Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 175,427
Positions
22,026 11,399 40,337 32,517 21,959 3,644 15,197 39,249 22,018 9,992 2,199 786 28,909 33,836
Changes from: June 5, 2018 Total Change is: -8,446
-52 624 -4,457 156 361 -1,505 -3,460 -5,530 1,589 -72 331 -130 -515 271
Percent of Open Interest Represented by Each Category of Trader
12.6 6.5 23.0 18.5 12.5 2.1 8.7 22.4 12.6 5.7 1.3 0.4 16.5 19.3
Number of Traders in Each Category Total Traders: 93
11 . 12 10 13 5 16 27 21 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 102,973
Positions
74,260 1,663 3,343 2,118 18,392 301 8,954 39,837 7,831 480 1,674 0 5,685 29,932
Changes from: June 5, 2018 Total Change is: -241
-1,102 56 -1,099 0 -1,614 0 -3,428 -3,940 6,386 0 0 0 -998 -30
Percent of Open Interest Represented by Each Category of Trader
72.1 1.6 3.2 2.1 17.9 0.3 8.7 38.7 7.6 0.5 1.6 0.0 5.5 29.1
Number of Traders in Each Category Total Traders: 58
9 . 4 . 11 . 9 22 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 304,032
Positions
61,129 38,746 69,465 37,557 67,573 3,936 54,281 30,421 44,210 2,109 7,983 2,625 28,721 39,074
Changes from: June 5, 2018 Total Change is: 11,335
-1,634 -3,442 25,140 1,760 -1,103 -4,141 -9,569 -5,336 1,551 -300 -730 -1,267 -204 664
Percent of Open Interest Represented by Each Category of Trader
20.1 12.7 22.8 12.4 22.2 1.3 17.9 10.0 14.5 0.7 2.6 0.9 9.4 12.9
Number of Traders in Each Category Total Traders: 127
7 8 8 11 26 10 31 32 31 4 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 190,631
Positions
25,362 29,072 26,313 33,019 28,259 6,297 54,323 39,888 16,227 2,137 1,003 1,335 25,619 42,238
Changes from: June 5, 2018 Total Change is: 8,459
1,104 1,423 6,533 -419 2,229 -3,043 15,047 1,313 -7,445 21 21 -699 -2,639 8,127
Percent of Open Interest Represented by Each Category of Trader
13.3 15.3 13.8 17.3 14.8 3.3 28.5 20.9 8.5 1.1 0.5 0.7 13.4 22.2
Number of Traders in Each Category Total Traders: 119
7 9 11 15 21 11 33 26 26 4 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 680,977
Positions
92,847 228,448 64,058 275,773 113,005 36,304 44,995 93,668 57,813 20,514 8,595 8,314 80,360 70,772
Changes from: June 5, 2018 Total Change is: -19,400
1,253 9,381 5,869 17,425 4,496 -5,457 -7,575 598 -29,054 -437 -1,122 -3,337 1,910 -777
Percent of Open Interest Represented by Each Category of Trader
13.6 33.5 9.4 40.5 16.6 5.3 6.6 13.8 8.5 3.0 1.3 1.2 11.8 10.4
Number of Traders in Each Category Total Traders: 289
21 8 20 87 38 45 31 57 44 26 20 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 39,308
Positions
407 24,476 13 17,385 6,204 2,128 4,341 168 1,378 0 771 5 13,651 4,165
Changes from: June 5, 2018 Total Change is: 2,280
407 -148 13 -251 1,232 202 504 168 1,329 0 0 0 76 -516
Percent of Open Interest Represented by Each Category of Trader
1.0 62.3 0.0 44.2 15.8 5.4 11.0 0.4 3.5 0.0 2.0 0.0 34.7 10.6
Number of Traders in Each Category Total Traders: 31
. . . 13 7 8 5 . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 150,931
Positions
77,013 16,192 6,926 6,192 36,448 3,193 20,555 38,976 12,587 1,434 22 779 22,253 35,809
Changes from: June 5, 2018 Total Change is: -16,921
-6,914 -251 -1,265 224 -5,021 186 -7,411 -5,777 -2,661 -556 -436 -543 2,019 -1,153
