Traders in Financial Futures - Futures Only Positions as of June 26, 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 159,233
Positions
42,599 19,377 578 32,122 32,854 2,443 38,422 59,335 4,834 9,108 2,575 386 28,741 36,851
Changes from: June 19, 2018 Total Change is: -31,151
28,478 -9,481 -37,622 404 7,177 66 5,200 7,382 -820 -629 -33 5 -26,233 2,175
Percent of Open Interest Represented by Each Category of Trader
26.8 12.2 0.4 20.2 20.6 1.5 24.1 37.3 3.0 5.7 1.6 0.2 18.0 23.1
Number of Traders in Each Category Total Traders: 103
8 4 . 8 17 . 21 33 9 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 92,933
Positions
66,998 2,337 0 1,990 19,368 301 16,711 40,287 870 465 1,674 0 5,598 28,096
Changes from: June 19, 2018 Total Change is: -668
4,687 -95 0 413 -278 0 -6,083 48 -43 -15 0 0 373 -300
Percent of Open Interest Represented by Each Category of Trader
72.1 2.5 0.0 2.1 20.8 0.3 18.0 43.4 0.9 0.5 1.8 0.0 6.0 30.2
Number of Traders in Each Category Total Traders: 55
5 4 0 . 12 . 11 18 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 169,623
Positions
58,375 6,079 1,309 37,073 74,540 4,596 35,864 29,537 6,277 2,079 8,269 130 23,920 38,886
Changes from: June 19, 2018 Total Change is: -2,969
4,508 -975 37 -519 4,189 150 -6,244 -6,072 585 -437 -214 5 -1,054 -674
Percent of Open Interest Represented by Each Category of Trader
34.4 3.6 0.8 21.9 43.9 2.7 21.1 17.4 3.7 1.2 4.9 0.1 14.1 22.9
Number of Traders in Each Category Total Traders: 111
10 4 5 11 28 9 26 25 16 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 153,566
Positions
39,303 17,047 580 33,995 31,618 5,427 44,371 58,067 2,487 2,846 992 89 24,468 37,259
Changes from: June 19, 2018 Total Change is: -1,075
4,080 -104 0 -737 1,117 -82 -4,055 -5,050 820 24 13 -13 -1,112 2,224
Percent of Open Interest Represented by Each Category of Trader
25.6 11.1 0.4 22.1 20.6 3.5 28.9 37.8 1.6 1.9 0.6 0.1 15.9 24.3
Number of Traders in Each Category Total Traders: 123
7 8 . 17 22 10 31 30 18 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 481,383
Positions
46,454 152,251 1,021 264,728 118,466 32,497 39,270 99,328 8,090 21,577 9,920 1,045 66,701 58,765
Changes from: June 19, 2018 Total Change is: 3,183
2,743 577 163 3,280 2,109 -998 -1,491 3,260 -554 -660 -923 -101 801 -350
Percent of Open Interest Represented by Each Category of Trader
9.7 31.6 0.2 55.0 24.6 6.8 8.2 20.6 1.7 4.5 2.1 0.2 13.9 12.2
Number of Traders in Each Category Total Traders: 286
20 10 11 89 41 44 34 53 24 24 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 33,268
Positions
435 18,369 0 17,203 6,366 1,974 1,128 1,818 0 0 771 5 12,523 3,965
Changes from: June 19, 2018 Total Change is: -171
22 0 0 -59 172 -198 0 505 0 0 0 0 64 -650
Percent of Open Interest Represented by Each Category of Trader
1.3 55.2 0.0 51.7 19.1 5.9 3.4 5.5 0.0 0.0 2.3 0.0 37.6 11.9
Number of Traders in Each Category Total Traders: 29
. . 0 13 7 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 137,795
Positions
79,513 2,003 323 4,392 40,461 1,755 29,708 50,402 3,007 1,400 367 1 17,696 39,476
