Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 136,118
Positions
27,094 13,944 9,246 29,959 21,753 3,885 12,361 44,564 11,976 9,040 1,019 864 31,693 28,867
Changes from: May 15, 2018 Total Change is: 7,410
-3,264 3,334 7,576 -1,737 -3,850 579 -2,053 -698 4,328 -737 16 91 2,627 -3,966
Percent of Open Interest Represented by Each Category of Trader
19.9 10.2 6.8 22.0 16.0 2.9 9.1 32.7 8.8 6.6 0.7 0.6 23.3 21.2
Number of Traders in Each Category Total Traders: 93
10 . 7 11 12 4 16 29 16 9 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 104,258
Positions
71,555 1,785 339 1,774 20,796 196 23,097 50,003 654 480 1,625 0 6,163 28,860
Changes from: May 15, 2018 Total Change is: 567
1,125 425 311 -25 660 0 -806 418 185 0 0 0 -223 -1,432
Percent of Open Interest Represented by Each Category of Trader
68.6 1.7 0.3 1.7 19.9 0.2 22.2 48.0 0.6 0.5 1.6 0.0 5.9 27.7
Number of Traders in Each Category Total Traders: 66
9 . . . 12 . 10 27 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 186,517
Positions
52,131 41,340 2,226 41,133 64,409 4,137 43,710 22,871 11,067 0 11,281 124 31,989 29,062
Changes from: May 15, 2018 Total Change is: -4,131
1,844 432 434 -52 4,356 -29 -7,747 -8,748 479 -775 734 0 1,715 -1,789
Percent of Open Interest Represented by Each Category of Trader
27.9 22.2 1.2 22.1 34.5 2.2 23.4 12.3 5.9 0.0 6.0 0.1 17.2 15.6
Number of Traders in Each Category Total Traders: 119
6 9 5 14 25 11 35 21 21 0 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 175,316
Positions
46,439 31,211 3,770 32,135 38,079 5,535 58,092 51,870 2,261 2,393 1,565 3 24,688 41,022
Changes from: May 15, 2018 Total Change is: 11,905
17,179 -13,778 -640 267 15,464 -76 -2,063 4,561 -1,523 43 0 0 -1,282 7,897
Percent of Open Interest Represented by Each Category of Trader
26.5 17.8 2.2 18.3 21.7 3.2 33.1 29.6 1.3 1.4 0.9 0.0 14.1 23.4
Number of Traders in Each Category Total Traders: 120
7 10 9 17 22 11 29 28 18 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 520,648
Positions
65,106 236,880 6,010 257,878 97,370 28,722 60,848 71,536 11,196 18,261 10,285 1,069 71,558 57,580
Changes from: May 15, 2018 Total Change is: 15,534
8,765 -3,782 2,096 -96 4,722 -657 3,131 9,735 2,163 1,448 2,722 -720 -596 -745
Percent of Open Interest Represented by Each Category of Trader
12.5 45.5 1.2 49.5 18.7 5.5 11.7 13.7 2.2 3.5 2.0 0.2 13.7 11.1
Number of Traders in Each Category Total Traders: 274
19 10 13 87 36 44 38 50 26 21 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 35,309
Positions
0 24,529 0 17,940 3,811 1,965 1,738 419 0 0 771 5 13,661 3,809
Changes from: May 15, 2018 Total Change is: 202
-433 7 0 -110 373 166 613 -653 -1 0 0 0 -33 310
Percent of Open Interest Represented by Each Category of Trader
0.0 69.5 0.0 50.8 10.8 5.6 4.9 1.2 0.0 0.0 2.2 0.0 38.7 10.8
Number of Traders in Each Category Total Traders: 29
0 . 0 15 6 9 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 150,320
Positions
83,781 13,348 541 2,782 36,688 1,581 37,203 54,068 2,560 3,685 1,547 47 18,140 39,940
Changes from: May 15, 2018 Total Change is: -23,195
-1,455 54 -528 -438 -15,570 -459 -22,931 -6,163 127 3,191 -564 22 -724 -114
Percent of Open Interest Represented by Each Category of Trader
55.7 8.9 0.4 1.9 24.4 1.1 24.7 36.0 1.7 2.5 1.0 0.0 12.1 26.6
