Traders in Financial Futures - Futures Only Positions as of July 24, 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 151,441
Positions
53,720 16,776 560 33,469 30,515 2,416 14,787 56,798 8,478 8,078 1,327 432 29,501 34,139
Changes from: July 17, 2018 Total Change is: -6,486
-5,928 388 -38 -255 -3,099 3 -5,477 -647 1,427 573 -1,310 18 3,191 -3,228
Percent of Open Interest Represented by Each Category of Trader
35.5 11.1 0.4 22.1 20.1 1.6 9.8 37.5 5.6 5.3 0.9 0.3 19.5 22.5
Number of Traders in Each Category Total Traders: 107
11 . . 10 18 4 20 33 16 8 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 91,838
Positions
72,499 2,720 1 1,159 17,349 324 10,612 41,757 566 465 1,625 0 6,212 27,496
Changes from: July 17, 2018 Total Change is: -114
-314 3 0 -30 201 0 -21 1,087 334 0 0 0 -83 -1,739
Percent of Open Interest Represented by Each Category of Trader
78.9 3.0 0.0 1.3 18.9 0.4 11.6 45.5 0.6 0.5 1.8 0.0 6.8 29.9
Number of Traders in Each Category Total Traders: 54
7 . . . 11 . 7 22 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 191,590
Positions
81,039 7,713 704 40,866 80,382 4,077 34,635 43,671 5,714 1,568 7,964 57 22,930 41,308
Changes from: July 17, 2018 Total Change is: 4,439
8,257 -46 125 908 1,637 -527 -4,214 2,549 1,674 468 -164 -6 -2,246 -803
Percent of Open Interest Represented by Each Category of Trader
42.3 4.0 0.4 21.3 42.0 2.1 18.1 22.8 3.0 0.8 4.2 0.0 12.0 21.6
Number of Traders in Each Category Total Traders: 115
8 4 . 13 25 11 23 35 16 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 200,427
Positions
90,001 3,412 449 33,707 43,391 5,046 44,305 97,871 4,115 3,026 2,488 101 19,677 43,554
Changes from: July 17, 2018 Total Change is: -14,986
6,898 -1,327 -14 1,356 -3,707 -371 -23,479 -8,420 1,174 -1,047 -177 32 465 -2,176
Percent of Open Interest Represented by Each Category of Trader
44.9 1.7 0.2 16.8 21.6 2.5 22.1 48.8 2.1 1.5 1.2 0.1 9.8 21.7
Number of Traders in Each Category Total Traders: 134
10 4 . 13 24 8 27 47 14 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 496,665
Positions
56,989 163,978 3,481 267,598 114,978 34,431 33,910 101,903 7,567 16,878 9,949 755 75,056 59,623
Changes from: July 17, 2018 Total Change is: 6,601
-5,580 8,414 129 4,208 -550 385 1,594 -1,366 620 -2,069 -901 257 7,057 -387
Percent of Open Interest Represented by Each Category of Trader
11.5 33.0 0.7 53.9 23.2 6.9 6.8 20.5 1.5 3.4 2.0 0.2 15.1 12.0
Number of Traders in Each Category Total Traders: 278
20 9 11 86 39 39 32 55 24 20 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 34,077
Positions
0 17,742 0 16,379 6,684 2,313 510 3,261 0 0 771 5 14,870 3,301
Changes from: July 17, 2018 Total Change is: 1,096
-407 -23 0 501 273 0 0 1,708 0 0 0 0 1,002 -862
Percent of Open Interest Represented by Each Category of Trader
0.0 52.1 0.0 48.1 19.6 6.8 1.5 9.6 0.0 0.0 2.3 0.0 43.6 9.7
Number of Traders in Each Category Total Traders: 28
0 . 0 14 6 8 . 4 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 27,012
Positions
3,757 6,212 583 8,209 12,545 1,932 5,558 553 0 0 0 0 6,973 5,187
Changes from: July 17, 2018 Total Change is: -468
-203 0 21 40 -35 24 67 -791 0 0 0 0 -417 313
Percent of Open Interest Represented by Each Category of Trader
13.9 23.0 2.2 30.4 46.4 7.2 20.6 2.0 0.0 0.0 0.0 0.0 25.8 19.2
