Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 217,722
Positions
12,232 29,731 47,062 32,453 23,375 5,197 29,889 49,560 23,283 9,737 2,646 920 56,949 35,948
Changes from: June 12, 2018 Total Change is: 42,295
-9,794 18,333 6,724 -64 1,416 1,554 14,692 10,311 1,265 -255 447 134 28,039 2,111
Percent of Open Interest Represented by Each Category of Trader
5.6 13.7 21.6 14.9 10.7 2.4 13.7 22.8 10.7 4.5 1.2 0.4 26.2 16.5
Number of Traders in Each Category Total Traders: 108
9 6 11 10 14 5 21 34 24 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 95,960
Positions
63,266 2,366 227 1,577 19,646 301 22,622 40,766 1,982 480 1,674 0 5,506 28,998
Changes from: June 12, 2018 Total Change is: -7,013
-10,994 703 -3,116 -541 1,254 0 13,667 929 -5,849 0 0 0 -180 -934
Percent of Open Interest Represented by Each Category of Trader
65.9 2.5 0.2 1.6 20.5 0.3 23.6 42.5 2.1 0.5 1.7 0.0 5.7 30.2
Number of Traders in Each Category Total Traders: 58
6 . . . 13 . 12 20 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 211,944
Positions
54,882 8,489 10,433 39,172 69,744 6,201 38,425 35,536 30,116 2,639 7,966 2,512 27,565 40,947
Changes from: June 12, 2018 Total Change is: -92,088
-6,247 -30,256 -59,032 1,615 2,172 2,265 -15,856 5,115 -14,094 530 -17 -113 -1,156 1,873
Percent of Open Interest Represented by Each Category of Trader
25.9 4.0 4.9 18.5 32.9 2.9 18.1 16.8 14.2 1.2 3.8 1.2 13.0 19.3
Number of Traders in Each Category Total Traders: 113
7 5 8 12 26 10 25 29 22 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 181,851
Positions
38,185 17,343 6,393 34,981 30,435 7,618 44,553 62,302 18,854 2,669 1,047 1,467 27,130 36,391
Changes from: June 12, 2018 Total Change is: -8,780
12,823 -11,730 -19,920 1,962 2,176 1,322 -9,770 22,414 2,627 532 45 132 1,512 -5,847
Percent of Open Interest Represented by Each Category of Trader
21.0 9.5 3.5 19.2 16.7 4.2 24.5 34.3 10.4 1.5 0.6 0.8 14.9 20.0
Number of Traders in Each Category Total Traders: 128
7 8 10 16 22 12 30 36 21 4 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 575,576
Positions
50,966 160,062 20,439 263,856 116,316 37,782 35,528 92,927 62,006 22,898 11,464 8,850 73,251 65,730
Changes from: June 12, 2018 Total Change is: -105,401
-41,880 -68,386 -43,619 -11,917 3,311 1,478 -9,467 -741 4,193 2,384 2,869 536 -7,109 -5,042
Percent of Open Interest Represented by Each Category of Trader
8.9 27.8 3.6 45.8 20.2 6.6 6.2 16.1 10.8 4.0 2.0 1.5 12.7 11.4
Number of Traders in Each Category Total Traders: 303
20 10 17 88 42 49 35 58 38 29 21 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 33,439
Positions
413 18,369 0 17,262 6,194 2,172 1,128 1,313 0 0 771 5 12,459 4,615
Changes from: June 12, 2018 Total Change is: -5,869
6 -6,107 -13 -123 -10 44 -3,213 1,145 -1,378 0 0 0 -1,192 450
Percent of Open Interest Represented by Each Category of Trader
1.2 54.9 0.0 51.6 18.5 6.5 3.4 3.9 0.0 0.0 2.3 0.0 37.3 13.8
Number of Traders in Each Category Total Traders: 28
. . 0 13 7 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 156,216
Positions
