Traders in Financial Futures - Futures Only Positions as of June 12, 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 156,985
Positions
23,547 12,714 33,086 31,553 22,139 2,974 17,078 40,139 10,720 10,031 2,164 391 27,605 32,658
Changes from: June 5, 2018 Total Change is: -1,332
-187 1,218 -1,519 397 -1,348 126 -4,277 -5,194 4,429 -153 373 -74 -74 657
Percent of Open Interest Represented by Each Category of Trader
15.0 8.1 21.1 20.1 14.1 1.9 10.9 25.6 6.8 6.4 1.4 0.2 17.6 20.8
Number of Traders in Each Category Total Traders: 92
11 . 9 9 14 5 16 26 13 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 101,245
Positions
73,906 1,663 2,963 2,118 18,392 301 9,060 39,736 6,992 480 1,674 0 5,425 29,524
Changes from: June 5, 2018 Total Change is: 378
-1,031 56 -891 0 -1,614 0 -3,407 -3,744 6,429 0 0 0 -722 142
Percent of Open Interest Represented by Each Category of Trader
73.0 1.6 2.9 2.1 18.2 0.3 8.9 39.2 6.9 0.5 1.7 0.0 5.4 29.2
Number of Traders in Each Category Total Traders: 57
9 . . . 11 . 9 21 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 269,609
Positions
62,228 43,163 57,124 37,240 67,526 3,184 57,314 29,000 23,512 2,049 8,353 226 26,732 37,521
Changes from: June 5, 2018 Total Change is: 30,200
-9,126 5,850 31,719 2,021 -4,801 -774 -6,673 -12,822 11,799 -234 -1,884 101 1,367 1,012
Percent of Open Interest Represented by Each Category of Trader
23.1 16.0 21.2 13.8 25.0 1.2 21.3 10.8 8.7 0.8 3.1 0.1 9.9 13.9
Number of Traders in Each Category Total Traders: 124
7 8 6 11 25 8 33 29 25 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 166,877
Positions
23,212 28,886 20,504 32,952 28,874 4,960 55,723 38,368 3,007 2,048 979 127 24,344 41,172
Changes from: June 5, 2018 Total Change is: 20,429
-5,291 -1,088 16,524 2,531 115 -975 13,428 725 -3,411 -398 0 84 -2,063 8,455
Percent of Open Interest Represented by Each Category of Trader
13.9 17.3 12.3 19.7 17.3 3.0 33.4 23.0 1.8 1.2 0.6 0.1 14.6 24.7
Number of Traders in Each Category Total Traders: 114
8 8 8 14 22 9 32 24 21 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 599,561
Positions
88,420 226,125 43,411 271,033 112,303 34,788 50,902 92,912 15,757 20,059 8,375 1,214 73,977 64,676
Changes from: June 5, 2018 Total Change is: 23,274
991 12,045 17,707 16,659 1,494 -1,746 -16,616 -8,073 2,978 -258 -755 -971 4,530 595
Percent of Open Interest Represented by Each Category of Trader
14.7 37.7 7.2 45.2 18.7 5.8 8.5 15.5 2.6 3.3 1.4 0.2 12.3 10.8
Number of Traders in Each Category Total Traders: 273
21 8 15 86 37 38 33 50 36 22 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 39,308
Positions
407 24,476 13 17,385 6,204 2,128 4,341 168 1,378 0 771 5 13,651 4,165
Changes from: June 5, 2018 Total Change is: 2,280
407 -148 13 -251 1,232 202 504 168 1,329 0 0 0 76 -516
Percent of Open Interest Represented by Each Category of Trader
1.0 62.3 0.0 44.2 15.8 5.4 11.0 0.4 3.5 0.0 2.0 0.0 34.7 10.6
Number of Traders in Each Category Total Traders: 31
. . . 13 7 8 5 . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 137,724
Positions
75,328 15,507 4,117 6,641 36,305 1,759 21,729 39,367 5,781 1,364 52 24 20,981 34,812
Changes from: June 5, 2018 Total Change is: -6,148
-8,128 1,401 2,258 1,997 -5,191 23 -7,357 -6,668 2,952 -423 -890 -44 2,574 11
