Traders in Financial Futures - Futures Only Positions as of July 3, 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 158,341
Positions
58,551 16,609 618 33,250 34,948 2,486 21,386 59,242 5,618 8,677 2,362 387 27,368 36,071
Changes from: June 26, 2018 Total Change is: -892
15,952 -2,768 40 1,128 2,094 43 -17,036 -93 784 -431 -213 1 -1,373 -780
Percent of Open Interest Represented by Each Category of Trader
37.0 10.5 0.4 21.0 22.1 1.6 13.5 37.4 3.5 5.5 1.5 0.2 17.3 22.8
Number of Traders in Each Category Total Traders: 107
11 . . 10 18 4 18 35 10 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 91,196
Positions
69,076 2,408 0 1,087 18,340 324 13,092 39,901 899 465 1,674 0 6,253 27,650
Changes from: June 26, 2018 Total Change is: -1,737
2,078 71 0 -903 -1,028 23 -3,619 -386 29 0 0 0 655 -446
Percent of Open Interest Represented by Each Category of Trader
75.7 2.6 0.0 1.2 20.1 0.4 14.4 43.8 1.0 0.5 1.8 0.0 6.9 30.3
Number of Traders in Each Category Total Traders: 51
5 4 0 . 12 . 9 17 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 184,402
Positions
75,237 7,634 708 37,595 76,865 4,381 36,364 38,544 5,388 2,904 8,206 130 21,695 42,546
Changes from: June 26, 2018 Total Change is: 14,779
16,862 1,555 -601 522 2,325 -215 500 9,007 -889 825 -63 0 -2,225 3,660
Percent of Open Interest Represented by Each Category of Trader
40.8 4.1 0.4 20.4 41.7 2.4 19.7 20.9 2.9 1.6 4.5 0.1 11.8 23.1
Number of Traders in Each Category Total Traders: 116
10 4 4 11 29 9 25 28 20 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 168,360
Positions
52,454 16,512 453 33,458 36,814 5,450 47,946 64,755 3,063 2,771 1,579 101 22,664 39,633
Changes from: June 26, 2018 Total Change is: 14,794
13,151 -535 -127 -537 5,196 23 3,575 6,688 576 -75 587 12 -1,804 2,374
Percent of Open Interest Represented by Each Category of Trader
31.2 9.8 0.3 19.9 21.9 3.2 28.5 38.5 1.8 1.6 0.9 0.1 13.5 23.5
Number of Traders in Each Category Total Traders: 127
11 6 . 15 24 12 27 36 21 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 487,131
Positions
50,465 154,978 1,349 258,596 117,675 33,652 43,024 99,990 8,570 19,419 10,053 1,134 70,922 59,730
Changes from: June 26, 2018 Total Change is: 5,748
4,011 2,727 328 -6,132 -791 1,155 3,754 662 480 -2,158 133 89 4,221 965
Percent of Open Interest Represented by Each Category of Trader
10.4 31.8 0.3 53.1 24.2 6.9 8.8 20.5 1.8 4.0 2.1 0.2 14.6 12.3
Number of Traders in Each Category Total Traders: 282
18 9 12 85 41 43 35 57 21 21 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 33,281
Positions
414 18,468 0 17,194 6,294 1,970 510 2,201 0 0 771 5 13,188 3,572
Changes from: June 26, 2018 Total Change is: 13
-21 99 0 -9 -72 -4 -618 383 0 0 0 0 665 -393
Percent of Open Interest Represented by Each Category of Trader
1.2 55.5 0.0 51.7 18.9 5.9 1.5 6.6 0.0 0.0 2.3 0.0 39.6 10.7
Number of Traders in Each Category Total Traders: 28
. . 0 13 7 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 141,049
Positions
81,104 3,354 292 5,892 42,817 1,862 29,290 48,219 3,412 1,900 480 1 17,296 40,612
Changes from: June 26, 2018 Total Change is: 3,254