Changes from: June 19, 2018 Total Change is: 1,941
4,880 477 31 -630 -1,532 81 -985 35 513 80 34 0 -2,029 2,302
Percent of Open Interest Represented by Each Category of Trader
57.7 1.5 0.2 3.2 29.4 1.3 21.6 36.6 2.2 1.0 0.3 0.0 12.8 28.6
Number of Traders in Each Category Total Traders: 93
11 4 . 7 15 4 18 34 14 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 19,772
Positions
0 13,332 0 15,637 394 0 2,219 4,416 12 100 0 0 1,804 1,618
Changes from: June 19, 2018 Total Change is: 1,721
0 0 0 1,821 137 0 -275 1,690 6 0 0 0 169 -112
Percent of Open Interest Represented by Each Category of Trader
0.0 67.4 0.0 79.1 2.0 0.0 11.2 22.3 0.1 0.5 0.0 0.0 9.1 8.2
Number of Traders in Each Category Total Traders: 26
0 4 0 5 . 0 6 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 150,501
Positions
16,968 51,468 800 82,392 28,039 0 39,153 49,483 4,454 2,752 8,601 0 3,982 7,656
Changes from: June 19, 2018 Total Change is: -6,002
-3,260 209 0 1,942 -8,315 -9 -4,364 2,749 -590 -115 -68 0 394 22
Percent of Open Interest Represented by Each Category of Trader
11.3 34.2 0.5 54.7 18.6 0.0 26.0 32.9 3.0 1.8 5.7 0.0 2.6 5.1
Number of Traders in Each Category Total Traders: 155
4 8 . 11 21 0 28 56 10 10 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 49,686
Positions
24,460 681 6,261 5,256 29,436 0 9,470 8,008 1,719 840 1,236 3 1,677 2,342
Changes from: June 19, 2018 Total Change is: 9,055
-346 0 4,957 3 6,193 0 3,295 -2,873 929 0 69 0 217 -220
Percent of Open Interest Represented by Each Category of Trader
49.2 1.4 12.6 10.6 59.2 0.0 19.1 16.1 3.5 1.7 2.5 0.0 3.4 4.7
Number of Traders in Each Category Total Traders: 39
. . . . . 0 10 13 4 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 45,026
Positions
26,053 0 0 5,250 10,445 0 10,073 25,781 1,427 0 658 0 2,223 6,715
Changes from: June 19, 2018 Total Change is: 1,718
2,102 0 0 -123 -40 0 -172 1,543 -123 0 203 0 34 135
Percent of Open Interest Represented by Each Category of Trader
57.9 0.0 0.0 11.7 23.2 0.0 22.4 57.3 3.2 0.0 1.5 0.0 4.9 14.9
Number of Traders in Each Category Total Traders: 84
9 0 0 5 15 0 17 33 12 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 43,398
Positions
10,422 22,787 832 8,379 1,899 279 10,423 10,690 1,153 2,599 942 0 9,314 4,818
Changes from: June 19, 2018 Total Change is: 98
763 -817 14 -559 -469 119 -1,281 1,845 128 452 170 0 464 -892
Percent of Open Interest Represented by Each Category of Trader
24.0 52.5 1.9 19.3 4.4 0.6 24.0 24.6 2.7 6.0 2.2 0.0 21.5 11.1
Number of Traders in Each Category Total Traders: 101
14 21 . 13 5 4 25 12 10 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 86,795
Positions
20,843 45,573 1,663 16,757 3,798 557 20,845 21,380 2,305 5,197 1,883 0 18,628 9,636
Changes from: June 19, 2018 Total Change is: 195
1,525 -1,633 27 -1,118 -938 238 -2,562 3,690 255 903 340 0 927 -1,784
Percent of Open Interest Represented by Each Category of Trader
24.0 52.5 1.9 19.3 4.4 0.6 24.0 24.6 2.7 6.0 2.2 0.0 21.5 11.1
Number of Traders in Each Category Total Traders: 101
