Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 183,873
Positions
22,078 10,775 44,795 32,361 21,598 5,148 18,657 44,778 20,429 10,064 1,868 916 29,424 33,565
Changes from: May 29, 2018 Total Change is: 12,242
572 -4,052 13,267 736 89 -1,309 -25 2,447 117 -639 830 98 -576 754
Percent of Open Interest Represented by Each Category of Trader
12.0 5.9 24.4 17.6 11.7 2.8 10.1 24.4 11.1 5.5 1.0 0.5 16.0 18.3
Number of Traders in Each Category Total Traders: 96
11 . 12 10 12 5 20 27 23 9 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 103,214
Positions
75,363 1,607 4,442 2,118 20,006 301 12,382 43,777 1,445 480 1,674 0 6,683 29,961
Changes from: May 29, 2018 Total Change is: -6,145
1,459 185 106 0 34 105 -3,408 -7,740 -5 0 49 0 -4,401 1,122
Percent of Open Interest Represented by Each Category of Trader
73.0 1.6 4.3 2.1 19.4 0.3 12.0 42.4 1.4 0.5 1.6 0.0 6.5 29.0
Number of Traders in Each Category Total Traders: 60
9 . 5 . 12 . 8 24 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 292,697
Positions
62,763 42,188 44,325 35,796 68,676 8,078 63,850 35,757 42,658 2,409 8,713 3,892 28,925 38,410
Changes from: May 29, 2018 Total Change is: 33,114
8,117 -3,938 24,717 -3,103 2,549 -647 7,164 6,816 1,331 -100 154 113 -4,477 2,019
Percent of Open Interest Represented by Each Category of Trader
21.4 14.4 15.1 12.2 23.5 2.8 21.8 12.2 14.6 0.8 3.0 1.3 9.9 13.1
Number of Traders in Each Category Total Traders: 124
8 8 9 11 26 10 29 29 29 5 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 182,172
Positions
24,258 27,649 19,781 33,438 26,030 9,339 39,276 38,575 23,672 2,116 981 2,034 28,258 34,110
Changes from: May 29, 2018 Total Change is: -27,820
-16,543 -1,068 861 -1,773 -4,921 2,016 -8,723 -18,279 -1,862 9 -127 -123 -1,683 -4,318
Percent of Open Interest Represented by Each Category of Trader
13.3 15.2 10.9 18.4 14.3 5.1 21.6 21.2 13.0 1.2 0.5 1.1 15.5 18.7
Number of Traders in Each Category Total Traders: 124
9 7 10 16 21 13 35 28 28 5 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 700,377
Positions
91,593 219,066 58,189 258,348 108,509 41,760 52,570 93,069 86,866 20,951 9,717 11,651 78,449 71,549
Changes from: May 29, 2018 Total Change is: 13,233
13,757 -17,341 13,213 6,545 5,619 2,016 -7,965 12,685 -1,133 1,025 -1,038 -1,590 -12,635 802
Percent of Open Interest Represented by Each Category of Trader
13.1 31.3 8.3 36.9 15.5 6.0 7.5 13.3 12.4 3.0 1.4 1.7 11.2 10.2
Number of Traders in Each Category Total Traders: 297
21 8 18 87 36 45 32 62 47 29 20 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 37,028
Positions
0 24,624 0 17,636 4,972 1,926 3,837 0 49 0 771 5 13,575 4,681
Changes from: May 29, 2018 Total Change is: 370
0 14 0 75 36 30 321 0 49 0 0 0 -105 241
Percent of Open Interest Represented by Each Category of Trader
0.0 66.5 0.0 47.6 13.4 5.2 10.4 0.0 0.1 0.0 2.1 0.0 36.7 12.6
Number of Traders in Each Category Total Traders: 28
0 . 0 13 7 8 4 0 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 167,852
Positions
83,927 16,443 8,191 5,968 41,469 3,006 27,966 44,753 15,248 1,990 458 1,321 20,234 36,963
Changes from: May 29, 2018 Total Change is: -12,969
-2,290 738 529 1,121 -2,203 -1,102 -9,180 -7,949 1,100 75 -555 -99 -3,122 -3,428
