Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 150,115
Positions
31,955 11,012 7,664 32,520 25,023 4,715 11,188 45,022 20,068 9,792 1,045 1,061 31,152 34,505
Changes from: May 8, 2018 Total Change is: -649
5,054 827 -764 -1,517 -2,222 154 -2,549 1,853 -816 -861 -469 59 591 729
Percent of Open Interest Represented by Each Category of Trader
21.3 7.3 5.1 21.7 16.7 3.1 7.5 30.0 13.4 6.5 0.7 0.7 20.8 23.0
Number of Traders in Each Category Total Traders: 95
10 4 8 13 11 5 14 30 20 9 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 105,453
Positions
71,038 1,360 220 1,799 20,136 196 23,811 49,967 1,174 480 1,625 0 6,735 30,775
Changes from: May 8, 2018 Total Change is: 5,833
6,603 25 41 -843 839 0 -500 3,943 277 0 0 0 254 708
Percent of Open Interest Represented by Each Category of Trader
67.4 1.3 0.2 1.7 19.1 0.2 22.6 47.4 1.1 0.5 1.5 0.0 6.4 29.2
Number of Traders in Each Category Total Traders: 66
9 . . . 12 . 10 28 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 236,118
Positions
44,784 49,235 15,197 42,374 57,773 7,250 54,377 27,691 34,327 923 8,842 3,491 33,395 32,311
Changes from: May 8, 2018 Total Change is: 2,934
3,723 -4,451 2,694 -37 3,153 144 -538 1,745 17 -1,235 -81 21 -1,855 -307
Percent of Open Interest Represented by Each Category of Trader
19.0 20.9 6.4 17.9 24.5 3.1 23.0 11.7 14.5 0.4 3.7 1.5 14.1 13.7
Number of Traders in Each Category Total Traders: 125
4 11 8 16 22 11 39 24 28 . 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 201,147
Positions
27,491 47,147 17,254 35,303 19,992 8,932 58,689 48,075 21,412 1,843 1,567 1,937 28,287 34,832
Changes from: May 8, 2018 Total Change is: 12,717
-2,845 2,365 229 -3,468 -1,773 865 13,597 3,291 4,739 42 -72 150 -592 2,924
Percent of Open Interest Represented by Each Category of Trader
13.7 23.4 8.6 17.6 9.9 4.4 29.2 23.9 10.6 0.9 0.8 1.0 14.1 17.3
Number of Traders in Each Category Total Traders: 128
6 10 12 20 17 13 33 33 28 6 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 596,415
Positions
56,509 242,682 30,960 261,717 91,104 33,179 51,134 61,317 56,837 17,440 7,843 8,616 80,022 63,878
Changes from: May 8, 2018 Total Change is: -6,993
7,537 -20,931 3,685 -2,470 2,073 257 -15,522 -459 3,252 -742 1,656 25 -3,015 3,449
Percent of Open Interest Represented by Each Category of Trader
9.5 40.7 5.2 43.9 15.3 5.6 8.6 10.3 9.5 2.9 1.3 1.4 13.4 10.7
Number of Traders in Each Category Total Traders: 278
20 10 17 89 35 50 34 48 38 22 18 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 35,107
Positions
433 24,522 0 18,050 3,438 1,799 1,125 1,072 1 0 771 5 13,694 3,499
Changes from: May 8, 2018 Total Change is: 8
-17 -168 0 -281 107 42 0 -109 1 0 0 0 263 135
Percent of Open Interest Represented by Each Category of Trader
1.2 69.8 0.0 51.4 9.8 5.1 3.2 3.1 0.0 0.0 2.2 0.0 39.0 10.0
Number of Traders in Each Category Total Traders: 30
. . 0 15 6 9 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 197,734
Positions
85,238 16,399 7,032 3,623 51,291 4,724 59,624 59,749 13,917 608 1,481 1,402 21,564 41,737
Changes from: May 8, 2018 Total Change is: 12,242
13,421 -1,930 -463 357 2,262 333 4,226 10,428 -561 -1,482 832 -9 -3,582 1,349
Percent of Open Interest Represented by Each Category of Trader