Number of Traders in Each Category Total Traders: 87
9 5 . 5 12 . 22 28 18 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 26,493
Positions
2,605 22,285 6 12,003 198 0 8,842 1,285 12 443 395 0 2,582 2,312
Changes from: May 15, 2018 Total Change is: -498
-371 0 0 2,626 41 0 -3,276 -663 5 218 0 0 300 119
Percent of Open Interest Represented by Each Category of Trader
9.8 84.1 0.0 45.3 0.7 0.0 33.4 4.9 0.0 1.7 1.5 0.0 9.7 8.7
Number of Traders in Each Category Total Traders: 26
. 4 . . . 0 9 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 184,285
Positions
9,981 79,689 6,491 97,801 22,425 17 58,401 56,562 4,408 2,027 9,383 0 5,159 5,310
Changes from: May 15, 2018 Total Change is: 931
4,527 -12,467 -185 -4,060 9,047 -139 -1,671 845 2,831 50 390 -60 -362 669
Percent of Open Interest Represented by Each Category of Trader
5.4 43.2 3.5 53.1 12.2 0.0 31.7 30.7 2.4 1.1 5.1 0.0 2.8 2.9
Number of Traders in Each Category Total Traders: 135
5 9 . 13 10 . 32 43 12 6 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 42,228
Positions
19,579 2,943 3 5,485 26,549 0 14,326 9,163 266 858 942 3 1,708 2,359
Changes from: May 15, 2018 Total Change is: 2,339
0 0 3 -45 2,559 0 2,184 -377 -24 164 -64 0 57 242
Percent of Open Interest Represented by Each Category of Trader
46.4 7.0 0.0 13.0 62.9 0.0 33.9 21.7 0.6 2.0 2.2 0.0 4.0 5.6
Number of Traders in Each Category Total Traders: 40
. . . . 5 0 12 11 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 60,456
Positions
30,067 20,078 68 3,955 9,144 0 22,057 23,054 1,546 0 749 0 2,763 5,817
Changes from: May 15, 2018 Total Change is: 582
5,397 -1,134 43 2,232 660 0 -6,128 1,316 135 -220 2 0 -877 -440
Percent of Open Interest Represented by Each Category of Trader
49.7 33.2 0.1 6.5 15.1 0.0 36.5 38.1 2.6 0.0 1.2 0.0 4.6 9.6
Number of Traders in Each Category Total Traders: 86
10 . . 7 12 0 19 32 11 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 13,294
Positions
0 7,343 0 2,752 2,398 0 9,039 1,550 344 0 336 0 1,159 1,323
Changes from: May 15, 2018 Total Change is: 1,101
0 -96 0 -563 1,385 0 1,849 -203 -107 0 116 0 -78 6
Percent of Open Interest Represented by Each Category of Trader
0.0 55.2 0.0 20.7 18.0 0.0 68.0 11.7 2.6 0.0 2.5 0.0 8.7 10.0
Number of Traders in Each Category Total Traders: 27
0 . 0 . 4 0 8 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 51,450
Positions
18,227 31,082 1,470 8,755 2,269 305 10,784 7,898 993 1,756 732 0 9,164 6,703
Changes from: May 15, 2018 Total Change is: 339
65 3,489 73 -126 158 -3 123 -669 -279 28 -2,270 0 459 -161
Percent of Open Interest Represented by Each Category of Trader
35.4 60.4 2.9 17.0 4.4 0.6 21.0 15.4 1.9 3.4 1.4 0.0 17.8 13.0
Number of Traders in Each Category Total Traders: 97
13 20 6 11 . . 27 13 7 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 102,900
Positions
36,453 62,164 2,939 17,509 4,538 609 21,567 15,796 1,985 3,511 1,464 0 18,327 13,405
Changes from: May 15, 2018 Total Change is: 678
129 6,977 146 -252 316 -5 246 -1,337 -558 55 -4,539 0 917 -322
Percent of Open Interest Represented by Each Category of Trader
35.4 60.4 2.9 17.0 4.4 0.6 21.0 15.4 1.9 3.4 1.4 0.0 17.8 13.0
Number of Traders in Each Category Total Traders: 97