Percent of Open Interest Represented by Each Category of Trader
50.0 9.8 4.9 3.6 24.7 1.8 16.7 26.7 9.1 1.2 0.3 0.8 12.1 22.0
Number of Traders in Each Category Total Traders: 95
9 6 6 8 13 6 23 28 21 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 27,480
Positions
2,301 22,286 227 14,077 216 0 7,170 1,254 579 100 245 0 3,026 2,673
Changes from: May 29, 2018 Total Change is: 958
-49 0 226 1,488 24 0 -1,382 94 566 -125 0 0 234 48
Percent of Open Interest Represented by Each Category of Trader
8.4 81.1 0.8 51.2 0.8 0.0 26.1 4.6 2.1 0.4 0.9 0.0 11.0 9.7
Number of Traders in Each Category Total Traders: 24
. 4 . . . 0 8 4 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 203,383
Positions
45,157 107,504 1,451 90,543 30,390 0 50,737 38,718 8,276 2,770 9,644 26 4,422 7,373
Changes from: May 29, 2018 Total Change is: 20,581
13,817 18,946 -515 4,516 6,284 0 -1,208 -8,814 3,051 803 317 4 114 1,309
Percent of Open Interest Represented by Each Category of Trader
22.2 52.9 0.7 44.5 14.9 0.0 24.9 19.0 4.1 1.4 4.7 0.0 2.2 3.6
Number of Traders in Each Category Total Traders: 145
6 8 . 9 16 0 29 48 13 9 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 42,457
Positions
24,930 423 1,304 5,350 28,700 0 7,755 8,635 368 738 1,057 112 1,900 1,858
Changes from: May 29, 2018 Total Change is: -10,722
5,111 -2,629 -5,826 -133 -1,150 -8 -9,585 -562 -150 -339 30 109 99 -536
Percent of Open Interest Represented by Each Category of Trader
58.7 1.0 3.1 12.6 67.6 0.0 18.3 20.3 0.9 1.7 2.5 0.3 4.5 4.4
Number of Traders in Each Category Total Traders: 42
. . . . 6 0 11 14 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 62,065
Positions
29,345 19,823 74 4,571 9,713 0 23,151 23,618 2,338 0 205 0 2,586 6,294
Changes from: May 29, 2018 Total Change is: -458
-36 -136 52 -954 69 0 -121 -338 672 0 -527 0 -71 -250
Percent of Open Interest Represented by Each Category of Trader
47.3 31.9 0.1 7.4 15.6 0.0 37.3 38.1 3.8 0.0 0.3 0.0 4.2 10.1
Number of Traders in Each Category Total Traders: 83
9 . . 5 14 0 19 32 9 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 12,143
Positions
0 7,118 15 3,897 2,082 0 6,403 781 670 0 0 0 1,158 1,477
Changes from: May 29, 2018 Total Change is: 62
0 75 15 1,221 15 0 -1,609 -402 328 0 -167 0 107 198
Percent of Open Interest Represented by Each Category of Trader
0.0 58.6 0.1 32.1 17.1 0.0 52.7 6.4 5.5 0.0 0.0 0.0 9.5 12.2
Number of Traders in Each Category Total Traders: 23
0 . . . . 0 10 4 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 50,488
Positions
17,180 30,658 2,052 8,298 1,167 267 11,336 7,231 791 1,777 894 679 8,109 6,749
Changes from: May 29, 2018 Total Change is: -3,665
-325 -173 246 -298 -1,034 -71 -926 -1,620 -1,148 69 272 -71 -1,142 -65
Percent of Open Interest Represented by Each Category of Trader
34.0 60.7 4.1 16.4 2.3 0.5 22.5 14.3 1.6 3.5 1.8 1.3 16.1 13.4
Number of Traders in Each Category Total Traders: 99
14 20 8 12 . . 28 9 10 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 100,976
Positions
34,360 61,316 4,104 16,595 2,334 533 22,672 14,462 1,581 3,554 1,788 1,358 16,219 13,499
Changes from: May 29, 2018 Total Change is: -7,330
-649 -347 491 -595 -2,067 -142 -1,852 -3,240 -2,296 138 543 -142 -2,284 -130