14 21 . 13 5 4 25 12 10 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 27,203
Positions
2,120 23,262 0 21,561 1,595 177 0 1,398 0 1,769 0 0 1,576 771
Changes from: June 19, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
7.8 85.5 0.0 79.3 5.9 0.7 0.0 5.1 0.0 6.5 0.0 0.0 5.8 2.8
Number of Traders in Each Category Total Traders: 20
. 6 0 8 . . 0 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 592,189
Positions
30,956 101,563 25,099 278,646 190,289 59,498 71,037 85,934 14,899 27,098 36,323 6,590 78,365 71,994
Changes from: June 19, 2018 Total Change is: 8,043
5,023 -9,180 3,409 -16,050 6,321 1,296 6,571 3,835 128 3,233 -330 933 3,500 1,631
Percent of Open Interest Represented by Each Category of Trader
5.2 17.2 4.2 47.1 32.1 10.0 12.0 14.5 2.5 4.6 6.1 1.1 13.2 12.2
Number of Traders in Each Category Total Traders: 594
29 40 25 165 97 100 80 109 71 44 30 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 54,785
Positions
24,916 10,755 0 6,329 18,332 10 5,302 1,452 201 3,838 601 0 14,189 23,434
Changes from: June 19, 2018 Total Change is: 6,472
3,987 1,681 0 -5 0 0 2,952 1,149 1 129 554 0 -592 3,087
Percent of Open Interest Represented by Each Category of Trader
45.5 19.6 0.0 11.6 33.5 0.0 9.7 2.7 0.4 7.0 1.1 0.0 25.9 42.8
Number of Traders in Each Category Total Traders: 39
9 4 0 4 4 . 5 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 21,725
Positions
203 20,824 0 9,467 0 378 7,075 0 0 2,203 0 0 2,399 523
Changes from: June 19, 2018 Total Change is: 1,970
203 1,920 0 1,084 0 62 598 0 0 0 0 0 23 -12
Percent of Open Interest Represented by Each Category of Trader
0.9 95.9 0.0 43.6 0.0 1.7 32.6 0.0 0.0 10.1 0.0 0.0 11.0 2.4
Number of Traders in Each Category Total Traders: 22
. 9 0 5 0 . 5 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 2,687,018
Positions
115,652 539,489 40,044 1,368,518 866,717 290,509 335,956 429,691 66,208 119,246 181,553 30,006 320,879 242,801
Changes from: June 19, 2018 Total Change is: 7,857
11,441 -48,044 10,783 -81,014 30,815 7,271 21,737 17,073 -3,006 18,467 -1,473 1,720 20,458 -7,282
Percent of Open Interest Represented by Each Category of Trader
4.3 20.1 1.5 50.9 32.3 10.8 12.5 16.0 2.5 4.4 6.8 1.1 11.9 9.0
Number of Traders in Each Category Total Traders: 589
30 39 24 166 95 100 79 109 68 42 29 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 28,855
Positions
2,650 25,183 0 19,480 14 1,573 1,438 0 0 1,327 1,121 0 2,387 964
Changes from: June 19, 2018 Total Change is: 829
1,429 469 -6 -696 14 90 0 0 0 0 0 0 12 262
Percent of Open Interest Represented by Each Category of Trader
9.2 87.3 0.0 67.5 0.0 5.5 5.0 0.0 0.0 4.6 3.9 0.0 8.3 3.3
Number of Traders in Each Category Total Traders: 25
4 7 0 8 . . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 11,694
Positions
3,089 7,882 8 4,839 1,417 335 370 1,296 37 1,035 0 0 1,981 719
Changes from: June 19, 2018 Total Change is: 422
-52 258 0 255 0 0 0 2 -2 0 0 0 221 164
Percent of Open Interest Represented by Each Category of Trader
26.4 67.4 0.1 41.4 12.1 2.9 3.2 11.1 0.3 8.9 0.0 0.0 16.9 6.1