13 20 6 11 . . 27 13 7 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 23,012
Positions
368 20,456 0 21,194 0 104 0 1,702 0 0 0 0 1,346 750
Changes from: May 15, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
1.6 88.9 0.0 92.1 0.0 0.5 0.0 7.4 0.0 0.0 0.0 0.0 5.8 3.3
Number of Traders in Each Category Total Traders: 20
. 9 0 8 0 . 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 731,490
Positions
46,994 130,259 78,301 257,946 183,254 69,565 73,707 76,146 38,077 28,201 35,040 5,003 133,697 115,845
Changes from: May 15, 2018 Total Change is: 20,495
3,214 -11,060 9,614 6,697 19,405 -2,574 -190 2,050 728 -2,239 771 -287 5,531 1,847
Percent of Open Interest Represented by Each Category of Trader
6.4 17.8 10.7 35.3 25.1 9.5 10.1 10.4 5.2 3.9 4.8 0.7 18.3 15.8
Number of Traders in Each Category Total Traders: 571
39 39 32 167 86 93 74 104 75 35 26 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 105,810
Positions
59,462 1,600 2,100 8,179 19,881 10 12,954 11,111 418 3,735 355 23 18,929 70,312
Changes from: May 15, 2018 Total Change is: 5,939
3,885 -135 299 969 0 10 13 1,890 314 -98 -24 0 547 3,585
Percent of Open Interest Represented by Each Category of Trader
56.2 1.5 2.0 7.7 18.8 0.0 12.2 10.5 0.4 3.5 0.3 0.0 17.9 66.5
Number of Traders in Each Category Total Traders: 47
15 . . 5 4 . 7 11 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 25,435
Positions
24,154 19,264 0 262 1,885 214 0 1,364 38 0 2,076 0 767 594
Changes from: May 15, 2018 Total Change is: -13
-2 2,604 0 16 -2,548 0 0 -1 1 0 0 0 -28 -69
Percent of Open Interest Represented by Each Category of Trader
95.0 75.7 0.0 1.0 7.4 0.8 0.0 5.4 0.1 0.0 8.2 0.0 3.0 2.3
Number of Traders in Each Category Total Traders: 23
8 6 0 . 4 . 0 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 28,293
Positions
2,535 26,413 0 11,714 0 436 8,472 538 0 3,000 0 0 2,136 906
Changes from: May 15, 2018 Total Change is: -792
560 -1,070 0 -1,439 0 93 0 0 0 -2 0 0 -4 185
Percent of Open Interest Represented by Each Category of Trader
9.0 93.4 0.0 41.4 0.0 1.5 29.9 1.9 0.0 10.6 0.0 0.0 7.5 3.2
Number of Traders in Each Category Total Traders: 30
. 9 0 9 0 . 6 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,128,400
Positions
190,587 896,223 128,078 1,264,657 832,685 331,953 406,479 427,893 85,578 124,106 175,202 23,124 573,838 227,664
Changes from: May 15, 2018 Total Change is: 72,778
19,096 -32,176 24,125 29,049 97,435 -13,328 4,998 6,813 -3,942 -11,967 2,710 -171 24,918 -8,688
Percent of Open Interest Represented by Each Category of Trader
6.1 28.6 4.1 40.4 26.6 10.6 13.0 13.7 2.7 4.0 5.6 0.7 18.3 7.3
Number of Traders in Each Category Total Traders: 566
35 42 28 168 84 93 73 104 71 33 26 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 32,274
Positions
5,528 30,065 0 19,908 0 1,385 1,448 0 0 1,538 218 0 2,467 606
Changes from: May 15, 2018 Total Change is: 639
-126 720 -72 549 0 62 0 0 0 0 0 0 226 -71
Percent of Open Interest Represented by Each Category of Trader
17.1 93.2 0.0 61.7 0.0 4.3 4.5 0.0 0.0 4.8 0.7 0.0 7.6 1.9
Number of Traders in Each Category Total Traders: 28
4 9 0 10 0 . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 8,483
Positions
4,028 5,210 0 2,313 2,071 0 0 0 0 600 626 0 1,542 576
Changes from: May 15, 2018 Total Change is: 435