43.1 8.3 3.6 1.8 25.9 2.4 30.2 30.2 7.0 0.3 0.7 0.7 10.9 21.1
Number of Traders in Each Category Total Traders: 94
8 7 8 6 15 5 18 33 21 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 26,991
Positions
2,976 22,285 6 9,377 157 0 12,118 1,948 7 225 395 0 2,282 2,193
Changes from: May 8, 2018 Total Change is: -2,326
-425 0 0 4,051 -19 0 -6,485 -2,644 7 0 0 0 526 330
Percent of Open Interest Represented by Each Category of Trader
11.0 82.6 0.0 34.7 0.6 0.0 44.9 7.2 0.0 0.8 1.5 0.0 8.5 8.1
Number of Traders in Each Category Total Traders: 26
. 4 . . . 0 9 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 184,194
Positions
5,169 92,131 7,211 101,861 13,378 156 60,264 55,649 1,903 1,979 8,994 60 5,592 4,713
Changes from: May 8, 2018 Total Change is: -16,062
1,326 -9,083 329 -8,515 1,159 -87 -8,441 -10,012 922 -183 -856 60 -1,473 1,506
Percent of Open Interest Represented by Each Category of Trader
2.8 50.0 3.9 55.3 7.3 0.1 32.7 30.2 1.0 1.1 4.9 0.0 3.0 2.6
Number of Traders in Each Category Total Traders: 128
. 10 4 17 8 . 39 31 12 5 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 39,889
Positions
19,579 2,943 0 5,530 23,990 0 12,142 9,540 290 694 1,006 3 1,651 2,117
Changes from: May 8, 2018 Total Change is: 442
0 0 0 -266 -119 0 367 167 112 163 64 0 66 218
Percent of Open Interest Represented by Each Category of Trader
49.1 7.4 0.0 13.9 60.1 0.0 30.4 23.9 0.7 1.7 2.5 0.0 4.1 5.3
Number of Traders in Each Category Total Traders: 41
. . 0 . 5 0 14 11 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 59,874
Positions
24,670 21,212 25 1,723 8,484 0 28,185 21,738 1,411 220 747 0 3,640 6,257
Changes from: May 8, 2018 Total Change is: 10,149
11,579 -908 16 -3,361 3,155 0 1,234 6,745 187 220 325 0 274 629
Percent of Open Interest Represented by Each Category of Trader
41.2 35.4 0.0 2.9 14.2 0.0 47.1 36.3 2.4 0.4 1.2 0.0 6.1 10.5
Number of Traders in Each Category Total Traders: 91
9 . . 6 11 0 23 35 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 12,193
Positions
0 7,439 0 3,315 1,013 0 7,190 1,753 451 0 220 0 1,237 1,317
Changes from: May 8, 2018 Total Change is: 1,713
0 -16 0 1,877 807 0 -166 811 -34 0 108 0 36 37
Percent of Open Interest Represented by Each Category of Trader
0.0 61.0 0.0 27.2 8.3 0.0 59.0 14.4 3.7 0.0 1.8 0.0 10.1 10.8
Number of Traders in Each Category Total Traders: 26
0 . 0 . . 0 9 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 52,461
Positions
18,162 27,689 1,557 8,881 2,111 307 10,951 8,639 1,580 1,607 3,041 500 8,916 7,036
Changes from: May 8, 2018 Total Change is: -415
-1,391 655 133 16 341 -60 -779 -2,192 828 -142 -463 41 940 302
Percent of Open Interest Represented by Each Category of Trader
34.6 52.8 3.0 16.9 4.0 0.6 20.9 16.5 3.0 3.1 5.8 1.0 17.0 13.4
Number of Traders in Each Category Total Traders: 96
12 19 6 11 . . 27 13 10 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 104,921
Positions
36,324 55,378 3,114 17,761 4,222 614 21,902 17,277 3,160 3,213 6,083 1,000 17,832 14,073
Changes from: May 8, 2018 Total Change is: -829
-2,782 1,309 266 31 682 -119 -1,558 -4,383 1,656 -285 -926 82 1,880 604
Percent of Open Interest Represented by Each Category of Trader
34.6 52.8 3.0 16.9 4.0 0.6 20.9 16.5 3.0 3.1 5.8 1.0 17.0 13.4