Percent of Open Interest Represented by Each Category of Trader
54.7 11.3 3.0 4.8 26.4 1.3 15.8 28.6 4.2 1.0 0.0 0.0 15.2 25.3
Number of Traders in Each Category Total Traders: 81
7 5 5 8 12 4 14 31 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 31,791
Positions
2,301 22,287 3,327 15,176 250 0 6,606 1,485 1,321 100 245 0 2,960 2,876
Changes from: June 5, 2018 Total Change is: 4,311
0 1 3,100 1,099 34 0 -564 231 742 0 0 0 -66 203
Percent of Open Interest Represented by Each Category of Trader
7.2 70.1 10.5 47.7 0.8 0.0 20.8 4.7 4.2 0.3 0.8 0.0 9.3 9.0
Number of Traders in Each Category Total Traders: 22
. 4 . . . 0 6 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 214,278
Positions
66,258 105,299 809 80,948 35,422 11 45,996 43,333 12,542 3,475 9,316 186 4,053 7,360
Changes from: June 5, 2018 Total Change is: 12,180
20,582 -2,111 133 -9,595 5,032 11 -4,088 4,529 4,513 705 -311 186 -267 198
Percent of Open Interest Represented by Each Category of Trader
30.9 49.1 0.4 37.8 16.5 0.0 21.5 20.2 5.9 1.6 4.3 0.1 1.9 3.4
Number of Traders in Each Category Total Traders: 167
7 8 . 11 22 . 31 51 18 13 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 43,440
Positions
24,930 701 1,304 5,274 28,801 0 9,200 8,364 387 718 1,267 3 1,624 2,613
Changes from: June 5, 2018 Total Change is: 983
0 278 0 -76 101 0 1,445 -271 19 -20 210 -109 -276 755
Percent of Open Interest Represented by Each Category of Trader
57.4 1.6 3.0 12.1 66.3 0.0 21.2 19.3 0.9 1.7 2.9 0.0 3.7 6.0
Number of Traders in Each Category Total Traders: 39
. . . . 4 0 11 11 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 64,699
Positions
27,854 19,683 4,562 4,584 9,675 4 22,941 22,431 1,900 0 205 0 2,854 6,239
Changes from: June 5, 2018 Total Change is: 2,634
-1,491 -140 4,488 13 -38 4 -210 -1,187 -438 0 0 0 268 -55
Percent of Open Interest Represented by Each Category of Trader
43.1 30.4 7.1 7.1 15.0 0.0 35.5 34.7 2.9 0.0 0.3 0.0 4.4 9.6
Number of Traders in Each Category Total Traders: 81
9 . 4 5 13 . 16 34 11 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 12,282
Positions
0 7,215 25 792 2,313 0 9,650 544 558 0 0 0 1,257 1,627
Changes from: June 5, 2018 Total Change is: 139
0 97 10 -3,105 231 0 3,247 -237 -112 0 0 0 99 150
Percent of Open Interest Represented by Each Category of Trader
0.0 58.7 0.2 6.4 18.8 0.0 78.6 4.4 4.5 0.0 0.0 0.0 10.2 13.2
Number of Traders in Each Category Total Traders: 22
0 . . . 4 0 9 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 57,351
Positions
11,882 28,300 9,604 9,338 360 813 11,694 5,832 2,510 2,016 1,029 927 8,569 7,979
Changes from: June 5, 2018 Total Change is: 8,496
-5,299 -2,355 7,834 1,040 -808 547 563 -1,420 2,243 74 153 927 568 1,376
Percent of Open Interest Represented by Each Category of Trader
20.7 49.3 16.7 16.3 0.6 1.4 20.4 10.2 4.4 3.5 1.8 1.6 14.9 13.9
Number of Traders in Each Category Total Traders: 105
11 21 16 16 . 5 28 14 13 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 114,701
Positions
23,763 56,599 19,207 18,675 719 1,626 23,388 11,664 5,019 4,032 2,057 1,853 17,138 15,957
Changes from: June 5, 2018 Total Change is: 16,992
-10,597 -4,709 15,668 2,080 -1,615 1,093 1,126 -2,839 4,485 148 305 1,853 1,136 2,751