-214 519 0 462 0 0 0 0 0 0 0 0 187 -84
Percent of Open Interest Represented by Each Category of Trader
47.5 61.4 0.0 27.3 24.4 0.0 0.0 0.0 0.0 7.1 7.4 0.0 18.2 6.8
Number of Traders in Each Category Total Traders: 21
7 7 0 . . 0 0 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 10,990
Positions
1,827 7,257 7 7,021 1,517 36 352 1,294 39 0 0 0 1,708 840
Changes from: May 15, 2018 Total Change is: 192
55 0 -42 118 0 0 0 2 -2 0 0 0 63 234
Percent of Open Interest Represented by Each Category of Trader
16.6 66.0 0.1 63.9 13.8 0.3 3.2 11.8 0.4 0.0 0.0 0.0 15.5 7.6
Number of Traders in Each Category Total Traders: 23
4 10 . 6 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 27,802
Positions
22,240 11,579 0 3,558 12,454 487 255 0 0 200 2,552 0 1,062 730
Changes from: May 15, 2018 Total Change is: 505
384 -530 0 149 866 0 0 0 0 0 0 0 -28 169
Percent of Open Interest Represented by Each Category of Trader
80.0 41.6 0.0 12.8 44.8 1.8 0.9 0.0 0.0 0.7 9.2 0.0 3.8 2.6
Number of Traders in Each Category Total Traders: 24
9 4 0 . 5 . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 79,667
Positions
6,811 31,017 584 40,064 36,096 4,292 16,762 2,717 334 201 733 0 10,619 3,894
Changes from: May 15, 2018 Total Change is: 2,529
6 2,986 -65 2,943 1,324 -1,855 1,544 198 139 0 0 0 -183 -198
Percent of Open Interest Represented by Each Category of Trader
8.5 38.9 0.7 50.3 45.3 5.4 21.0 3.4 0.4 0.3 0.9 0.0 13.3 4.9
Number of Traders in Each Category Total Traders: 83
. 9 . 31 18 12 15 4 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 49,018
Positions
17,710 7,672 2,584 10,004 12,416 611 8,701 16,777 1,070 1,692 1,526 4 6,642 6,357
Changes from: May 15, 2018 Total Change is: -642
385 182 104 -302 265 -8 -1,564 1,560 450 373 -445 0 -81 -2,749
Percent of Open Interest Represented by Each Category of Trader
36.1 15.7 5.3 20.4 25.3 1.2 17.8 34.2 2.2 3.5 3.1 0.0 13.6 13.0
Number of Traders in Each Category Total Traders: 263
25 19 10 48 39 19 38 65 20 12 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 245,088
Positions
88,552 38,360 12,919 50,019 62,080 3,054 43,506 83,887 5,350 8,458 7,632 20 33,210 31,786
Changes from: May 15, 2018 Total Change is: -3,210
1,927 908 519 -1,510 1,323 -42 -7,818 7,801 2,251 1,866 -2,227 0 -403 -13,743
Percent of Open Interest Represented by Each Category of Trader
36.1 15.7 5.3 20.4 25.3 1.2 17.8 34.2 2.2 3.5 3.1 0.0 13.6 13.0
Number of Traders in Each Category Total Traders: 263
25 19 10 48 39 19 38 65 20 12 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 534,853
Positions
43,747 166,543 2,754 234,755 184,091 37,812 168,269 112,728 9,273 15,911 5,681 4 22,328 15,967
Changes from: May 15, 2018 Total Change is: 20,843
-3,332 12,505 -406 6,643 -682 232 15,045 5,765 1,273 11 1,869 0 1,377 287
Percent of Open Interest Represented by Each Category of Trader
8.2 31.1 0.5 43.9 34.4 7.1 31.5 21.1 1.7 3.0 1.1 0.0 4.2 3.0
Number of Traders in Each Category Total Traders: 310
18 25 6 81 48 33 59 61 22 11 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50)
CFTC Code #23977A Open Interest is 10,714
Positions
3,143 3,692 240 235 1,094 0 2,230 1,191 0 905 260 30 3,931 4,207
Changes from: May 15, 2018 Total Change is: 122
-91 -517 22 0 387 0 80 111 0 0 0 0 111 119