Percent of Open Interest Represented by Each Category of Trader
51.0 10.7 4.6 4.1 24.1 2.1 13.6 25.8 8.3 1.0 0.0 0.5 14.7 23.7
Number of Traders in Each Category Total Traders: 86
7 5 7 7 15 7 15 31 24 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 31,791
Positions
2,301 22,287 3,327 15,176 250 0 6,606 1,485 1,321 100 245 0 2,960 2,876
Changes from: June 5, 2018 Total Change is: 4,311
0 1 3,100 1,099 34 0 -564 231 742 0 0 0 -66 203
Percent of Open Interest Represented by Each Category of Trader
7.2 70.1 10.5 47.7 0.8 0.0 20.8 4.7 4.2 0.3 0.8 0.0 9.3 9.0
Number of Traders in Each Category Total Traders: 22
. 4 . . . 0 6 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 215,172
Positions
66,388 105,344 1,060 80,948 35,422 11 46,158 43,367 12,799 3,475 9,506 186 4,147 7,477
Changes from: June 5, 2018 Total Change is: 11,789
21,232 -2,160 -391 -9,595 5,032 11 -4,579 4,650 4,523 705 -138 160 -275 104
Percent of Open Interest Represented by Each Category of Trader
30.9 49.0 0.5 37.6 16.5 0.0 21.5 20.2 5.9 1.6 4.4 0.1 1.9 3.5
Number of Traders in Each Category Total Traders: 167
7 8 . 11 22 . 31 51 20 13 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 43,440
Positions
24,930 701 1,304 5,274 28,801 0 9,200 8,364 387 718 1,267 3 1,624 2,613
Changes from: June 5, 2018 Total Change is: 983
0 278 0 -76 101 0 1,445 -271 19 -20 210 -109 -276 755
Percent of Open Interest Represented by Each Category of Trader
57.4 1.6 3.0 12.1 66.3 0.0 21.2 19.3 0.9 1.7 2.9 0.0 3.7 6.0
Number of Traders in Each Category Total Traders: 39
. . . . 4 0 11 11 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 64,699
Positions
27,854 19,683 4,562 4,584 9,675 4 22,941 22,431 1,900 0 205 0 2,854 6,239
Changes from: June 5, 2018 Total Change is: 2,634
-1,491 -140 4,488 13 -38 4 -210 -1,187 -438 0 0 0 268 -55
Percent of Open Interest Represented by Each Category of Trader
43.1 30.4 7.1 7.1 15.0 0.0 35.5 34.7 2.9 0.0 0.3 0.0 4.4 9.6
Number of Traders in Each Category Total Traders: 81
9 . 4 5 13 . 16 34 11 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 12,282
Positions
0 7,215 25 792 2,313 0 9,650 544 558 0 0 0 1,257 1,627
Changes from: June 5, 2018 Total Change is: 139
0 97 10 -3,105 231 0 3,247 -237 -112 0 0 0 99 150
Percent of Open Interest Represented by Each Category of Trader
0.0 58.7 0.2 6.4 18.8 0.0 78.6 4.4 4.5 0.0 0.0 0.0 10.2 13.2
Number of Traders in Each Category Total Traders: 22
0 . . . 4 0 9 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 58,946
Positions
11,882 28,259 9,908 9,338 360 813 11,818 5,814 2,996 1,969 1,087 1,541 8,682 8,168
Changes from: June 5, 2018 Total Change is: 8,458
-5,299 -2,399 7,856 1,040 -808 547 483 -1,417 2,205 192 193 862 572 1,419
Percent of Open Interest Represented by Each Category of Trader
20.2 47.9 16.8 15.8 0.6 1.4 20.0 9.9 5.1 3.3 1.8 2.6 14.7 13.9
Number of Traders in Each Category Total Traders: 108
11 21 17 16 . 5 30 12 14 7 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 117,892
Positions
23,763 56,518 19,816 18,675 719 1,626 23,637 11,628 5,992 3,938 2,174 3,082 17,363 16,336
Changes from: June 5, 2018 Total Change is: 16,916
-10,597 -4,798 15,711 2,080 -1,615 1,093 965 -2,834 4,411 384 386 1,724 1,144 2,837