Percent of Open Interest Represented by Each Category of Trader
20.7 49.3 16.7 16.3 0.6 1.4 20.4 10.2 4.4 3.5 1.8 1.6 14.9 13.9
Number of Traders in Each Category Total Traders: 105
11 21 16 16 . 5 28 14 13 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 808,289
Positions
40,460 125,754 95,906 278,793 186,978 84,896 72,399 81,649 52,431 22,719 35,123 7,774 152,912 137,778
Changes from: June 5, 2018 Total Change is: 43,992
-7,865 7,586 -1,625 16,791 -1,804 17,055 3,103 4,573 13,614 -4,217 -562 843 6,292 4,313
Percent of Open Interest Represented by Each Category of Trader
5.0 15.6 11.9 34.5 23.1 10.5 9.0 10.1 6.5 2.8 4.3 1.0 18.9 17.0
Number of Traders in Each Category Total Traders: 574
35 40 42 170 88 106 79 97 96 34 30 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 126,061
Positions
64,220 2,000 11,962 10,317 18,351 639 16,218 5,979 263 3,925 57 37 18,480 86,773
Changes from: June 5, 2018 Total Change is: 10,287
-1,571 -914 9,862 89 -1,512 629 1,056 165 -105 36 -33 37 254 2,158
Percent of Open Interest Represented by Each Category of Trader
50.9 1.6 9.5 8.2 14.6 0.5 12.9 4.7 0.2 3.1 0.0 0.0 14.7 68.8
Number of Traders in Each Category Total Traders: 52
17 . 5 5 4 . 10 10 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 CONSUMER DISC INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Discretionary Index price)
CFTC Code #138747 Open Interest is 8,645
Positions
4,295 4,191 1,040 1,076 1,881 64 281 220 0 693 648 0 1,196 601
Changes from: June 5, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
49.7 48.5 12.0 12.4 21.8 0.7 3.3 2.5 0.0 8.0 7.5 0.0 13.8 7.0
Number of Traders in Each Category Total Traders: 20
7 5 . . . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 26,364
Positions
22,624 17,341 1,645 259 2,773 115 0 1,244 38 0 2,329 0 1,683 879
Changes from: June 5, 2018 Total Change is: 888
-715 129 730 0 -37 0 0 0 0 0 0 0 873 66
Percent of Open Interest Represented by Each Category of Trader
85.8 65.8 6.2 1.0 10.5 0.4 0.0 4.7 0.1 0.0 8.8 0.0 6.4 3.3
Number of Traders in Each Category Total Traders: 23
8 5 7 . 5 . 0 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 32,174
Positions
3,925 23,354 7,459 8,391 0 384 6,756 0 0 2,327 0 0 2,932 977
Changes from: June 5, 2018 Total Change is: 7,361
537 -550 7,459 -26 0 68 -1,210 0 -1 0 0 0 534 385
Percent of Open Interest Represented by Each Category of Trader
12.2 72.6 23.2 26.1 0.0 1.2 21.0 0.0 0.0 7.2 0.0 0.0 9.1 3.0
Number of Traders in Each Category Total Traders: 24
. 10 5 5 0 . 5 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 3,411,142
Positions
166,647 904,216 134,274 1,351,669 852,426 411,995 371,663 469,107 170,085 95,174 176,535 37,477 672,158 255,027
Changes from: June 5, 2018 Total Change is: 168,525
-30,663 43,304 -58,241 82,348 -2,622 83,294 11,524 23,326 67,306 -21,709 -3,090 4,474 30,192 10,774
Percent of Open Interest Represented by Each Category of Trader
4.9 26.5 3.9 39.6 25.0 12.1 10.9 13.8 5.0 2.8 5.2 1.1 19.7 7.5
Number of Traders in Each Category Total Traders: 571
32 43 37 171 87 105 78 97 93 33 29 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 46,045
Positions
6,250 29,424 13,429 20,425 0 1,483 734 0 16 1,324 1,026 0 2,384 667
Changes from: June 5, 2018 Total Change is: 12,497