Percent of Open Interest Represented by Each Category of Trader
34.0 60.7 4.1 16.4 2.3 0.5 22.5 14.3 1.6 3.5 1.8 1.3 16.1 13.4
Number of Traders in Each Category Total Traders: 99
14 20 8 12 . . 28 9 10 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 922,300
Positions
50,934 118,325 115,973 261,625 189,223 73,676 65,414 75,642 136,347 29,383 35,581 31,565 157,384 145,969
Changes from: May 29, 2018 Total Change is: 3,870
-4,393 -367 5,134 7,718 849 -132 -6,258 -8,436 1,990 -600 -840 76 335 5,595
Percent of Open Interest Represented by Each Category of Trader
5.5 12.8 12.6 28.4 20.5 8.0 7.1 8.2 14.8 3.2 3.9 3.4 17.1 15.8
Number of Traders in Each Category Total Traders: 610
46 28 52 162 93 113 80 106 117 50 43 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 139,394
Positions
65,848 2,925 2,875 10,228 20,693 1,074 15,495 5,636 13,644 4,010 98 3,231 22,988 89,217
Changes from: May 29, 2018 Total Change is: -89
-1,022 465 -94 1,994 604 -40 -135 -5,421 988 123 -270 -516 -1,386 4,195
Percent of Open Interest Represented by Each Category of Trader
47.2 2.1 2.1 7.3 14.8 0.8 11.1 4.0 9.8 2.9 0.1 2.3 16.5 64.0
Number of Traders in Each Category Total Traders: 67
15 . 7 5 6 . 13 12 20 8 4 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 25,476
Positions
23,339 17,212 915 259 2,810 115 0 1,244 38 0 2,329 0 810 813
Changes from: May 29, 2018 Total Change is: 625
676 -1,517 915 24 925 -24 0 -120 0 0 253 0 -966 193
Percent of Open Interest Represented by Each Category of Trader
91.6 67.6 3.6 1.0 11.0 0.5 0.0 4.9 0.1 0.0 9.1 0.0 3.2 3.2
Number of Traders in Each Category Total Traders: 23
8 5 . . 5 . 0 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 24,813
Positions
3,388 23,904 0 8,417 0 316 7,966 0 1 2,327 0 0 2,398 592
Changes from: May 29, 2018 Total Change is: -4,000
396 -2,594 0 -1,265 0 0 -2,563 0 1 -673 0 0 104 -1,407
Percent of Open Interest Represented by Each Category of Trader
13.7 96.3 0.0 33.9 0.0 1.3 32.1 0.0 0.0 9.4 0.0 0.0 9.7 2.4
Number of Traders in Each Category Total Traders: 25
. 10 0 6 0 . 5 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,914,528
Positions
208,562 860,133 282,354 1,267,709 853,372 352,282 338,298 438,727 524,814 128,152 178,702 140,382 671,976 283,762
Changes from: May 29, 2018 Total Change is: 19,794
-11,349 1,346 20,635 27,433 39 729 -52,065 -36,526 26,462 -3,785 -3,018 3,128 8,606 6,999
Percent of Open Interest Represented by Each Category of Trader
5.3 22.0 7.2 32.4 21.8 9.0 8.6 11.2 13.4 3.3 4.6 3.6 17.2 7.2
Number of Traders in Each Category Total Traders: 597
41 33 47 162 91 112 75 107 114 47 40 51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 33,548
Positions
6,389 29,210 686 20,446 0 1,483 734 0 408 1,538 1,026 0 1,864 735
Changes from: May 29, 2018 Total Change is: 1,334
437 -21 686 576 0 0 0 0 -51 0 808 0 -314 -88
Percent of Open Interest Represented by Each Category of Trader
19.0 87.1 2.0 60.9 0.0 4.4 2.2 0.0 1.2 4.6 3.1 0.0 5.6 2.2
Number of Traders in Each Category Total Traders: 30
6 9 . 10 0 . . 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 10,032
Positions
1,450 6,490 56 4,674 1,417 36 0 1,294 39 1,035 0 0 2,742 700
Changes from: May 29, 2018 Total Change is: -466
-153 -261 49 -2,364 -113 0 0 0 0 1,035 0 0 967 -141