1,591 1,351 -31 1,500 2,356 107 -418 -2,183 405 500 113 0 -400 1,136
Percent of Open Interest Represented by Each Category of Trader
57.5 2.4 0.2 4.2 30.4 1.3 20.8 34.2 2.4 1.3 0.3 0.0 12.3 28.8
Number of Traders in Each Category Total Traders: 92
13 4 . 7 17 4 16 32 14 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 20,128
Positions
0 13,332 0 15,494 371 0 2,684 4,696 12 100 0 0 1,838 1,717
Changes from: June 26, 2018 Total Change is: 356
0 0 0 -143 -23 0 465 280 0 0 0 0 34 99
Percent of Open Interest Represented by Each Category of Trader
0.0 66.2 0.0 77.0 1.8 0.0 13.3 23.3 0.1 0.5 0.0 0.0 9.1 8.5
Number of Traders in Each Category Total Traders: 28
0 4 0 5 . 0 8 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 145,233
Positions
6,372 69,174 800 85,755 25,380 24 41,780 30,912 4,119 2,671 7,927 0 3,712 6,897
Changes from: June 26, 2018 Total Change is: -5,268
-10,596 17,706 0 3,363 -2,659 24 2,627 -18,571 -335 -81 -674 0 -270 -759
Percent of Open Interest Represented by Each Category of Trader
4.4 47.6 0.6 59.0 17.5 0.0 28.8 21.3 2.8 1.8 5.5 0.0 2.6 4.7
Number of Traders in Each Category Total Traders: 141
4 9 . 12 17 . 32 44 13 8 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 45,280
Positions
28,427 2,556 2,604 4,838 25,461 0 6,640 10,501 770 651 1,190 3 1,347 2,195
Changes from: June 26, 2018 Total Change is: -4,406
3,967 1,875 -3,657 -418 -3,975 0 -2,830 2,493 -949 -189 -46 0 -330 -147
Percent of Open Interest Represented by Each Category of Trader
62.8 5.6 5.8 10.7 56.2 0.0 14.7 23.2 1.7 1.4 2.6 0.0 3.0 4.8
Number of Traders in Each Category Total Traders: 39
. . . . . 0 11 14 4 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 53,676
Positions
36,159 0 1 2,219 11,679 0 10,812 32,429 1,597 0 1,144 4 2,884 6,822
Changes from: June 26, 2018 Total Change is: 8,650
10,106 0 1 -3,031 1,234 0 739 6,648 170 0 486 4 661 107
Percent of Open Interest Represented by Each Category of Trader
67.4 0.0 0.0 4.1 21.8 0.0 20.1 60.4 3.0 0.0 2.1 0.0 5.4 12.7
Number of Traders in Each Category Total Traders: 96
11 0 . 5 18 0 14 42 11 0 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 41,911
Positions
10,578 23,017 770 7,996 1,559 312 9,305 7,836 2,187 2,451 889 0 8,313 5,342
Changes from: June 26, 2018 Total Change is: -1,487
157 230 -62 -383 -340 34 -1,118 -2,854 1,034 -148 -53 0 -1,001 524
Percent of Open Interest Represented by Each Category of Trader
25.2 54.9 1.8 19.1 3.7 0.7 22.2 18.7 5.2 5.8 2.1 0.0 19.8 12.7
Number of Traders in Each Category Total Traders: 98
15 18 . 12 4 . 28 12 12 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 83,821
Positions
21,156 46,033 1,540 15,992 3,118 624 18,609 15,672 4,373 4,901 1,778 0 16,626 10,683
Changes from: June 26, 2018 Total Change is: -2,974
313 460 -123 -765 -680 67 -2,236 -5,708 2,068 -296 -105 0 -2,002 1,047
Percent of Open Interest Represented by Each Category of Trader
25.2 54.9 1.8 19.1 3.7 0.7 22.2 18.7 5.2 5.8 2.1 0.0 19.8 12.7
Number of Traders in Each Category Total Traders: 98
15 18 . 12 4 . 28 12 12 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 29,620
Positions