Number of Traders in Each Category Total Traders: 96
12 19 6 11 . . 27 13 10 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 883,274
Positions
45,636 139,534 87,836 250,407 164,067 77,895 69,782 71,817 146,750 30,847 34,268 34,353 139,768 126,754
Changes from: May 8, 2018 Total Change is: 19,675
-572 -5,739 2,521 2,172 3,855 3,366 1,585 2,553 13,782 640 1,701 -7,873 4,054 5,509
Percent of Open Interest Represented by Each Category of Trader
5.2 15.8 9.9 28.3 18.6 8.8 7.9 8.1 16.6 3.5 3.9 3.9 15.8 14.4
Number of Traders in Each Category Total Traders: 636
38 36 50 169 93 113 87 115 116 60 37 54
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 125,259
Positions
55,648 1,718 3,021 7,210 20,304 1,027 13,059 8,683 14,609 3,689 318 3,996 23,000 71,583
Changes from: May 8, 2018 Total Change is: 3,926
429 -883 -25 -13 145 410 346 -844 1,956 56 86 70 695 3,009
Percent of Open Interest Represented by Each Category of Trader
44.4 1.4 2.4 5.8 16.2 0.8 10.4 6.9 11.7 2.9 0.3 3.2 18.4 57.1
Number of Traders in Each Category Total Traders: 69
16 . 9 4 6 . 12 13 19 10 4 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 25,448
Positions
24,156 16,660 0 246 4,433 214 0 1,365 37 0 2,076 0 795 663
Changes from: May 8, 2018 Total Change is: -437
-211 1,118 0 16 -1,223 0 0 -148 0 0 0 0 -242 -184
Percent of Open Interest Represented by Each Category of Trader
94.9 65.5 0.0 1.0 17.4 0.8 0.0 5.4 0.1 0.0 8.2 0.0 3.1 2.6
Number of Traders in Each Category Total Traders: 24
8 6 0 . 5 . 0 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 29,085
Positions
1,975 27,483 0 13,153 0 343 8,472 538 0 3,002 0 0 2,140 721
Changes from: May 8, 2018 Total Change is: 6,157
23 6,180 0 113 0 -44 6,136 0 0 -2 0 0 -69 21
Percent of Open Interest Represented by Each Category of Trader
6.8 94.5 0.0 45.2 0.0 1.2 29.1 1.8 0.0 10.3 0.0 0.0 7.4 2.5
Number of Traders in Each Category Total Traders: 31
. 10 0 9 0 . 6 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 3,790,075
Positions
182,757 921,894 191,256 1,231,531 734,363 368,793 380,140 412,195 564,180 138,039 172,006 149,533 583,844 275,854
Changes from: May 8, 2018 Total Change is: 78,743
68 -19,207 7,655 10,732 18,359 14,970 8,297 19,090 57,026 3,355 8,503 -40,151 16,792 12,497
Percent of Open Interest Represented by Each Category of Trader
4.8 24.3 5.0 32.5 19.4 9.7 10.0 10.9 14.9 3.6 4.5 3.9 15.4 7.3
Number of Traders in Each Category Total Traders: 618
34 38 45 169 91 112 85 112 114 54 35 50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 31,635
Positions
5,654 29,345 72 19,359 0 1,323 1,448 0 0 1,538 218 0 2,241 677
Changes from: May 8, 2018 Total Change is: 240
138 40 72 -13 0 -25 0 0 0 0 0 0 68 153
Percent of Open Interest Represented by Each Category of Trader
17.9 92.8 0.2 61.2 0.0 4.2 4.6 0.0 0.0 4.9 0.7 0.0 7.1 2.1
Number of Traders in Each Category Total Traders: 29
5 9 . 10 0 . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 8,048
Positions
4,242 4,691 0 1,851 2,071 0 0 0 0 600 626 0 1,355 660
Changes from: May 8, 2018 Total Change is: -24
82 -131 0 10 0 0 0 0 0 0 0 0 -116 107
Percent of Open Interest Represented by Each Category of Trader
52.7 58.3 0.0 23.0 25.7 0.0 0.0 0.0 0.0 7.5 7.8 0.0 16.8 8.2
Number of Traders in Each Category Total Traders: 20