Percent of Open Interest Represented by Each Category of Trader
20.2 47.9 16.8 15.8 0.6 1.4 20.0 9.9 5.1 3.3 1.8 2.6 14.7 13.9
Number of Traders in Each Category Total Traders: 108
11 21 17 16 . 5 30 12 14 7 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 985,141
Positions
43,503 125,666 117,672 276,603 187,682 93,222 68,755 80,894 160,881 25,888 34,612 33,777 164,840 150,735
Changes from: June 5, 2018 Total Change is: 62,841
-7,431 7,341 1,699 14,978 -1,541 19,546 3,341 5,253 24,534 -3,496 -969 2,213 7,456 4,765
Percent of Open Interest Represented by Each Category of Trader
4.4 12.8 11.9 28.1 19.1 9.5 7.0 8.2 16.3 2.6 3.5 3.4 16.7 15.3
Number of Traders in Each Category Total Traders: 626
41 34 56 169 92 119 89 98 127 59 42 62
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 154,022
Positions
64,403 2,004 13,278 10,317 19,375 2,092 16,649 5,811 16,023 4,270 146 3,552 23,437 91,740
Changes from: June 5, 2018 Total Change is: 14,628
-1,445 -921 10,403 89 -1,318 1,018 1,155 175 2,379 259 48 321 449 2,523
Percent of Open Interest Represented by Each Category of Trader
41.8 1.3 8.6 6.7 12.6 1.4 10.8 3.8 10.4 2.8 0.1 2.3 15.2 59.6
Number of Traders in Each Category Total Traders: 69
16 . 12 5 6 4 13 11 21 9 5 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSUMER DISC INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Discretionary Index price)
CFTC Code #138747 Open Interest is 8,645
Positions
4,295 4,191 1,040 1,076 1,881 64 281 220 0 693 648 0 1,196 601
Changes from: June 5, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
49.7 48.5 12.0 12.4 21.8 0.7 3.3 2.5 0.0 8.0 7.5 0.0 13.8 7.0
Number of Traders in Each Category Total Traders: 20
7 5 . . . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 26,364
Positions
22,624 17,341 1,645 259 2,773 115 0 1,244 38 0 2,329 0 1,683 879
Changes from: June 5, 2018 Total Change is: 888
-715 129 730 0 -37 0 0 0 0 0 0 0 873 66
Percent of Open Interest Represented by Each Category of Trader
85.8 65.8 6.2 1.0 10.5 0.4 0.0 4.7 0.1 0.0 8.8 0.0 6.4 3.3
Number of Traders in Each Category Total Traders: 23
8 5 7 . 5 . 0 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 32,174
Positions
3,925 23,354 7,459 8,391 0 384 6,756 0 0 2,327 0 0 2,932 977
Changes from: June 5, 2018 Total Change is: 7,361
537 -550 7,459 -26 0 68 -1,210 0 -1 0 0 0 534 385
Percent of Open Interest Represented by Each Category of Trader
12.2 72.6 23.2 26.1 0.0 1.2 21.0 0.0 0.0 7.2 0.0 0.0 9.1 3.0
Number of Traders in Each Category Total Traders: 24
. 10 5 5 0 . 5 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 4,155,594
Positions
178,847 901,655 238,618 1,341,246 851,350 445,831 350,362 465,248 634,458 109,303 173,545 149,915 707,014 294,974
Changes from: June 5, 2018 Total Change is: 241,066
-29,714 41,522 -43,736 73,537 -2,022 93,549 12,065 26,521 109,644 -18,849 -5,157 9,533 35,038 11,212
Percent of Open Interest Represented by Each Category of Trader
4.3 21.7 5.7 32.3 20.5 10.7 8.4 11.2 15.3 2.6 4.2 3.6 17.0 7.1
Number of Traders in Each Category Total Traders: 613
37 38 52 170 90 117 84 100 124 55 38 58
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 46,045
Positions
6,250 29,424 13,429 20,425 0 1,483 734 0 16 1,324 1,026 0 2,384 667
Changes from: June 5, 2018 Total Change is: 12,497