74,941 2,537 4,512 4,963 41,772 4,136 29,164 49,965 13,024 1,336 29 1,494 22,646 38,747
Changes from: June 12, 2018 Total Change is: 5,285
-2,072 -13,656 -2,413 -1,229 5,324 944 8,608 10,988 437 -98 7 716 393 2,938
Percent of Open Interest Represented by Each Category of Trader
48.0 1.6 2.9 3.2 26.7 2.6 18.7 32.0 8.3 0.9 0.0 1.0 14.5 24.8
Number of Traders in Each Category Total Traders: 92
12 . 5 7 15 6 17 34 19 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 18,051
Positions
0 13,332 0 13,816 257 0 2,494 2,726 6 100 0 0 1,635 1,730
Changes from: June 12, 2018 Total Change is: -13,740
-2,301 -8,955 -3,327 -1,360 7 0 -4,112 1,241 -1,315 0 -245 0 -1,325 -1,146
Percent of Open Interest Represented by Each Category of Trader
0.0 73.9 0.0 76.5 1.4 0.0 13.8 15.1 0.0 0.6 0.0 0.0 9.1 9.6
Number of Traders in Each Category Total Traders: 22
0 4 0 . . 0 8 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 157,567
Positions
20,352 51,219 1,187 80,450 36,354 9 43,617 46,790 5,424 2,867 8,848 0 3,662 7,737
Changes from: June 12, 2018 Total Change is: -57,605
-46,037 -54,126 127 -498 932 -2 -2,541 3,423 -7,375 -608 -658 -186 -485 260
Percent of Open Interest Represented by Each Category of Trader
12.9 32.5 0.8 51.1 23.1 0.0 27.7 29.7 3.4 1.8 5.6 0.0 2.3 4.9
Number of Traders in Each Category Total Traders: 161
4 7 . 11 21 . 31 57 11 11 19 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 40,631
Positions
24,806 681 1,304 5,253 23,243 0 6,175 10,881 790 840 1,167 3 1,460 2,562
Changes from: June 12, 2018 Total Change is: -2,809
-124 -20 0 -21 -5,558 0 -3,025 2,517 403 122 -100 0 -164 -51
Percent of Open Interest Represented by Each Category of Trader
61.1 1.7 3.2 12.9 57.2 0.0 15.2 26.8 1.9 2.1 2.9 0.0 3.6 6.3
Number of Traders in Each Category Total Traders: 41
. . . . 4 0 10 14 5 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 43,308
Positions
23,951 0 0 5,373 10,485 0 10,245 24,238 1,550 0 455 0 2,189 6,580
Changes from: June 12, 2018 Total Change is: -21,391
-3,903 -19,683 -4,562 789 810 -4 -12,696 1,807 -350 0 250 0 -665 341
Percent of Open Interest Represented by Each Category of Trader
55.3 0.0 0.0 12.4 24.2 0.0 23.7 56.0 3.6 0.0 1.1 0.0 5.1 15.2
Number of Traders in Each Category Total Traders: 82
7 0 0 6 14 0 15 36 12 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 44,217
Positions
9,659 23,520 1,065 8,938 2,368 160 11,945 8,840 1,186 1,856 808 442 8,966 5,828
Changes from: June 12, 2018 Total Change is: -14,730
-2,223 -4,739 -8,843 -400 2,009 -654 127 3,026 -1,810 -113 -279 -1,099 285 -2,341
Percent of Open Interest Represented by Each Category of Trader
21.8 53.2 2.4 20.2 5.4 0.4 27.0 20.0 2.7 4.2 1.8 1.0 20.3 13.2
Number of Traders in Each Category Total Traders: 98
12 19 . 11 4 . 26 15 13 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 88,433
Positions
19,318 47,040 2,129 17,875 4,736 319 23,891 17,680 2,373 3,713 1,617 884 17,932 11,655
Changes from: June 12, 2018 Total Change is: -29,459
-4,445 -9,478 -17,687 -800 4,017 -1,307 254 6,052 -3,619 -226 -557 -2,198 569 -4,681
Percent of Open Interest Represented by Each Category of Trader
