Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 145,225
Positions
27,025 10,391 6,670 33,964 26,446 4,388 9,992 41,586 20,568 9,968 1,055 1,072 31,578 33,049
Changes from: April 24, 2018 Total Change is: 1,327
4,664 -9,323 2 1,162 6,657 948 -5,284 -337 -1,355 1,457 41 673 -940 4,021
Percent of Open Interest Represented by Each Category of Trader
18.6 7.2 4.6 23.4 18.2 3.0 6.9 28.6 14.2 6.9 0.7 0.7 21.7 22.8
Number of Traders in Each Category Total Traders: 89
10 4 8 13 12 7 11 26 18 9 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 85,976
Positions
48,340 1,322 266 1,136 16,689 196 28,170 38,015 907 480 1,674 0 6,481 26,907
Changes from: April 24, 2018 Total Change is: 13,664
14,471 89 -16 0 6,063 -166 -772 4,123 372 0 0 0 -225 3,199
Percent of Open Interest Represented by Each Category of Trader
56.2 1.5 0.3 1.3 19.4 0.2 32.8 44.2 1.1 0.6 1.9 0.0 7.5 31.3
Number of Traders in Each Category Total Traders: 56
9 . . . 11 . 10 20 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 248,759
Positions
26,781 62,463 11,201 53,807 54,937 8,815 63,695 28,365 41,923 2,388 8,082 3,564 36,586 29,408
Changes from: April 24, 2018 Total Change is: 23,742
20,709 4,931 -4,239 23,167 1,043 2,697 -31,690 2,593 11,278 1,038 -432 2,263 -1,482 3,608
Percent of Open Interest Represented by Each Category of Trader
10.8 25.1 4.5 21.6 22.1 3.5 25.6 11.4 16.9 1.0 3.2 1.4 14.7 11.8
Number of Traders in Each Category Total Traders: 130
. 12 9 18 21 9 38 29 31 4 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 206,594
Positions
25,399 48,130 18,296 42,293 21,408 12,108 48,980 42,295 25,143 602 1,567 2,356 31,417 35,291
Changes from: April 24, 2018 Total Change is: 11,922
6,797 -3,148 2,849 1,693 2,056 234 -4,564 787 2,966 -1,035 -1 1,103 1,879 5,075
Percent of Open Interest Represented by Each Category of Trader
12.3 23.3 8.9 20.5 10.4 5.9 23.7 20.5 12.2 0.3 0.8 1.1 15.2 17.1
Number of Traders in Each Category Total Traders: 115
6 9 10 22 18 13 24 28 22 5 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 608,298
Positions
41,335 267,147 28,086 269,464 79,463 38,063 59,243 59,345 63,307 19,272 6,371 8,201 81,328 58,317
Changes from: April 24, 2018 Total Change is: 45,743
3,316 3,246 3,850 7,152 1,487 4,957 6,064 9,450 16,409 1,586 1,319 4,080 -1,670 945
Percent of Open Interest Represented by Each Category of Trader
6.8 43.9 4.6 44.3 13.1 6.3 9.7 9.8 10.4 3.2 1.0 1.3 13.4 9.6
Number of Traders in Each Category Total Traders: 275
18 10 18 87 32 48 32 54 37 24 15 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 36,748
Positions
460 25,531 0 19,371 3,633 1,853 1,035 967 0 0 771 5 14,024 3,988
Changes from: April 24, 2018 Total Change is: 425
460 -6 0 -201 740 222 524 297 -252 0 0 0 -328 -576
Percent of Open Interest Represented by Each Category of Trader
1.3 69.5 0.0 52.7 9.9 5.0 2.8 2.6 0.0 0.0 2.1 0.0 38.2 10.9
Number of Traders in Each Category Total Traders: 30
. . 0 15 6 9 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 175,406
Positions
51,302 19,954 8,440 5,026 43,253 5,865 59,646 39,769 17,170 1,967 540 1,852 24,138 38,563
Changes from: April 24, 2018 Total Change is: 25,975
10,562 -1,402 -1,114 -2,175 13,103 1,313 11,759 5,950 2,525 1,391 540 1,086 628 3,974