-139 214 12,743 -21 0 0 0 0 -392 -214 0 0 520 -68
Percent of Open Interest Represented by Each Category of Trader
13.6 63.9 29.2 44.4 0.0 3.2 1.6 0.0 0.0 2.9 2.2 0.0 5.2 1.4
Number of Traders in Each Category Total Traders: 30
5 10 5 11 0 . . 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 12,633
Positions
2,309 6,512 2,312 4,629 1,417 200 370 1,294 39 1,035 0 0 1,739 859
Changes from: June 5, 2018 Total Change is: 2,601
859 22 2,256 -45 0 164 370 0 0 0 0 0 -1,003 159
Percent of Open Interest Represented by Each Category of Trader
18.3 51.5 18.3 36.6 11.2 1.6 2.9 10.2 0.3 8.2 0.0 0.0 13.8 6.8
Number of Traders in Each Category Total Traders: 23
4 10 6 5 . . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 33,235
Positions
21,497 11,124 5,298 4,676 12,375 410 267 0 0 0 3,037 0 1,087 991
Changes from: June 5, 2018 Total Change is: 4,318
865 -210 3,476 306 786 0 -260 0 0 0 0 0 -69 266
Percent of Open Interest Represented by Each Category of Trader
64.7 33.5 15.9 14.1 37.2 1.2 0.8 0.0 0.0 0.0 9.1 0.0 3.3 3.0
Number of Traders in Each Category Total Traders: 26
11 4 . 4 4 . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 98,698
Positions
5,287 36,652 14,234 42,478 34,091 4,832 16,795 3,239 518 1,881 727 0 12,673 4,405
Changes from: June 5, 2018 Total Change is: 14,593
-6 1,729 13,130 -163 -1,760 274 -404 454 185 277 0 0 1,300 581
Percent of Open Interest Represented by Each Category of Trader
5.4 37.1 14.4 43.0 34.5 4.9 17.0 3.3 0.5 1.9 0.7 0.0 12.8 4.5
Number of Traders in Each Category Total Traders: 85
. 10 6 32 17 13 13 5 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 62,501
Positions
14,576 9,694 7,709 9,916 12,105 5,295 10,569 13,244 2,721 2,701 2,130 1,249 7,765 8,354
Changes from: June 5, 2018 Total Change is: 6,756
380 -2,836 4,049 -1,048 216 4,651 -1,264 533 -827 162 321 108 544 541
Percent of Open Interest Represented by Each Category of Trader
23.3 15.5 12.3 15.9 19.4 8.5 16.9 21.2 4.4 4.3 3.4 2.0 12.4 13.4
Number of Traders in Each Category Total Traders: 262
21 18 21 49 35 24 39 59 29 17 24 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 312,503
Positions
72,882 48,472 38,543 49,581 60,524 26,477 52,843 66,220 13,603 13,503 10,649 6,247 38,825 41,769
Changes from: June 5, 2018 Total Change is: 33,780
1,900 -14,178 20,245 -5,239 1,081 23,256 -6,320 2,667 -4,135 812 1,603 538 2,722 2,704
Percent of Open Interest Represented by Each Category of Trader
23.3 15.5 12.3 15.9 19.4 8.5 16.9 21.2 4.4 4.3 3.4 2.0 12.4 13.4
Number of Traders in Each Category Total Traders: 262
21 18 21 49 35 24 39 59 29 17 24 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 643,345
Positions
48,817 177,198 49,531 238,390 187,505 50,485 172,320 117,986 23,513 20,395 3,732 3,270 36,625 30,125
Changes from: June 5, 2018 Total Change is: 72,794
2,658 -1,156 42,306 -4,571 -2,992 12,319 -2,310 1,316 7,871 829 -1,098 1,333 12,359 12,894
Percent of Open Interest Represented by Each Category of Trader
7.6 27.5 7.7 37.1 29.1 7.8 26.8 18.3 3.7 3.2 0.6 0.5 5.7 4.7
Number of Traders in Each Category Total Traders: 317
18 28 19 84 47 41 60 57 40 16 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 31,221
Positions
1,050 17,639 0 19,698 3,097 372 2,834 3,599 56 931 1,938 152 6,128 4,368