Percent of Open Interest Represented by Each Category of Trader
14.5 64.7 0.6 46.6 14.1 0.4 0.0 12.9 0.4 10.3 0.0 0.0 27.3 7.0
Number of Traders in Each Category Total Traders: 22
. 11 . 5 . . 0 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 28,917
Positions
20,632 11,334 1,822 4,370 11,589 410 527 0 0 0 3,037 0 1,156 725
Changes from: May 29, 2018 Total Change is: 1,898
-1,132 -245 1,822 1,054 -158 0 -1 0 0 0 485 0 155 -6
Percent of Open Interest Represented by Each Category of Trader
71.3 39.2 6.3 15.1 40.1 1.4 1.8 0.0 0.0 0.0 10.5 0.0 4.0 2.5
Number of Traders in Each Category Total Traders: 24
10 4 . 4 . . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 84,105
Positions
5,293 34,923 1,104 42,641 35,851 4,558 17,199 2,785 333 1,604 727 0 11,373 3,824
Changes from: May 29, 2018 Total Change is: 2,207
-1,523 1,765 529 2,229 -322 251 -559 385 -97 1,403 -6 0 -26 -298
Percent of Open Interest Represented by Each Category of Trader
6.3 41.5 1.3 50.7 42.6 5.4 20.4 3.3 0.4 1.9 0.9 0.0 13.5 4.5
Number of Traders in Each Category Total Traders: 90
. 11 . 34 18 14 15 5 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 55,745
Positions
14,196 12,530 3,660 10,964 11,888 644 11,833 12,711 3,548 2,538 1,809 1,142 7,220 7,813
Changes from: May 29, 2018 Total Change is: 2,276
-2,909 2,165 600 795 -423 -220 2,370 -1,923 1,298 -179 287 125 397 368
Percent of Open Interest Represented by Each Category of Trader
25.5 22.5 6.6 19.7 21.3 1.2 21.2 22.8 6.4 4.6 3.2 2.0 13.0 14.0
Number of Traders in Each Category Total Traders: 282
21 24 16 54 33 21 42 63 35 20 25 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 278,723
Positions
70,982 62,650 18,298 54,820 59,442 3,221 59,163 63,553 17,738 12,691 9,046 5,708 36,102 39,065
Changes from: May 29, 2018 Total Change is: 11,382
-14,547 10,826 2,998 3,975 -2,116 -1,098 11,852 -9,615 6,488 -895 1,433 626 1,983 1,840
Percent of Open Interest Represented by Each Category of Trader
25.5 22.5 6.6 19.7 21.3 1.2 21.2 22.8 6.4 4.6 3.2 2.0 13.0 14.0
Number of Traders in Each Category Total Traders: 282
21 24 16 54 33 21 42 63 35 20 25 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 570,551
Positions
46,159 178,354 7,225 242,961 190,497 38,166 174,630 116,670 15,641 19,565 4,831 1,937 24,266 17,231
Changes from: May 29, 2018 Total Change is: 15,830
3,072 8,511 3,859 5,873 481 -1,146 419 2,472 1,856 3,330 -857 240 -1,673 414
Percent of Open Interest Represented by Each Category of Trader
8.1 31.3 1.3 42.6 33.4 6.7 30.6 20.4 2.7 3.4 0.8 0.3 4.3 3.0
Number of Traders in Each Category Total Traders: 314
18 25 8 81 50 34 56 58 33 16 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50)
CFTC Code #23977A Open Interest is 10,450
Positions
3,193 3,713 306 470 219 0 1,794 1,540 0 905 260 30 3,752 4,382
Changes from: May 29, 2018 Total Change is: -257
43 85 2 259 -875 0 -462 720 0 0 0 0 -99 -189
Percent of Open Interest Represented by Each Category of Trader
30.6 35.5 2.9 4.5 2.1 0.0 17.2 14.7 0.0 8.7 2.5 0.3 35.9 41.9
Number of Traders in Each Category Total Traders: 24
8 . . . . 0 4 . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 49,016
Positions
3,033 34,481 505 20,480 3,739 371 12,352 2,955 1,911 2,034 71 1,050 7,280 3,933