Number of Traders in Each Category Total Traders: 20
. . . 5 8 9 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 133,557
Positions
82,407 4,807 523 5,243 41,598 1,686 22,248 44,398 3,226 895 461 0 17,329 36,858
Changes from: July 17, 2018 Total Change is: 1,289
3,297 755 0 -820 1,412 0 -2,154 -574 997 -8 -68 0 -23 -1,233
Percent of Open Interest Represented by Each Category of Trader
61.7 3.6 0.4 3.9 31.1 1.3 16.7 33.2 2.4 0.7 0.3 0.0 13.0 27.6
Number of Traders in Each Category Total Traders: 87
11 4 . 5 16 4 17 29 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 27,498
Positions
0 15,615 0 22,941 147 0 2,164 10,339 12 550 0 0 1,831 1,385
Changes from: July 17, 2018 Total Change is: 29
0 163 0 559 26 0 -340 -487 -6 -5 0 0 -179 333
Percent of Open Interest Represented by Each Category of Trader
0.0 56.8 0.0 83.4 0.5 0.0 7.9 37.6 0.0 2.0 0.0 0.0 6.7 5.0
Number of Traders in Each Category Total Traders: 25
0 5 0 4 . 0 6 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 177,515
Positions
5,153 96,845 1,024 110,546 7,231 174 50,224 54,911 1,036 3,232 12,115 0 6,126 4,179
Changes from: July 17, 2018 Total Change is: 22,507
-506 6,325 193 20,263 -2,553 -185 4,495 16,283 -1,701 -254 4,394 -23 225 -226
Percent of Open Interest Represented by Each Category of Trader
2.9 54.6 0.6 62.3 4.1 0.1 28.3 30.9 0.6 1.8 6.8 0.0 3.5 2.4
Number of Traders in Each Category Total Traders: 142
. 11 . 19 10 . 37 41 10 8 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 44,981
Positions
28,427 2,556 2,604 3,031 25,207 0 8,037 9,688 760 615 1,781 3 1,504 2,382
Changes from: July 17, 2018 Total Change is: -703
0 0 0 -603 -578 0 -152 -303 133 0 -55 0 -81 100
Percent of Open Interest Represented by Each Category of Trader
63.2 5.7 5.8 6.7 56.0 0.0 17.9 21.5 1.7 1.4 4.0 0.0 3.3 5.3
Number of Traders in Each Category Total Traders: 35
. . . . . 0 10 11 4 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 51,898
Positions
35,663 296 0 621 11,998 0 11,199 30,337 1,924 0 1,006 4 2,487 6,333
Changes from: July 17, 2018 Total Change is: -1,356
-306 296 0 -288 -56 -16 -972 -1,631 218 0 134 0 8 -301
Percent of Open Interest Represented by Each Category of Trader
68.7 0.6 0.0 1.2 23.1 0.0 21.6 58.5 3.7 0.0 1.9 0.0 4.8 12.2
Number of Traders in Each Category Total Traders: 97
9 . 0 . 19 0 22 38 9 0 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 9,149
Positions
3,791 830 0 3,644 2,153 0 422 4,495 20 127 350 0 1,145 1,301
Changes from: July 17, 2018 Total Change is: 1,159
0 0 0 951 -23 0 250 1,117 -172 127 130 0 3 107
Percent of Open Interest Represented by Each Category of Trader
41.4 9.1 0.0 39.8 23.5 0.0 4.6 49.1 0.2 1.4 3.8 0.0 12.5 14.2
Number of Traders in Each Category Total Traders: 21
. . 0 . . 0 . 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 44,888
Positions
9,956 25,682 812 9,457 113 400 13,002 8,179 1,411 1,423 1,630 0 8,428 6,663
Changes from: July 17, 2018 Total Change is: 1,679
-702 -494 -16 384 -59 13 2,348 1,481 -105 -67 754 0 -176 105
Percent of Open Interest Represented by Each Category of Trader
22.2 57.2 1.8 21.1 0.3 0.9 29.0 18.2 3.1 3.2 3.6 0.0 18.8 14.8
Number of Traders in Each Category Total Traders: 104
12 22 . 15 . . 30 12 9 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 89,775
Positions