Changes from: June 5, 2018 Total Change is: -17,795
-1,983 -16,842 -505 -782 -642 1 -9,518 644 -1,855 -1,103 1,867 -898 -1,152 435
Percent of Open Interest Represented by Each Category of Trader
3.4 56.5 0.0 63.1 9.9 1.2 9.1 11.5 0.2 3.0 6.2 0.5 19.6 14.0
Number of Traders in Each Category Total Traders: 40
. 4 0 14 . . 8 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 49,027
Positions
10,056 6,164 334 19,644 5,669 1,602 6,883 7,695 8 2,139 1,381 0 8,361 26,174
Changes from: June 5, 2018 Total Change is: -29,295
-15,321 -10,510 -1,496 2,128 -1,457 75 906 -14,175 -3,353 2,062 -1,216 -594 -13,702 3,431
Percent of Open Interest Represented by Each Category of Trader
20.5 12.6 0.7 40.1 11.6 3.3 14.0 15.7 0.0 4.4 2.8 0.0 17.1 53.4
Number of Traders in Each Category Total Traders: 52
6 8 4 13 . 5 9 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 350,424
Positions
34,149 201,224 23,326 214,911 75,914 22,563 32,369 10,894 1,543 2,696 1,304 279 18,588 13,377
Changes from: June 5, 2018 Total Change is: 40,528
-350 18,278 19,583 12,371 -4,956 -185 174 -1,321 10 -20 -24 279 8,666 8,864
Percent of Open Interest Represented by Each Category of Trader
9.7 57.4 6.7 61.3 21.7 6.4 9.2 3.1 0.4 0.8 0.4 0.1 5.3 3.8
Number of Traders in Each Category Total Traders: 156
7 14 10 59 31 27 23 12 8 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,165,907
Positions
69,564 673,205 105,064 633,893 170,397 91,350 127,784 33,452 12,806 42,938 16,600 1,063 81,445 61,970
Changes from: June 5, 2018 Total Change is: 151,553
-712 -9,419 100,219 4,979 14,172 -1,447 7,136 5,780 3,298 -1,510 591 644 38,946 37,715
Percent of Open Interest Represented by Each Category of Trader
6.0 57.7 9.0 54.4 14.6 7.8 11.0 2.9 1.1 3.7 1.4 0.1 7.0 5.3
Number of Traders in Each Category Total Traders: 402
23 24 18 148 63 70 66 31 25 37 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 111,404
Positions
22,263 38,693 71,910 10,733 0 270 5,218 0 408 570 30 0 32 93
Changes from: June 5, 2018 Total Change is: 774
-3,140 -690 2,065 -5 0 0 1,648 -731 230 0 0 0 -24 -100
Percent of Open Interest Represented by Each Category of Trader
20.0 34.7 64.5 9.6 0.0 0.2 4.7 0.0 0.4 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 34
. 13 8 8 0 . 6 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,021,793
Positions
17,918 89,253 39,577 347,852 237,626 219,632 88,242 77,326 118,455 34,357 32,830 15,310 140,451 191,785
Changes from: June 5, 2018 Total Change is: 20,446
2,291 9,437 -2,592 19,302 -170 -5,541 12,108 7,705 2,586 216 4,022 313 -8,237 4,686
Percent of Open Interest Represented by Each Category of Trader
1.8 8.7 3.9 34.0 23.3 21.5 8.6 7.6 11.6 3.4 3.2 1.5 13.7 18.8
Number of Traders in Each Category Total Traders: 196
7 19 20 56 32 57 33 27 44 9 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,027,346
Positions
15,460 210,765 4,826 525,649 71,234 173,472 75,569 388,167 41,405 60,001 34,454 5,560 125,404 97,463
Changes from: June 5, 2018 Total Change is: -1,240
3,154 -666 -3,271 -7,649 -4,058 -788 -1,307 -8,018 5,217 1,695 15,112 499 1,210 -5,267
Percent of Open Interest Represented by Each Category of Trader
1.5 20.5 0.5 51.2 6.9 16.9 7.4 37.8 4.0 5.8 3.4 0.5 12.2 9.5