Changes from: May 29, 2018 Total Change is: 4,922
301 -20 224 194 -5 -2 1,992 1,005 1,629 -535 71 1,021 98 999
Percent of Open Interest Represented by Each Category of Trader
6.2 70.3 1.0 41.8 7.6 0.8 25.2 6.0 3.9 4.1 0.1 2.1 14.9 8.0
Number of Traders in Each Category Total Traders: 45
. 4 . 14 . . 11 5 8 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 78,322
Positions
25,377 16,674 1,830 17,516 7,126 1,527 5,977 21,870 3,361 77 2,597 594 22,063 22,743
Changes from: May 29, 2018 Total Change is: 16,012
1,408 -574 1,007 -928 813 -26 -1,686 900 3,011 77 -369 194 12,955 11,056
Percent of Open Interest Represented by Each Category of Trader
32.4 21.3 2.3 22.4 9.1 1.9 7.6 27.9 4.3 0.1 3.3 0.8 28.2 29.0
Number of Traders in Each Category Total Traders: 68
13 9 8 13 5 7 9 16 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 309,896
Positions
34,499 182,946 3,743 202,540 80,870 22,748 32,195 12,215 1,533 2,716 1,328 0 9,922 4,513
Changes from: May 29, 2018 Total Change is: -5,947
-540 -5,145 -73 -2,317 -6,488 2,503 -5,143 3,940 -169 80 -8 0 -288 -507
Percent of Open Interest Represented by Each Category of Trader
11.1 59.0 1.2 65.4 26.1 7.3 10.4 3.9 0.5 0.9 0.4 0.0 3.2 1.5
Number of Traders in Each Category Total Traders: 158
9 12 4 59 30 24 25 15 9 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,014,354
Positions
70,276 682,624 4,845 628,914 156,225 92,797 120,648 27,672 9,508 44,448 16,009 419 42,499 24,255
Changes from: May 29, 2018 Total Change is: -14,850
3,765 -19,548 735 -23,090 8,035 -1,906 -6,617 -8,312 1,000 3,888 -155 99 7,276 5,202
Percent of Open Interest Represented by Each Category of Trader
6.9 67.3 0.5 62.0 15.4 9.1 11.9 2.7 0.9 4.4 1.6 0.0 4.2 2.4
Number of Traders in Each Category Total Traders: 403
27 24 15 149 63 66 68 26 20 38 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 110,630
Positions
25,403 39,383 69,845 10,738 0 270 3,570 731 178 570 30 0 56 193
Changes from: May 29, 2018 Total Change is: -375
-780 -744 269 -19 0 0 120 0 0 30 0 0 5 100
Percent of Open Interest Represented by Each Category of Trader
23.0 35.6 63.1 9.7 0.0 0.2 3.2 0.7 0.2 0.5 0.0 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 33
. 13 8 8 0 . 4 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,001,347
Positions
15,627 79,816 42,169 328,550 237,796 225,173 76,134 69,621 115,869 34,141 28,808 14,997 148,688 187,099
Changes from: May 29, 2018 Total Change is: -107,461
-1,835 3,189 -9,610 -14,609 5,702 -8,240 -7,950 -20,068 -41,127 580 4,659 -1,720 -22,951 -40,247
Percent of Open Interest Represented by Each Category of Trader
1.6 8.0 4.2 32.8 23.7 22.5 7.6 7.0 11.6 3.4 2.9 1.5 14.8 18.7
Number of Traders in Each Category Total Traders: 194
7 20 19 52 36 57 30 27 45 11 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,028,586
Positions
12,306 211,431 8,097 533,298 75,292 174,260 76,876 396,185 36,188 58,306 19,342 5,061 124,194 102,730
Changes from: May 29, 2018 Total Change is: -71,223
-3,438 32,359 -26,860 1,001 6,795 -15,124 -609 -56,803 -1,781 -3,685 15,169 4,286 -25,014 -29,264
Percent of Open Interest Represented by Each Category of Trader
1.2 20.6 0.8 51.8 7.3 16.9 7.5 38.5 3.5 5.7 1.9 0.5 12.1 10.0