Number of Traders in Each Category Total Traders: 21
4 8 . 5 . . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 25,401
Positions
17,767 9,187 0 5,513 11,589 305 747 0 0 0 3,295 0 1,069 1,025
Changes from: June 19, 2018 Total Change is: 1,149
1,425 1,134 0 -538 0 -105 220 0 0 0 0 0 147 120
Percent of Open Interest Represented by Each Category of Trader
69.9 36.2 0.0 21.7 45.6 1.2 2.9 0.0 0.0 0.0 13.0 0.0 4.2 4.0
Number of Traders in Each Category Total Traders: 23
6 5 0 5 . . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 86,711
Positions
5,505 38,682 481 41,245 34,612 4,953 19,328 2,480 993 1,472 727 0 12,734 3,783
Changes from: June 19, 2018 Total Change is: 542
211 -9 18 -1,909 627 -168 996 -730 373 -172 0 0 1,193 431
Percent of Open Interest Represented by Each Category of Trader
6.3 44.6 0.6 47.6 39.9 5.7 22.3 2.9 1.1 1.7 0.8 0.0 14.7 4.4
Number of Traders in Each Category Total Traders: 87
4 9 . 34 18 13 15 4 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 47,098
Positions
9,617 10,287 427 16,001 9,580 731 10,282 16,563 788 1,721 1,048 73 7,458 7,599
Changes from: June 19, 2018 Total Change is: 1,904
901 -259 151 -43 -314 197 260 2,621 -294 13 -318 1 717 119
Percent of Open Interest Represented by Each Category of Trader
20.4 21.8 0.9 34.0 20.3 1.6 21.8 35.2 1.7 3.7 2.2 0.2 15.8 16.1
Number of Traders in Each Category Total Traders: 246
18 21 5 54 30 20 35 62 21 13 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 235,491
Positions
48,085 51,434 2,137 80,003 47,902 3,657 51,408 82,817 3,941 8,606 5,242 364 37,290 37,997
Changes from: June 19, 2018 Total Change is: 9,520
4,507 -1,294 757 -214 -1,570 986 1,300 13,103 -1,471 65 -1,589 3 3,587 595
Percent of Open Interest Represented by Each Category of Trader
20.4 21.8 0.9 34.0 20.3 1.6 21.8 35.2 1.7 3.7 2.2 0.2 15.8 16.1
Number of Traders in Each Category Total Traders: 246
18 21 5 54 30 20 35 62 21 13 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 549,976
Positions
40,337 176,092 1,442 243,859 165,420 38,821 163,429 135,913 12,792 22,810 1,711 248 26,238 17,537
Changes from: June 19, 2018 Total Change is: -7,957
1,458 -4,955 459 -9,594 -20,332 2,041 -5,573 15,392 705 768 -677 20 1,759 -610
Percent of Open Interest Represented by Each Category of Trader
7.3 32.0 0.3 44.3 30.1 7.1 29.7 24.7 2.3 4.1 0.3 0.0 4.8 3.2
Number of Traders in Each Category Total Traders: 317
17 28 5 87 48 37 64 48 24 18 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 29,667
Positions
884 14,873 0 19,563 1,361 539 1,912 7,067 47 870 1,782 0 5,852 3,998
Changes from: June 19, 2018 Total Change is: -1,473
-157 -2,766 0 -694 0 190 -131 557 24 -41 -125 -172 -492 819
Percent of Open Interest Represented by Each Category of Trader
3.0 50.1 0.0 65.9 4.6 1.8 6.4 23.8 0.2 2.9 6.0 0.0 19.7 13.5
Number of Traders in Each Category Total Traders: 43
. 4 0 15 . 4 5 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 53,153
Positions
6,855 9,721 881 22,895 4,766 1,716 10,489 7,987 31 1,961 1,381 0 8,325 26,670
Changes from: June 19, 2018 Total Change is: -763
