5 54.0 2.7 17.4 4.1 0.6 20.9 16.8 2.5 3.4 5.9 0.0 17.0 13.4
Number of Traders in Each Category Total Traders: 91
12 19 5 11 . . 25 14 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 710,995
Positions
43,780 141,319 68,687 251,250 163,849 72,138 73,897 74,097 37,348 30,440 34,270 5,290 128,166 113,997
Changes from: May 8, 2018 Total Change is: 14,499
-1,488 -6,499 1,530 2,628 3,981 928 324 2,048 5,947 80 1,902 736 3,812 3,925
Percent of Open Interest Represented by Each Category of Trader
6.2 19.9 9.7 35.3 23.0 10.1 10.4 10.4 5.3 4.3 4.8 0.7 18.0 16.0
Number of Traders in Each Category Total Traders: 588
35 39 32 168 90 96 81 108 77 37 30 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 99,871
Positions
55,577 1,735 1,801 7,210 19,881 0 12,941 9,221 104 3,833 379 23 18,382 66,727
Changes from: May 8, 2018 Total Change is: 1,255
157 -865 1 -2 0 0 635 -603 -32 31 192 0 465 2,562
Percent of Open Interest Represented by Each Category of Trader
55.6 1.7 1.8 7.2 19.9 0.0 13.0 9.2 0.1 3.8 0.4 0.0 18.4 66.8
Number of Traders in Each Category Total Traders: 51
15 . . 4 4 0 10 10 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 25,448
Positions
24,156 16,660 0 246 4,433 214 0 1,365 37 0 2,076 0 795 663
Changes from: May 8, 2018 Total Change is: -437
-211 1,118 0 16 -1,223 0 0 -148 0 0 0 0 -242 -184
Percent of Open Interest Represented by Each Category of Trader
94.9 65.5 0.0 1.0 17.4 0.8 0.0 5.4 0.1 0.0 8.2 0.0 3.1 2.6
Number of Traders in Each Category Total Traders: 24
8 6 0 . 5 . 0 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 29,085
Positions
1,975 27,483 0 13,153 0 343 8,472 538 0 3,002 0 0 2,140 721
Changes from: May 8, 2018 Total Change is: 6,157
23 6,180 0 113 0 -44 6,136 0 0 -2 0 0 -69 21
Percent of Open Interest Represented by Each Category of Trader
6.8 94.5 0.0 45.2 0.0 1.2 29.1 1.8 0.0 10.3 0.0 0.0 7.4 2.5
Number of Traders in Each Category Total Traders: 31
. 10 0 9 0 . 6 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,055,622
Positions
171,491 928,399 103,953 1,235,608 735,250 345,281 401,481 421,080 89,520 136,073 172,492 23,295 548,920 236,352
Changes from: May 8, 2018 Total Change is: 66,218
-4,955 -24,900 4,374 12,824 19,576 4,969 5,387 20,194 22,955 1,266 9,571 2,662 16,736 6,817
Percent of Open Interest Represented by Each Category of Trader
5.6 30.4 3.4 40.4 24.1 11.3 13.1 13.8 2.9 4.5 5.6 0.8 18.0 7.7
Number of Traders in Each Category Total Traders: 582
33 39 28 168 89 96 82 106 73 35 30 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 31,635
Positions
5,654 29,345 72 19,359 0 1,323 1,448 0 0 1,538 218 0 2,241 677
Changes from: May 8, 2018 Total Change is: 240
138 40 72 -13 0 -25 0 0 0 0 0 0 68 153
Percent of Open Interest Represented by Each Category of Trader
17.9 92.8 0.2 61.2 0.0 4.2 4.6 0.0 0.0 4.9 0.7 0.0 7.1 2.1
Number of Traders in Each Category Total Traders: 29
5 9 . 10 0 . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 8,048
Positions
4,242 4,691 0 1,851 2,071 0 0 0 0 600 626 0 1,355 660
Changes from: May 8, 2018 Total Change is: -24
82 -131 0 10 0 0 0 0 0 0 0 0 -116 107
Percent of Open Interest Represented by Each Category of Trader
52.7 58.3 0.0 23.0 25.7 0.0 0.0 0.0 0.0 7.5 7.8 0.0 16.8 8.2