-139 214 12,743 -21 0 0 0 0 -392 -214 0 0 520 -68
Percent of Open Interest Represented by Each Category of Trader
13.6 63.9 29.2 44.4 0.0 3.2 1.6 0.0 0.0 2.9 2.2 0.0 5.2 1.4
Number of Traders in Each Category Total Traders: 30
5 10 5 11 0 . . 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 12,633
Positions
2,309 6,512 2,312 4,629 1,417 200 370 1,294 39 1,035 0 0 1,739 859
Changes from: June 5, 2018 Total Change is: 2,601
859 22 2,256 -45 0 164 370 0 0 0 0 0 -1,003 159
Percent of Open Interest Represented by Each Category of Trader
18.3 51.5 18.3 36.6 11.2 1.6 2.9 10.2 0.3 8.2 0.0 0.0 13.8 6.8
Number of Traders in Each Category Total Traders: 23
4 10 6 5 . . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 33,235
Positions
21,497 11,124 5,298 4,676 12,375 410 267 0 0 0 3,037 0 1,087 991
Changes from: June 5, 2018 Total Change is: 4,318
865 -210 3,476 306 786 0 -260 0 0 0 0 0 -69 266
Percent of Open Interest Represented by Each Category of Trader
64.7 33.5 15.9 14.1 37.2 1.2 0.8 0.0 0.0 0.0 9.1 0.0 3.3 3.0
Number of Traders in Each Category Total Traders: 26
11 4 . 4 4 . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 98,698
Positions
5,287 36,652 14,234 42,478 34,091 4,832 16,795 3,239 518 1,881 727 0 12,673 4,405
Changes from: June 5, 2018 Total Change is: 14,593
-6 1,729 13,130 -163 -1,760 274 -404 454 185 277 0 0 1,300 581
Percent of Open Interest Represented by Each Category of Trader
5.4 37.1 14.4 43.0 34.5 4.9 17.0 3.3 0.5 1.9 0.7 0.0 12.8 4.5
Number of Traders in Each Category Total Traders: 85
. 10 6 32 17 13 13 5 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 58,502
Positions
14,605 9,785 7,076 9,916 12,080 5,283 10,612 13,427 763 2,694 2,194 160 7,392 7,733
Changes from: June 5, 2018 Total Change is: 6,560
382 -2,792 3,938 -1,048 194 4,640 -1,229 526 -960 139 352 156 541 506
Percent of Open Interest Represented by Each Category of Trader
25.0 16.7 12.1 17.0 20.6 9.0 18.1 23.0 1.3 4.6 3.8 0.3 12.6 13.2
Number of Traders in Each Category Total Traders: 253
22 17 18 49 35 23 39 57 20 16 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 292,508
Positions
73,026 48,925 35,381 49,581 60,399 26,414 53,059 67,136 3,817 13,471 10,972 799 36,960 38,665
Changes from: June 5, 2018 Total Change is: 32,801
1,911 -13,960 19,691 -5,239 972 23,202 -6,144 2,630 -4,800 695 1,759 779 2,706 2,528
Percent of Open Interest Represented by Each Category of Trader
25.0 16.7 12.1 17.0 20.6 9.0 18.1 23.0 1.3 4.6 3.8 0.3 12.6 13.2
Number of Traders in Each Category Total Traders: 253
22 17 18 49 35 23 39 57 20 16 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 635,406
Positions
48,817 177,618 48,756 238,390 187,505 50,485 172,337 117,722 19,069 20,349 3,834 833 36,370 29,584
Changes from: June 5, 2018 Total Change is: 72,035
2,658 -1,144 42,278 -4,571 -2,992 12,319 -2,314 1,062 7,565 820 -966 813 12,467 13,100
Percent of Open Interest Represented by Each Category of Trader
7.7 28.0 7.7 37.5 29.5 7.9 27.1 18.5 3.0 3.2 0.6 0.1 5.7 4.7
Number of Traders in Each Category Total Traders: 317
18 28 18 84 47 41 60 57 38 16 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 31,221
Positions
1,050 17,639 0 19,698 3,097 372 2,834 3,599 56 931 1,938 152 6,128 4,368