-2,198 4,250 253 824 -868 62 1,575 -323 11 -585 -200 0 -705 -3,948
Percent of Open Interest Represented by Each Category of Trader
12.9 18.3 1.7 43.1 9.0 3.2 19.7 15.0 0.1 3.7 2.6 0.0 15.7 50.2
Number of Traders in Each Category Total Traders: 67
9 12 4 11 5 6 12 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 303,445
Positions
35,282 190,390 2,100 196,436 72,594 22,307 33,946 6,510 2,175 2,869 1,287 0 8,330 6,082
Changes from: June 19, 2018 Total Change is: -12,970
440 -12,299 25 -11,090 -1,086 178 -1,869 -192 477 442 0 0 -1,573 -73
Percent of Open Interest Represented by Each Category of Trader
11.6 62.7 0.7 64.7 23.9 7.4 11.2 2.1 0.7 0.9 0.4 0.0 2.7 2.0
Number of Traders in Each Category Total Traders: 152
8 12 . 57 31 24 26 9 10 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 953,182
Positions
74,048 554,645 4,938 570,011 203,943 101,623 115,806 45,419 12,395 42,250 14,215 635 31,476 15,369
Changes from: June 19, 2018 Total Change is: -30,732
1,693 -65,680 -599 -25,157 20,138 9,914 -18,809 4,511 1,358 569 -262 149 150 -261
Percent of Open Interest Represented by Each Category of Trader
7.8 58.2 0.5 59.8 21.4 10.7 12.1 4.8 1.3 4.4 1.5 0.1 3.3 1.6
Number of Traders in Each Category Total Traders: 406
22 28 9 136 80 64 63 32 20 36 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 112,964
Positions
21,032 40,722 71,441 10,973 0 270 8,238 0 408 570 30 0 32 93
Changes from: June 19, 2018 Total Change is: -520
-300 1,360 -1,880 -60 0 0 1,720 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
18.6 36.0 63.2 9.7 0.0 0.2 7.3 0.0 0.4 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 33
. 14 8 8 0 . 5 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 796,382
Positions
24,463 81,480 5,343 310,275 230,757 175,859 82,797 67,851 17,209 34,316 32,350 688 145,432 184,845
Changes from: June 19, 2018 Total Change is: -10,199
-1,085 -14,086 3,904 -12,775 8,016 -4,857 -5,872 -2,684 -1,279 3,197 -73 652 7,916 208
Percent of Open Interest Represented by Each Category of Trader
3.1 10.2 0.7 39.0 29.0 22.1 10.4 8.5 2.2 4.3 4.1 0.1 18.3 23.2
Number of Traders in Each Category Total Traders: 175
11 16 4 47 32 46 37 14 20 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 963,543
Positions
12,798 195,114 410 524,850 74,099 152,210 65,755 385,896 9,879 64,465 44,156 2,537 130,639 99,242
Changes from: June 19, 2018 Total Change is: -13,453
-214 7,102 121 -5,825 -7,296 -8,988 -3,605 -7,636 -116 2,733 6,279 -5,026 7,467 2,107
Percent of Open Interest Represented by Each Category of Trader
1.3 20.2 0.0 54.5 7.7 15.8 6.8 40.0 1.0 6.7 4.6 0.3 13.6 10.3
Number of Traders in Each Category Total Traders: 131
. 17 4 56 9 39 12 22 16 7 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 1,852,280
Positions
52,176 194,958 16,677 762,540 370,253 236,367 366,020 520,064 56,755 235,057 279,505 2,681 124,007 175,020
Changes from: June 19, 2018 Total Change is: 35,863
2,922 8,899 4,467 3,097 -14,607 5,244 10,183 27,249 -3,772 8,795 10,847 564 4,363 -3,028
Percent of Open Interest Represented by Each Category of Trader