2,120 23,862 0 25,552 1,588 242 0 3,167 0 0 0 0 1,706 761
Changes from: June 26, 2018 Total Change is: 2,417
0 600 0 3,991 -7 65 0 1,769 0 -1,769 0 0 130 -10
Percent of Open Interest Represented by Each Category of Trader
7.2 80.6 0.0 86.3 5.4 0.8 0.0 10.7 0.0 0.0 0.0 0.0 5.8 2.6
Number of Traders in Each Category Total Traders: 23
. 7 0 10 . 4 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 591,994
Positions
32,045 99,409 28,375 275,559 191,864 58,828 65,397 79,632 15,229 26,399 35,598 7,335 82,827 75,724
Changes from: June 26, 2018 Total Change is: -195
1,089 -2,154 3,276 -3,087 1,575 -670 -5,640 -6,303 330 -700 -725 744 4,462 3,730
Percent of Open Interest Represented by Each Category of Trader
5.4 16.8 4.8 46.5 32.4 9.9 11.0 13.5 2.6 4.5 6.0 1.2 14.0 12.8
Number of Traders in Each Category Total Traders: 596
32 40 21 164 100 100 81 109 69 42 28 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 56,432
Positions
26,393 9,905 0 6,227 18,262 13 5,016 946 1 3,985 9 0 14,797 27,296
Changes from: June 26, 2018 Total Change is: 1,647
1,477 -850 0 -102 -70 3 -286 -506 -200 147 -592 0 608 3,862
Percent of Open Interest Represented by Each Category of Trader
46.8 17.6 0.0 11.0 32.4 0.0 8.9 1.7 0.0 7.1 0.0 0.0 26.2 48.4
Number of Traders in Each Category Total Traders: 40
7 6 0 4 4 . 8 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 26,187
Positions
1,155 25,116 0 8,618 0 378 11,906 0 0 1,905 0 0 2,225 693
Changes from: June 26, 2018 Total Change is: 4,462
952 4,292 0 -849 0 0 4,831 0 0 -298 0 0 -174 170
Percent of Open Interest Represented by Each Category of Trader
4.4 95.9 0.0 32.9 0.0 1.4 45.5 0.0 0.0 7.3 0.0 0.0 8.5 2.6
Number of Traders in Each Category Total Traders: 28
4 9 0 7 0 . 6 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 2,677,808
Positions
127,526 546,782 42,611 1,353,492 874,842 287,247 306,650 398,174 71,393 112,068 177,944 36,673 340,148 242,142
Changes from: June 26, 2018 Total Change is: -9,210
11,874 7,293 2,567 -15,026 8,125 -3,262 -29,306 -31,517 5,185 -7,178 -3,609 6,667 19,269 -659
Percent of Open Interest Represented by Each Category of Trader
4.8 20.4 1.6 50.5 32.7 10.7 11.5 14.9 2.7 4.2 6.6 1.4 12.7 9.0
Number of Traders in Each Category Total Traders: 592
33 39 19 165 98 100 81 108 67 40 28 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 27,441
Positions
3,469 23,863 0 18,543 14 1,573 734 0 0 1,327 1,121 0 1,795 870
Changes from: June 26, 2018 Total Change is: -1,414
819 -1,320 0 -937 0 0 -704 0 0 0 0 0 -592 -94
Percent of Open Interest Represented by Each Category of Trader
12.6 87.0 0.0 67.6 0.1 5.7 2.7 0.0 0.0 4.8 4.1 0.0 6.5 3.2
Number of Traders in Each Category Total Traders: 24
5 7 0 7 . . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 12,546
Positions
3,876 8,763 8 5,210 1,396 335 370 1,449 107 1,035 0 0 1,605 488
Changes from: June 26, 2018 Total Change is: 852
787 881 0 371 -21 0 0 153 70 0 0 0 -376 -231
Percent of Open Interest Represented by Each Category of Trader
30.9 69.8 0.1 41.5 11.1 2.7 2.9 11.5 0.9 8.2 0.0 0.0 12.8 3.9
Number of Traders in Each Category Total Traders: 23