Number of Traders in Each Category Total Traders: 20
7 6 0 . . 0 0 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 10,798
Positions
1,772 7,257 49 6,903 1,517 36 352 1,292 41 0 0 0 1,645 606
Changes from: May 8, 2018 Total Change is: 307
-1,072 462 49 1,352 0 0 0 0 0 0 0 0 -22 -204
Percent of Open Interest Represented by Each Category of Trader
16.4 67.2 0.5 63.9 14.0 0.3 3.3 12.0 0.4 0.0 0.0 0.0 15.2 5.6
Number of Traders in Each Category Total Traders: 23
4 10 . 6 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 27,297
Positions
21,856 12,109 0 3,409 11,588 487 255 0 0 200 2,552 0 1,090 561
Changes from: May 8, 2018 Total Change is: -1,662
-1,717 224 0 18 -1,844 0 0 0 0 0 0 0 37 -42
Percent of Open Interest Represented by Each Category of Trader
80.1 44.4 0.0 12.5 42.5 1.8 0.9 0.0 0.0 0.7 9.3 0.0 4.0 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 15, 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 77,138
Positions
6,805 28,031 649 37,121 34,772 6,147 15,218 2,519 195 201 733 0 10,802 4,092
Changes from: May 8, 2018 Total Change is: 476
-362 846 -54 203 -950 -364 643 1,062 11 0 0 0 399 -75
Percent of Open Interest Represented by Each Category of Trader
8.8 36.3 0.8 48.1 45.1 8.0 19.7 3.3 0.3 0.3 1.0 0.0 14.0 5.3
Number of Traders in Each Category Total Traders: 80
. 9 . 31 17 13 13 4 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 49,660
Positions
17,325 7,490 2,480 10,306 12,151 619 10,265 15,217 620 1,318 1,972 4 6,723 9,106
Changes from: May 8, 2018 Total Change is: 2,651
821 -1,651 -24 943 823 -340 1,125 1,734 -284 -265 100 0 676 2,293
Percent of Open Interest Represented by Each Category of Trader
34.9 15.1 5.0 20.8 24.5 1.2 20.7 30.6 1.2 2.7 4.0 0.0 13.5 18.3
Number of Traders in Each Category Total Traders: 271
24 20 12 50 37 18 38 71 20 11 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 248,298
Positions
86,625 37,452 12,400 51,529 60,757 3,096 51,324 76,086 3,099 6,592 9,859 20 33,613 45,529
Changes from: May 8, 2018 Total Change is: 13,256
4,105 -8,257 -118 4,713 4,115 -1,702 5,623 8,672 -1,422 -1,325 501 0 3,382 11,467
Percent of Open Interest Represented by Each Category of Trader
34.9 15.1 5.0 20.8 24.5 1.2 20.7 30.6 1.2 2.7 4.0 0.0 13.5 18.3
Number of Traders in Each Category Total Traders: 271
24 20 12 50 37 18 38 71 20 11 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 514,010
Positions
47,079 154,038 3,160 228,112 184,773 37,580 153,224 106,963 8,000 15,900 3,812 4 20,951 15,680
Changes from: May 8, 2018 Total Change is: 1,104
2,204 5,296 850 -9,592 -5,621 -2,981 13,231 5,208 -3,226 230 1,432 -1 389 147
Percent of Open Interest Represented by Each Category of Trader
9.2 30.0 0.6 44.4 35.9 7.3 29.8 20.8 1.6 3.1 0.7 0.0 4.1 3.1
Number of Traders in Each Category Total Traders: 304
20 24 6 81 47 33 55 57 19 11 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 10,592
Positions
3,234 4,209 218 235 707 0 2,150 1,080 0 905 260 30 3,820 4,088
Changes from: May 8, 2018 Total Change is: 178
-504 312 -254 -5 -44 0 444 -225 0 160 0 0 337 389
Percent of Open Interest Represented by Each Category of Trader
30.5 39.7 2.1 2.2 6.7 0.0 20.3 10.2 0.0 8.5 2.5 0.3 36.1 38.6
Number of Traders in Each Category Total Traders: 25