Number of Traders in Each Category Total Traders: 132
. 16 7 52 10 39 15 24 22 5 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,880,280
Positions
37,086 173,439 24,655 744,630 374,573 238,599 368,747 516,671 122,005 208,350 254,713 7,227 128,981 168,398
Changes from: May 29, 2018 Total Change is: -312,586
7,942 -59,474 -7,807 -23,173 -41,064 -2,997 -51,178 -22,222 -146,271 -44,194 14,346 -5,861 -39,047 -41,235
Percent of Open Interest Represented by Each Category of Trader
2.0 9.2 1.3 39.6 19.9 12.7 19.6 27.5 6.5 11.1 13.5 0.4 6.9 9.0
Number of Traders in Each Category Total Traders: 331
13 32 7 78 47 64 50 62 49 25 24 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,294,046
Positions
87,963 393,879 210,767 1,572,756 726,788 600,881 420,507 907,115 542,439 394,096 256,536 108,961 355,676 546,680
Changes from: May 29, 2018 Total Change is: -527,509
-16,711 9,204 -57,355 -67,666 -52,458 -35,786 -25,845 -64,498 -224,404 -21,671 10,829 -4,175 -73,895 -108,866
Percent of Open Interest Represented by Each Category of Trader
2.0 9.2 4.9 36.6 16.9 14.0 9.8 21.1 12.6 9.2 6.0 2.5 8.3 12.7
Number of Traders in Each Category Total Traders: 472
20 55 49 84 97 109 59 96 93 25 36 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 525,972
Positions
26,796 41,781 5,849 186,571 166,272 55,067 96,124 29,480 9,661 41,096 36,628 0 104,808 181,234
Changes from: May 29, 2018 Total Change is: -53,915
-9,422 -2,773 -6,548 -4,077 -3,110 -22,017 8,364 -3,023 -2,010 2,317 3,593 -2 -20,520 -18,025
Percent of Open Interest Represented by Each Category of Trader
5.1 7.9 1.1 35.5 31.6 10.5 18.3 5.6 1.8 7.8 7.0 0.0 19.9 34.5
Number of Traders in Each Category Total Traders: 97
4 7 . 22 31 30 14 8 8 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,047,855
Positions
99,632 359,008 108,968 1,941,443 582,977 597,833 323,064 1,217,083 397,169 263,627 324,471 53,644 262,474 406,701
Changes from: May 29, 2018 Total Change is: -241,028
5,392 -41,031 -41,198 -38,965 -7,972 -10,228 -32,203 -6,811 -47,789 -11,884 16,177 17,108 -81,262 -119,284
Percent of Open Interest Represented by Each Category of Trader
2.5 8.9 2.7 48.0 14.4 14.8 8.0 30.1 9.8 6.5 8.0 1.3 6.5 10.0
Number of Traders in Each Category Total Traders: 354
17 40 27 83 56 75 46 70 72 20 22 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,887,053
Positions
539,708 369,251 506,365 4,864 18,055 73,291 64,863 234,254 433,287 147,185 110,011 90,795 26,696 51,744
Changes from: May 29, 2018 Total Change is: -271,444
688 -115,558 -37,053 4,864 -21,893 -21,930 -54,175 -33,742 87 -151,105 -23,058 10,019 -22,839 -28,316
Percent of Open Interest Represented by Each Category of Trader
28.6 19.6 26.8 0.3 1.0 3.9 3.4 12.4 23.0 7.8 5.8 4.8 1.4 2.7
Number of Traders in Each Category Total Traders: 151
29 27 48 . 8 5 25 34 49 5 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is29,674,813
Positions
6,551,953 1,361,255 4,978,888 241,084 2,521,795 2,711,304 641,498 2,311,762 12,066,756 100,956 588,061 1,699,712 682,663 1,435,280
Changes from: May 29, 2018 Total Change is: 1,111,301
228,771 -60,019 15,506 67,231 90,531 155,402 -12,696 66,474 651,923 -4,498 155,918 25,032 -15,370 10,533
Percent of Open Interest Represented by Each Category of Trader