5 9 . 4 . . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 27,970
Positions
18,288 10,588 0 7,072 11,661 305 921 0 91 0 2,937 0 1,293 2,388
Changes from: June 26, 2018 Total Change is: 2,569
521 1,401 0 1,559 72 0 174 0 91 0 -358 0 224 1,363
Percent of Open Interest Represented by Each Category of Trader
65.4 37.9 0.0 25.3 41.7 1.1 3.3 0.0 0.3 0.0 10.5 0.0 4.6 8.5
Number of Traders in Each Category Total Traders: 23
5 5 0 5 . . 4 0 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 83,894
Positions
3,628 37,354 492 40,994 33,987 5,248 19,536 1,227 1,167 0 1,021 0 12,829 3,398
Changes from: June 26, 2018 Total Change is: -2,817
-1,877 -1,328 11 -251 -625 295 208 -1,253 174 -1,472 294 0 95 -385
Percent of Open Interest Represented by Each Category of Trader
4.3 44.5 0.6 48.9 40.5 6.3 23.3 1.5 1.4 0.0 1.2 0.0 15.3 4.1
Number of Traders in Each Category Total Traders: 84
4 8 . 34 17 13 16 . 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 48,460
Positions
9,516 10,607 423 14,915 10,631 698 12,780 16,862 898 1,768 1,052 45 7,417 7,246
Changes from: June 26, 2018 Total Change is: 1,362
-101 320 -4 -1,086 1,050 -34 2,499 298 110 47 3 -28 -41 -354
Percent of Open Interest Represented by Each Category of Trader
19.6 21.9 0.9 30.8 21.9 1.4 26.4 34.8 1.9 3.6 2.2 0.1 15.3 15.0
Number of Traders in Each Category Total Traders: 260
19 22 5 53 32 23 37 69 23 14 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 242,301
Positions
47,581 53,033 2,117 74,573 53,153 3,488 63,902 84,308 4,490 8,839 5,258 226 37,085 36,228
Changes from: June 26, 2018 Total Change is: 6,810
-504 1,599 -20 -5,430 5,251 -169 12,494 1,491 549 233 16 -138 -205 -1,769
Percent of Open Interest Represented by Each Category of Trader
19.6 21.9 0.9 30.8 21.9 1.4 26.4 34.8 1.9 3.6 2.2 0.1 15.3 15.0
Number of Traders in Each Category Total Traders: 260
19 22 5 53 32 23 37 69 23 14 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 557,938
Positions
44,587 175,642 2,059 254,770 162,466 39,028 160,639 145,500 12,748 18,327 2,314 250 25,530 17,931
Changes from: June 26, 2018 Total Change is: 7,962
4,250 -450 617 10,911 -2,954 207 -2,790 9,587 -44 -4,483 603 2 -708 394
Percent of Open Interest Represented by Each Category of Trader
8.0 31.5 0.4 45.7 29.1 7.0 28.8 26.1 2.3 3.3 0.4 0.0 4.6 3.2
Number of Traders in Each Category Total Traders: 319
16 27 4 86 49 33 59 57 26 15 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 31,852
Positions
1,133 14,913 1 21,297 981 766 1,751 9,475 50 889 2,157 0 5,965 3,509
Changes from: June 26, 2018 Total Change is: 2,185
249 40 1 1,734 -380 227 -161 2,408 3 19 375 0 113 -489
Percent of Open Interest Represented by Each Category of Trader
3.6 46.8 0.0 66.9 3.1 2.4 5.5 29.7 0.2 2.8 6.8 0.0 18.7 11.0
Number of Traders in Each Category Total Traders: 47
. 4 . 18 . 4 5 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 54,109
Positions
7,301 11,467 429 20,489 5,782 1,820 12,579 7,219 295 2,603 1,363 0 8,593 25,734
Changes from: June 26, 2018 Total Change is: 956
446 1,746 -452 -2,406 1,016 104 2,090 -768 264 642 -18 0 268 -936
