Traders in Financial Futures - Futures Only Positions as of June 5, 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 158,317
Positions
23,734 11,496 34,605 31,156 23,487 2,848 21,355 45,333 6,291 10,184 1,791 465 27,679 32,001
Changes from: May 29, 2018 Total Change is: 10,822
-1,333 -3,215 13,190 460 -61 -1,241 1,297 1,396 -703 -493 776 3 -358 677
Percent of Open Interest Represented by Each Category of Trader
15.0 7.3 21.9 19.7 14.8 1.8 13.5 28.6 4.0 6.4 1.1 0.3 17.5 20.2
Number of Traders in Each Category Total Traders: 91
11 . 9 9 13 4 19 24 16 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 100,867
Positions
74,937 1,607 3,854 2,118 20,006 301 12,467 43,480 563 480 1,674 0 6,147 29,382
Changes from: May 29, 2018 Total Change is: -6,323
1,557 185 -11 0 34 105 -3,323 -7,786 -238 0 49 0 -4,413 1,339
Percent of Open Interest Represented by Each Category of Trader
74.3 1.6 3.8 2.1 19.8 0.3 12.4 43.1 0.6 0.5 1.7 0.0 6.1 29.1
Number of Traders in Each Category Total Traders: 59
9 . . . 12 . 8 23 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 239,409
Positions
71,354 37,313 25,405 35,219 72,327 3,958 63,987 41,822 11,713 2,283 10,237 125 25,365 36,509
Changes from: May 29, 2018 Total Change is: 33,631
6,722 -1,843 23,392 -2,508 3,151 -601 9,240 5,999 1,562 -58 211 0 -4,118 1,760
Percent of Open Interest Represented by Each Category of Trader
29.8 15.6 10.6 14.7 30.2 1.7 26.7 17.5 4.9 1.0 4.3 0.1 10.6 15.2
Number of Traders in Each Category Total Traders: 122
8 8 5 10 27 8 30 27 22 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 146,448
Positions
28,503 29,974 3,980 30,421 28,759 5,935 42,295 37,643 6,418 2,446 979 43 26,407 32,717
Changes from: May 29, 2018 Total Change is: -24,891
-12,415 -741 -1,526 -269 -2,175 549 -9,964 -17,129 -180 314 -96 8 -1,408 -3,601
Percent of Open Interest Represented by Each Category of Trader
19.5 20.5 2.7 20.8 19.6 4.1 28.9 25.7 4.4 1.7 0.7 0.0 18.0 22.3
Number of Traders in Each Category Total Traders: 117
9 7 5 15 22 11 31 27 19 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 576,287
Positions
87,429 214,080 25,704 254,374 110,809 36,534 67,518 100,985 12,779 20,317 9,130 2,185 69,447 64,081
Changes from: May 29, 2018 Total Change is: 24,036
12,084 -13,796 14,584 7,053 6,314 1,471 -2,916 12,661 1,719 223 -1,365 323 -10,505 2,125
Percent of Open Interest Represented by Each Category of Trader
15.2 37.1 4.5 44.1 19.2 6.3 11.7 17.5 2.2 3.5 1.6 0.4 12.1 11.1
Number of Traders in Each Category Total Traders: 276
21 8 11 85 35 40 34 54 30 24 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 37,028
Positions
0 24,624 0 17,636 4,972 1,926 3,837 0 49 0 771 5 13,575 4,681
Changes from: May 29, 2018 Total Change is: 370
0 14 0 75 36 30 321 0 49 0 0 0 -105 241
Percent of Open Interest Represented by Each Category of Trader
0.0 66.5 0.0 47.6 13.4 5.2 10.4 0.0 0.1 0.0 2.1 0.0 36.7 12.6
Number of Traders in Each Category Total Traders: 28
0 . 0 13 7 8 4 0 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 143,872
Positions
83,456 14,106 1,859 4,644 41,496 1,736 29,086 46,035 2,829 1,787 942 68 18,407 34,801
Changes from: May 29, 2018 Total Change is: -12,101
-2,412 1,458 474 407 -2,733 -157 -8,390 -6,853 238 -16 -590 0 -2,245 -3,938