Changes from: June 5, 2018 Total Change is: -17,795
-1,983 -16,842 -505 -782 -642 1 -9,518 644 -1,855 -1,103 1,867 -898 -1,152 435
Percent of Open Interest Represented by Each Category of Trader
3.4 56.5 0.0 63.1 9.9 1.2 9.1 11.5 0.2 3.0 6.2 0.5 19.6 14.0
Number of Traders in Each Category Total Traders: 40
. 4 0 14 . . 8 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 49,027
Positions
10,056 6,164 334 19,644 5,669 1,602 6,883 7,695 8 2,139 1,381 0 8,361 26,174
Changes from: June 5, 2018 Total Change is: -29,295
-15,321 -10,510 -1,496 2,128 -1,457 75 906 -14,175 -3,353 2,062 -1,216 -594 -13,702 3,431
Percent of Open Interest Represented by Each Category of Trader
20.5 12.6 0.7 40.1 11.6 3.3 14.0 15.7 0.0 4.4 2.8 0.0 17.1 53.4
Number of Traders in Each Category Total Traders: 52
6 8 4 13 . 5 9 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 350,424
Positions
34,149 201,224 23,326 214,911 75,914 22,563 32,369 10,894 1,543 2,696 1,304 279 18,588 13,377
Changes from: June 5, 2018 Total Change is: 40,528
-350 18,278 19,583 12,371 -4,956 -185 174 -1,321 10 -20 -24 279 8,666 8,864
Percent of Open Interest Represented by Each Category of Trader
9.7 57.4 6.7 61.3 21.7 6.4 9.2 3.1 0.4 0.8 0.4 0.1 5.3 3.8
Number of Traders in Each Category Total Traders: 156
7 14 10 59 31 27 23 12 8 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 1,165,907
Positions
69,564 673,205 105,064 633,893 170,397 91,350 127,784 33,452 12,806 42,938 16,600 1,063 81,445 61,970
Changes from: June 5, 2018 Total Change is: 151,553
-712 -9,419 100,219 4,979 14,172 -1,447 7,136 5,780 3,298 -1,510 591 644 38,946 37,715
Percent of Open Interest Represented by Each Category of Trader
6.0 57.7 9.0 54.4 14.6 7.8 11.0 2.9 1.1 3.7 1.4 0.1 7.0 5.3
Number of Traders in Each Category Total Traders: 402
23 24 18 148 63 70 66 31 25 37 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 111,404
Positions
22,263 38,693 71,910 10,733 0 270 5,218 0 408 570 30 0 32 93
Changes from: June 5, 2018 Total Change is: 774
-3,140 -690 2,065 -5 0 0 1,648 -731 230 0 0 0 -24 -100
Percent of Open Interest Represented by Each Category of Trader
20.0 34.7 64.5 9.6 0.0 0.2 4.7 0.0 0.4 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 34
. 13 8 8 0 . 6 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 817,757
Positions
22,813 86,871 6,797 340,359 241,948 171,560 91,285 77,330 20,021 35,148 33,152 38 129,736 180,040
Changes from: June 5, 2018 Total Change is: 9,113
2,795 9,282 -5,102 6,937 -3,484 -1,290 15,369 2,114 -3,512 1,615 3,619 38 -7,737 7,448
Percent of Open Interest Represented by Each Category of Trader
2.8 10.6 0.8 41.6 29.6 21.0 11.2 9.5 2.4 4.3 4.1 0.0 15.9 22.0
Number of Traders in Each Category Total Traders: 187
9 17 7 52 34 49 37 20 18 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 1,026,646
Positions
15,460 210,765 4,826 525,649 71,234 173,472 75,569 388,272 40,979 60,001 34,454 5,560 125,130 97,084
Changes from: June 5, 2018 Total Change is: -1,239
3,154 -666 -3,271 -7,647 -4,058 -788 -1,310 -8,023 5,219 1,695 15,112 499 1,210 -5,263
Percent of Open Interest Represented by Each Category of Trader
1.5 20.5 0.5 51.2 6.9 16.9 7.4 37.8 4.0 5.8 3.4 0.5 12.2 9.5
Number of Traders in Each Category Total Traders: 128