Percent of Open Interest Represented by Each Category of Trader
13.5 21.2 0.8 37.9 10.7 3.4 23.2 13.3 0.5 4.8 2.5 0.0 15.9 47.6
Number of Traders in Each Category Total Traders: 68
7 13 5 9 5 6 16 13 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 308,537
Positions
31,591 182,291 2,157 206,757 71,701 22,070 32,146 16,998 2,490 2,965 2,067 0 8,361 8,763
Changes from: June 26, 2018 Total Change is: 5,092
-3,691 -8,099 57 10,321 -893 -237 -1,800 10,488 315 96 780 0 31 2,681
Percent of Open Interest Represented by Each Category of Trader
10.2 59.1 0.7 67.0 23.2 7.2 10.4 5.5 0.8 1.0 0.7 0.0 2.7 2.8
Number of Traders in Each Category Total Traders: 155
7 13 . 61 30 25 22 12 8 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 964,605
Positions
54,629 524,027 4,412 613,192 218,237 104,638 106,785 64,693 13,449 37,488 19,751 793 29,219 14,605
Changes from: June 26, 2018 Total Change is: 11,423
-19,419 -30,618 -526 43,181 14,294 3,015 -9,021 19,274 1,054 -4,762 5,536 158 -2,257 -764
Percent of Open Interest Represented by Each Category of Trader
5.7 54.3 0.5 63.6 22.6 10.8 11.1 6.7 1.4 3.9 2.0 0.1 3.0 1.5
Number of Traders in Each Category Total Traders: 408
22 27 9 141 79 67 56 38 22 33 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 112,537
Positions
21,000 40,462 71,274 10,635 0 270 8,298 0 408 620 30 0 32 93
Changes from: June 26, 2018 Total Change is: -427
-32 -260 -167 -338 0 0 60 0 0 50 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
18.7 36.0 63.3 9.5 0.0 0.2 7.4 0.0 0.4 0.6 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 July 3, 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 798,849
Positions
20,169 79,192 1,310 318,646 223,520 179,284 88,604 88,829 10,019 34,695 37,805 567 145,555 178,323
Changes from: June 26, 2018 Total Change is: 2,467
-4,294 -2,288 -4,033 8,371 -7,237 3,425 5,807 20,978 -7,190 379 5,455 -121 123 -6,522
Percent of Open Interest Represented by Each Category of Trader
2.5 9.9 0.2 39.9 28.0 22.4 11.1 11.1 1.3 4.3 4.7 0.1 18.2 22.3
Number of Traders in Each Category Total Traders: 183
10 17 5 50 32 44 33 23 18 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 969,594
Positions
14,618 196,749 495 535,044 75,767 148,783 60,387 425,782 13,183 61,138 8,461 726 135,220 99,648
Changes from: June 26, 2018 Total Change is: 6,051
1,820 1,635 85 10,194 1,668 -3,427 -5,368 39,886 3,304 -3,327 -35,695 -1,811 4,581 406
Percent of Open Interest Represented by Each Category of Trader
1.5 20.3 0.1 55.2 7.8 15.3 6.2 43.9 1.4 6.3 0.9 0.1 13.9 10.3
Number of Traders in Each Category Total Traders: 128
4 16 4 55 10 38 11 23 16 6 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 1,893,076
Positions
46,699 178,805 18,491 817,766 350,980 232,274 339,932 623,533 77,638 232,423 237,408 2,656 125,197 171,291
Changes from: June 26, 2018 Total Change is: 40,796
-5,477 -16,153 1,814 55,226 -19,273 -4,093 -26,088 103,469 20,883 -2,634 -42,097 -25 1,190 -3,729
Percent of Open Interest Represented by Each Category of Trader
2.5 9.4 1.0 43.2 18.5 12.3 18.0 32.9 4.1 12.3 12.5 0.1 6.6 9.0
Number of Traders in Each Category Total Traders: 335
