Traders in Financial Futures - Futures Only Positions as of June 19, 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 190,384
Positions
14,121 28,858 38,200 31,718 25,677 2,377 33,222 51,953 5,654 9,737 2,608 381 54,974 34,676
Changes from: June 12, 2018 Total Change is: 33,399
-9,426 16,144 5,114 165 3,538 -597 16,144 11,814 -5,066 -294 444 -10 27,369 2,018
Percent of Open Interest Represented by Each Category of Trader
7.4 15.2 20.1 16.7 13.5 1.2 17.4 27.3 3.0 5.1 1.4 0.2 28.9 18.2
Number of Traders in Each Category Total Traders: 104
8 7 8 9 15 4 21 31 15 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 93,601
Positions
62,311 2,432 0 1,577 19,646 301 22,794 40,239 913 480 1,674 0 5,225 28,396
Changes from: June 12, 2018 Total Change is: -7,644
-11,595 769 -2,963 -541 1,254 0 13,734 503 -6,079 0 0 0 -200 -1,128
Percent of Open Interest Represented by Each Category of Trader
66.6 2.6 0.0 1.7 21.0 0.3 24.4 43.0 1.0 0.5 1.8 0.0 5.6 30.3
Number of Traders in Each Category Total Traders: 57
5 4 0 . 13 . 12 19 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 172,592
Positions
53,867 7,054 1,272 37,592 70,351 4,446 42,108 35,609 5,692 2,516 8,483 125 24,974 39,560
Changes from: June 12, 2018 Total Change is: -97,017
-8,361 -36,109 -55,852 352 2,825 1,262 -15,206 6,609 -17,820 467 130 -101 -1,758 2,039
Percent of Open Interest Represented by Each Category of Trader
31.2 4.1 0.7 21.8 40.8 2.6 24.4 20.6 3.3 1.5 4.9 0.1 14.5 22.9
Number of Traders in Each Category Total Traders: 111
8 4 5 11 27 8 24 28 12 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 154,641
Positions
35,223 17,151 580 34,732 30,501 5,509 48,426 63,117 1,667 2,822 979 102 25,580 35,035
Changes from: June 12, 2018 Total Change is: -12,236
12,011 -11,735 -19,924 1,780 1,627 549 -7,297 24,749 -1,340 774 0 -25 1,236 -6,137
Percent of Open Interest Represented by Each Category of Trader
22.8 11.1 0.4 22.5 19.7 3.6 31.3 40.8 1.1 1.8 0.6 0.1 16.5 22.7
Number of Traders in Each Category Total Traders: 122
5 10 . 16 21 11 27 36 14 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 478,200
Positions
43,711 151,674 858 261,448 116,357 33,495 40,761 96,068 8,644 22,237 10,843 1,146 65,900 59,115
Changes from: June 12, 2018 Total Change is: -121,361
-44,709 -74,451 -42,553 -9,585 4,054 -1,293 -10,141 3,156 -7,113 2,178 2,468 -68 -8,077 -5,561
Percent of Open Interest Represented by Each Category of Trader
9.1 31.7 0.2 54.7 24.3 7.0 8.5 20.1 1.8 4.7 2.3 0.2 13.8 12.4
Number of Traders in Each Category Total Traders: 286
21 9 10 85 43 44 34 53 21 25 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 33,439
Positions
413 18,369 0 17,262 6,194 2,172 1,128 1,313 0 0 771 5 12,459 4,615
Changes from: June 12, 2018 Total Change is: -5,869
6 -6,107 -13 -123 -10 44 -3,213 1,145 -1,378 0 0 0 -1,192 450
Percent of Open Interest Represented by Each Category of Trader
1.2 54.9 0.0 51.6 18.5 6.5 3.4 3.9 0.0 0.0 2.3 0.0 37.3 13.8
Number of Traders in Each Category Total Traders: 28
. . 0 13 7 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 135,854