Percent of Open Interest Represented by Each Category of Trader
58.0 9.8 1.3 3.2 28.8 1.2 20.2 32.0 2.0 1.2 0.7 0.0 12.8 24.2
Number of Traders in Each Category Total Traders: 89
10 5 4 7 13 4 22 27 12 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 27,480
Positions
2,301 22,286 227 14,077 216 0 7,170 1,254 579 100 245 0 3,026 2,673
Changes from: May 29, 2018 Total Change is: 958
-49 0 226 1,488 24 0 -1,382 94 566 -125 0 0 234 48
Percent of Open Interest Represented by Each Category of Trader
8.4 81.1 0.8 51.2 0.8 0.0 26.1 4.6 2.1 0.4 0.9 0.0 11.0 9.7
Number of Traders in Each Category Total Traders: 24
. 4 . . . 0 8 4 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 202,098
Positions
45,676 107,410 676 90,543 30,390 0 50,084 38,804 8,029 2,770 9,627 0 4,320 7,162
Changes from: May 29, 2018 Total Change is: 20,427
13,889 18,766 -512 4,516 6,284 0 -1,530 -8,817 3,176 803 278 0 85 1,252
Percent of Open Interest Represented by Each Category of Trader
22.6 53.1 0.3 44.8 15.0 0.0 24.8 19.2 4.0 1.4 4.8 0.0 2.1 3.5
Number of Traders in Each Category Total Traders: 145
6 8 . 9 16 0 29 48 11 9 20 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 42,457
Positions
24,930 423 1,304 5,350 28,700 0 7,755 8,635 368 738 1,057 112 1,900 1,858
Changes from: May 29, 2018 Total Change is: -10,722
5,111 -2,629 -5,826 -133 -1,150 -8 -9,585 -562 -150 -339 30 109 99 -536
Percent of Open Interest Represented by Each Category of Trader
58.7 1.0 3.1 12.6 67.6 0.0 18.3 20.3 0.9 1.7 2.5 0.3 4.5 4.4
Number of Traders in Each Category Total Traders: 42
. . . . 6 0 11 14 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 62,065
Positions
29,345 19,823 74 4,571 9,713 0 23,151 23,618 2,338 0 205 0 2,586 6,294
Changes from: May 29, 2018 Total Change is: -458
-36 -136 52 -954 69 0 -121 -338 672 0 -527 0 -71 -250
Percent of Open Interest Represented by Each Category of Trader
47.3 31.9 0.1 7.4 15.6 0.0 37.3 38.1 3.8 0.0 0.3 0.0 4.2 10.1
Number of Traders in Each Category Total Traders: 83
9 . . 5 14 0 19 32 9 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 12,143
Positions
0 7,118 15 3,897 2,082 0 6,403 781 670 0 0 0 1,158 1,477
Changes from: May 29, 2018 Total Change is: 62
0 75 15 1,221 15 0 -1,609 -402 328 0 -167 0 107 198
Percent of Open Interest Represented by Each Category of Trader
0.0 58.6 0.1 32.1 17.1 0.0 52.7 6.4 5.5 0.0 0.0 0.0 9.5 12.2
Number of Traders in Each Category Total Traders: 23
0 . . . . 0 10 4 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 48,855
Positions
17,180 30,654 1,770 8,298 1,167 267 11,131 7,252 267 1,942 876 0 8,001 6,603
Changes from: May 29, 2018 Total Change is: -3,675
-390 -180 274 -298 -1,034 -71 -820 -1,581 -1,266 -21 245 0 -1,084 -63
Percent of Open Interest Represented by Each Category of Trader
35.2 62.7 3.6 17.0 2.4 0.5 22.8 14.8 0.5 4.0 1.8 0.0 16.4 13.5
Number of Traders in Each Category Total Traders: 95
14 20 6 12 . . 26 11 7 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 97,709
Positions
34,360 61,308 3,539 16,595 2,334 533 22,262 14,503 534 3,884 1,752 0 16,002 13,206
Changes from: May 29, 2018 Total Change is: -7,350
-779 -359 547 -595 -2,067 -142 -1,640 -3,162 -2,532 -42 490 0 -2,167 -125