Percent of Open Interest Represented by Each Category of Trader
29.2 11.4 4.8 2.9 24.7 3.3 34.0 22.7 9.8 1.1 0.3 1.1 13.8 22.0
Number of Traders in Each Category Total Traders: 94
7 8 8 7 17 7 23 25 20 6 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 28,269
Positions
3,653 22,857 6 5,150 234 3 17,535 3,078 0 225 395 0 1,697 1,696
Changes from: April 24, 2018 Total Change is: -789
-95 -2,920 0 -2,967 234 3 2,113 1,731 0 0 0 0 157 163
Percent of Open Interest Represented by Each Category of Trader
12.9 80.9 0.0 18.2 0.8 0.0 62.0 10.9 0.0 0.8 1.4 0.0 6.0 6.0
Number of Traders in Each Category Total Traders: 26
. 4 . . . . 9 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 217,814
Positions
7,418 95,244 6,339 119,005 11,744 0 73,296 90,159 1,548 2,748 9,732 0 7,460 3,048
Changes from: April 24, 2018 Total Change is: -15,250
-466 -1,464 447 8,518 236 0 -23,736 -15,226 679 -14 576 0 -678 -497
Percent of Open Interest Represented by Each Category of Trader
3.4 43.7 2.9 54.6 5.4 0.0 33.7 41.4 0.7 1.3 4.5 0.0 3.4 1.4
Number of Traders in Each Category Total Traders: 149
. 12 4 28 6 0 51 26 9 9 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 45,508
Positions
13,242 0 9,390 5,783 23,767 0 14,154 8,572 574 448 810 3 1,914 2,392
Changes from: April 24, 2018 Total Change is: 9,345
0 -300 8,188 89 276 0 315 166 419 -64 115 0 398 481
Percent of Open Interest Represented by Each Category of Trader
29.1 0.0 20.6 12.7 52.2 0.0 31.1 18.8 1.3 1.0 1.8 0.0 4.2 5.3
Number of Traders in Each Category Total Traders: 38
. 0 4 . 4 0 11 12 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 47,605
Positions
6,962 23,729 0 7,761 5,105 0 27,136 12,016 1,266 0 422 0 4,480 5,067
Changes from: April 24, 2018 Total Change is: -7,780
2,789 -7,985 0 -3,222 -362 0 -6,813 -371 58 -100 -82 0 -492 962
Percent of Open Interest Represented by Each Category of Trader
14.6 49.8 0.0 16.3 10.7 0.0 57.0 25.2 2.7 0.0 0.9 0.0 9.4 10.6
Number of Traders in Each Category Total Traders: 85
7 4 0 8 6 0 29 28 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 11,002
Positions
0 7,675 0 3,071 370 0 5,826 1,316 546 143 0 0 1,416 1,095
Changes from: April 24, 2018 Total Change is: 239
0 -168 0 -1,720 0 0 2,004 175 -39 0 0 0 -6 271
Percent of Open Interest Represented by Each Category of Trader
0.0 69.8 0.0 27.9 3.4 0.0 53.0 12.0 5.0 1.3 0.0 0.0 12.9 10.0
Number of Traders in Each Category Total Traders: 21
0 . 0 . . 0 7 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 53,286
Positions
19,486 27,385 1,382 8,236 3,066 314 12,008 10,174 1,082 2,012 3,118 481 8,286 6,285
Changes from: April 24, 2018 Total Change is: -1,599
-1,282 -458 -407 -90 416 -3 843 -405 -559 64 34 -155 -10 -62
Percent of Open Interest Represented by Each Category of Trader
36.6 51.4 2.6 15.5 5.8 0.6 22.5 19.1 2.0 3.8 5.9 0.9 15.6 11.8
Number of Traders in Each Category Total Traders: 104
16 16 5 11 4 . 28 15 12 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 106,571
Positions
38,971 54,769 2,764 16,471 6,131 628 24,015 20,349 2,163 4,024 6,236 962 16,573 12,569
Changes from: April 24, 2018 Total Change is: -3,197
-2,563 -915 -815 -179 831 -5 1,685 -810 -1,118 127 68 -310 -20 -123