7 6 0 . . 0 0 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 10,798
Positions
1,772 7,257 49 6,903 1,517 36 352 1,292 41 0 0 0 1,645 606
Changes from: May 8, 2018 Total Change is: 307
-1,072 462 49 1,352 0 0 0 0 0 0 0 0 -22 -204
Percent of Open Interest Represented by Each Category of Trader
16.4 67.2 0.5 63.9 14.0 0.3 3.3 12.0 0.4 0.0 0.0 0.0 15.2 5.6
Number of Traders in Each Category Total Traders: 23
4 10 . 6 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 27,297
Positions
21,856 12,109 0 3,409 11,588 487 255 0 0 200 2,552 0 1,090 561
Changes from: May 8, 2018 Total Change is: -1,662
-1,717 224 0 18 -1,844 0 0 0 0 0 0 0 37 -42
Percent of Open Interest Represented by Each Category of Trader
80.1 44.4 0.0 12.5 42.5 1.8 0.9 0.0 0.0 0.7 9.3 0.0 4.0 2.1
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 15, 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 77,138
Positions
6,805 28,031 649 37,121 34,772 6,147 15,218 2,519 195 201 733 0 10,802 4,092
Changes from: May 8, 2018 Total Change is: 476
-362 846 -54 203 -950 -364 643 1,062 11 0 0 0 399 -75
Percent of Open Interest Represented by Each Category of Trader
8.8 36.3 0.8 48.1 45.1 8.0 19.7 3.3 0.3 0.3 1.0 0.0 14.0 5.3
Number of Traders in Each Category Total Traders: 80
. 9 . 31 17 13 13 4 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 53,476
Positions
17,360 7,350 3,027 10,306 12,163 623 10,348 15,231 2,266 1,391 2,097 1,056 7,100 9,663
Changes from: May 8, 2018 Total Change is: 2,948
746 -1,811 169 943 805 -341 1,067 1,783 -169 -163 219 -53 750 2,346
Percent of Open Interest Represented by Each Category of Trader
32.5 13.7 5.7 19.3 22.7 1.2 19.3 28.5 4.2 2.6 3.9 2.0 13.3 18.1
Number of Traders in Each Category Total Traders: 275
24 20 16 50 37 19 39 71 26 12 22 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 267,382
Positions
86,798 36,752 15,137 51,529 60,814 3,114 51,738 76,156 11,331 6,955 10,485 5,279 35,500 48,313
Changes from: May 8, 2018 Total Change is: 14,742
3,730 -9,053 844 4,713 4,027 -1,707 5,335 8,914 -843 -816 1,093 -263 3,750 11,730
Percent of Open Interest Represented by Each Category of Trader
32.5 13.7 5.7 19.3 22.7 1.2 19.3 28.5 4.2 2.6 3.9 2.0 13.3 18.1
Number of Traders in Each Category Total Traders: 275
24 20 16 50 37 19 39 71 26 12 22 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 521,439
Positions
47,575 154,005 3,577 228,112 184,773 37,580 152,889 106,279 12,909 15,900 4,286 1,804 21,093 16,226
Changes from: May 8, 2018 Total Change is: 2,585
2,367 5,263 909 -9,592 -5,621 -2,981 13,249 5,073 -2,383 290 1,741 301 425 284
Percent of Open Interest Represented by Each Category of Trader
9.1 29.5 0.7 43.7 35.4 7.2 29.3 20.4 2.5 3.0 0.8 0.3 4.0 3.1
Number of Traders in Each Category Total Traders: 304
21 23 7 81 47 33 54 58 26 11 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50)
CFTC Code #23977A Open Interest is 10,592
Positions
3,234 4,209 218 235 707 0 2,150 1,080 0 905 260 30 3,820 4,088
Changes from: May 8, 2018 Total Change is: 178
-504 312 -254 -5 -44 0 444 -225 0 160 0 0 337 389
Percent of Open Interest Represented by Each Category of Trader
30.5 39.7 2.1 2.2 6.7 0.0 20.3 10.2 0.0 8.5 2.5 0.3 36.1 38.6
Number of Traders in Each Category Total Traders: 25