21.8 53.2 2.4 20.2 5.4 0.4 27.0 20.0 2.7 4.2 1.8 1.0 20.3 13.2
Number of Traders in Each Category Total Traders: 98
12 19 . 11 4 . 26 15 13 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 720,742
Positions
29,119 110,266 39,048 294,569 184,288 63,705 60,631 80,644 96,119 24,301 36,747 28,025 85,225 81,900
Changes from: June 12, 2018 Total Change is: -264,399
-14,384 -15,400 -78,623 17,966 -3,394 -29,517 -8,125 -250 -64,762 -1,587 2,134 -5,752 -79,615 -68,834
Percent of Open Interest Represented by Each Category of Trader
4.0 15.3 5.4 40.9 25.6 8.8 8.4 11.2 13.3 3.4 5.1 3.9 11.8 11.4
Number of Traders in Each Category Total Traders: 620
33 35 42 171 87 115 91 100 109 56 47 59
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 67,693
Positions
20,865 9,130 1,208 6,334 18,839 1,265 2,514 591 9,087 4,202 35 2,838 19,381 24,700
Changes from: June 12, 2018 Total Change is: -86,329
-43,538 7,126 -12,071 -3,983 -536 -827 -14,135 -5,220 -6,937 -68 -111 -714 -4,056 -67,040
Percent of Open Interest Represented by Each Category of Trader
30.8 13.5 1.8 9.4 27.8 1.9 3.7 0.9 13.4 6.2 0.1 4.2 28.6 36.5
Number of Traders in Each Category Total Traders: 54
7 5 7 4 5 . 13 7 16 10 . 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 19,755
Positions
0 18,904 0 8,383 0 316 6,477 0 0 2,203 0 0 2,376 535
Changes from: June 12, 2018 Total Change is: -12,419
-3,925 -4,450 -7,459 -8 0 -68 -279 0 0 -124 0 0 -556 -442
Percent of Open Interest Represented by Each Category of Trader
0.0 95.7 0.0 42.4 0.0 1.6 32.8 0.0 0.0 11.2 0.0 0.0 12.0 2.7
Number of Traders in Each Category Total Traders: 21
0 9 0 5 0 . 5 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,265,245
Positions
119,651 584,059 110,821 1,448,897 834,965 304,477 296,141 405,825 429,604 101,638 184,699 124,795 329,222 286,000
Changes from: June 12, 2018 Total Change is: -890,349
-59,196 -317,596 -127,797 107,651 -16,385 -141,354 -54,221 -59,423 -204,854 -7,665 11,154 -25,120 -377,793 -8,974
Percent of Open Interest Represented by Each Category of Trader
3.7 17.9 3.4 44.4 25.6 9.3 9.1 12.4 13.2 3.1 5.7 3.8 10.1 8.8
Number of Traders in Each Category Total Traders: 608
33 35 41 173 84 113 88 100 107 49 46 54
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 28,026
Positions
1,221 24,714 6 20,176 0 1,483 1,438 0 0 1,327 1,121 0 2,375 702
Changes from: June 12, 2018 Total Change is: -18,019
-5,029 -4,710 -13,423 -249 0 0 704 0 -16 3 95 0 -9 35
Percent of Open Interest Represented by Each Category of Trader
4.4 88.2 0.0 72.0 0.0 5.3 5.1 0.0 0.0 4.7 4.0 0.0 8.5 2.5
Number of Traders in Each Category Total Traders: 27
. 8 . 11 0 . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 11,272
Positions
3,141 7,624 8 4,584 1,417 335 370 1,294 39 1,035 0 0 1,760 555
Changes from: June 12, 2018 Total Change is: -1,361
832 1,112 -2,304 -45 0 135 0 0 0 0 0 0 21 -304
Percent of Open Interest Represented by Each Category of Trader
27.9 67.6 0.1 40.7 12.6 3.0 3.3 11.5 0.3 9.2 0.0 0.0 15.6 4.9
Number of Traders in Each Category Total Traders: 21