Percent of Open Interest Represented by Each Category of Trader
35.2 62.7 3.6 17.0 2.4 0.5 22.8 14.8 0.5 4.0 1.8 0.0 16.4 13.5
Number of Traders in Each Category Total Traders: 95
14 20 6 12 . . 26 11 7 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 764,297
Positions
48,325 118,168 97,531 262,001 188,782 67,841 69,296 77,076 38,818 26,936 35,685 6,931 146,619 133,466
Changes from: May 29, 2018 Total Change is: 5,917
-5,992 -1,532 5,992 7,612 -193 -98 -6,801 -7,758 3,120 -547 -643 1,762 871 5,268
Percent of Open Interest Represented by Each Category of Trader
6.3 15.5 12.8 34.3 24.7 8.9 9.1 10.1 5.1 3.5 4.7 0.9 19.2 17.5
Number of Traders in Each Category Total Traders: 562
42 32 36 163 89 98 78 97 85 33 27 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 115,774
Positions
65,791 2,914 2,100 10,228 19,863 10 15,162 5,814 368 3,889 90 0 18,226 84,615
Changes from: May 29, 2018 Total Change is: -706
-1,155 515 0 2,038 -18 0 -176 -5,174 103 73 -340 0 -1,589 4,208
Percent of Open Interest Represented by Each Category of Trader
56.8 2.5 1.8 8.8 17.2 0.0 13.1 5.0 0.3 3.4 0.1 0.0 15.7 73.1
Number of Traders in Each Category Total Traders: 49
15 . . 5 4 . 10 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 25,476
Positions
23,339 17,212 915 259 2,810 115 0 1,244 38 0 2,329 0 810 813
Changes from: May 29, 2018 Total Change is: 625
676 -1,517 915 24 925 -24 0 -120 0 0 253 0 -966 193
Percent of Open Interest Represented by Each Category of Trader
91.6 67.6 3.6 1.0 11.0 0.5 0.0 4.9 0.1 0.0 9.1 0.0 3.2 3.2
Number of Traders in Each Category Total Traders: 23
8 5 . . 5 . 0 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 24,813
Positions
3,388 23,904 0 8,417 0 316 7,966 0 1 2,327 0 0 2,398 592
Changes from: May 29, 2018 Total Change is: -4,000
396 -2,594 0 -1,265 0 0 -2,563 0 1 -673 0 0 104 -1,407
Percent of Open Interest Represented by Each Category of Trader
13.7 96.3 0.0 33.9 0.0 1.3 32.1 0.0 0.0 9.4 0.0 0.0 9.7 2.4
Number of Traders in Each Category Total Traders: 25
. 10 0 6 0 . 5 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 3,242,617
Positions
197,310 860,912 192,515 1,269,321 855,048 328,701 360,139 445,781 102,779 116,883 179,625 33,003 641,966 244,253
Changes from: May 29, 2018 Total Change is: 33,114
-15,331 -1,382 21,103 26,411 -2,332 968 -45,497 -25,290 27,454 -3,601 -2,014 9,308 12,299 5,299
Percent of Open Interest Represented by Each Category of Trader
6.1 26.5 5.9 39.1 26.4 10.1 11.1 13.7 3.2 3.6 5.5 1.0 19.8 7.5
Number of Traders in Each Category Total Traders: 559
36 38 30 163 88 98 75 99 81 31 28 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 33,548
Positions
6,389 29,210 686 20,446 0 1,483 734 0 408 1,538 1,026 0 1,864 735
Changes from: May 29, 2018 Total Change is: 1,334
437 -21 686 576 0 0 0 0 -51 0 808 0 -314 -88
Percent of Open Interest Represented by Each Category of Trader
19.0 87.1 2.0 60.9 0.0 4.4 2.2 0.0 1.2 4.6 3.1 0.0 5.6 2.2
Number of Traders in Each Category Total Traders: 30
6 9 . 10 0 . . 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 10,032
Positions
1,450 6,490 56 4,674 1,417 36 0 1,294 39 1,035 0 0 2,742 700
Changes from: May 29, 2018 Total Change is: -466