8 4 . . . 0 6 . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 44,659
Positions
2,144 34,486 309 21,795 3,658 475 10,713 1,080 1,122 1,783 0 0 6,318 3,529
Changes from: May 8, 2018 Total Change is: -547
113 42 -9 250 4 3 -1,368 -378 28 346 0 0 90 -237
Percent of Open Interest Represented by Each Category of Trader
4.8 77.2 0.7 48.8 8.2 1.1 24.0 2.4 2.5 4.0 0.0 0.0 14.1 7.9
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 15, 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 61,995
Positions
25,193 17,137 900 20,730 7,358 1,396 4,367 13,601 187 0 2,105 0 9,222 19,311
Changes from: May 8, 2018 Total Change is: -4,935
-3,136 2,123 10 1,266 -1,610 2 -2,160 -4,509 -119 0 -199 0 -798 -633
Percent of Open Interest Represented by Each Category of Trader
40.6 27.6 1.5 33.4 11.9 2.3 7.0 21.9 0.3 0.0 3.4 0.0 14.9 31.1
Number of Traders in Each Category Total Traders: 66
12 7 . 16 4 6 9 16 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 311,850
Positions
31,318 195,002 3,775 206,076 72,097 19,782 36,829 14,222 1,102 2,026 1,296 0 10,942 4,574
Changes from: May 8, 2018 Total Change is: 16,970
4,957 3,876 96 9,798 3,248 1,355 1,333 8,530 -235 197 0 0 -531 100
Percent of Open Interest Represented by Each Category of Trader
10.0 62.5 1.2 66.1 23.1 6.3 11.8 4.6 0.4 0.6 0.4 0.0 3.5 1.5
Number of Traders in Each Category Total Traders: 161
8 13 4 63 30 23 29 12 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 1,045,673
Positions
43,701 732,722 3,652 702,879 140,666 88,907 115,832 35,362 9,621 41,823 15,677 302 38,956 18,764
Changes from: May 8, 2018 Total Change is: -27,888
-12,815 -16,890 -257 3,570 -8,223 -3,971 -10,764 1,125 516 -4,569 -2,530 -830 1,232 3,172
Percent of Open Interest Represented by Each Category of Trader
4.2 70.1 0.3 67.2 13.5 8.5 11.1 3.4 0.9 4.0 1.5 0.0 3.7 1.8
Number of Traders in Each Category Total Traders: 390
21 24 7 153 55 64 65 32 14 35 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 108,970
Positions
27,783 40,437 67,251 10,747 0 250 2,170 731 178 540 30 0 51 93
Changes from: May 8, 2018 Total Change is: 362
778 800 -438 0 0 0 20 0 0 0 0 0 2 0
Percent of Open Interest Represented by Each Category of Trader
25.5 37.1 61.7 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 15, 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 875,241
Positions
29,473 45,585 10,473 339,566 270,839 181,404 118,019 126,070 29,052 33,347 14,117 681 133,226 197,020
Changes from: May 8, 2018 Total Change is: 17,064
7,565 4,599 -3,383 2,773 6,259 3,298 4,481 -2,967 6,142 2,309 1,728 -315 -5,806 1,703
Percent of Open Interest Represented by Each Category of Trader
3.4 5.2 1.2 38.8 30.9 20.7 13.5 14.4 3.3 3.8 1.6 0.1 15.2 22.5
Number of Traders in Each Category Total Traders: 189
13 14 9 46 36 46 35 26 25 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 1,035,496
Positions
12,282 173,128 4,478 546,040 78,445 153,879 64,396 455,739 44,847 79,210 4,187 556 129,808 120,237
Changes from: May 8, 2018 Total Change is: 23,697
-3,615 1,865 -176 8,872 -16,991 463 -3,261 27,162 2,644 19,725 1,506 3 -958 7,221
Percent of Open Interest Represented by Each Category of Trader
1.2 16.7 0.4 52.7 7.6 14.9 6.2 44.0 4.3 7.6 0.4 0.1 12.5 11.6