4 8 . 5 . . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 24,252
Positions
16,342 8,053 0 6,051 11,589 410 527 0 0 0 3,295 0 922 905
Changes from: June 12, 2018 Total Change is: -8,983
-5,155 -3,071 -5,298 1,375 -786 0 260 0 0 0 258 0 -165 -86
Percent of Open Interest Represented by Each Category of Trader
67.4 33.2 0.0 25.0 47.8 1.7 2.2 0.0 0.0 0.0 13.6 0.0 3.8 3.7
Number of Traders in Each Category Total Traders: 20
6 4 0 4 . . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 86,169
Positions
5,294 38,691 463 43,154 33,985 5,121 18,332 3,210 620 1,644 727 0 11,541 3,352
Changes from: June 12, 2018 Total Change is: -12,529
7 2,039 -13,771 676 -106 289 1,537 -29 102 -237 0 0 -1,132 -1,053
Percent of Open Interest Represented by Each Category of Trader
6.1 44.9 0.5 50.1 39.4 5.9 21.3 3.7 0.7 1.9 0.8 0.0 13.4 3.9
Number of Traders in Each Category Total Traders: 88
. 9 . 34 18 13 16 4 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 47,900
Positions
8,711 10,420 688 16,044 9,897 541 10,063 13,873 2,301 1,830 1,543 672 7,051 7,964
Changes from: June 12, 2018 Total Change is: -14,601
-5,866 726 -7,021 6,128 -2,208 -4,754 -506 629 -420 -871 -587 -578 -714 -389
Percent of Open Interest Represented by Each Category of Trader
18.2 21.8 1.4 33.5 20.7 1.1 21.0 29.0 4.8 3.8 3.2 1.4 14.7 16.6
Number of Traders in Each Category Total Traders: 273
17 22 7 60 33 24 44 60 32 16 21 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 239,498
Positions
43,553 52,101 3,438 80,221 49,486 2,707 50,315 69,367 11,503 9,149 7,715 3,358 35,254 39,822
Changes from: June 12, 2018 Total Change is: -73,005
-29,329 3,629 -35,105 30,640 -11,038 -23,770 -2,528 3,147 -2,100 -4,355 -2,934 -2,888 -3,571 -1,946
Percent of Open Interest Represented by Each Category of Trader
18.2 21.8 1.4 33.5 20.7 1.1 21.0 29.0 4.8 3.8 3.2 1.4 14.7 16.6
Number of Traders in Each Category Total Traders: 273
17 22 7 60 33 24 44 60 32 16 21 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 564,169
Positions
38,879 180,972 1,298 253,453 185,752 36,780 169,132 121,007 15,488 22,372 2,388 2,130 24,636 18,354
Changes from: June 12, 2018 Total Change is: -79,176
-9,938 3,774 -48,233 15,063 -1,753 -13,705 -3,187 3,021 -8,025 1,978 -1,344 -1,139 -11,989 -11,772
Percent of Open Interest Represented by Each Category of Trader
6.9 32.1 0.2 44.9 32.9 6.5 30.0 21.4 2.7 4.0 0.4 0.4 4.4 3.3
Number of Traders in Each Category Total Traders: 319
16 28 6 84 47 33 63 55 37 18 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 31,140
Positions
1,041 17,639 0 20,257 1,361 349 2,043 6,510 23 911 1,907 172 6,344 3,179
Changes from: June 12, 2018 Total Change is: -81
-9 0 0 559 -1,736 -23 -791 2,911 -33 -20 -31 20 216 -1,189
Percent of Open Interest Represented by Each Category of Trader
3.3 56.6 0.0 65.1 4.4 1.1 6.6 20.9 0.1 2.9 6.1 0.6 20.4 10.2
Number of Traders in Each Category Total Traders: 41
. 4 0 15 . . 5 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 53,916
Positions
9,053 5,471 628 22,071 5,634 1,654 8,914 8,310 20 2,546 1,581 0 9,030 30,618
Changes from: June 12, 2018 Total Change is: 4,889