2.8 10.5 0.9 41.2 20.0 12.8 19.8 28.1 3.1 12.7 15.1 0.1 6.7 9.4
Number of Traders in Each Category Total Traders: 335
14 33 . 77 46 61 57 59 35 25 24 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 3,468,935
Positions
137,079 345,777 11,192 1,563,832 761,214 471,583 374,517 964,157 139,174 399,094 235,346 31,856 340,608 508,636
Changes from: June 19, 2018 Total Change is: 18,048
-17,608 37,303 3,171 96,685 57,926 -47,356 -22,958 -20,797 9,379 -26,099 -8,736 4,179 18,655 -17,021
Percent of Open Interest Represented by Each Category of Trader
4.0 10.0 0.3 45.1 21.9 13.6 10.8 27.8 4.0 11.5 6.8 0.9 9.8 14.7
Number of Traders in Each Category Total Traders: 436
24 38 10 83 97 94 61 80 47 23 30 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 543,463
Positions
33,076 31,528 8,782 190,363 187,436 55,894 99,622 30,750 12,317 43,292 43,360 2 100,115 173,394
Changes from: June 19, 2018 Total Change is: 14,543
-645 -3,532 454 -4,762 11,489 -2,888 15,515 3,668 -303 1,804 4,623 0 5,368 1,032
Percent of Open Interest Represented by Each Category of Trader
6.1 5.8 1.6 35.0 34.5 10.3 18.3 5.7 2.3 8.0 8.0 0.0 18.4 31.9
Number of Traders in Each Category Total Traders: 101
4 8 5 23 32 34 15 7 6 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,749,875
Positions
80,467 334,737 63,086 1,874,125 483,925 633,657 316,824 1,312,785 157,745 336,124 328,080 31,055 256,792 404,805
Changes from: June 19, 2018 Total Change is: -11,882
12,265 53,293 -25,402 22,661 -93,756 7,410 -56,631 47,345 -2,912 39,812 11,555 -10,403 1,318 988
Percent of Open Interest Represented by Each Category of Trader
2.1 8.9 1.7 50.0 12.9 16.9 8.4 35.0 4.2 9.0 8.7 0.8 6.8 10.8
Number of Traders in Each Category Total Traders: 345
10 42 9 82 56 73 35 74 40 20 26 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 2,033,397
Positions
484,695 575,423 558,391 23,789 28,808 64,948 166,474 151,141 409,418 205,456 101,276 90,568 29,658 53,424
Changes from: June 19, 2018 Total Change is: -42,493
-7,226 49,262 -2,814 994 4,889 1,674 30,241 -27,856 -48,171 -819 -2,129 -2,493 -13,879 -14,855
Percent of Open Interest Represented by Each Category of Trader
23.8 28.3 27.5 1.2 1.4 3.2 8.2 7.4 20.1 10.1 5.0 4.5 1.5 2.6
Number of Traders in Each Category Total Traders: 142
26 30 45 . 5 6 23 33 48 6 10 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 is13,879,605
Positions
6,169,786 987,911 2,047,144 324,043 2,129,490 1,558,246 605,133 3,222,544 1,805,873 228,467 300,058 537,719 603,194 1,290,620
Changes from: June 19, 2018 Total Change is: -27,567
-56,700 57,396 74,064 -20,036 -169,792 5,555 9,564 19,532 -76,546 -33,580 16,314 53,588 16,524 -7,678
Percent of Open Interest Represented by Each Category of Trader
44.5 7.1 14.7 2.3 15.3 11.2 4.4 23.2 13.0 1.6 2.2 3.9 4.3 9.3
Number of Traders in Each Category Total Traders: 283
36 41 69 8 30 33 28 92 91 13 18 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 31,528
Positions
3,591 4,603 0 55 8,368 136 17,613 14,523 0 9,876 3,622 229 28 47
Changes from: June 19, 2018 Total Change is: -656