Percent of Open Interest Represented by Each Category of Trader
29.3 34.5 2.2 2.2 10.2 0.0 20.8 11.1 0.0 8.4 2.4 0.3 36.7 39.3
Number of Traders in Each Category Total Traders: 25
8 . . . . 0 5 . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 45,560
Positions
2,192 34,486 288 21,794 3,708 422 11,510 2,088 1,132 1,732 0 0 6,490 3,436
Changes from: May 15, 2018 Total Change is: 901
48 0 -21 -1 50 -53 797 1,008 10 -51 0 0 172 -93
Percent of Open Interest Represented by Each Category of Trader
4.8 75.7 0.6 47.8 8.1 0.9 25.3 4.6 2.5 3.8 0.0 0.0 14.2 7.5
Number of Traders in Each Category Total Traders: 45
. 4 . 17 . . 9 5 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 65,630
Positions
25,513 17,011 753 20,525 5,710 1,486 7,093 15,170 103 0 2,077 0 10,157 23,320
Changes from: May 15, 2018 Total Change is: 3,635
320 -126 -147 -205 -1,648 90 2,726 1,569 -84 0 -28 0 935 4,009
Percent of Open Interest Represented by Each Category of Trader
38.9 25.9 1.1 31.3 8.7 2.3 10.8 23.1 0.2 0.0 3.2 0.0 15.5 35.5
Number of Traders in Each Category Total Traders: 65
12 8 . 15 4 6 11 13 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 311,843
Positions
32,651 195,834 3,625 202,870 77,425 20,380 37,621 7,765 1,537 2,566 1,296 0 10,593 3,981
Changes from: May 15, 2018 Total Change is: -7
1,333 832 -150 -3,206 5,328 598 792 -6,457 435 540 0 0 -349 -593
Percent of Open Interest Represented by Each Category of Trader
10.5 62.8 1.2 65.1 24.8 6.5 12.1 2.5 0.5 0.8 0.4 0.0 3.4 1.3
Number of Traders in Each Category Total Traders: 166
8 14 4 63 31 25 31 11 7 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,042,883
Positions
58,107 709,544 3,972 669,685 149,791 90,933 129,871 29,111 8,964 41,855 31,432 366 39,130 18,770
Changes from: May 15, 2018 Total Change is: -2,790
14,406 -23,178 320 -33,194 9,125 2,026 14,039 -6,251 -657 32 15,755 64 174 6
Percent of Open Interest Represented by Each Category of Trader
5.6 68.0 0.4 64.2 14.4 8.7 12.5 2.8 0.9 4.0 3.0 0.0 3.8 1.8
Number of Traders in Each Category Total Traders: 400
24 24 10 154 58 67 68 28 17 35 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 109,040
Positions
26,103 40,067 67,691 10,777 0 250 3,450 731 178 540 30 0 51 93
Changes from: May 15, 2018 Total Change is: 70
-1,680 -370 440 30 0 0 1,280 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
23.9 36.7 62.1 9.9 0.0 0.2 3.2 0.7 0.2 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 33
. 13 8 7 0 . 4 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 908,929
Positions
27,154 54,421 12,038 350,946 256,529 174,502 127,276 130,629 53,486 31,815 24,744 637 131,075 201,943
Changes from: May 15, 2018 Total Change is: 33,688
-2,319 8,836 1,565 11,380 -14,310 -6,902 9,257 4,559 24,434 -1,532 10,627 -44 -2,151 4,923
Percent of Open Interest Represented by Each Category of Trader
3.0 6.0 1.3 38.6 28.2 19.2 14.0 14.4 5.9 3.5 2.7 0.1 14.4 22.2
Number of Traders in Each Category Total Traders: 194
11 15 9 45 39 48 41 23 29 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,050,972
Positions
17,326 165,052 10,030 548,166 73,604 154,391 66,656 462,315 49,015 76,029 4,187 556 128,803 131,822
Changes from: May 15, 2018 Total Change is: 15,476
5,044 -8,076 5,552 2,126 -4,841 512 2,260 6,576 4,168 -3,181 0 0 -1,005 11,585