Percent of Open Interest Represented by Each Category of Trader
36.6 51.4 2.6 15.5 5.8 0.6 22.5 19.1 2.0 3.8 5.9 0.9 15.6 11.8
Number of Traders in Each Category Total Traders: 104
16 16 5 11 4 . 28 15 12 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 849,124
Positions
43,106 173,684 69,454 250,166 154,028 72,314 79,922 63,907 130,167 30,631 29,807 44,095 129,269 111,668
Changes from: April 24, 2018 Total Change is: -7,075
-512 -5,437 987 -10,020 11,240 2,999 -359 -16,997 -9,524 -1,032 -1,722 11,792 -1,405 -412
Percent of Open Interest Represented by Each Category of Trader
5.1 20.5 8.2 29.5 18.1 8.5 9.4 7.5 15.3 3.6 3.5 5.2 15.2 13.2
Number of Traders in Each Category Total Traders: 610
36 36 44 158 102 115 84 104 107 52 37 50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 103,889
Positions
39,935 4,250 3,196 7,086 12,297 723 11,098 8,061 12,093 3,643 337 3,874 22,241 59,058
Changes from: April 24, 2018 Total Change is: -1,252
3,308 -200 702 84 -442 -265 -537 2,732 -2,514 -70 -855 -584 -1,376 174
Percent of Open Interest Represented by Each Category of Trader
38.4 4.1 3.1 6.8 11.8 0.7 10.7 7.8 11.6 3.5 0.3 3.7 21.4 56.8
Number of Traders in Each Category Total Traders: 62
15 4 9 5 5 . 11 11 19 6 4 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 26,810
Positions
25,466 11,630 0 128 10,311 214 0 1,822 37 0 2,076 0 965 720
Changes from: April 24, 2018 Total Change is: 168
148 2,361 0 128 -2,515 -98 0 0 0 0 425 0 -10 -5
Percent of Open Interest Represented by Each Category of Trader
95.0 43.4 0.0 0.5 38.5 0.8 0.0 6.8 0.1 0.0 7.7 0.0 3.6 2.7
Number of Traders in Each Category Total Traders: 24
8 4 0 . 7 . 0 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 20,157
Positions
2,206 18,827 0 9,842 0 312 2,364 538 0 3,011 0 0 2,422 480
Changes from: April 24, 2018 Total Change is: 2,933
-428 3,456 0 1,880 0 -55 -505 0 -2 1,727 0 0 316 -466
Percent of Open Interest Represented by Each Category of Trader
10.9 93.4 0.0 48.8 0.0 1.5 11.7 2.7 0.0 14.9 0.0 0.0 12.0 2.4
Number of Traders in Each Category Total Traders: 29
. 10 0 10 0 . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 3,726,174
Positions
164,507 995,817 182,642 1,231,459 724,717 341,894 425,229 360,340 509,260 137,399 149,811 198,644 535,141 263,050
Changes from: April 24, 2018 Total Change is: -29,115
-4,051 -11,140 -13,626 -48,779 60,156 14,574 17,041 -82,497 -51,200 -8,975 -8,500 66,047 -145 -2,929
Percent of Open Interest Represented by Each Category of Trader
4.4 26.7 4.9 33.0 19.4 9.2 11.4 9.7 13.7 3.7 4.0 5.3 14.4 7.1
Number of Traders in Each Category Total Traders: 598
32 38 41 158 100 114 83 102 105 49 36 47
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 31,424
Positions
5,325 29,424 0 19,407 0 1,282 1,448 0 0 1,628 218 0 2,334 500
Changes from: April 24, 2018 Total Change is: -1,039
741 -998 -9 -1,176 0 0 -571 0 0 0 218 0 -24 -250
Percent of Open Interest Represented by Each Category of Trader
16.9 93.6 0.0 61.8 0.0 4.1 4.6 0.0 0.0 5.2 0.7 0.0 7.4 1.6
Number of Traders in Each Category Total Traders: 28
4 9 0 10 0 . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 11,549
Positions
3,433 6,676 0 4,901 1,517 1,252 352 1,292 41 0 0 0 1,570 771
Changes from: April 24, 2018 Total Change is: -654