-153 -261 49 -2,364 -113 0 0 0 0 1,035 0 0 967 -141
Percent of Open Interest Represented by Each Category of Trader
14.5 64.7 0.6 46.6 14.1 0.4 0.0 12.9 0.4 10.3 0.0 0.0 27.3 7.0
Number of Traders in Each Category Total Traders: 22
. 11 . 5 . . 0 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 28,917
Positions
20,632 11,334 1,822 4,370 11,589 410 527 0 0 0 3,037 0 1,156 725
Changes from: May 29, 2018 Total Change is: 1,898
-1,132 -245 1,822 1,054 -158 0 -1 0 0 0 485 0 155 -6
Percent of Open Interest Represented by Each Category of Trader
71.3 39.2 6.3 15.1 40.1 1.4 1.8 0.0 0.0 0.0 10.5 0.0 4.0 2.5
Number of Traders in Each Category Total Traders: 24
10 4 . 4 . . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 84,105
Positions
5,293 34,923 1,104 42,641 35,851 4,558 17,199 2,785 333 1,604 727 0 11,373 3,824
Changes from: May 29, 2018 Total Change is: 2,207
-1,523 1,765 529 2,229 -322 251 -559 385 -97 1,403 -6 0 -26 -298
Percent of Open Interest Represented by Each Category of Trader
6.3 41.5 1.3 50.7 42.6 5.4 20.4 3.3 0.4 1.9 0.9 0.0 13.5 4.5
Number of Traders in Each Category Total Traders: 90
. 11 . 34 18 14 15 5 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 51,941
Positions
14,223 12,577 3,138 10,964 11,885 642 11,841 12,901 1,723 2,555 1,843 4 6,851 7,227
Changes from: May 29, 2018 Total Change is: 1,684
-2,878 2,225 398 795 -420 -218 2,458 -1,800 923 -151 367 -33 391 242
Percent of Open Interest Represented by Each Category of Trader
27.4 24.2 6.0 21.1 22.9 1.2 22.8 24.8 3.3 4.9 3.5 0.0 13.2 13.9
Number of Traders in Each Category Total Traders: 275
22 23 13 54 33 20 42 61 31 20 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 259,707
Positions
71,115 62,885 15,690 54,820 59,427 3,212 59,203 64,506 8,617 12,776 9,213 20 34,254 36,137
Changes from: May 29, 2018 Total Change is: 8,422
-14,392 11,124 1,991 3,975 -2,098 -1,091 12,290 -8,999 4,616 -755 1,833 -165 1,953 1,211
Percent of Open Interest Represented by Each Category of Trader
27.4 24.2 6.0 21.1 22.9 1.2 22.8 24.8 3.3 4.9 3.5 0.0 13.2 13.9
Number of Traders in Each Category Total Traders: 275
22 23 13 54 33 20 42 61 31 20 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 563,371
Positions
46,159 178,762 6,478 242,961 190,497 38,166 174,651 116,660 11,504 19,529 4,800 20 23,903 16,484
Changes from: May 29, 2018 Total Change is: 14,768
3,072 8,624 3,722 5,873 481 -1,146 396 2,346 1,355 3,313 -871 16 -1,833 241
Percent of Open Interest Represented by Each Category of Trader
8.2 31.7 1.1 43.1 33.8 6.8 31.0 20.7 2.0 3.5 0.9 0.0 4.2 2.9
Number of Traders in Each Category Total Traders: 313
18 25 7 81 50 34 56 58 27 16 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 10,450
Positions
3,193 3,713 306 470 219 0 1,794 1,540 0 905 260 30 3,752 4,382
Changes from: May 29, 2018 Total Change is: -257
43 85 2 259 -875 0 -462 720 0 0 0 0 -99 -189
Percent of Open Interest Represented by Each Category of Trader
30.6 35.5 2.9 4.5 2.1 0.0 17.2 14.7 0.0 8.7 2.5 0.3 35.9 41.9
Number of Traders in Each Category Total Traders: 24
8 . . . . 0 4 . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 49,016
Positions
3,033 34,481 505 20,480 3,739 371 12,352 2,955 1,911 2,034 71 1,050 7,280 3,933