Number of Traders in Each Category Total Traders: 128
. 17 6 53 9 39 12 23 20 6 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,859,226
Positions
40,325 184,380 24,629 747,785 360,329 235,201 336,091 495,420 121,544 219,941 260,134 7,372 126,339 170,217
Changes from: June 5, 2018 Total Change is: -21,054
3,239 10,941 -25 3,155 -14,244 -3,398 -32,657 -21,251 -462 11,591 5,421 144 -2,641 1,819
Percent of Open Interest Represented by Each Category of Trader
2.2 9.9 1.3 40.2 19.4 12.7 18.1 26.6 6.5 11.8 14.0 0.4 6.8 9.2
Number of Traders in Each Category Total Traders: 330
15 34 10 75 47 62 50 62 47 25 22 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,292,515
Positions
100,354 369,947 211,292 1,486,534 718,085 588,726 448,363 906,058 567,439 426,673 247,995 112,626 350,508 570,347
Changes from: June 5, 2018 Total Change is: -1,531
12,391 -23,932 525 -86,222 -8,703 -12,155 27,855 -1,057 25,000 32,578 -8,541 3,665 -5,167 23,667
Percent of Open Interest Represented by Each Category of Trader
2.3 8.6 4.9 34.6 16.7 13.7 10.4 21.1 13.2 9.9 5.8 2.6 8.2 13.3
Number of Traders in Each Category Total Traders: 473
19 49 44 84 103 111 57 99 96 28 34 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 535,746
Positions
30,182 39,309 7,609 194,857 177,460 53,820 98,006 31,877 10,649 41,254 38,088 0 99,369 176,934
Changes from: June 5, 2018 Total Change is: 9,774
3,386 -2,472 1,760 8,286 11,188 -1,247 1,882 2,397 988 158 1,460 0 -5,439 -4,300
Percent of Open Interest Represented by Each Category of Trader
5.6 7.3 1.4 36.4 33.1 10.0 18.3 6.0 2.0 7.7 7.1 0.0 18.5 33.0
Number of Traders in Each Category Total Traders: 99
4 8 4 21 32 31 14 9 8 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,160,575
Positions
79,441 318,308 142,714 1,909,943 567,057 662,353 340,978 1,240,896 421,076 280,420 319,637 60,727 262,922 427,807
Changes from: June 5, 2018 Total Change is: 112,720
-20,191 -40,700 33,746 -31,500 -15,920 64,520 17,915 23,812 23,907 16,794 -4,834 7,082 448 21,106
Percent of Open Interest Represented by Each Category of Trader
1.9 7.7 3.4 45.9 13.6 15.9 8.2 29.8 10.1 6.7 7.7 1.5 6.3 10.3
Number of Traders in Each Category Total Traders: 345
17 38 27 80 58 77 43 67 65 19 23 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,944,509
Positions
514,425 413,177 505,167 7,787 18,752 63,170 75,214 226,158 459,069 199,132 107,937 92,188 28,357 58,891
Changes from: June 5, 2018 Total Change is: 57,456
-25,283 43,926 -1,198 2,923 697 -10,121 10,351 -8,096 25,782 51,947 -2,074 1,393 1,662 7,147
Percent of Open Interest Represented by Each Category of Trader
26.5 21.2 26.0 0.4 1.0 3.2 3.9 11.6 23.6 10.2 5.6 4.7 1.5 3.0
Number of Traders in Each Category Total Traders: 152
30 26 48 . 6 5 22 37 49 6 13 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is30,532,307
Positions
6,491,257 1,305,492 5,273,229 276,484 2,601,720 2,792,389 676,912 2,382,856 12,490,735 117,332 542,124 1,747,579 666,391 1,396,184
Changes from: June 5, 2018 Total Change is: 857,494
-60,696 -55,764 294,341 35,401 79,925 81,085 35,414 71,094 423,979 16,376 -45,937 47,866 -16,272 -39,096
Percent of Open Interest Represented by Each Category of Trader
21.3 4.3 17.3 0.9 8.5 9.1 2.2 7.8 40.9 0.4 1.8 5.7 2.2 4.6