-1,003 -693 294 2,427 -35 52 2,031 615 12 407 200 0 669 4,444
Percent of Open Interest Represented by Each Category of Trader
16.8 10.1 1.2 40.9 10.4 3.1 16.5 15.4 0.0 4.7 2.9 0.0 16.7 56.8
Number of Traders in Each Category Total Traders: 62
7 10 4 13 4 5 12 10 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 316,415
Positions
34,842 202,689 2,075 207,526 73,680 22,129 35,815 6,702 1,698 2,427 1,287 0 9,903 6,155
Changes from: June 12, 2018 Total Change is: -34,009
693 1,465 -21,251 -7,385 -2,234 -434 3,446 -4,192 155 -269 -17 -279 -8,685 -7,222
Percent of Open Interest Represented by Each Category of Trader
11.0 64.1 0.7 65.6 23.3 7.0 11.3 2.1 0.5 0.8 0.4 0.0 3.1 1.9
Number of Traders in Each Category Total Traders: 155
9 13 . 58 30 23 28 10 11 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 983,914
Positions
72,355 620,325 5,537 595,168 183,805 91,709 134,615 40,908 11,037 41,681 14,477 486 31,326 15,630
Changes from: June 12, 2018 Total Change is: -181,993
2,791 -52,880 -99,527 -38,725 13,408 359 6,831 7,456 -1,769 -1,257 -2,123 -577 -50,119 -46,340
Percent of Open Interest Represented by Each Category of Trader
7.4 63.0 0.6 60.5 18.7 9.3 13.7 4.2 1.1 4.2 1.5 0.0 3.2 1.6
Number of Traders in Each Category Total Traders: 401
24 24 9 145 70 64 65 28 21 36 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 113,484
Positions
21,332 39,362 73,321 11,033 0 270 6,518 0 408 570 30 0 32 93
Changes from: June 12, 2018 Total Change is: 2,080
-931 669 1,411 300 0 0 1,300 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
18.8 34.7 64.6 9.7 0.0 0.2 5.7 0.0 0.4 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 34
. 14 8 8 0 . 6 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,006,646
Positions
18,901 91,768 37,006 322,829 213,319 234,956 83,734 69,603 114,744 31,548 32,118 13,885 149,044 199,247
Changes from: June 12, 2018 Total Change is: -15,147
983 2,515 -2,571 -25,023 -24,307 15,324 -4,508 -7,723 -3,711 -2,809 -711 -1,425 8,593 7,462
Percent of Open Interest Represented by Each Category of Trader
1.9 9.1 3.7 32.1 21.2 23.3 8.3 6.9 11.4 3.1 3.2 1.4 14.8 19.8
Number of Traders in Each Category Total Traders: 193
6 20 19 53 34 54 30 30 49 10 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 977,786
Positions
13,012 188,012 289 530,675 81,395 161,198 69,309 393,349 10,510 61,732 37,877 7,563 123,498 97,593
Changes from: June 12, 2018 Total Change is: -49,560
-2,448 -22,753 -4,537 5,026 10,161 -12,274 -6,260 5,182 -30,895 1,731 3,423 2,003 -1,906 130
Percent of Open Interest Represented by Each Category of Trader
1.3 19.2 0.0 54.3 8.3 16.5 7.1 40.2 1.1 6.3 3.9 0.8 12.6 10.0
Number of Traders in Each Category Total Traders: 134
. 17 4 56 11 39 12 24 17 6 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,881,902
Positions
52,237 185,707 15,948 757,699 384,682 235,865 354,951 491,818 111,712 225,514 268,524 8,053 119,923 179,593
Changes from: June 12, 2018 Total Change is: 22,676
11,912 1,327 -8,681 9,915 24,353 664 18,860 -3,602 -9,832 5,573 8,390 681 -6,416 9,376