Positions
74,633 1,526 292 5,022 41,993 1,674 30,693 50,367 2,494 1,320 333 1 19,725 37,174
Changes from: June 12, 2018 Total Change is: -1,870
-695 -13,981 -3,825 -1,619 5,688 -85 8,964 11,000 -3,287 -44 281 -23 -1,256 2,362
Percent of Open Interest Represented by Each Category of Trader
54.9 1.1 0.2 3.7 30.9 1.2 22.6 37.1 1.8 1.0 0.2 0.0 14.5 27.4
Number of Traders in Each Category Total Traders: 87
11 . . 7 14 4 17 32 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 18,051
Positions
0 13,332 0 13,816 257 0 2,494 2,726 6 100 0 0 1,635 1,730
Changes from: June 12, 2018 Total Change is: -13,740
-2,301 -8,955 -3,327 -1,360 7 0 -4,112 1,241 -1,315 0 -245 0 -1,325 -1,146
Percent of Open Interest Represented by Each Category of Trader
0.0 73.9 0.0 76.5 1.4 0.0 13.8 15.1 0.0 0.6 0.0 0.0 9.1 9.6
Number of Traders in Each Category Total Traders: 22
0 4 0 . . 0 8 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 156,503
Positions
20,228 51,259 800 80,450 36,354 9 43,517 46,734 5,044 2,867 8,669 0 3,588 7,634
Changes from: June 12, 2018 Total Change is: -57,775
-46,030 -54,040 -9 -498 932 -2 -2,479 3,401 -7,498 -608 -647 -186 -465 274
Percent of Open Interest Represented by Each Category of Trader
12.9 32.8 0.5 51.4 23.2 0.0 27.8 29.9 3.2 1.8 5.5 0.0 2.3 4.9
Number of Traders in Each Category Total Traders: 159
. 7 . 11 21 . 31 56 9 11 19 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 40,631
Positions
24,806 681 1,304 5,253 23,243 0 6,175 10,881 790 840 1,167 3 1,460 2,562
Changes from: June 12, 2018 Total Change is: -2,809
-124 -20 0 -21 -5,558 0 -3,025 2,517 403 122 -100 0 -164 -51
Percent of Open Interest Represented by Each Category of Trader
61.1 1.7 3.2 12.9 57.2 0.0 15.2 26.8 1.9 2.1 2.9 0.0 3.6 6.3
Number of Traders in Each Category Total Traders: 41
. . . . 4 0 10 14 5 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 43,308
Positions
23,951 0 0 5,373 10,485 0 10,245 24,238 1,550 0 455 0 2,189 6,580
Changes from: June 12, 2018 Total Change is: -21,391
-3,903 -19,683 -4,562 789 810 -4 -12,696 1,807 -350 0 250 0 -665 341
Percent of Open Interest Represented by Each Category of Trader
55.3 0.0 0.0 12.4 24.2 0.0 23.7 56.0 3.6 0.0 1.1 0.0 5.1 15.2
Number of Traders in Each Category Total Traders: 82
7 0 0 6 14 0 15 36 12 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 43,300
Positions
9,659 23,603 818 8,938 2,368 160 11,704 8,845 1,025 2,147 772 0 8,851 5,710
Changes from: June 12, 2018 Total Change is: -14,051
-2,223 -4,697 -8,786 -400 2,009 -654 10 3,013 -1,485 131 -257 -927 282 -2,269
Percent of Open Interest Represented by Each Category of Trader
22.3 54.5 1.9 20.6 5.5 0.4 27.0 20.4 2.4 5.0 1.8 0.0 20.4 13.2
Number of Traders in Each Category Total Traders: 97
12 19 . 11 4 . 25 16 11 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 86,600
Positions
19,318 47,206 1,636 17,875 4,736 319 23,407 17,690 2,050 4,294 1,543 0 17,701 11,420
Changes from: June 12, 2018 Total Change is: -28,101
-4,445 -9,393 -17,571 -800 4,017 -1,307 19 6,026 -2,969 262 -514 -1,853 563 -4,537