Number of Traders in Each Category Total Traders: 127
. 16 6 51 11 36 14 24 23 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 2,230,275
Positions
31,450 171,667 44,074 758,066 524,180 270,695 458,276 495,557 278,098 236,657 244,842 18,237 134,722 182,925
Changes from: May 8, 2018 Total Change is: 142,851
-13,186 24,015 6,547 -14,395 5,660 20,841 8,661 -38,628 123,456 12,131 2,794 -2,600 1,396 766
Percent of Open Interest Represented by Each Category of Trader
1.4 7.7 2.0 34.0 23.5 12.1 20.5 22.2 12.5 10.6 11.0 0.8 6.0 8.2
Number of Traders in Each Category Total Traders: 345
13 33 12 75 50 61 57 68 44 24 25 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 3,862,526
Positions
110,361 243,605 89,789 1,678,271 913,502 477,566 494,910 1,047,458 179,542 425,014 268,930 27,330 379,743 614,804
Changes from: May 8, 2018 Total Change is: 109,886
-15,923 28,132 15,930 -27,589 37,785 25,854 10,586 -74,664 46,127 23,036 -4,981 -339 32,204 36,042
Percent of Open Interest Represented by Each Category of Trader
2.9 6.3 2.3 43.5 23.7 12.4 12.8 27.1 4.6 11.0 7.0 0.7 9.8 15.9
Number of Traders in Each Category Total Traders: 447
26 42 24 85 98 97 58 90 55 20 28 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 547,968
Positions
31,125 22,302 9,014 168,489 179,462 54,559 136,391 54,948 6,214 40,484 47,858 0 101,692 173,611
Changes from: May 8, 2018 Total Change is: 9,232
5,887 -4,533 1,400 -645 11,612 -3,297 10,021 1,628 -3 271 -2,018 0 -4,402 4,443
Percent of Open Interest Represented by Each Category of Trader
5.7 4.1 1.6 30.7 32.8 10.0 24.9 10.0 1.1 7.4 8.7 0.0 18.6 31.7
Number of Traders in Each Category Total Traders: 100
5 6 4 21 32 31 14 11 8 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 3,845,338
Positions
104,520 335,816 55,623 1,931,468 672,233 575,311 347,031 1,196,226 280,736 264,361 283,308 9,067 277,221 437,018
Changes from: May 8, 2018 Total Change is: 153,339
8,797 20,927 7,907 -62,290 -109,481 33,988 6,251 45,150 124,633 32,401 17,043 1,784 -132 11,388
Percent of Open Interest Represented by Each Category of Trader
2.7 8.7 1.4 50.2 17.5 15.0 9.0 31.1 7.3 6.9 7.4 0.2 7.2 11.4
Number of Traders in Each Category Total Traders: 362
16 37 19 82 61 76 44 74 44 26 22 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 2,206,716
Positions
568,200 460,049 565,928 19,625 32,313 115,797 82,310 239,095 528,261 198,298 114,481 94,625 33,672 56,167
Changes from: May 8, 2018 Total Change is: 47,758
-12,063 61,911 -18,116 0 2,490 -13,841 9,129 -31,513 65,384 18,348 -15,480 -4,529 3,446 1,452
Percent of Open Interest Represented by Each Category of Trader
25.7 20.8 25.6 0.9 1.5 5.2 3.7 10.8 23.9 9.0 5.2 4.3 1.5 2.5
Number of Traders in Each Category Total Traders: 164
28 30 47 . 7 7 27 36 51 13 11 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 is16,163,582
Positions
7,544,017 1,124,030 2,096,269 274,229 2,381,061 1,761,961 671,287 3,945,693 2,359,667 133,653 446,894 705,215 617,284 1,342,792
Changes from: May 8, 2018 Total Change is: -386,294
-313,694 63,624 -37,198 -39,063 -86,124 -19,347 100,576 -189,386 -32,104 -55,637 -50,971 38,278 -28,105 -73,066
Percent of Open Interest Represented by Each Category of Trader
46.7 7.0 13.0 1.7 14.7 10.9 4.2 24.4 14.6 0.8 2.8 4.4 3.8 8.3