Percent of Open Interest Represented by Each Category of Trader
2.8 9.9 0.8 40.3 20.4 12.5 18.9 26.1 5.9 12.0 14.3 0.4 6.4 9.5
Number of Traders in Each Category Total Traders: 328
12 31 6 80 47 65 49 63 48 26 20 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,349,750
Positions
113,002 357,506 220,485 1,460,232 744,056 622,527 477,972 921,596 571,637 425,163 247,103 113,640 345,092 551,200
Changes from: June 12, 2018 Total Change is: 57,235
12,648 -12,441 9,193 -26,302 25,971 33,800 29,609 15,537 4,198 -1,510 -891 1,014 -5,416 -19,147
Percent of Open Interest Represented by Each Category of Trader
2.6 8.2 5.1 33.6 17.1 14.3 11.0 21.2 13.1 9.8 5.7 2.6 7.9 12.7
Number of Traders in Each Category Total Traders: 472
26 44 47 81 103 108 61 92 93 27 38 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 528,920
Positions
33,721 35,060 8,328 195,125 175,947 58,782 84,107 27,082 12,620 41,488 38,737 2 94,747 172,362
Changes from: June 12, 2018 Total Change is: -6,826
3,539 -4,249 719 268 -1,513 4,962 -13,899 -4,795 1,971 234 649 2 -4,622 -4,572
Percent of Open Interest Represented by Each Category of Trader
6.4 6.6 1.6 36.9 33.3 11.1 15.9 5.1 2.4 7.8 7.3 0.0 17.9 32.6
Number of Traders in Each Category Total Traders: 99
5 9 5 23 31 33 12 7 7 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,152,517
Positions
71,056 310,956 157,449 1,872,984 583,151 666,583 350,919 1,228,896 402,634 298,116 320,849 70,063 262,713 411,936
Changes from: June 12, 2018 Total Change is: -8,058
-8,385 -7,353 14,735 -36,959 16,094 4,229 9,941 -12,000 -18,442 17,696 1,212 9,337 -209 -15,870
Percent of Open Interest Represented by Each Category of Trader
1.7 7.5 3.8 45.1 14.0 16.1 8.5 29.6 9.7 7.2 7.7 1.7 6.3 9.9
Number of Traders in Each Category Total Traders: 358
16 39 24 81 60 76 43 70 69 21 28 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 2,077,676
Positions
491,921 526,161 561,205 22,795 23,919 63,274 136,310 179,111 459,156 206,275 103,405 93,061 43,679 68,384
Changes from: June 12, 2018 Total Change is: 133,167
-22,504 112,984 56,038 15,008 5,167 104 61,096 -47,047 87 7,143 -4,532 873 15,322 9,493
Percent of Open Interest Represented by Each Category of Trader
23.7 25.3 27.0 1.1 1.2 3.0 6.6 8.6 22.1 9.9 5.0 4.5 2.1 3.3
Number of Traders in Each Category Total Traders: 149
27 31 48 . 5 6 25 33 49 5 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is25,015,580
Positions
6,172,786 1,111,911 4,320,560 345,519 2,631,931 2,311,258 688,592 2,438,291 9,151,193 55,613 353,798 1,345,316 624,742 1,351,322
Changes from: June 12, 2018 Total Change is:-5,516,727
-318,471 -193,581 -952,669 69,035 30,211 -481,131 11,681 55,435 -3,339,541 -61,719 -188,325 -402,263 -41,649 -44,862
Percent of Open Interest Represented by Each Category of Trader
24.7 4.4 17.3 1.4 10.5 9.2 2.8 9.7 36.6 0.2 1.4 5.4 2.5 5.4
Number of Traders in Each Category Total Traders: 314
40 39 74 9 38 37 47 86 100 18 25 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 32,184
Positions
3,219 4,723 0 55 8,535 136 18,027 9,729 0 10,434 8,753 242 71 66