Percent of Open Interest Represented by Each Category of Trader
22.3 54.5 1.9 20.6 5.5 0.4 27.0 20.4 2.4 5.0 1.8 0.0 20.4 13.2
Number of Traders in Each Category Total Traders: 97
12 19 . 11 4 . 25 16 11 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 584,145
Positions
25,933 110,743 21,690 294,696 183,968 58,202 64,466 82,099 14,771 23,865 36,652 5,657 74,865 70,364
Changes from: June 12, 2018 Total Change is: -224,144
-14,527 -15,011 -74,216 15,903 -3,010 -26,694 -7,933 450 -37,661 1,146 1,529 -2,116 -78,046 -67,415
Percent of Open Interest Represented by Each Category of Trader
4.4 19.0 3.7 50.4 31.5 10.0 11.0 14.1 2.5 4.1 6.3 1.0 12.8 12.0
Number of Traders in Each Category Total Traders: 570
29 39 21 169 85 101 81 102 68 32 33 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 48,313
Positions
20,929 9,074 0 6,334 18,332 10 2,350 303 200 3,709 47 0 14,781 20,347
Changes from: June 12, 2018 Total Change is: -77,748
-43,291 7,074 -11,962 -3,983 -19 -629 -13,868 -5,676 -63 -216 -10 -37 -3,699 -66,426
Percent of Open Interest Represented by Each Category of Trader
43.3 18.8 0.0 13.1 37.9 0.0 4.9 0.6 0.4 7.7 0.1 0.0 30.6 42.1
Number of Traders in Each Category Total Traders: 34
6 4 0 4 4 . 5 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 19,755
Positions
0 18,904 0 8,383 0 316 6,477 0 0 2,203 0 0 2,376 535
Changes from: June 12, 2018 Total Change is: -12,419
-3,925 -4,450 -7,459 -8 0 -68 -279 0 0 -124 0 0 -556 -442
Percent of Open Interest Represented by Each Category of Trader
0.0 95.7 0.0 42.4 0.0 1.6 32.8 0.0 0.0 11.2 0.0 0.0 12.0 2.7
Number of Traders in Each Category Total Traders: 21
0 9 0 5 0 . 5 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,679,161
Positions
104,211 587,533 29,261 1,449,532 835,902 283,238 314,219 412,618 69,214 100,779 183,026 28,286 300,421 250,083
Changes from: June 12, 2018 Total Change is: -731,981
-62,436 -316,683 -105,013 97,863 -16,524 -128,757 -57,444 -56,489 -100,871 5,605 6,491 -9,191 -371,737 -4,944
Percent of Open Interest Represented by Each Category of Trader
3.9 21.9 1.1 54.1 31.2 10.6 11.7 15.4 2.6 3.8 6.8 1.1 11.2 9.3
Number of Traders in Each Category Total Traders: 567
29 39 20 171 83 100 81 101 65 30 33 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 28,026
Positions
1,221 24,714 6 20,176 0 1,483 1,438 0 0 1,327 1,121 0 2,375 702
Changes from: June 12, 2018 Total Change is: -18,019
-5,029 -4,710 -13,423 -249 0 0 704 0 -16 3 95 0 -9 35
Percent of Open Interest Represented by Each Category of Trader
4.4 88.2 0.0 72.0 0.0 5.3 5.1 0.0 0.0 4.7 4.0 0.0 8.5 2.5
Number of Traders in Each Category Total Traders: 27
. 8 . 11 0 . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 11,272
Positions
3,141 7,624 8 4,584 1,417 335 370 1,294 39 1,035 0 0 1,760 555
Changes from: June 12, 2018 Total Change is: -1,361
832 1,112 -2,304 -45 0 135 0 0 0 0 0 0 21 -304
Percent of Open Interest Represented by Each Category of Trader
27.9 67.6 0.1 40.7 12.6 3.0 3.3 11.5 0.3 9.2 0.0 0.0 15.6 4.9
Number of Traders in Each Category Total Traders: 21