8 4 . . . 0 6 . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 44,659
Positions
2,144 34,486 309 21,795 3,658 475 10,713 1,080 1,122 1,783 0 0 6,318 3,529
Changes from: May 8, 2018 Total Change is: -547
113 42 -9 250 4 3 -1,368 -378 28 346 0 0 90 -237
Percent of Open Interest Represented by Each Category of Trader
4.8 77.2 0.7 48.8 8.2 1.1 24.0 2.4 2.5 4.0 0.0 0.0 14.1 7.9
Number of Traders in Each Category Total Traders: 43
. 4 . 17 . . 9 . . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 61,995
Positions
25,193 17,137 900 20,730 7,358 1,396 4,367 13,601 187 0 2,105 0 9,222 19,311
Changes from: May 8, 2018 Total Change is: -4,935
-3,136 2,123 10 1,266 -1,610 2 -2,160 -4,509 -119 0 -199 0 -798 -633
Percent of Open Interest Represented by Each Category of Trader
40.6 27.6 1.5 33.4 11.9 2.3 7.0 21.9 0.3 0.0 3.4 0.0 14.9 31.1
Number of Traders in Each Category Total Traders: 66
12 7 . 16 4 6 9 16 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 311,850
Positions
31,318 195,002 3,775 206,076 72,097 19,782 36,829 14,222 1,102 2,026 1,296 0 10,942 4,574
Changes from: May 8, 2018 Total Change is: 16,970
4,957 3,876 96 9,798 3,248 1,355 1,333 8,530 -235 197 0 0 -531 100
Percent of Open Interest Represented by Each Category of Trader
10.0 62.5 1.2 66.1 23.1 6.3 11.8 4.6 0.4 0.6 0.4 0.0 3.5 1.5
Number of Traders in Each Category Total Traders: 161
8 13 4 63 30 23 29 12 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 1,045,673
Positions
43,701 732,722 3,652 702,879 140,666 88,907 115,832 35,362 9,621 41,823 15,677 302 38,956 18,764
Changes from: May 8, 2018 Total Change is: -27,888
-12,815 -16,890 -257 3,570 -8,223 -3,971 -10,764 1,125 516 -4,569 -2,530 -830 1,232 3,172
Percent of Open Interest Represented by Each Category of Trader
4.2 70.1 0.3 67.2 13.5 8.5 11.1 3.4 0.9 4.0 1.5 0.0 3.7 1.8
Number of Traders in Each Category Total Traders: 390
21 24 7 153 55 64 65 32 14 35 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 108,970
Positions
27,783 40,437 67,251 10,747 0 250 2,170 731 178 540 30 0 51 93
Changes from: May 8, 2018 Total Change is: 362
778 800 -438 0 0 0 20 0 0 0 0 0 2 0
Percent of Open Interest Represented by Each Category of Trader
25.5 37.1 61.7 9.9 0.0 0.2 2.0 0.7 0.2 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 33
. 13 8 7 0 . 4 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 1,104,262
Positions
25,718 50,542 43,009 350,636 259,280 226,636 104,975 133,693 140,689 43,359 14,149 16,631 152,608 219,632
Changes from: May 8, 2018 Total Change is: 73,590
5,256 9,628 3,446 8,904 706 12,105 -1,498 3,918 32,699 8,895 1,491 3,469 315 6,127
Percent of Open Interest Represented by Each Category of Trader
2.3 4.6 3.9 31.8 23.5 20.5 9.5 12.1 12.7 3.9 1.3 1.5 13.8 19.9
Number of Traders in Each Category Total Traders: 199
13 15 21 50 33 52 32 34 49 12 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,036,714
Positions
12,282 173,128 4,478 546,040 78,445 153,879 64,167 455,955 45,482 79,210 4,187 556 130,620 120,604
Changes from: May 8, 2018 Total Change is: 24,223
-3,615 1,865 -176 8,872 -16,991 463 -3,367 27,257 2,933 19,725 1,506 3 -615 7,363
Percent of Open Interest Represented by Each Category of Trader