Number of Traders in Each Category Total Traders: 327
35 49 77 11 38 41 54 84 108 17 24 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 43,760
Positions
18,065 5,179 437 54 8,955 136 2,556 9,140 11,854 10,336 7,753 242 80 64
Changes from: June 5, 2018 Total Change is: 10,120
-379 -391 437 0 -549 0 -1,775 -1,268 11,854 -50 63 -7 40 -19
Percent of Open Interest Represented by Each Category of Trader
41.3 11.8 1.0 0.1 20.5 0.3 5.8 20.9 27.1 23.6 17.7 0.6 0.2 0.1
Number of Traders in Each Category Total Traders: 45
. 6 . . 12 . 6 9 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 21,285
Positions
563 4,052 736 290 2,845 694 17,238 8,792 1,748 0 2,388 0 16 30
Changes from: June 5, 2018 Total Change is: 1,695
-294 -71 736 0 -434 9 -509 -265 1,748 0 23 0 5 -51
Percent of Open Interest Represented by Each Category of Trader
2.6 19.0 3.5 1.4 13.4 3.3 81.0 41.3 8.2 0.0 11.2 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 35
. 5 . . 8 . 6 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 5,970
Positions
55 0 0 159 72 0 1,420 3,746 325 1,239 1,000 192 2,580 635
Changes from: June 5, 2018 Total Change is: 352
55 0 0 6 44 0 -35 -169 41 130 300 58 97 78
Percent of Open Interest Represented by Each Category of Trader
0.9 0.0 0.0 2.7 1.2 0.0 23.8 62.7 5.4 20.8 16.8 3.2 43.2 10.6
Number of Traders in Each Category Total Traders: 56
. 0 0 . . 0 5 16 7 20 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 2,643
Positions
29 0 0 0 108 0 1,349 1,634 19 427 440 0 819 442
Changes from: June 5, 2018 Total Change is: 87
29 0 0 -47 79 0 223 -211 -8 -113 135 0 3 92
Percent of Open Interest Represented by Each Category of Trader
1.1 0.0 0.0 0.0 4.1 0.0 51.0 61.8 0.7 16.2 16.6 0.0 31.0 16.7
Number of Traders in Each Category Total Traders: 32
. 0 0 0 . 0 7 10 . 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 50,037
Positions
670 5,421 2,407 13,239 468 512 14,863 35,256 2,616 8,193 982 174 7,363 2,201
Changes from: June 5, 2018 Total Change is: 4,692
110 0 2,220 -6 -86 46 -336 1,945 942 1,777 -151 -7 -54 -217
Percent of Open Interest Represented by Each Category of Trader
1.3 10.8 4.8 26.5 0.9 1.0 29.7 70.5 5.2 16.4 2.0 0.3 14.7 4.4
Number of Traders in Each Category Total Traders: 122
. . . 15 . . 34 22 13 36 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 444,998
Positions
46,692 28,128 42,823 95,438 81,565 23,145 83,769 125,087 87,092 19,257 6,606 19,968 26,814 30,584
Changes from: June 5, 2018 Total Change is: 17,530
-758 -1,609 -998 -103 14,136 -2,894 19,375 6,268 1,236 24 322 -27 1,675 1,096
Percent of Open Interest Represented by Each Category of Trader
10.5 6.3 9.6 21.4 18.3 5.2 18.8 28.1 19.6 4.3 1.5 4.5 6.0 6.9
Number of Traders in Each Category Total Traders: 234
16 7 15 23 33 19 63 50 61 17 15 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 74,110
Positions
807 0 0 39,993 34 210 24,451 71,021 2,675 5,739 153 0 235 17
Changes from: June 5, 2018 Total Change is: 1,483
-23 0 0 -1,045 1 0 547 -1,035 2,590 -543 0 0 -43 -73
Percent of Open Interest Represented by Each Category of Trader
1.1 0.0 0.0 54.0 0.0 0.3 33.0 95.8 3.6 7.7 0.2 0.0 0.3 0.0
Number of Traders in Each Category Total Traders: 41
. 0 0 12 . . 8 6 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated June 15, 2018