4 8 . 5 . . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 24,252
Positions
16,342 8,053 0 6,051 11,589 410 527 0 0 0 3,295 0 922 905
Changes from: June 12, 2018 Total Change is: -8,983
-5,155 -3,071 -5,298 1,375 -786 0 260 0 0 0 258 0 -165 -86
Percent of Open Interest Represented by Each Category of Trader
67.4 33.2 0.0 25.0 47.8 1.7 2.2 0.0 0.0 0.0 13.6 0.0 3.8 3.7
Number of Traders in Each Category Total Traders: 20
6 4 0 4 . . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 86,169
Positions
5,294 38,691 463 43,154 33,985 5,121 18,332 3,210 620 1,644 727 0 11,541 3,352
Changes from: June 12, 2018 Total Change is: -12,529
7 2,039 -13,771 676 -106 289 1,537 -29 102 -237 0 0 -1,132 -1,053
Percent of Open Interest Represented by Each Category of Trader
6.1 44.9 0.5 50.1 39.4 5.9 21.3 3.7 0.7 1.9 0.8 0.0 13.4 3.9
Number of Traders in Each Category Total Traders: 88
. 9 . 34 18 13 16 4 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 45,194
Positions
8,716 10,546 276 16,043 9,894 534 10,022 13,943 1,082 1,708 1,366 72 6,741 7,480
Changes from: June 12, 2018 Total Change is: -13,307
-5,890 761 -6,800 6,127 -2,185 -4,749 -590 516 319 -986 -828 -88 -651 -253
Percent of Open Interest Represented by Each Category of Trader
19.3 23.3 0.6 35.5 21.9 1.2 22.2 30.9 2.4 3.8 3.0 0.2 14.9 16.6
Number of Traders in Each Category Total Traders: 265
18 21 5 59 33 22 42 60 23 15 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 225,971
Positions
43,578 52,728 1,380 80,217 49,472 2,671 50,108 69,714 5,412 8,541 6,831 361 33,703 37,402
Changes from: June 12, 2018 Total Change is: -66,537
-29,448 3,803 -34,001 30,636 -10,927 -23,743 -2,951 2,578 1,595 -4,930 -4,141 -438 -3,257 -1,263
Percent of Open Interest Represented by Each Category of Trader
19.3 23.3 0.6 35.5 21.9 1.2 22.2 30.9 2.4 3.8 3.0 0.2 14.9 16.6
Number of Traders in Each Category Total Traders: 265
18 21 5 59 33 22 42 60 23 15 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 557,933
Positions
38,879 181,047 983 253,453 185,752 36,780 169,002 120,521 12,087 22,042 2,388 228 24,479 18,147
Changes from: June 12, 2018 Total Change is: -77,473
-9,938 3,429 -47,773 15,063 -1,753 -13,705 -3,335 2,799 -6,982 1,693 -1,446 -605 -11,891 -11,437
Percent of Open Interest Represented by Each Category of Trader
7.0 32.4 0.2 45.4 33.3 6.6 30.3 21.6 2.2 4.0 0.4 0.0 4.4 3.3
Number of Traders in Each Category Total Traders: 319
16 28 5 84 47 33 64 54 29 18 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 31,140
Positions
1,041 17,639 0 20,257 1,361 349 2,043 6,510 23 911 1,907 172 6,344 3,179
Changes from: June 12, 2018 Total Change is: -81
-9 0 0 559 -1,736 -23 -791 2,911 -33 -20 -31 20 216 -1,189
Percent of Open Interest Represented by Each Category of Trader
3.3 56.6 0.0 65.1 4.4 1.1 6.6 20.9 0.1 2.9 6.1 0.6 20.4 10.2
Number of Traders in Each Category Total Traders: 41
. 4 0 15 . . 5 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 53,916
Positions
9,053 5,471 628 22,071 5,634 1,654 8,914 8,310 20 2,546 1,581 0 9,030 30,618
Changes from: June 12, 2018 Total Change is: 4,889