109 -1,031 0 -803 -22 0 0 0 0 0 0 0 40 399
Percent of Open Interest Represented by Each Category of Trader
29.7 57.8 0.0 42.4 13.1 10.8 3.0 11.2 0.4 0.0 0.0 0.0 13.6 6.7
Number of Traders in Each Category Total Traders: 20
4 9 0 4 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 29,009
Positions
23,691 11,748 0 3,366 13,598 321 439 0 0 200 2,551 0 992 791
Changes from: April 24, 2018 Total Change is: 138
295 722 0 2,112 -1,825 0 -2,596 0 0 200 1,200 0 127 41
Percent of Open Interest Represented by Each Category of Trader
81.7 40.5 0.0 11.6 46.9 1.1 1.5 0.0 0.0 0.7 8.8 0.0 3.4 2.7
Number of Traders in Each Category Total Traders: 22
9 4 0 . . . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 75,898
Positions
7,269 27,412 662 37,204 35,105 5,754 13,562 1,238 936 0 733 0 10,511 4,058
Changes from: April 24, 2018 Total Change is: -1,054
503 -124 57 -2,364 494 -176 380 -866 35 0 513 0 511 -987
Percent of Open Interest Represented by Each Category of Trader
9.6 36.1 0.9 49.0 46.3 7.6 17.9 1.6 1.2 0.0 1.0 0.0 13.8 5.3
Number of Traders in Each Category Total Traders: 77
4 8 . 31 16 12 13 . 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 51,202
Positions
16,874 6,850 3,314 8,997 11,830 1,022 9,329 13,927 2,198 1,884 3,870 1,051 6,534 7,141
Changes from: April 24, 2018 Total Change is: -1,083
-628 1,224 -368 428 -94 260 -479 -4,120 46 394 1,549 3 -738 417
Percent of Open Interest Represented by Each Category of Trader
33.0 13.4 6.5 17.6 23.1 2.0 18.2 27.2 4.3 3.7 7.6 2.1 12.8 13.9
Number of Traders in Each Category Total Traders: 271
22 21 13 48 40 22 33 70 19 14 23 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 256,011
Positions
84,371 34,252 16,568 44,984 59,150 5,108 46,645 69,633 10,990 9,420 19,348 5,255 32,669 35,706
Changes from: April 24, 2018 Total Change is: -5,417
-3,140 6,119 -1,840 2,139 -468 1,299 -2,396 -20,598 231 1,968 7,744 13 -3,691 2,083
Percent of Open Interest Represented by Each Category of Trader
33.0 13.4 6.5 17.6 23.1 2.0 18.2 27.2 4.3 3.7 7.6 2.1 12.8 13.9
Number of Traders in Each Category Total Traders: 271
22 21 13 48 40 22 33 70 19 14 23 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 512,707
Positions
48,040 137,768 2,466 232,734 195,107 38,995 137,336 103,117 15,802 16,860 2,333 1,400 19,073 15,717
Changes from: April 24, 2018 Total Change is: 4,126
1,866 932 411 -5,021 605 -2,063 10,134 4,044 377 -1,967 924 -258 648 -846
Percent of Open Interest Represented by Each Category of Trader
9.4 26.9 0.5 45.4 38.1 7.6 26.8 20.1 3.1 3.3 0.5 0.3 3.7 3.1
Number of Traders in Each Category Total Traders: 294
18 24 4 82 45 35 45 62 31 11 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50)
CFTC Code #23977A Open Interest is 9,978
Positions
3,027 2,847 1,068 240 529 0 807 1,558 0 745 260 30 4,061 3,686
Changes from: April 24, 2018 Total Change is: -149
-476 -505 429 -30 -84 0 -123 389 0 0 0 0 51 -378
Percent of Open Interest Represented by Each Category of Trader
30.3 28.5 10.7 2.4 5.3 0.0 8.1 15.6 0.0 7.5 2.6 0.3 40.7 36.9
Number of Traders in Each Category Total Traders: 22
6 4 . . . 0 . 4 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 44,213
Positions