1.2 16.7 0.4 52.7 7.6 14.8 6.2 44.0 4.4 7.6 0.4 0.1 12.6 11.6
Number of Traders in Each Category Total Traders: 127
. 16 6 51 11 36 13 25 24 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 2,336,240
Positions
29,064 172,020 49,467 757,484 523,471 281,047 468,448 498,367 352,793 234,781 246,174 27,580 135,577 185,321
Changes from: May 8, 2018 Total Change is: 150,610
-14,251 23,635 6,897 -16,565 7,756 22,663 12,237 -42,591 127,646 11,766 5,061 -1,150 1,366 693
Percent of Open Interest Represented by Each Category of Trader
1.2 7.4 2.1 32.4 22.4 12.0 20.1 21.3 15.1 10.0 10.5 1.2 5.8 7.9
Number of Traders in Each Category Total Traders: 348
12 34 13 74 52 64 53 73 56 23 27 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 4,825,265
Positions
123,741 250,673 320,602 1,708,792 941,656 584,462 499,375 1,014,695 643,308 408,069 287,923 115,217 421,699 666,730
Changes from: May 8, 2018 Total Change is: 341,416
421 14,161 77,593 -5,490 60,010 31,915 11,318 -55,946 146,460 8,167 -9,227 24,606 46,427 51,845
Percent of Open Interest Represented by Each Category of Trader
2.6 5.2 6.6 35.4 19.5 12.1 10.3 21.0 13.3 8.5 6.0 2.4 8.7 13.8
Number of Traders in Each Category Total Traders: 460
25 43 52 82 101 109 67 85 92 24 33 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 547,968
Positions
31,125 22,302 9,014 168,489 179,462 54,559 136,391 54,948 6,214 40,484 47,858 0 101,692 173,611
Changes from: May 8, 2018 Total Change is: 9,232
5,887 -4,533 1,400 -645 11,612 -3,297 10,021 1,628 -3 271 -2,018 0 -4,402 4,443
Percent of Open Interest Represented by Each Category of Trader
5.7 4.1 1.6 30.7 32.8 10.0 24.9 10.0 1.1 7.4 8.7 0.0 18.6 31.7
Number of Traders in Each Category Total Traders: 100
5 6 4 21 32 31 14 11 8 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 4,259,707
Positions
103,385 337,908 141,593 1,949,887 671,392 617,357 302,259 1,150,280 559,453 263,077 295,432 32,560 290,135 453,731
Changes from: May 8, 2018 Total Change is: 254,559
10,212 17,717 28,198 -57,694 -109,541 40,101 -12,807 28,481 202,030 30,438 22,528 9,977 4,105 15,069
Percent of Open Interest Represented by Each Category of Trader
2.4 7.9 3.3 45.8 15.8 14.5 7.1 27.0 13.1 6.2 6.9 0.8 6.8 10.7
Number of Traders in Each Category Total Traders: 366
14 39 29 82 61 80 38 82 66 26 24 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 2,207,241
Positions
568,200 460,049 565,928 19,625 32,313 115,797 82,831 239,390 528,264 198,299 114,481 94,625 33,672 56,394
Changes from: May 8, 2018 Total Change is: 47,828
-12,063 61,911 -18,116 0 2,490 -13,841 9,198 -31,473 65,384 18,349 -15,479 -4,530 3,447 1,482
Percent of Open Interest Represented by Each Category of Trader
25.7 20.8 25.6 0.9 1.5 5.2 3.8 10.8 23.9 9.0 5.2 4.3 1.5 2.6
Number of Traders in Each Category Total Traders: 164
28 30 47 . 7 7 27 36 51 13 11 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 is31,004,463
Positions
7,193,790 1,441,405 4,848,483 216,501 2,742,198 2,899,950 761,472 2,634,211 12,567,383 117,849 727,835 1,739,747 659,287 1,403,251
Changes from: May 8, 2018 Total Change is: -594,551
-369,254 71,373 -2,309 -17,953 -51,791 14,426 175,542 -41,527 -338,093 -2,219 -143,494 -22,305 -32,386 -80,831
Percent of Open Interest Represented by Each Category of Trader