. 17 6 53 9 39 12 23 18 6 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 1,787,365
Positions
40,070 184,646 18,975 748,544 360,235 231,714 336,820 497,640 62,739 220,124 260,524 2,326 126,053 168,566
Changes from: June 5, 2018 Total Change is: -25,866
2,984 10,191 -1,284 3,521 -14,638 -3,573 -22,042 -9,177 -14,479 11,530 5,377 93 -2,616 1,624
Percent of Open Interest Represented by Each Category of Trader
2.2 10.3 1.1 41.9 20.2 13.0 18.8 27.8 3.5 12.3 14.6 0.1 7.1 9.4
Number of Traders in Each Category Total Traders: 328
14 35 7 74 46 60 51 61 35 25 22 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 3,411,549
Positions
118,613 327,054 9,966 1,497,020 674,561 489,771 389,459 965,521 129,086 419,446 247,128 30,156 328,032 538,306
Changes from: June 5, 2018 Total Change is: -112,239
11,183 -21,046 -11,476 -88,228 -1,843 -13,022 -36,592 -71,305 -2,616 30,337 -16,476 -1,903 78 27,448
Percent of Open Interest Represented by Each Category of Trader
3.5 9.6 0.3 43.9 19.8 14.4 11.4 28.3 3.8 12.3 7.2 0.9 9.6 15.8
Number of Traders in Each Category Total Traders: 454
24 43 14 86 99 99 52 97 45 24 29 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 535,746
Positions
30,182 39,309 7,609 194,857 177,460 53,820 98,006 31,877 10,649 41,254 38,088 0 99,369 176,934
Changes from: June 5, 2018 Total Change is: 9,774
3,386 -2,472 1,760 8,286 11,188 -1,247 1,882 2,397 988 158 1,460 0 -5,439 -4,300
Percent of Open Interest Represented by Each Category of Trader
5.6 7.3 1.4 36.4 33.1 10.0 18.3 6.0 2.0 7.7 7.1 0.0 18.5 33.0
Number of Traders in Each Category Total Traders: 99
4 8 4 21 32 31 14 9 8 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 3,760,964
Positions
79,904 300,729 74,560 1,898,083 564,336 614,639 361,812 1,278,312 167,899 275,599 314,307 32,927 255,541 413,255
Changes from: June 5, 2018 Total Change is: 80,207
-20,088 -29,118 20,686 -36,281 -8,436 58,229 16,379 7,586 12,259 23,432 -4,870 5,723 -132 18,148
Percent of Open Interest Represented by Each Category of Trader
2.1 8.0 2.0 50.5 15.0 16.3 9.6 34.0 4.5 7.3 8.4 0.9 6.8 11.0
Number of Traders in Each Category Total Traders: 341
14 41 14 81 56 74 39 68 34 19 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 1,942,691
Positions
514,425 413,177 505,167 7,787 18,752 63,170 76,004 226,906 456,613 199,132 107,937 92,188 28,205 58,781
Changes from: June 5, 2018 Total Change is: 57,495
-25,283 43,926 -1,198 2,923 697 -10,121 10,258 -8,179 25,917 51,947 -2,074 1,393 1,659 7,134
Percent of Open Interest Represented by Each Category of Trader
26.5 21.3 26.0 0.4 1.0 3.3 3.9 11.7 23.5 10.3 5.6 4.7 1.5 3.0
Number of Traders in Each Category Total Traders: 152
30 26 48 . 6 5 22 37 48 6 13 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 is15,324,189
Positions
6,741,724 1,047,252 2,162,209 261,157 2,248,375 1,753,835 565,254 3,455,691 2,359,420 271,467 384,507 581,453 627,670 1,331,447
Changes from: June 5, 2018 Total Change is: -35,790
-134,485 -81,846 118,993 32,501 50,804 -28,416 -39,277 19,408 26,818 75,445 -50,678 -75,263 -12,106 -15,610
Percent of Open Interest Represented by Each Category of Trader
44.0 6.8 14.1 1.7 14.7 11.4 3.7 22.6 15.4 1.8 2.5 3.8 4.1 8.7