1,668 34,512 272 20,622 3,654 491 12,364 1,146 921 1,811 212 0 6,064 3,005
Changes from: April 24, 2018 Total Change is: 352
-289 -25 272 -1,274 -10 3 790 -446 258 676 212 0 -84 88
Percent of Open Interest Represented by Each Category of Trader
3.8 78.1 0.6 46.6 8.3 1.1 28.0 2.6 2.1 4.1 0.5 0.0 13.7 6.8
Number of Traders in Each Category Total Traders: 45
. 4 . 16 . . 11 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 66,328
Positions
26,850 13,678 863 18,383 10,506 1,341 9,018 18,266 635 233 2,641 0 9,005 18,398
Changes from: April 24, 2018 Total Change is: 1,999
-1,468 730 -23 1,149 -6,551 4 2,613 4,434 -26 233 1,021 0 -483 2,410
Percent of Open Interest Represented by Each Category of Trader
40.5 20.6 1.3 27.7 15.8 2.0 13.6 27.5 1.0 0.4 4.0 0.0 13.6 27.7
Number of Traders in Each Category Total Traders: 71
10 6 . 15 4 5 14 18 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 295,495
Positions
26,156 191,175 3,619 194,489 68,314 18,647 39,265 5,689 1,315 1,829 1,295 0 10,175 5,441
Changes from: April 24, 2018 Total Change is: 5,241
207 13,437 39 -2,166 1,019 963 6,229 -10,226 -374 0 -47 0 343 430
Percent of Open Interest Represented by Each Category of Trader
8.9 64.7 1.2 65.8 23.1 6.3 13.3 1.9 0.4 0.6 0.4 0.0 3.4 1.8
Number of Traders in Each Category Total Traders: 156
8 12 4 62 28 23 33 8 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 1,077,695
Positions
38,698 790,208 3,978 737,830 126,233 77,807 124,650 36,804 8,311 47,333 19,016 922 38,166 14,416
Changes from: April 24, 2018 Total Change is: -25,264
603 -11,588 -120 13,421 2,617 2,430 -30,456 -12,012 -5,600 -7,420 -1,113 670 1,208 -548
Percent of Open Interest Represented by Each Category of Trader
3.6 73.3 0.4 68.5 11.7 7.2 11.6 3.4 0.8 4.4 1.8 0.1 3.5 1.3
Number of Traders in Each Category Total Traders: 394
20 24 8 159 47 64 66 32 17 37 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 107,728
Positions
27,844 39,426 67,020 10,687 0 250 1,180 731 178 520 30 0 49 93
Changes from: April 24, 2018 Total Change is: 484
-139 190 694 70 0 0 232 0 -270 -54 0 0 -49 -130
Percent of Open Interest Represented by Each Category of Trader
25.8 36.6 62.2 9.9 0.0 0.2 1.1 0.7 0.2 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 33
4 12 8 7 0 . 4 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 1,013,579
Positions
19,913 37,104 42,084 348,148 243,606 208,250 96,132 135,794 102,585 34,898 10,548 13,719 147,848 219,889
Changes from: April 24, 2018 Total Change is: 40,289
10 -16,512 5,286 14,883 5,715 25,636 4,181 9,335 -2,528 -4,350 -1,424 4,130 -6,958 10,652
Percent of Open Interest Represented by Each Category of Trader
2.0 3.7 4.2 34.3 24.0 20.5 9.5 13.4 10.1 3.4 1.0 1.4 14.6 21.7
Number of Traders in Each Category Total Traders: 186
11 14 19 48 33 48 26 36 42 9 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 985,375
Positions
15,128 172,728 382 547,130 100,987 144,933 68,959 425,089 26,293 56,683 1,888 1,751 124,116 111,324
Changes from: April 24, 2018 Total Change is: 8,447
2,707 -11,516 -87 -6,121 -59 11,582 6,535 16,984 -7,362 929 -796 -510 774 210
Percent of Open Interest Represented by Each Category of Trader
1.5 17.5 0.0 55.5 10.2 14.7 7.0 43.1 2.7 5.8 0.2 0.2 12.6 11.3
Number of Traders in Each Category Total Traders: 129