16 32 7 78 44 61 52 64 32 25 24 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 3,572,006
Positions
131,261 365,223 7,418 1,641,303 715,191 533,237 371,880 1,015,160 139,204 385,475 265,953 25,770 336,458 504,850
Changes from: June 26, 2018 Total Change is: 103,071
-5,818 19,446 -3,774 77,471 -46,023 61,654 -2,637 51,003 30 -13,619 30,607 -6,086 -4,150 -3,786
Percent of Open Interest Represented by Each Category of Trader
3.7 10.2 0.2 45.9 20.0 14.9 10.4 28.4 3.9 10.8 7.4 0.7 9.4 14.1
Number of Traders in Each Category Total Traders: 453
25 44 9 95 89 100 56 85 48 22 37 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 549,708
Positions
36,775 20,983 8,097 187,482 193,008 54,620 103,836 41,417 10,752 46,129 38,044 500 101,517 182,287
Changes from: June 26, 2018 Total Change is: 6,245
3,699 -10,545 -685 -2,881 5,572 -1,274 4,214 10,667 -1,565 2,837 -5,316 498 1,402 8,893
Percent of Open Interest Represented by Each Category of Trader
6.7 3.8 1.5 34.1 35.1 9.9 18.9 7.5 2.0 8.4 6.9 0.1 18.5 33.2
Number of Traders in Each Category Total Traders: 100
5 8 4 21 32 32 15 8 6 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 3,838,219
Positions
94,293 282,554 74,711 1,903,730 553,396 657,333 335,292 1,396,669 142,247 355,049 305,252 18,495 257,069 407,562
Changes from: June 26, 2018 Total Change is: 88,344
13,826 -52,183 11,625 29,605 69,471 23,676 18,468 83,884 -15,498 18,925 -22,828 -12,560 277 2,757
Percent of Open Interest Represented by Each Category of Trader
2.5 7.4 1.9 49.6 14.4 17.1 8.7 36.4 3.7 9.3 8.0 0.5 6.7 10.6
Number of Traders in Each Category Total Traders: 350
12 41 10 81 58 71 35 77 36 21 25 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,913,210
Positions
456,996 486,295 559,384 5,270 35,092 63,727 84,187 150,747 423,392 208,300 56,514 80,380 31,574 57,679
Changes from: June 26, 2018 Total Change is: -120,187
-27,699 -89,128 993 -18,519 6,284 -1,221 -82,287 -394 13,974 2,844 -44,762 -10,188 1,916 4,255
Percent of Open Interest Represented by Each Category of Trader
23.9 25.4 29.2 0.3 1.8 3.3 4.4 7.9 22.1 10.9 3.0 4.2 1.7 3.0
Number of Traders in Each Category Total Traders: 140
27 30 45 . 5 6 21 32 45 6 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 is13,990,406
Positions
6,333,160 998,958 1,966,303 309,686 1,961,482 1,587,862 598,385 3,403,090 1,867,253 152,635 369,671 554,324 620,798 1,281,463
Changes from: June 26, 2018 Total Change is: 110,801
163,374 11,047 -80,841 -14,357 -168,008 29,616 -6,748 180,546 61,380 -75,832 69,613 16,605 17,604 -9,157
Percent of Open Interest Represented by Each Category of Trader
45.3 7.1 14.1 2.2 14.0 11.3 4.3 24.3 13.3 1.1 2.6 4.0 4.4 9.2
Number of Traders in Each Category Total Traders: 281
37 41 67 8 30 32 30 91 93 11 17 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 5,921
Positions
3,312 609 373 0 0 0 1 2,794 1,785 0 0 0 450 360
Changes from: June 26, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
55.9 10.3 6.3 0.0 0.0 0.0 0.0 47.2 30.1 0.0 0.0 0.0 7.6 6.1
Number of Traders in Each Category Total Traders: 20
. 4 4 0 0 0 . 11 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 30,922