Percent of Open Interest Represented by Each Category of Trader
1.6 15.7 1.0 52.2 7.0 14.7 6.3 44.0 4.7 7.2 0.4 0.1 12.3 12.5
Number of Traders in Each Category Total Traders: 130
5 15 9 51 10 35 14 26 25 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,273,024
Positions
30,223 200,974 69,350 774,928 509,419 253,594 469,820 496,316 278,746 240,947 258,259 7,874 147,542 198,492
Changes from: May 15, 2018 Total Change is: 42,749
-1,227 29,307 25,276 16,862 -14,761 -17,101 11,544 759 648 4,290 13,417 -10,363 12,820 15,567
Percent of Open Interest Represented by Each Category of Trader
1.3 8.8 3.1 34.1 22.4 11.2 20.7 21.8 12.3 10.6 11.4 0.3 6.5 8.7
Number of Traders in Each Category Total Traders: 344
12 38 10 77 48 56 57 66 47 22 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,074,782
Positions
108,838 315,024 117,423 1,673,845 877,314 508,706 499,889 1,040,156 325,986 441,457 219,949 49,289 349,349 620,935
Changes from: May 15, 2018 Total Change is: 212,256
-1,523 71,419 27,634 -4,426 -36,188 31,140 4,979 -7,302 146,444 16,443 -48,981 21,959 -30,394 6,131
Percent of Open Interest Represented by Each Category of Trader
2.7 7.7 2.9 41.1 21.5 12.5 12.3 25.5 8.0 10.8 5.4 1.2 8.6 15.2
Number of Traders in Each Category Total Traders: 450
27 45 27 79 100 104 51 95 55 25 27 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 558,775
Positions
36,007 29,885 9,114 164,447 189,169 49,707 139,627 52,657 6,922 40,032 32,884 0 112,919 188,437
Changes from: May 15, 2018 Total Change is: 10,807
4,882 7,583 100 -4,042 9,707 -4,852 3,236 -2,291 708 -452 -14,974 0 11,227 14,826
Percent of Open Interest Represented by Each Category of Trader
6.4 5.3 1.6 29.4 33.9 8.9 25.0 9.4 1.2 7.2 5.9 0.0 20.2 33.7
Number of Traders in Each Category Total Traders: 96
4 6 . 16 36 31 14 10 10 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,933,642
Positions
95,015 326,832 57,922 1,949,875 558,504 607,239 336,763 1,300,097 319,005 271,763 301,216 8,851 287,209 453,976
Changes from: May 15, 2018 Total Change is: 88,304
-9,505 -8,984 2,299 18,407 -113,729 31,928 -10,268 103,871 38,269 7,402 17,908 -216 9,988 16,958
Percent of Open Interest Represented by Each Category of Trader
2.4 8.3 1.5 49.6 14.2 15.4 8.6 33.1 8.1 6.9 7.7 0.2 7.3 11.5
Number of Traders in Each Category Total Traders: 363
19 35 19 89 53 75 42 76 51 24 23 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 2,199,234
Positions
565,896 464,030 547,258 19,625 27,270 114,230 90,488 250,813 527,138 208,618 117,027 91,927 34,054 59,541
Changes from: May 15, 2018 Total Change is: -7,482
-2,304 3,981 -18,670 0 -5,043 -1,567 8,178 11,718 -1,123 10,320 2,546 -2,698 382 3,374
Percent of Open Interest Represented by Each Category of Trader
25.7 21.1 24.9 0.9 1.2 5.2 4.1 11.4 24.0 9.5 5.3 4.2 1.5 2.7
Number of Traders in Each Category Total Traders: 161
27 29 44 . 7 7 28 34 50 12 12 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is15,848,771
Positions
7,323,409 1,111,338 2,109,007 231,032 2,230,634 1,744,160 654,029 3,889,410 2,304,319 208,636 466,097 661,814 612,365 1,331,992
Changes from: May 15, 2018 Total Change is: -314,811
-220,608 -12,692 12,738 -43,197 -150,427 -17,801 -17,258 -56,283 -55,348 74,983 19,203 -43,401 -4,919 -10,800