22.1 4.6 16.8 0.8 8.5 9.1 2.2 7.8 40.7 0.3 2.0 5.7 2.3 4.8
Number of Traders in Each Category Total Traders: 323
33 50 77 10 39 42 49 89 110 17 24 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 33,640
Positions
18,444 5,570 0 54 9,504 136 4,331 10,408 0 10,386 7,690 249 40 83
Changes from: May 29, 2018 Total Change is: 430
-476 -180 0 -6 540 0 542 -4 0 410 106 -15 -25 -17
Percent of Open Interest Represented by Each Category of Trader
54.8 16.6 0.0 0.2 28.3 0.4 12.9 30.9 0.0 30.9 22.9 0.7 0.1 0.2
Number of Traders in Each Category Total Traders: 47
. 6 0 . 14 . 5 9 0 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 19,590
Positions
857 4,123 0 290 3,279 685 17,747 9,057 0 0 2,365 0 11 81
Changes from: May 29, 2018 Total Change is: 363
-70 345 0 0 39 0 473 134 0 0 -187 0 -40 32
Percent of Open Interest Represented by Each Category of Trader
4.4 21.0 0.0 1.5 16.7 3.5 90.6 46.2 0.0 0.0 12.1 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 35
. 5 0 . 9 . 5 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 5,618
Positions
0 0 0 153 28 0 1,455 3,915 284 1,109 700 134 2,483 557
Changes from: May 29, 2018 Total Change is: 138
0 0 0 3 -12 0 -167 349 160 -56 -310 65 133 -114
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 2.7 0.5 0.0 25.9 69.7 5.1 19.7 12.5 2.4 44.2 9.9
Number of Traders in Each Category Total Traders: 55
0 0 0 . . 0 7 16 5 20 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 2,556
Positions
0 0 0 47 29 0 1,126 1,845 27 540 305 0 816 350
Changes from: May 29, 2018 Total Change is: -158
0 0 0 9 4 0 -46 33 -28 54 -111 -3 -144 -53
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 1.8 1.1 0.0 44.1 72.2 1.1 21.1 11.9 0.0 31.9 13.7
Number of Traders in Each Category Total Traders: 27
0 0 0 . . 0 6 10 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 45,345
Positions
560 5,421 187 13,245 554 466 15,199 33,311 1,674 6,416 1,133 181 7,416 2,418
Changes from: May 29, 2018 Total Change is: -1,051
-50 548 34 344 -472 -97 440 -374 15 -1,786 139 27 22 -872
Percent of Open Interest Represented by Each Category of Trader
1.2 12.0 0.4 29.2 1.2 1.0 33.5 73.5 3.7 14.1 2.5 0.4 16.4 5.3
Number of Traders in Each Category Total Traders: 134
. . . 15 . . 33 29 15 38 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 427,468
Positions
47,450 29,737 43,821 95,541 67,429 26,039 64,394 118,819 85,856 19,233 6,284 19,995 25,139 29,488
Changes from: May 29, 2018 Total Change is: 2,985
4,272 -6,355 1,013 -1,611 -3,667 4,383 -4,798 4,722 3,750 3,378 753 -1,631 -5,771 17
Percent of Open Interest Represented by Each Category of Trader
11.1 7.0 10.3 22.4 15.8 6.1 15.1 27.8 20.1 4.5 1.5 4.7 5.9 6.9
Number of Traders in Each Category Total Traders: 221
18 7 17 24 31 18 54 48 59 15 12 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 72,627
Positions
830 0 0 41,038 33 210 23,904 72,056 85 6,282 153 0 278 90
Changes from: May 29, 2018 Total Change is: -5,386
24 0 0 -2,626 -1 0 -3,378 -5,441 0 541 7 0 53 49
Percent of Open Interest Represented by Each Category of Trader
1.1 0.0 0.0 56.5 0.0 0.3 32.9 99.2 0.1 8.6 0.2 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 42
. 0 0 12 . . 8 6 . 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated June 8, 2018