Number of Traders in Each Category Total Traders: 300
39 44 73 12 31 35 34 89 93 12 19 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 43,760
Positions
18,065 5,179 437 54 8,955 136 2,556 9,140 11,854 10,336 7,753 242 80 64
Changes from: June 5, 2018 Total Change is: 10,120
-379 -391 437 0 -549 0 -1,775 -1,268 11,854 -50 63 -7 40 -19
Percent of Open Interest Represented by Each Category of Trader
41.3 11.8 1.0 0.1 20.5 0.3 5.8 20.9 27.1 23.6 17.7 0.6 0.2 0.1
Number of Traders in Each Category Total Traders: 45
. 6 . . 12 . 6 9 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 21,285
Positions
563 4,052 736 290 2,845 694 17,238 8,792 1,748 0 2,388 0 16 30
Changes from: June 5, 2018 Total Change is: 1,695
-294 -71 736 0 -434 9 -509 -265 1,748 0 23 0 5 -51
Percent of Open Interest Represented by Each Category of Trader
2.6 19.0 3.5 1.4 13.4 3.3 81.0 41.3 8.2 0.0 11.2 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 35
. 5 . . 8 . 6 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 5,970
Positions
55 0 0 159 72 0 1,420 3,746 325 1,239 1,000 192 2,580 635
Changes from: June 5, 2018 Total Change is: 352
55 0 0 6 44 0 -35 -169 41 130 300 58 97 78
Percent of Open Interest Represented by Each Category of Trader
0.9 0.0 0.0 2.7 1.2 0.0 23.8 62.7 5.4 20.8 16.8 3.2 43.2 10.6
Number of Traders in Each Category Total Traders: 56
. 0 0 . . 0 5 16 7 20 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 2,643
Positions
29 0 0 0 108 0 1,349 1,634 19 427 440 0 819 442
Changes from: June 5, 2018 Total Change is: 87
29 0 0 -47 79 0 223 -211 -8 -113 135 0 3 92
Percent of Open Interest Represented by Each Category of Trader
1.1 0.0 0.0 0.0 4.1 0.0 51.0 61.8 0.7 16.2 16.6 0.0 31.0 16.7
Number of Traders in Each Category Total Traders: 32
. 0 0 0 . 0 7 10 . 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 49,907
Positions
670 5,421 2,407 13,239 468 512 14,863 35,163 2,608 8,112 970 166 7,330 2,192
Changes from: June 5, 2018 Total Change is: 4,958
110 0 2,220 -6 -86 46 -320 1,964 1,149 1,781 -153 14 -36 -196
Percent of Open Interest Represented by Each Category of Trader
1.3 10.9 4.8 26.5 0.9 1.0 29.8 70.5 5.2 16.3 1.9 0.3 14.7 4.4
Number of Traders in Each Category Total Traders: 121
. . . 15 . . 34 22 12 35 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 444,998
Positions
46,692 28,128 42,823 95,438 81,565 23,145 83,769 125,087 87,092 19,257 6,606 19,968 26,814 30,584
Changes from: June 5, 2018 Total Change is: 17,530
-758 -1,609 -998 -103 14,136 -2,894 19,375 6,268 1,236 24 322 -27 1,675 1,096
Percent of Open Interest Represented by Each Category of Trader
10.5 6.3 9.6 21.4 18.3 5.2 18.8 28.1 19.6 4.3 1.5 4.5 6.0 6.9
Number of Traders in Each Category Total Traders: 234
16 7 15 23 33 19 63 50 61 17 15 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 74,110
Positions
807 0 0 39,993 34 210 24,451 71,021 2,675 5,739 153 0 235 17
Changes from: June 5, 2018 Total Change is: 1,483
-23 0 0 -1,045 1 0 547 -1,035 2,590 -543 0 0 -43 -73
Percent of Open Interest Represented by Each Category of Trader
1.1 0.0 0.0 54.0 0.0 0.3 33.0 95.8 3.6 7.7 0.2 0.0 0.3 0.0
Number of Traders in Each Category Total Traders: 41
. 0 0 12 . . 8 6 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated June 15, 2018