23.2 4.6 15.6 0.7 8.8 9.4 2.5 8.5 40.5 0.4 2.3 5.6 2.1 4.5
Number of Traders in Each Category Total Traders: 342
39 46 80 9 38 42 43 106 121 18 27 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 29,343
Positions
18,424 4,546 0 59 9,193 136 1,341 11,119 0 9,095 3,978 264 24 107
Changes from: May 8, 2018 Total Change is: -43
-127 70 0 0 394 1 -11 -470 0 140 -55 0 -46 17
Percent of Open Interest Represented by Each Category of Trader
62.8 15.5 0.0 0.2 31.3 0.5 4.6 37.9 0.0 31.0 13.6 0.9 0.1 0.4
Number of Traders in Each Category Total Traders: 47
. 6 0 . 13 . . 13 0 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 18,937
Positions
1,032 3,446 0 290 3,288 685 16,867 9,213 0 40 2,233 0 23 72
Changes from: May 8, 2018 Total Change is: 247
17 407 0 0 -70 0 241 135 0 0 -210 0 -11 -15
Percent of Open Interest Represented by Each Category of Trader
5.4 18.2 0.0 1.5 17.4 3.6 89.1 48.7 0.0 0.2 11.8 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 38
. 5 0 . 9 . 5 10 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 6,048
Positions
0 0 0 135 28 0 1,674 4,008 302 1,343 990 58 2,536 662
Changes from: May 8, 2018 Total Change is: -247
0 0 0 -31 28 0 -537 -206 -38 89 -62 42 228 -11
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 2.2 0.5 0.0 27.7 66.3 5.0 22.2 16.4 1.0 41.9 10.9
Number of Traders in Each Category Total Traders: 56
0 0 0 . . 0 9 14 5 19 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 2,505
Positions
0 0 0 0 29 0 1,338 1,657 26 337 366 0 804 427
Changes from: May 8, 2018 Total Change is: 20
0 0 0 0 29 0 54 -50 6 -54 -2 0 14 37
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 1.2 0.0 53.4 66.1 1.0 13.5 14.6 0.0 32.1 17.0
Number of Traders in Each Category Total Traders: 28
0 0 0 0 . 0 7 10 . 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 40,565
Positions
330 4,873 103 12,303 547 600 11,683 29,896 1,468 7,286 985 105 6,687 1,989
Changes from: May 8, 2018 Total Change is: 2,945
150 200 103 2,098 -183 -122 586 2,768 152 -130 51 23 86 -47
Percent of Open Interest Represented by Each Category of Trader
0.8 12.0 0.3 30.3 1.3 1.5 28.8 73.7 3.6 18.0 2.4 0.3 16.5 4.9
Number of Traders in Each Category Total Traders: 142
. . . 15 . . 40 27 16 45 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 427,283
Positions
41,641 47,011 52,331 94,604 54,670 21,994 61,178 105,352 90,220 21,949 7,557 18,089 25,277 30,059
Changes from: May 8, 2018 Total Change is: 35,197
9,383 -2,318 1,973 10,330 12,451 2,273 -6,345 4,957 17,862 2,840 437 -932 -2,187 -1,506
Percent of Open Interest Represented by Each Category of Trader
9.7 11.0 12.2 22.1 12.8 5.1 14.3 24.7 21.1 5.1 1.8 4.2 5.9 7.0
Number of Traders in Each Category Total Traders: 225
17 9 20 24 31 18 59 55 63 12 8 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 73,886
Positions
826 0 0 41,556 1,668 166 24,947 71,851 85 6,104 116 0 202 0
Changes from: May 8, 2018 Total Change is: -6,541
0 0 0 -5,709 0 0 -760 -6,541 0 -53 0 0 -19 0
Percent of Open Interest Represented by Each Category of Trader
1.1 0.0 0.0 56.2 2.3 0.2 33.8 97.2 0.1 8.3 0.2 0.0 0.3 0.0
Number of Traders in Each Category Total Traders: 47
. 0 0 12 . . 10 8 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 18, 2018