372 -120 0 0 -167 0 -414 4,794 0 -558 -5,131 -13 -43 -19
Percent of Open Interest Represented by Each Category of Trader
11.4 14.6 0.0 0.2 26.5 0.4 55.9 46.1 0.0 31.3 11.5 0.7 0.1 0.1
Number of Traders in Each Category Total Traders: 45
4 6 0 . 11 . 5 10 0 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 16,838
Positions
3,198 2,121 0 91 3,080 641 12,892 8,656 0 0 2,284 0 16 56
Changes from: June 19, 2018 Total Change is: 173
-116 -2 0 -211 224 -53 548 115 0 0 -104 0 5 -7
Percent of Open Interest Represented by Each Category of Trader
19.0 12.6 0.0 0.5 18.3 3.8 76.6 51.4 0.0 0.0 13.6 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 33
. 4 0 . 9 . 6 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 5,797
Positions
55 0 0 174 82 0 1,630 3,361 275 1,316 1,100 0 2,347 979
Changes from: June 19, 2018 Total Change is: 432
0 0 0 -38 82 0 144 -271 191 2 70 0 133 360
Percent of Open Interest Represented by Each Category of Trader
0.9 0.0 0.0 3.0 1.4 0.0 28.1 58.0 4.7 22.7 19.0 0.0 40.5 16.9
Number of Traders in Each Category Total Traders: 53
. 0 0 . . 0 8 14 5 21 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 2,687
Positions
29 0 0 0 111 0 1,508 1,505 137 171 515 3 839 416
Changes from: June 19, 2018 Total Change is: 54
0 0 0 -52 52 0 30 91 26 12 -75 3 35 -43
Percent of Open Interest Represented by Each Category of Trader
1.1 0.0 0.0 0.0 4.1 0.0 56.1 56.0 5.1 6.4 19.2 0.1 31.2 15.5
Number of Traders in Each Category Total Traders: 35
. 0 0 0 . 0 8 11 5 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 47,596
Positions
795 19,785 0 12,484 605 412 17,057 22,233 1,035 9,056 1,807 134 6,623 1,585
Changes from: June 19, 2018 Total Change is: 603
200 0 0 -184 -3 1 -328 439 -161 876 130 0 199 197
Percent of Open Interest Represented by Each Category of Trader
1.7 41.6 0.0 26.2 1.3 0.9 35.8 46.7 2.2 19.0 3.8 0.3 13.9 3.3
Number of Traders in Each Category Total Traders: 133
. . 0 14 . . 34 20 9 46 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 397,443
Positions
47,310 30,123 32,022 99,412 68,835 16,453 63,006 112,806 82,768 11,699 6,658 18,365 26,408 29,413
Changes from: June 19, 2018 Total Change is: -47,765
-7,833 6,481 -12,830 10,615 -13,808 -4,161 -7,107 -1,718 -18,879 -9,286 708 203 1,513 -3,761
Percent of Open Interest Represented by Each Category of Trader
11.9 7.6 8.1 25.0 17.3 4.1 15.9 28.4 20.8 2.9 1.7 4.6 6.6 7.4
Number of Traders in Each Category Total Traders: 229
13 12 18 26 34 18 48 58 56 8 16 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 26, 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 52,025
Positions
1,052 2,717 0 27,440 33 210 17,866 48,822 85 5,181 153 0 191 5
Changes from: June 19, 2018 Total Change is: -11,973
15 2,717 -2,717 -306 -1 0 -2,745 -5,503 -6,474 219 0 0 35 5
Percent of Open Interest Represented by Each Category of Trader
2.0 5.2 0.0 52.7 0.1 0.4 34.3 93.8 0.2 10.0 0.3 0.0 0.4 0.0
Number of Traders in Each Category Total Traders: 46
4 . 0 12 . . 8 7 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated June 29, 2018