19,912 51,364 1,623 18,913 225 800 26,004 16,358 2,821 2,846 3,259 0 16,856 13,325
Changes from: July 17, 2018 Total Change is: 3,358
-1,403 -988 -32 768 -117 26 4,695 2,962 -210 -134 1,508 0 -352 209
Percent of Open Interest Represented by Each Category of Trader
22.2 57.2 1.8 21.1 0.3 0.9 29.0 18.2 3.1 3.2 3.6 0.0 18.8 14.8
Number of Traders in Each Category Total Traders: 104
12 22 . 15 . . 30 12 9 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 28,015
Positions
3,539 22,814 0 22,074 1,588 242 0 2,700 0 0 461 0 2,160 210
Changes from: July 17, 2018 Total Change is: -430
446 -250 0 -837 0 0 0 33 0 0 0 0 -39 -213
Percent of Open Interest Represented by Each Category of Trader
12.6 81.4 0.0 78.8 5.7 0.9 0.0 9.6 0.0 0.0 1.6 0.0 7.7 0.7
Number of Traders in Each Category Total Traders: 25
4 7 0 10 . 4 0 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 618,863
Positions
41,802 94,752 40,026 277,990 187,013 56,128 68,900 94,628 19,594 21,249 37,274 7,283 85,891 82,164
Changes from: July 17, 2018 Total Change is: 940
1,841 4,257 4,891 -4,283 -639 -1,803 2,528 2,241 -49 -514 -1,932 -133 -1,539 -5,895
Percent of Open Interest Represented by Each Category of Trader
6.8 15.3 6.5 44.9 30.2 9.1 11.1 15.3 3.2 3.4 6.0 1.2 13.9 13.3
Number of Traders in Each Category Total Traders: 584
32 41 23 163 90 103 79 118 75 30 31 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 63,042
Positions
30,047 12,066 143 6,296 18,262 12 5,621 1,192 273 4,605 0 32 16,013 31,062
Changes from: July 17, 2018 Total Change is: 567
613 2,168 143 -1,008 0 -1 482 62 200 -605 -108 0 743 -1,897
Percent of Open Interest Represented by Each Category of Trader
47.7 19.1 0.2 10.0 29.0 0.0 8.9 1.9 0.4 7.3 0.0 0.1 25.4 49.3
Number of Traders in Each Category Total Traders: 44
7 9 . 4 4 . 10 6 . 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 25,629
Positions
833 24,871 0 8,645 0 290 11,906 0 0 1,167 0 0 2,788 468
Changes from: July 17, 2018 Total Change is: 354
-336 470 0 127 0 -24 280 0 0 0 0 0 307 -92
Percent of Open Interest Represented by Each Category of Trader
3.3 97.0 0.0 33.7 0.0 1.1 46.5 0.0 0.0 4.6 0.0 0.0 10.9 1.8
Number of Traders in Each Category Total Traders: 26
. 10 0 6 0 . 6 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 2,779,106
Positions
183,506 538,163 74,683 1,367,045 852,329 272,009 337,301 488,085 75,701 87,323 190,476 32,150 349,388 255,510
Changes from: July 17, 2018 Total Change is: 1,864
21,396 25,701 8,483 -16,773 -3,591 -8,610 15,392 16,058 -6,404 3,398 -6,176 -3,609 -11,409 -19,988
Percent of Open Interest Represented by Each Category of Trader
6.6 19.4 2.7 49.2 30.7 9.8 12.1 17.6 2.7 3.1 6.9 1.2 12.6 9.2
Number of Traders in Each Category Total Traders: 580
30 42 22 165 88 102 77 119 73 28 31 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 28,353
Positions
4,191 25,030 0 18,484 0 1,600 974 0 0 745 1,121 0 2,359 602
Changes from: July 17, 2018 Total Change is: 702
200 831 0 134 -14 27 0 0 0 0 0 0 341 -142
Percent of Open Interest Represented by Each Category of Trader
14.8 88.3 0.0 65.2 0.0 5.6 3.4 0.0 0.0 2.6 4.0 0.0 8.3 2.1
Number of Traders in Each Category Total Traders: 23
. 8 0 8 0 . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 13,466
Positions
4,776 9,761 62 5,166 1,367 259 323 1,333 18 1,035 0 0 1,827 666