-1,003 -693 294 2,427 -35 52 2,031 615 12 407 200 0 669 4,444
Percent of Open Interest Represented by Each Category of Trader
16.8 10.1 1.2 40.9 10.4 3.1 16.5 15.4 0.0 4.7 2.9 0.0 16.7 56.8
Number of Traders in Each Category Total Traders: 62
7 10 4 13 4 5 12 10 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 316,415
Positions
34,842 202,689 2,075 207,526 73,680 22,129 35,815 6,702 1,698 2,427 1,287 0 9,903 6,155
Changes from: June 12, 2018 Total Change is: -34,009
693 1,465 -21,251 -7,385 -2,234 -434 3,446 -4,192 155 -269 -17 -279 -8,685 -7,222
Percent of Open Interest Represented by Each Category of Trader
11.0 64.1 0.7 65.6 23.3 7.0 11.3 2.1 0.5 0.8 0.4 0.0 3.1 1.9
Number of Traders in Each Category Total Traders: 155
9 13 . 58 30 23 28 10 11 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 983,914
Positions
72,355 620,325 5,537 595,168 183,805 91,709 134,615 40,908 11,037 41,681 14,477 486 31,326 15,630
Changes from: June 12, 2018 Total Change is: -181,993
2,791 -52,880 -99,527 -38,725 13,408 359 6,831 7,456 -1,769 -1,257 -2,123 -577 -50,119 -46,340
Percent of Open Interest Represented by Each Category of Trader
7.4 63.0 0.6 60.5 18.7 9.3 13.7 4.2 1.1 4.2 1.5 0.0 3.2 1.6
Number of Traders in Each Category Total Traders: 401
24 24 9 145 70 64 65 28 21 36 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 113,484
Positions
21,332 39,362 73,321 11,033 0 270 6,518 0 408 570 30 0 32 93
Changes from: June 12, 2018 Total Change is: 2,080
-931 669 1,411 300 0 0 1,300 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
18.8 34.7 64.6 9.7 0.0 0.2 5.7 0.0 0.4 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 34
. 14 8 8 0 . 6 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 806,581
Positions
25,548 95,566 1,439 323,050 222,741 180,716 88,669 70,535 18,488 31,119 32,423 36 137,516 184,637
Changes from: June 12, 2018 Total Change is: -11,176
2,735 8,695 -5,358 -17,309 -19,207 9,156 -2,616 -6,795 -1,533 -4,029 -729 -2 7,780 4,597
Percent of Open Interest Represented by Each Category of Trader
3.2 11.8 0.2 40.1 27.6 22.4 11.0 8.7 2.3 3.9 4.0 0.0 17.0 22.9
Number of Traders in Each Category Total Traders: 184
10 16 5 50 34 49 40 16 20 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 976,996
Positions
13,012 188,012 289 530,675 81,395 161,198 69,360 393,532 9,995 61,732 37,877 7,563 123,172 97,135
Changes from: June 12, 2018 Total Change is: -49,650
-2,448 -22,753 -4,537 5,026 10,161 -12,274 -6,209 5,260 -30,984 1,731 3,423 2,003 -1,958 51
Percent of Open Interest Represented by Each Category of Trader
1.3 19.2 0.0 54.3 8.3 16.5 7.1 40.3 1.0 6.3 3.9 0.8 12.6 9.9
Number of Traders in Each Category Total Traders: 132
. 17 4 56 11 39 13 21 16 6 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 1,816,417
Positions
49,254 186,059 12,210 759,443 384,860 231,123 355,837 492,815 60,527 226,262 268,658 2,117 119,644 178,048
Changes from: June 12, 2018 Total Change is: 29,052
9,184 1,413 -6,765 10,899 24,625 -591 19,017 -4,825 -2,212 6,138 8,134 -209 -6,409 9,482