Changes from: May 29, 2018 Total Change is: 4,922
301 -20 224 194 -5 -2 1,992 1,005 1,629 -535 71 1,021 98 999
Percent of Open Interest Represented by Each Category of Trader
6.2 70.3 1.0 41.8 7.6 0.8 25.2 6.0 3.9 4.1 0.1 2.1 14.9 8.0
Number of Traders in Each Category Total Traders: 45
. 4 . 14 . . 11 5 8 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 78,322
Positions
25,377 16,674 1,830 17,516 7,126 1,527 5,977 21,870 3,361 77 2,597 594 22,063 22,743
Changes from: May 29, 2018 Total Change is: 16,012
1,408 -574 1,007 -928 813 -26 -1,686 900 3,011 77 -369 194 12,955 11,056
Percent of Open Interest Represented by Each Category of Trader
32.4 21.3 2.3 22.4 9.1 1.9 7.6 27.9 4.3 0.1 3.3 0.8 28.2 29.0
Number of Traders in Each Category Total Traders: 68
13 9 8 13 5 7 9 16 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 309,896
Positions
34,499 182,946 3,743 202,540 80,870 22,748 32,195 12,215 1,533 2,716 1,328 0 9,922 4,513
Changes from: May 29, 2018 Total Change is: -5,947
-540 -5,145 -73 -2,317 -6,488 2,503 -5,143 3,940 -169 80 -8 0 -288 -507
Percent of Open Interest Represented by Each Category of Trader
11.1 59.0 1.2 65.4 26.1 7.3 10.4 3.9 0.5 0.9 0.4 0.0 3.2 1.5
Number of Traders in Each Category Total Traders: 158
9 12 4 59 30 24 25 15 9 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 1,014,354
Positions
70,276 682,624 4,845 628,914 156,225 92,797 120,648 27,672 9,508 44,448 16,009 419 42,499 24,255
Changes from: May 29, 2018 Total Change is: -14,850
3,765 -19,548 735 -23,090 8,035 -1,906 -6,617 -8,312 1,000 3,888 -155 99 7,276 5,202
Percent of Open Interest Represented by Each Category of Trader
6.9 67.3 0.5 62.0 15.4 9.1 11.9 2.7 0.9 4.4 1.6 0.0 4.2 2.4
Number of Traders in Each Category Total Traders: 403
27 24 15 149 63 66 68 26 20 38 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 110,630
Positions
25,403 39,383 69,845 10,738 0 270 3,570 731 178 570 30 0 56 193
Changes from: May 29, 2018 Total Change is: -375
-780 -744 269 -19 0 0 120 0 0 30 0 0 5 100
Percent of Open Interest Represented by Each Category of Trader
23.0 35.6 63.1 9.7 0.0 0.2 3.2 0.7 0.2 0.5 0.0 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 33
. 13 8 8 0 . 4 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 808,644
Positions
20,018 77,589 11,899 333,422 245,432 172,850 75,916 75,216 23,533 33,533 29,533 0 137,473 172,592
Changes from: May 29, 2018 Total Change is: -95,657
-1,381 -696 -8,798 -17,596 7,414 -4,326 -10,246 -20,582 -35,357 1,965 2,931 -929 -18,989 -35,314
Percent of Open Interest Represented by Each Category of Trader
2.5 9.6 1.5 41.2 30.4 21.4 9.4 9.3 2.9 4.1 3.7 0.0 17.0 21.3
Number of Traders in Each Category Total Traders: 183
9 17 7 49 37 50 33 21 20 8 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 1,027,885
Positions
12,306 211,431 8,097 533,296 75,292 174,260 76,879 396,295 35,760 58,306 19,342 5,061 123,920 102,347
Changes from: May 29, 2018 Total Change is: -71,356
-3,438 32,359 -26,860 999 6,795 -15,124 -598 -56,888 -1,818 -3,685 15,169 4,286 -25,118 -29,275
Percent of Open Interest Represented by Each Category of Trader
1.2 20.6 0.8 51.9 7.3 17.0 7.5 38.6 3.5 5.7 1.9 0.5 12.1 10.0
Number of Traders in Each Category Total Traders: 130