Changes from: July 17, 2018 Total Change is: -26
-59 44 54 125 0 -102 -11 0 0 0 0 0 -33 -22
Percent of Open Interest Represented by Each Category of Trader
35.5 72.5 0.5 38.4 10.2 1.9 2.4 9.9 0.1 7.7 0.0 0.0 13.6 4.9
Number of Traders in Each Category Total Traders: 23
4 10 . 5 . . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 28,098
Positions
19,671 19,004 0 5,497 4,549 374 693 651 0 0 2,476 0 1,863 1,044
Changes from: July 17, 2018 Total Change is: 106
0 3,139 0 106 -2,891 70 -54 0 0 0 0 0 -16 -212
Percent of Open Interest Represented by Each Category of Trader
70.0 67.6 0.0 19.6 16.2 1.3 2.5 2.3 0.0 0.0 8.8 0.0 6.6 3.7
Number of Traders in Each Category Total Traders: 26
5 7 0 5 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 82,934
Positions
3,846 38,758 504 42,578 30,422 4,374 18,022 2,562 1,617 0 1,021 0 11,993 3,676
Changes from: July 17, 2018 Total Change is: -1,040
5 724 -12 621 -1,674 -777 -1,262 -39 607 0 0 0 -222 131
Percent of Open Interest Represented by Each Category of Trader
4.6 46.7 0.6 51.3 36.7 5.3 21.7 3.1 1.9 0.0 1.2 0.0 14.5 4.4
Number of Traders in Each Category Total Traders: 86
5 9 . 36 14 12 15 5 9 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 47,891
Positions
9,659 13,805 329 14,833 9,878 607 11,943 13,062 839 1,555 1,686 5 8,120 7,679
Changes from: July 17, 2018 Total Change is: -1,844
872 -194 -65 -487 218 22 -2,096 -2,793 91 -950 431 -11 780 457
Percent of Open Interest Represented by Each Category of Trader
20.2 28.8 0.7 31.0 20.6 1.3 24.9 27.3 1.8 3.2 3.5 0.0 17.0 16.0
Number of Traders in Each Category Total Traders: 254
20 21 7 55 27 17 33 65 23 14 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 239,453
Positions
48,297 69,026 1,646 74,166 49,388 3,034 59,717 65,312 4,195 7,775 8,430 25 40,598 38,397
Changes from: July 17, 2018 Total Change is: -9,222
4,358 -972 -324 -2,436 1,091 109 -10,479 -13,967 454 -4,749 2,155 -54 3,899 2,286
Percent of Open Interest Represented by Each Category of Trader
20.2 28.8 0.7 31.0 20.6 1.3 24.9 27.3 1.8 3.2 3.5 0.0 17.0 16.0
Number of Traders in Each Category Total Traders: 254
20 21 7 55 27 17 33 65 23 14 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 561,087
Positions
46,361 180,965 2,649 265,836 144,776 41,027 146,772 153,285 15,819 17,682 2,038 269 24,672 20,259
Changes from: July 17, 2018 Total Change is: -6,145
1,675 -2,176 30 1,760 -5,584 -112 -10,088 -3,492 1,910 41 499 2 -1,363 2,778
Percent of Open Interest Represented by Each Category of Trader
8.3 32.3 0.5 47.4 25.8 7.3 26.2 27.3 2.8 3.2 0.4 0.0 4.4 3.6
Number of Traders in Each Category Total Traders: 320
16 29 4 87 50 33 60 56 29 14 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 29,981
Positions
2,203 16,215 1 18,608 1,156 358 2,041 8,732 275 876 775 0 5,619 2,469
Changes from: July 17, 2018 Total Change is: 459
518 0 0 23 -50 10 103 491 11 -235 -428 0 29 425
Percent of Open Interest Represented by Each Category of Trader
7.3 54.1 0.0 62.1 3.9 1.2 6.8 29.1 0.9 2.9 2.6 0.0 18.7 8.2
Number of Traders in Each Category Total Traders: 48
. 4 . 18 . . 6 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 55,467
Positions
5,130 10,598 1,801 24,165 20,953 1,296 13,656 5,644 158 862 1,343 0 8,399 13,674
Changes from: July 17, 2018 Total Change is: 559