Percent of Open Interest Represented by Each Category of Trader
2.7 10.2 0.7 41.8 21.2 12.7 19.6 27.1 3.3 12.5 14.8 0.1 6.6 9.8
Number of Traders in Each Category Total Traders: 325
12 31 4 79 46 63 52 59 35 27 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 3,450,887
Positions
154,687 308,474 8,021 1,467,147 703,288 518,939 397,475 984,954 129,795 425,193 244,082 27,677 321,953 525,657
Changes from: June 12, 2018 Total Change is: 39,338
36,074 -18,580 -1,945 -29,873 28,727 29,168 8,016 19,433 709 5,747 -3,046 -2,479 -6,079 -12,649
Percent of Open Interest Represented by Each Category of Trader
4.5 8.9 0.2 42.5 20.4 15.0 11.5 28.5 3.8 12.3 7.1 0.8 9.3 15.2
Number of Traders in Each Category Total Traders: 451
31 37 11 83 99 94 60 86 49 23 32 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 528,920
Positions
33,721 35,060 8,328 195,125 175,947 58,782 84,107 27,082 12,620 41,488 38,737 2 94,747 172,362
Changes from: June 12, 2018 Total Change is: -6,826
3,539 -4,249 719 268 -1,513 4,962 -13,899 -4,795 1,971 234 649 2 -4,622 -4,572
Percent of Open Interest Represented by Each Category of Trader
6.4 6.6 1.6 36.9 33.3 11.1 15.9 5.1 2.4 7.8 7.3 0.0 17.9 32.6
Number of Traders in Each Category Total Traders: 99
5 9 5 23 31 33 12 7 7 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 3,761,757
Positions
68,202 281,444 88,488 1,851,464 577,681 626,247 373,455 1,265,440 160,657 296,312 316,525 41,458 255,474 403,817
Changes from: June 12, 2018 Total Change is: 793
-11,702 -19,285 13,928 -46,619 13,345 11,608 11,643 -12,872 -7,242 20,713 2,218 8,531 -67 -9,438
Percent of Open Interest Represented by Each Category of Trader
1.8 7.5 2.4 49.2 15.4 16.6 9.9 33.6 4.3 7.9 8.4 1.1 6.8 10.7
Number of Traders in Each Category Total Traders: 355
14 41 10 81 59 72 42 69 40 20 29 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 2,075,890
Positions
491,921 526,161 561,205 22,795 23,919 63,274 136,233 178,997 457,589 206,275 103,405 93,061 43,537 68,279
Changes from: June 12, 2018 Total Change is: 133,199
-22,504 112,984 56,038 15,008 5,167 104 60,229 -47,909 976 7,143 -4,532 873 15,332 9,498
Percent of Open Interest Represented by Each Category of Trader
23.7 25.3 27.0 1.1 1.2 3.0 6.6 8.6 22.0 9.9 5.0 4.5 2.1 3.3
Number of Traders in Each Category Total Traders: 149
27 31 48 . 5 6 25 33 49 5 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 is13,907,172
Positions
6,226,486 930,515 1,973,080 344,079 2,299,282 1,552,691 595,569 3,203,012 1,882,419 262,047 283,744 484,131 586,670 1,298,298
Changes from: June 12, 2018 Total Change is:-1,417,017
-515,238 -116,737 -189,129 82,922 50,907 -201,144 30,315 -252,679 -477,001 -9,420 -100,763 -97,322 -41,000 -33,149
Percent of Open Interest Represented by Each Category of Trader
44.8 6.7 14.2 2.5 16.5 11.2 4.3 23.0 13.5 1.9 2.0 3.5 4.2 9.3
Number of Traders in Each Category Total Traders: 286
40 38 69 8 32 33 31 88 89 15 17 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 32,184
Positions
3,219 4,723 0 55 8,535 136 18,027 9,729 0 10,434 8,753 242 71 66
Changes from: June 12, 2018 Total Change is: -11,576