Number of Traders in Each Category Total Traders: 319
44 41 77 13 30 41 36 97 107 10 22 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 29,343
Positions
18,424 4,546 0 59 9,193 136 1,341 11,119 0 9,095 3,978 264 24 107
Changes from: May 8, 2018 Total Change is: -43
-127 70 0 0 394 1 -11 -470 0 140 -55 0 -46 17
Percent of Open Interest Represented by Each Category of Trader
62.8 15.5 0.0 0.2 31.3 0.5 4.6 37.9 0.0 31.0 13.6 0.9 0.1 0.4
Number of Traders in Each Category Total Traders: 47
. 6 0 . 13 . . 13 0 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 18,937
Positions
1,032 3,446 0 290 3,288 685 16,867 9,213 0 40 2,233 0 23 72
Changes from: May 8, 2018 Total Change is: 247
17 407 0 0 -70 0 241 135 0 0 -210 0 -11 -15
Percent of Open Interest Represented by Each Category of Trader
5.4 18.2 0.0 1.5 17.4 3.6 89.1 48.7 0.0 0.2 11.8 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 38
. 5 0 . 9 . 5 10 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 6,048
Positions
0 0 0 135 28 0 1,674 4,008 302 1,343 990 58 2,536 662
Changes from: May 8, 2018 Total Change is: -247
0 0 0 -31 28 0 -537 -206 -38 89 -62 42 228 -11
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 2.2 0.5 0.0 27.7 66.3 5.0 22.2 16.4 1.0 41.9 10.9
Number of Traders in Each Category Total Traders: 56
0 0 0 . . 0 9 14 5 19 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 2,505
Positions
0 0 0 0 29 0 1,338 1,657 26 337 366 0 804 427
Changes from: May 8, 2018 Total Change is: 20
0 0 0 0 29 0 54 -50 6 -54 -2 0 14 37
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 1.2 0.0 53.4 66.1 1.0 13.5 14.6 0.0 32.1 17.0
Number of Traders in Each Category Total Traders: 28
0 0 0 0 . 0 7 10 . 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 40,239
Positions
330 4,873 103 12,303 547 600 11,665 29,776 1,312 7,216 985 73 6,637 1,970
Changes from: May 8, 2018 Total Change is: 2,915
150 200 103 2,098 -183 -122 609 2,786 106 -136 51 21 86 -47
Percent of Open Interest Represented by Each Category of Trader
0.8 12.1 0.3 30.6 1.4 1.5 29.0 74.0 3.3 17.9 2.4 0.2 16.5 4.9
Number of Traders in Each Category Total Traders: 140
. . . 15 . . 39 28 13 44 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 427,283
Positions
41,641 47,011 52,331 94,604 54,670 21,994 61,178 105,352 90,220 21,949 7,557 18,089 25,277 30,059
Changes from: May 8, 2018 Total Change is: 35,197
9,383 -2,318 1,973 10,330 12,451 2,273 -6,345 4,957 17,862 2,840 437 -932 -2,187 -1,506
Percent of Open Interest Represented by Each Category of Trader
9.7 11.0 12.2 22.1 12.8 5.1 14.3 24.7 21.1 5.1 1.8 4.2 5.9 7.0
Number of Traders in Each Category Total Traders: 225
17 9 20 24 31 18 59 55 63 12 8 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 15, 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 73,886
Positions
826 0 0 41,556 1,668 166 24,947 71,851 85 6,104 116 0 202 0
Changes from: May 8, 2018 Total Change is: -6,541
0 0 0 -5,709 0 0 -760 -6,541 0 -53 0 0 -19 0
Percent of Open Interest Represented by Each Category of Trader
1.1 0.0 0.0 56.2 2.3 0.2 33.8 97.2 0.1 8.3 0.2 0.0 0.3 0.0
Number of Traders in Each Category Total Traders: 47
. 0 0 12 . . 10 8 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 18, 2018