-997 -1,516 674 2,193 -352 13 -413 -264 -237 -494 -263 0 -180 2,504
Percent of Open Interest Represented by Each Category of Trader
9.2 19.1 3.2 43.6 37.8 2.3 24.6 10.2 0.3 1.6 2.4 0.0 15.1 24.7
Number of Traders in Each Category Total Traders: 66
7 13 6 10 4 5 17 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 300,285
Positions
33,295 186,617 2,207 200,138 69,549 19,736 32,705 12,584 1,101 2,548 2,470 0 8,555 6,021
Changes from: July 17, 2018 Total Change is: -275
156 3,226 30 -102 -922 -102 1,406 -2,122 -1,043 -50 0 0 -570 658
Percent of Open Interest Represented by Each Category of Trader
11.1 62.1 0.7 66.6 23.2 6.6 10.9 4.2 0.4 0.8 0.8 0.0 2.8 2.0
Number of Traders in Each Category Total Traders: 152
8 14 . 58 29 24 22 12 6 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 988,663
Positions
56,325 517,802 6,762 618,649 243,414 105,832 122,069 63,021 9,095 39,376 28,500 838 29,717 13,399
Changes from: July 17, 2018 Total Change is: 11,450
1,000 16,504 234 2,627 -2,884 1,011 6,207 -1,562 322 575 -983 -212 -314 -980
Percent of Open Interest Represented by Each Category of Trader
5.7 52.4 0.7 62.6 24.6 10.7 12.3 6.4 0.9 4.0 2.9 0.1 3.0 1.4
Number of Traders in Each Category Total Traders: 405
23 24 11 140 79 72 58 35 18 35 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 113,873
Positions
21,559 41,266 71,806 10,638 0 270 8,540 0 408 620 30 0 32 93
Changes from: July 17, 2018 Total Change is: 259
455 578 -319 3 0 0 120 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
18.9 36.2 63.1 9.3 0.0 0.2 7.5 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 July 24, 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 834,126
Positions
18,077 97,203 2,112 331,508 226,782 179,956 101,266 95,236 13,980 38,722 33,365 799 147,706 184,693
Changes from: July 17, 2018 Total Change is: -3,915
-1,942 -18,679 1,745 6,922 -6,868 2,489 -12,956 13,830 6,310 -487 -4,957 215 -6,211 2,000
Percent of Open Interest Represented by Each Category of Trader
2.2 11.7 0.3 39.7 27.2 21.6 12.1 11.4 1.7 4.6 4.0 0.1 17.7 22.1
Number of Traders in Each Category Total Traders: 192
9 22 5 51 33 45 37 23 22 11 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,006,617
Positions
9,085 208,494 1,184 562,988 70,096 155,560 67,962 440,787 5,404 60,423 19,427 564 143,447 105,101
Changes from: July 17, 2018 Total Change is: 10,029
-4,399 2,625 169 11,379 -1,581 -1,701 6,424 -4,862 72 -583 2,793 -148 -1,184 12,662
Percent of Open Interest Represented by Each Category of Trader
0.9 20.7 0.1 55.9 7.0 15.5 6.8 43.8 0.5 6.0 1.9 0.1 14.3 10.4
Number of Traders in Each Category Total Traders: 128
. 18 . 56 7 35 12 25 15 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 1,927,981
Positions
62,340 189,595 15,589 800,357 314,461 260,502 366,569 595,681 102,251 195,063 262,238 2,063 123,247 185,601
Changes from: July 17, 2018 Total Change is: 7,711
3,680 -4,436 1,255 -9,598 -3,262 3,033 24,536 12,655 -3,418 -13,500 -4,006 -546 2,269 6,436
Percent of Open Interest Represented by Each Category of Trader
3.2 9.8 0.8 41.5 16.3 13.5 19.0 30.9 5.3 10.1 13.6 0.1 6.4 9.6
Number of Traders in Each Category Total Traders: 327
13 30 7 82 41 62 51 68 41 20 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 3,785,283
Positions