-14,846 -456 -437 1 -420 0 15,471 589 -11,854 98 1,000 0 -9 2
Percent of Open Interest Represented by Each Category of Trader
10.0 14.7 0.0 0.2 26.5 0.4 56.0 30.2 0.0 32.4 27.2 0.8 0.2 0.2
Number of Traders in Each Category Total Traders: 44
4 5 0 . 11 . 5 9 0 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 16,665
Positions
3,314 2,123 0 302 2,856 694 12,344 8,541 0 0 2,388 0 11 63
Changes from: June 12, 2018 Total Change is: -4,620
2,751 -1,929 -736 12 11 0 -4,894 -251 -1,748 0 0 0 -5 33
Percent of Open Interest Represented by Each Category of Trader
19.9 12.7 0.0 1.8 17.1 4.2 74.1 51.3 0.0 0.0 14.3 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 34
. . 0 . 8 . 5 10 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 5,365
Positions
55 0 0 212 0 0 1,486 3,632 84 1,314 1,030 0 2,214 619
Changes from: June 12, 2018 Total Change is: -605
0 0 0 53 -72 0 66 -114 -241 75 30 -192 -366 -16
Percent of Open Interest Represented by Each Category of Trader
1.0 0.0 0.0 4.0 0.0 0.0 27.7 67.7 1.6 24.5 19.2 0.0 41.3 11.5
Number of Traders in Each Category Total Traders: 57
. 0 0 . 0 0 7 16 . 24 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 2,633
Positions
29 0 0 52 59 0 1,478 1,414 111 159 590 0 804 459
Changes from: June 12, 2018 Total Change is: -10
0 0 0 52 -49 0 129 -220 92 -268 150 0 -15 17
Percent of Open Interest Represented by Each Category of Trader
1.1 0.0 0.0 2.0 2.2 0.0 56.1 53.7 4.2 6.0 22.4 0.0 30.5 17.4
Number of Traders in Each Category Total Traders: 33
. 0 0 . . 0 9 8 4 4 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 46,993
Positions
595 19,785 0 12,668 608 411 17,385 21,794 1,196 8,180 1,677 134 6,424 1,388
Changes from: June 12, 2018 Total Change is: -2,914
-75 14,364 -2,407 -571 140 -101 2,522 -13,369 -1,412 68 707 -32 -906 -804
Percent of Open Interest Represented by Each Category of Trader
1.3 42.1 0.0 27.0 1.3 0.9 37.0 46.4 2.5 17.4 3.6 0.3 13.7 3.0
Number of Traders in Each Category Total Traders: 135
. . 0 14 . . 43 19 8 43 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 445,208
Positions
55,143 23,642 44,852 88,797 82,643 20,614 70,113 114,524 101,647 20,985 5,950 18,162 24,895 33,174
Changes from: June 12, 2018 Total Change is: 210
8,451 -4,486 2,029 -6,641 1,078 -2,531 -13,656 -10,563 14,555 1,728 -656 -1,806 -1,919 2,590
Percent of Open Interest Represented by Each Category of Trader
12.4 5.3 10.1 19.9 18.6 4.6 15.7 25.7 22.8 4.7 1.3 4.1 5.6 7.5
Number of Traders in Each Category Total Traders: 240
16 7 17 26 32 19 56 63 69 17 11 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 63,998
Positions
1,037 0 2,717 27,746 34 210 20,611 54,325 6,559 4,962 153 0 156 0
Changes from: June 12, 2018 Total Change is: -10,112
230 0 2,717 -12,247 0 0 -3,840 -16,696 3,884 -777 0 0 -79 -17
Percent of Open Interest Represented by Each Category of Trader
1.6 0.0 4.2 43.4 0.1 0.3 32.2 84.9 10.2 7.8 0.2 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 45
4 0 . 12 . . 8 7 . 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated June 22, 2018