Positions
3,668 4,771 0 62 8,248 136 15,616 13,872 0 11,176 3,572 229 35 94
Changes from: June 26, 2018 Total Change is: -606
77 168 0 7 -120 0 -1,997 -651 0 1,300 -50 0 7 47
Percent of Open Interest Represented by Each Category of Trader
11.9 15.4 0.0 0.2 26.7 0.4 50.5 44.9 0.0 36.1 11.6 0.7 0.1 0.3
Number of Traders in Each Category Total Traders: 44
4 6 0 . 11 . 4 10 0 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 16,011
Positions
3,212 2,181 0 91 2,955 641 12,057 7,753 0 0 2,392 0 10 89
Changes from: June 26, 2018 Total Change is: -827
14 60 0 0 -125 0 -835 -903 0 0 108 0 -6 33
Percent of Open Interest Represented by Each Category of Trader
20.1 13.6 0.0 0.6 18.5 4.0 75.3 48.4 0.0 0.0 14.9 0.0 0.1 0.6
Number of Traders in Each Category Total Traders: 31
. . 0 . 8 . 5 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 5,254
Positions
55 0 0 239 0 0 1,278 2,852 267 1,123 1,344 11 2,281 780
Changes from: June 26, 2018 Total Change is: -543
0 0 0 65 -82 0 -352 -509 -8 -193 244 11 -66 -199
Percent of Open Interest Represented by Each Category of Trader
1.0 0.0 0.0 4.5 0.0 0.0 24.3 54.3 5.1 21.4 25.6 0.2 43.4 14.8
Number of Traders in Each Category Total Traders: 51
. 0 0 . 0 0 8 15 4 20 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 2,514
Positions
0 0 0 44 84 0 1,198 1,639 42 438 366 6 786 377
Changes from: June 26, 2018 Total Change is: -173
-29 0 0 44 -27 0 -310 134 -95 267 -149 3 -53 -39
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 1.8 3.3 0.0 47.7 65.2 1.7 17.4 14.6 0.2 31.3 15.0
Number of Traders in Each Category Total Traders: 30
0 0 0 . . 0 7 10 . 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 49,741
Positions
655 19,785 0 12,699 247 467 18,329 24,538 773 10,139 1,874 134 6,545 1,923
Changes from: June 26, 2018 Total Change is: 2,145
-140 0 0 215 -358 55 1,272 2,305 -262 1,083 67 0 -78 338
Percent of Open Interest Represented by Each Category of Trader
1.3 39.8 0.0 25.5 0.5 0.9 36.8 49.3 1.6 20.4 3.8 0.3 13.2 3.9
Number of Traders in Each Category Total Traders: 128
. . 0 15 . . 35 17 8 43 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 391,215
Positions
30,367 33,921 32,773 104,289 59,746 14,428 61,771 103,707 90,577 15,348 6,968 19,082 22,580 30,013
Changes from: June 26, 2018 Total Change is: -6,228
-16,943 3,798 751 4,877 -9,089 -2,025 -1,235 -9,099 7,809 3,649 310 717 -3,828 600
Percent of Open Interest Represented by Each Category of Trader
7.8 8.7 8.4 26.7 15.3 3.7 15.8 26.5 23.2 3.9 1.8 4.9 5.8 7.7
Number of Traders in Each Category Total Traders: 227
11 14 18 23 34 18 45 58 60 7 18 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 47,435
Positions
1,052 3,414 0 31,823 32 210 9,225 43,376 242 4,726 139 0 157 22
Changes from: June 26, 2018 Total Change is: -4,590
0 697 0 4,383 -1 0 -8,641 -5,446 157 -455 -14 0 -34 17
Percent of Open Interest Represented by Each Category of Trader
2.2 7.2 0.0 67.1 0.1 0.4 19.4 91.4 0.5 10.0 0.3 0.0 0.3 0.0
Number of Traders in Each Category Total Traders: 45
4 . 0 12 . . 6 8 . 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 6, 2018