159,410 282,596 25,088 1,593,473 768,051 553,584 443,952 1,162,914 194,953 454,784 249,052 27,454 332,585 521,591
Changes from: July 17, 2018 Total Change is: 96,893
18,297 -46,653 16,582 -2,168 49,724 433 29,266 56,327 28,958 8,302 -16,170 -315 -2,462 8,007
Percent of Open Interest Represented by Each Category of Trader
4.2 7.5 0.7 42.1 20.3 14.6 11.7 30.7 5.2 12.0 6.6 0.7 8.8 13.8
Number of Traders in Each Category Total Traders: 447
26 38 12 91 92 99 63 87 51 22 28 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 579,162
Positions
33,857 23,108 7,845 194,456 216,322 64,829 114,244 43,534 18,367 45,243 37,819 501 99,820 166,837
Changes from: July 17, 2018 Total Change is: 1,050
-6,049 -1,619 57 4,430 6,045 10,655 -3,295 -3,784 -1,274 -863 -6,985 1 -2,612 -2,046
Percent of Open Interest Represented by Each Category of Trader
5.8 4.0 1.4 33.6 37.4 11.2 19.7 7.5 3.2 7.8 6.5 0.1 17.2 28.8
Number of Traders in Each Category Total Traders: 104
6 7 4 17 38 34 15 11 8 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 3,914,191
Positions
63,053 267,657 62,063 1,927,638 536,161 694,577 371,292 1,413,123 170,755 318,172 313,323 17,630 289,011 438,902
Changes from: July 17, 2018 Total Change is: 77,029
-545 -19,247 3,937 6,048 14,583 45,854 20,406 -7,870 13,440 -29,581 -1,680 -3,977 21,447 31,989
Percent of Open Interest Represented by Each Category of Trader
1.6 6.8 1.6 49.2 13.7 17.7 9.5 36.1 4.4 8.1 8.0 0.5 7.4 11.2
Number of Traders in Each Category Total Traders: 349
12 39 12 79 59 73 34 84 35 21 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 1,936,226
Positions
443,382 473,012 550,604 26,546 14,470 46,640 89,445 189,918 462,557 196,358 50,673 88,202 32,492 60,150
Changes from: July 17, 2018 Total Change is: 49,936
-5,286 21,876 14,933 -2,287 -96 1,763 21,314 -7,927 16,483 3,178 -8 -1,007 845 3,919
Percent of Open Interest Represented by Each Category of Trader
22.9 24.4 28.4 1.4 0.7 2.4 4.6 9.8 23.9 10.1 2.6 4.6 1.7 3.1
Number of Traders in Each Category Total Traders: 149
27 30 50 . 4 4 28 35 48 8 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 is14,206,663
Positions
6,147,192 1,137,472 2,057,192 339,687 1,864,100 1,468,647 709,099 3,502,845 2,145,256 252,988 237,104 515,401 571,201 1,278,646
Changes from: July 17, 2018 Total Change is: 79,121
-204,731 126,578 142,058 26,397 -70,486 11,961 114,867 69,371 -35,336 38,659 -111,666 1,996 -16,750 -55,355
Percent of Open Interest Represented by Each Category of Trader
43.3 8.0 14.5 2.4 13.1 10.3 5.0 24.7 15.1 1.8 1.7 3.6 4.0 9.0
Number of Traders in Each Category Total Traders: 289
36 40 66 8 28 31 30 101 99 11 15 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 9,192
Positions
3,534 1,925 3,438 0 0 0 468 1,715 1,449 0 247 131 172 287
Changes from: July 17, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
38.4 20.9 37.4 0.0 0.0 0.0 5.1 18.7 15.8 0.0 2.7 1.4 1.9 3.1
Number of Traders in Each Category Total Traders: 20
5 . 5 0 0 0 4 5 6 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 12,655
Positions
7,410 3,562 1,061 0 0 0 748 4,773 2,855 102 0 0 479 404
Changes from: July 17, 2018 Total Change is: 3,776
1,853 1,206 323 0 0 0 720 1,540 710 102 -25 0 68 22
Percent of Open Interest Represented by Each Category of Trader
58.6 28.1 8.4 0.0 0.0 0.0 5.9 37.7 22.6 0.8 0.0 0.0 3.8 3.2
Number of Traders in Each Category Total Traders: 22