Changes from: June 12, 2018 Total Change is: -11,576
-14,846 -456 -437 1 -420 0 15,471 589 -11,854 98 1,000 0 -9 2
Percent of Open Interest Represented by Each Category of Trader
10.0 14.7 0.0 0.2 26.5 0.4 56.0 30.2 0.0 32.4 27.2 0.8 0.2 0.2
Number of Traders in Each Category Total Traders: 44
4 5 0 . 11 . 5 9 0 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 16,665
Positions
3,314 2,123 0 302 2,856 694 12,344 8,541 0 0 2,388 0 11 63
Changes from: June 12, 2018 Total Change is: -4,620
2,751 -1,929 -736 12 11 0 -4,894 -251 -1,748 0 0 0 -5 33
Percent of Open Interest Represented by Each Category of Trader
19.9 12.7 0.0 1.8 17.1 4.2 74.1 51.3 0.0 0.0 14.3 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 34
. . 0 . 8 . 5 10 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 5,365
Positions
55 0 0 212 0 0 1,486 3,632 84 1,314 1,030 0 2,214 619
Changes from: June 12, 2018 Total Change is: -605
0 0 0 53 -72 0 66 -114 -241 75 30 -192 -366 -16
Percent of Open Interest Represented by Each Category of Trader
1.0 0.0 0.0 4.0 0.0 0.0 27.7 67.7 1.6 24.5 19.2 0.0 41.3 11.5
Number of Traders in Each Category Total Traders: 57
. 0 0 . 0 0 7 16 . 24 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 2,633
Positions
29 0 0 52 59 0 1,478 1,414 111 159 590 0 804 459
Changes from: June 12, 2018 Total Change is: -10
0 0 0 52 -49 0 129 -220 92 -268 150 0 -15 17
Percent of Open Interest Represented by Each Category of Trader
1.1 0.0 0.0 2.0 2.2 0.0 56.1 53.7 4.2 6.0 22.4 0.0 30.5 17.4
Number of Traders in Each Category Total Traders: 33
. 0 0 . . 0 9 8 4 4 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 47,164
Positions
595 19,785 0 12,668 608 411 17,385 21,920 1,206 8,288 1,691 145 6,466 1,398
Changes from: June 12, 2018 Total Change is: -2,873
-75 14,364 -2,407 -571 140 -101 2,522 -13,337 -1,410 95 709 -29 -897 -803
Percent of Open Interest Represented by Each Category of Trader
1.3 41.9 0.0 26.9 1.3 0.9 36.9 46.5 2.6 17.6 3.6 0.3 13.7 3.0
Number of Traders in Each Category Total Traders: 136
. . 0 14 . . 43 19 9 44 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 445,208
Positions
55,143 23,642 44,852 88,797 82,643 20,614 70,113 114,524 101,647 20,985 5,950 18,162 24,895 33,174
Changes from: June 12, 2018 Total Change is: 210
8,451 -4,486 2,029 -6,641 1,078 -2,531 -13,656 -10,563 14,555 1,728 -656 -1,806 -1,919 2,590
Percent of Open Interest Represented by Each Category of Trader
12.4 5.3 10.1 19.9 18.6 4.6 15.7 25.7 22.8 4.7 1.3 4.1 5.6 7.5
Number of Traders in Each Category Total Traders: 240
16 7 17 26 32 19 56 63 69 17 11 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 63,998
Positions
1,037 0 2,717 27,746 34 210 20,611 54,325 6,559 4,962 153 0 156 0
Changes from: June 12, 2018 Total Change is: -10,112
230 0 2,717 -12,247 0 0 -3,840 -16,696 3,884 -777 0 0 -79 -17
Percent of Open Interest Represented by Each Category of Trader
1.6 0.0 4.2 43.4 0.1 0.3 32.2 84.9 10.2 7.8 0.2 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 45
4 0 . 12 . . 8 7 . 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated June 22, 2018