Percent of Open Interest Represented by Each Category of Trader
46.2 7.0 13.3 1.5 14.1 11.0 4.1 24.5 14.5 1.3 2.9 4.2 3.9 8.4
Number of Traders in Each Category Total Traders: 312
44 39 75 11 30 38 42 93 102 11 17 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 29,672
Positions
19,019 4,959 0 60 9,086 136 1,867 11,053 0 8,279 4,062 264 47 112
Changes from: May 15, 2018 Total Change is: 329
595 413 0 1 -107 0 526 -66 0 -816 84 0 23 5
Percent of Open Interest Represented by Each Category of Trader
64.1 16.7 0.0 0.2 30.6 0.5 6.3 37.3 0.0 27.9 13.7 0.9 0.2 0.4
Number of Traders in Each Category Total Traders: 49
. 6 0 . 14 . 5 11 0 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 19,573
Positions
941 3,747 0 290 3,288 685 17,586 9,080 0 0 2,725 0 71 48
Changes from: May 15, 2018 Total Change is: 636
-91 301 0 0 0 0 719 -133 0 -40 492 0 48 -24
Percent of Open Interest Represented by Each Category of Trader
4.8 19.1 0.0 1.5 16.8 3.5 89.8 46.4 0.0 0.0 13.9 0.0 0.4 0.2
Number of Traders in Each Category Total Traders: 36
. 5 0 . 9 . 4 10 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 5,368
Positions
0 0 0 0 27 0 1,755 3,312 215 1,085 1,160 58 2,255 596
Changes from: May 15, 2018 Total Change is: -680
0 0 0 -135 -1 0 81 -696 -87 -258 170 0 -281 -66
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.5 0.0 32.7 61.7 4.0 20.2 21.6 1.1 42.0 11.1
Number of Traders in Each Category Total Traders: 55
0 0 0 0 . 0 11 14 4 18 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 2,684
Positions
0 0 0 0 29 0 1,323 1,872 50 462 327 0 849 406
Changes from: May 15, 2018 Total Change is: 179
0 0 0 0 0 0 -15 215 24 125 -39 0 45 -21
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 1.1 0.0 49.3 69.7 1.9 17.2 12.2 0.0 31.6 15.1
Number of Traders in Each Category Total Traders: 31
0 0 0 0 . 0 8 11 . 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 42,065
Positions
550 4,873 141 12,996 563 530 11,499 30,353 2,066 7,561 1,248 66 6,656 2,225
Changes from: May 15, 2018 Total Change is: 1,826
220 0 38 693 16 -70 -166 577 754 345 263 -7 19 255
Percent of Open Interest Represented by Each Category of Trader
1.3 11.6 0.3 30.9 1.3 1.3 27.3 72.2 4.9 18.0 3.0 0.2 15.8 5.3
Number of Traders in Each Category Total Traders: 142
. . . 16 . . 37 29 10 44 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 406,822
Positions
40,875 35,505 41,049 82,299 63,400 23,456 69,065 102,086 84,411 18,527 6,890 18,546 28,594 31,479
Changes from: May 15, 2018 Total Change is: -20,461
-766 -11,506 -11,282 -12,305 8,730 1,462 7,887 -3,266 -5,809 -3,422 -667 457 3,317 1,420
Percent of Open Interest Represented by Each Category of Trader
10.0 8.7 10.1 20.2 15.6 5.8 17.0 25.1 20.7 4.6 1.7 4.6 7.0 7.7
Number of Traders in Each Category Total Traders: 225
16 8 15 22 32 16 61 54 58 10 12 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 78,801
Positions
826 0 0 41,994 1,792 210 29,442 76,596 85 6,025 118 0 219 0
Changes from: May 15, 2018 Total Change is: 4,915
0 0 0 438 124 44 4,495 4,745 0 -79 2 0 17 0
Percent of Open Interest Represented by Each Category of Trader
1.0 0.0 0.0 53.3 2.3 0.3 37.4 97.2 0.1 7.6 0.1 0.0 0.3 0.0
Number of Traders in Each Category Total Traders: 47
. 0 0 12 . . 12 6 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 25, 2018