. 16 7 52 10 39 14 23 19 5 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,813,231
Positions
37,086 174,455 20,259 745,023 374,873 235,287 358,862 506,817 77,218 208,594 255,147 2,233 128,669 166,942
Changes from: May 29, 2018 Total Change is: -220,851
8,718 -58,870 -4,709 -20,120 -42,968 -286 -54,207 -19,878 -66,216 -44,021 14,252 -1,238 -38,772 -40,938
Percent of Open Interest Represented by Each Category of Trader
2.0 9.6 1.1 41.1 20.7 13.0 19.8 28.0 4.3 11.5 14.1 0.1 7.1 9.2
Number of Traders in Each Category Total Traders: 328
13 32 6 77 46 63 50 61 38 25 24 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 3,523,788
Positions
107,430 348,100 21,442 1,585,248 676,404 502,793 426,051 1,036,826 131,702 389,109 263,604 32,059 327,954 510,858
Changes from: May 29, 2018 Total Change is: -469,087
-24,796 1,092 -54,017 -60,563 -8,326 -40,051 -31,957 -70,515 -186,473 -4,602 1,043 -459 -66,169 -111,381
Percent of Open Interest Represented by Each Category of Trader
3.0 9.9 0.6 45.0 19.2 14.3 12.1 29.4 3.7 11.0 7.5 0.9 9.3 14.5
Number of Traders in Each Category Total Traders: 458
21 54 17 87 93 99 52 98 48 20 33 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 525,972
Positions
26,796 41,781 5,849 186,571 166,272 55,067 96,124 29,480 9,661 41,096 36,628 0 104,808 181,234
Changes from: May 29, 2018 Total Change is: -53,915
-9,422 -2,773 -6,548 -4,077 -3,110 -22,017 8,364 -3,023 -2,010 2,317 3,593 -2 -20,520 -18,025
Percent of Open Interest Represented by Each Category of Trader
5.1 7.9 1.1 35.5 31.6 10.5 18.3 5.6 1.8 7.8 7.0 0.0 19.9 34.5
Number of Traders in Each Category Total Traders: 97
4 7 . 22 31 30 14 8 8 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 3,680,757
Positions
99,992 329,847 53,874 1,934,364 572,772 556,410 345,433 1,270,726 155,640 252,167 319,177 27,204 255,673 395,107
Changes from: May 29, 2018 Total Change is: -212,912
520 -37,224 -46,797 -48,868 -5,046 -3,066 -42,064 -14,091 -19,259 13,439 15,812 15,847 -82,664 -119,088
Percent of Open Interest Represented by Each Category of Trader
2.7 9.0 1.5 52.6 15.6 15.1 9.4 34.5 4.2 6.9 8.7 0.7 6.9 10.7
Number of Traders in Each Category Total Traders: 351
16 41 13 84 54 71 42 72 46 20 22 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 1,885,196
Positions
539,708 369,251 506,365 4,864 18,055 73,291 65,746 235,085 430,696 147,185 110,011 90,795 26,546 51,647
Changes from: May 29, 2018 Total Change is: -271,712
688 -115,558 -37,053 4,864 -21,893 -21,930 -52,834 -32,488 -1,432 -151,133 -23,058 10,106 -22,988 -28,406
Percent of Open Interest Represented by Each Category of Trader
28.6 19.6 26.9 0.3 1.0 3.9 3.5 12.5 22.8 7.8 5.8 4.8 1.4 2.7
Number of Traders in Each Category Total Traders: 151
29 27 48 . 8 5 25 34 48 5 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 is15,359,979
Positions
6,876,209 1,129,098 2,043,216 228,656 2,197,571 1,782,251 604,531 3,436,283 2,332,602 196,022 435,185 656,716 639,776 1,347,057
Changes from: May 29, 2018 Total Change is: -283,941
-80,622 -100,831 -71,961 29,392 31,093 37,214 -150,565 -138,575 2,018 5,871 18,248 -48,999 -6,289 -12,148
Percent of Open Interest Represented by Each Category of Trader