. 17 4 48 14 36 15 25 23 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,080,632
Positions
35,713 156,723 30,418 749,018 516,194 249,126 451,324 491,696 182,307 219,004 245,758 27,027 136,693 181,382
Changes from: April 24, 2018 Total Change is: 8,150
2,522 3,986 3,918 21,266 20,452 3,111 -7,158 11,647 -15,472 -8,385 -17,125 2,019 6,330 -4,386
Percent of Open Interest Represented by Each Category of Trader
1.7 7.5 1.5 36.0 24.8 12.0 21.7 23.6 8.8 10.5 11.8 1.3 6.6 8.7
Number of Traders in Each Category Total Traders: 340
11 36 11 77 49 62 52 67 53 21 27 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,389,790
Positions
124,179 210,883 240,151 1,703,978 895,664 538,061 437,755 1,034,073 472,198 386,850 286,452 94,974 391,644 617,333
Changes from: April 24, 2018 Total Change is: -24,028
-11,436 10,561 40,093 -65,079 -75,378 27,914 6,901 -16,911 -20,256 -1,825 847 8,026 -8,365 1,074
Percent of Open Interest Represented by Each Category of Trader
2.8 4.8 5.5 38.8 20.4 12.3 10.0 23.6 10.8 8.8 6.5 2.2 8.9 14.1
Number of Traders in Each Category Total Traders: 445
30 40 46 78 95 99 51 100 86 21 30 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 531,857
Positions
26,829 25,533 8,089 148,307 166,545 53,861 141,063 55,307 8,433 40,082 40,175 0 105,193 173,914
Changes from: April 24, 2018 Total Change is: -7,325
-5,113 1,280 -1,105 18,030 613 2,679 -7,321 -4,924 -8,036 -3,313 4,573 -168 -2,978 -2,237
Percent of Open Interest Represented by Each Category of Trader
5.0 4.8 1.5 27.9 31.3 10.1 26.5 10.4 1.6 7.5 7.6 0.0 19.8 32.7
Number of Traders in Each Category Total Traders: 99
5 7 4 22 29 29 15 10 7 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 3,988,348
Positions
86,146 314,835 110,434 2,042,226 819,771 540,037 311,047 1,091,501 355,969 242,945 266,544 24,992 274,551 464,264
Changes from: April 24, 2018 Total Change is: 143,622
-29,479 18,787 30,381 167,014 11,409 -14,132 -68,099 115,606 -2,296 54,609 -17,301 1,417 4,208 -249
Percent of Open Interest Represented by Each Category of Trader
2.2 7.9 2.8 51.2 20.6 13.5 7.8 27.4 8.9 6.1 6.7 0.6 6.9 11.6
Number of Traders in Each Category Total Traders: 361
14 33 25 83 62 82 34 88 65 24 23 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 2,172,971
Positions
594,171 444,021 550,961 0 27,369 143,075 86,767 212,546 462,484 170,336 138,804 134,222 30,955 59,490
Changes from: April 24, 2018 Total Change is: -261,913
-29,584 -108,264 -39,353 -4,500 -18,343 129 -188,717 -56,477 -3,723 47,250 -1,602 -37,132 -6,283 2,853
Percent of Open Interest Represented by Each Category of Trader
27.3 20.4 25.4 0.0 1.3 6.6 4.0 9.8 21.3 7.8 6.4 6.2 1.4 2.7
Number of Traders in Each Category Total Traders: 153
25 31 45 0 7 7 23 38 45 8 14 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 is31,992,483
Positions
7,674,059 1,267,838 4,795,009 192,753 2,991,462 2,998,296 534,176 2,753,166 13,028,793 145,707 742,025 1,930,043 693,648 1,485,851
Changes from: April 24, 2018 Total Change is: 114,407
69,528 177,195 -114,384 -1,406 -165,690 65,248 78,700 166,797 -79,187 -35,353 -22,972 133,056 -1,795 -45,657
Percent of Open Interest Represented by Each Category of Trader