. 4 5 0 0 0 . 8 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 31,566
Positions
4,030 4,616 0 122 8,478 29 15,528 14,949 0 11,571 3,196 215 71 83
Changes from: July 17, 2018 Total Change is: -47
-722 -103 0 -6 69 0 430 102 0 245 -130 0 6 15
Percent of Open Interest Represented by Each Category of Trader
12.8 14.6 0.0 0.4 26.9 0.1 49.2 47.4 0.0 36.7 10.1 0.7 0.2 0.3
Number of Traders in Each Category Total Traders: 42
4 5 0 . 10 . . 10 0 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 15,063
Positions
3,247 3,144 0 708 2,475 24 11,036 7,075 0 0 2,284 0 48 61
Changes from: July 17, 2018 Total Change is: 744
-18 1,097 0 0 -16 0 758 -197 0 0 -140 0 4 0
Percent of Open Interest Represented by Each Category of Trader
21.6 20.9 0.0 4.7 16.4 0.2 73.3 47.0 0.0 0.0 15.2 0.0 0.3 0.4
Number of Traders in Each Category Total Traders: 32
. 4 0 . 7 . 5 8 0 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 4,741
Positions
55 0 0 100 0 0 1,077 2,411 231 1,094 1,566 11 2,173 522
Changes from: July 17, 2018 Total Change is: -381
0 0 0 -12 0 0 -168 86 -96 11 -244 0 -116 -127
Percent of Open Interest Represented by Each Category of Trader
1.2 0.0 0.0 2.1 0.0 0.0 22.7 50.9 4.9 23.1 33.0 0.2 45.8 11.0
Number of Traders in Each Category Total Traders: 47
. 0 0 . 0 0 7 12 4 19 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 3,431
Positions
30 0 0 44 164 6 1,353 2,313 174 868 392 25 931 357
Changes from: July 17, 2018 Total Change is: 577
30 0 0 19 75 6 -116 323 106 375 60 10 147 -3
Percent of Open Interest Represented by Each Category of Trader
0.9 0.0 0.0 1.3 4.8 0.2 39.4 67.4 5.1 25.3 11.4 0.7 27.1 10.4
Number of Traders in Each Category Total Traders: 36
. 0 0 . . . 8 11 . 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 52,289
Positions
3,804 28,034 0 15,024 770 435 14,986 17,600 1,748 8,660 1,703 129 7,503 1,870
Changes from: July 17, 2018 Total Change is: 3,073
-129 8,249 -55 1,289 123 -17 -1,408 -5,397 409 2,158 -248 0 826 9
Percent of Open Interest Represented by Each Category of Trader
7.3 53.6 0.0 28.7 1.5 0.8 28.7 33.7 3.3 16.6 3.3 0.2 14.3 3.6
Number of Traders in Each Category Total Traders: 126
. . 0 13 4 . 30 25 10 36 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 408,573
Positions
49,582 8,376 23,463 108,773 60,640 16,634 65,436 160,798 86,308 18,172 5,396 15,855 24,350 31,103
Changes from: July 17, 2018 Total Change is: -16,810
15,591 -4,059 -15,250 12,095 7,373 200 -21,255 4,422 -7,635 2,513 -2,423 -139 -2,930 701
Percent of Open Interest Represented by Each Category of Trader
12.1 2.1 5.7 26.6 14.8 4.1 16.0 39.4 21.1 4.4 1.3 3.9 6.0 7.6
Number of Traders in Each Category Total Traders: 226
14 7 15 22 38 20 44 63 53 9 13 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 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 33,179
Positions
1,051 3,146 0 23,351 34 210 5,644 26,926 242 1,341 1,460 1,156 184 5
Changes from: July 17, 2018 Total Change is: -2,648
0 -268 0 -2,124 0 0 747 -4,841 0 -2,456 1,316 1,156 29 -11
Percent of Open Interest Represented by Each Category of Trader
3.2 9.5 0.0 70.4 0.1 0.6 17.0 81.2 0.7 4.0 4.4 3.5 0.6 0.0
Number of Traders in Each Category Total Traders: 45
4 . 0 12 . . 6 10 . 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 27, 2018