44.8 7.4 13.3 1.5 14.3 11.6 3.9 22.4 15.2 1.3 2.8 4.3 4.2 8.8
Number of Traders in Each Category Total Traders: 296
37 46 72 7 35 36 38 85 94 14 16 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 33,640
Positions
18,444 5,570 0 54 9,504 136 4,331 10,408 0 10,386 7,690 249 40 83
Changes from: May 29, 2018 Total Change is: 430
-476 -180 0 -6 540 0 542 -4 0 410 106 -15 -25 -17
Percent of Open Interest Represented by Each Category of Trader
54.8 16.6 0.0 0.2 28.3 0.4 12.9 30.9 0.0 30.9 22.9 0.7 0.1 0.2
Number of Traders in Each Category Total Traders: 47
. 6 0 . 14 . 5 9 0 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 19,590
Positions
857 4,123 0 290 3,279 685 17,747 9,057 0 0 2,365 0 11 81
Changes from: May 29, 2018 Total Change is: 363
-70 345 0 0 39 0 473 134 0 0 -187 0 -40 32
Percent of Open Interest Represented by Each Category of Trader
4.4 21.0 0.0 1.5 16.7 3.5 90.6 46.2 0.0 0.0 12.1 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 35
. 5 0 . 9 . 5 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 5,618
Positions
0 0 0 153 28 0 1,455 3,915 284 1,109 700 134 2,483 557
Changes from: May 29, 2018 Total Change is: 138
0 0 0 3 -12 0 -167 349 160 -56 -310 65 133 -114
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 2.7 0.5 0.0 25.9 69.7 5.1 19.7 12.5 2.4 44.2 9.9
Number of Traders in Each Category Total Traders: 55
0 0 0 . . 0 7 16 5 20 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 2,556
Positions
0 0 0 47 29 0 1,126 1,845 27 540 305 0 816 350
Changes from: May 29, 2018 Total Change is: -158
0 0 0 9 4 0 -46 33 -28 54 -111 -3 -144 -53
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 1.8 1.1 0.0 44.1 72.2 1.1 21.1 11.9 0.0 31.9 13.7
Number of Traders in Each Category Total Traders: 27
0 0 0 . . 0 6 10 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 44,949
Positions
560 5,421 187 13,245 554 466 15,183 33,199 1,459 6,331 1,123 152 7,366 2,388
Changes from: May 29, 2018 Total Change is: -992
-50 548 34 344 -472 -97 450 -312 -1 -1,733 145 31 30 -868
Percent of Open Interest Represented by Each Category of Trader
1.2 12.1 0.4 29.5 1.2 1.0 33.8 73.9 3.2 14.1 2.5 0.3 16.4 5.3
Number of Traders in Each Category Total Traders: 133
. . . 15 . . 32 30 11 37 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 427,468
Positions
47,450 29,737 43,821 95,541 67,429 26,039 64,394 118,819 85,856 19,233 6,284 19,995 25,139 29,488
Changes from: May 29, 2018 Total Change is: 2,985
4,272 -6,355 1,013 -1,611 -3,667 4,383 -4,798 4,722 3,750 3,378 753 -1,631 -5,771 17
Percent of Open Interest Represented by Each Category of Trader
11.1 7.0 10.3 22.4 15.8 6.1 15.1 27.8 20.1 4.5 1.5 4.7 5.9 6.9
Number of Traders in Each Category Total Traders: 221
18 7 17 24 31 18 54 48 59 15 12 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 72,627
Positions
830 0 0 41,038 33 210 23,904 72,056 85 6,282 153 0 278 90
Changes from: May 29, 2018 Total Change is: -5,386
24 0 0 -2,626 -1 0 -3,378 -5,441 0 541 7 0 53 49
Percent of Open Interest Represented by Each Category of Trader
1.1 0.0 0.0 56.5 0.0 0.3 32.9 99.2 0.1 8.6 0.2 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 42
. 0 0 12 . . 8 6 . 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated June 8, 2018