24.0 4.0 15.0 0.6 9.4 9.4 1.7 8.6 40.7 0.5 2.3 6.0 2.2 4.6
Number of Traders in Each Category Total Traders: 341
42 40 78 11 39 45 43 109 119 22 23 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 29,201
Positions
18,737 4,459 0 59 8,845 135 1,377 11,371 0 8,585 4,033 264 44 94
Changes from: April 24, 2018 Total Change is: -1,419
-1,363 156 0 1 -52 19 -3 -1,548 0 -70 0 0 -3 6
Percent of Open Interest Represented by Each Category of Trader
64.2 15.3 0.0 0.2 30.3 0.5 4.7 38.9 0.0 29.4 13.8 0.9 0.2 0.3
Number of Traders in Each Category Total Traders: 47
. 6 0 . 14 . . 12 0 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 18,505
Positions
1,057 2,817 0 263 3,380 685 16,444 9,072 0 40 2,443 0 16 108
Changes from: April 24, 2018 Total Change is: 139
-319 398 0 41 -20 0 454 -118 0 0 -170 0 -37 49
Percent of Open Interest Represented by Each Category of Trader
5.7 15.2 0.0 1.4 18.3 3.7 88.9 49.0 0.0 0.2 13.2 0.0 0.1 0.6
Number of Traders in Each Category Total Traders: 36
. 4 0 . 9 . 6 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 5,816
Positions
0 0 0 144 0 0 1,920 3,965 130 1,223 919 70 2,329 732
Changes from: April 24, 2018 Total Change is: 63
0 0 0 62 0 0 82 -134 85 -50 -4 3 -119 113
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 2.5 0.0 0.0 33.0 68.2 2.2 21.0 15.8 1.2 40.0 12.6
Number of Traders in Each Category Total Traders: 57
0 0 0 . 0 0 11 15 . 21 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 1,991
Positions
0 0 0 0 0 0 1,198 1,348 27 177 283 0 589 333
Changes from: April 24, 2018 Total Change is: -389
0 0 0 -105 0 0 4 -334 -19 -21 -53 -8 -240 25
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 60.2 67.7 1.4 8.9 14.2 0.0 29.6 16.7
Number of Traders in Each Category Total Traders: 23
0 0 0 0 0 0 7 9 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 35,682
Positions
107 3,987 0 9,059 1,464 568 10,444 25,281 1,254 7,433 1,077 56 6,761 1,995
Changes from: April 24, 2018 Total Change is: 3,404
107 10 -75 1,620 -1,621 -53 1,220 4,852 98 550 226 27 -90 -61
Percent of Open Interest Represented by Each Category of Trader
0.3 11.2 0.0 25.4 4.1 1.6 29.3 70.9 3.5 20.8 3.0 0.2 18.9 5.6
Number of Traders in Each Category Total Traders: 149
. . 0 12 6 . 40 33 14 43 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 372,034
Positions
38,403 72,180 35,595 80,255 31,391 18,570 70,859 89,954 71,668 14,639 6,948 16,595 25,450 29,133
Changes from: April 24, 2018 Total Change is: 14,997
5,104 -6,999 1,114 7,018 6,911 -779 -7,520 2,833 8,216 -216 47 1,702 358 1,952
Percent of Open Interest Represented by Each Category of Trader
10.3 19.4 9.6 21.6 8.4 5.0 19.0 24.2 19.3 3.9 1.9 4.5 6.8 7.8
Number of Traders in Each Category Total Traders: 207
16 8 18 23 31 20 59 42 56 9 9 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 68,308
Positions
816 0 0 46,667 1,669 156 14,052 66,279 85 6,290 119 0 242 0
Changes from: April 24, 2018 Total Change is: 16,120
16 0 0 12,974 -140 -10 3,117 16,267 0 42 3 0 -19 0
Percent of Open Interest Represented by Each Category of Trader
1.2 0.0 0.0 68.3 2.4 0.2 20.6 97.0 0.1 9.2 0.2 0.0 0.4 0.0
Number of Traders in Each Category Total Traders: 44
. 0 0 11 . . 10 7 . 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 4, 2018