Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 188,119
Positions
42,786 20,702 7,866 33,662 30,293 5,552 33,201 57,406 24,171 9,108 2,849 1,015 30,757 38,265
Changes from: June 19, 2018 Total Change is: -29,603
30,554 -9,030 -39,195 1,209 6,918 355 3,312 7,846 888 -629 203 95 -26,192 2,317
Percent of Open Interest Represented by Each Category of Trader
22.7 11.0 4.2 17.9 16.1 3.0 17.6 30.5 12.8 4.8 1.5 0.5 16.3 20.3
Number of Traders in Each Category Total Traders: 108
8 5 8 9 16 4 20 36 19 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 94,969
Positions
67,642 2,281 252 1,990 19,368 301 16,636 40,654 1,837 465 1,674 0 5,847 28,602
Changes from: June 19, 2018 Total Change is: -991
4,376 -85 25 413 -278 0 -5,986 -112 -145 -15 0 0 341 -395
Percent of Open Interest Represented by Each Category of Trader
71.2 2.4 0.3 2.1 20.4 0.3 17.5 42.8 1.9 0.5 1.8 0.0 6.2 30.1
Number of Traders in Each Category Total Traders: 56
6 . . . 12 . 11 19 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 209,055
Positions
58,283 7,938 10,651 38,302 74,279 6,170 33,861 28,922 30,500 2,213 7,604 2,797 26,279 40,194
Changes from: June 19, 2018 Total Change is: -2,889
3,400 -551 219 -870 4,535 -32 -4,564 -6,613 385 -426 -362 285 -1,287 -753
Percent of Open Interest Represented by Each Category of Trader
27.9 3.8 5.1 18.3 35.5 3.0 16.2 13.8 14.6 1.1 3.6 1.3 12.6 19.2
Number of Traders in Each Category Total Traders: 115
9 5 8 12 27 11 29 24 25 5 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 182,051
Positions
40,935 16,381 7,741 34,290 31,205 7,764 41,375 58,459 19,434 2,908 1,101 1,479 26,125 38,488
Changes from: June 19, 2018 Total Change is: 200
2,750 -962 1,348 -691 769 145 -3,178 -3,843 579 239 53 12 -1,005 2,098
Percent of Open Interest Represented by Each Category of Trader
22.5 9.0 4.3 18.8 17.1 4.3 22.7 32.1 10.7 1.6 0.6 0.8 14.4 21.1
Number of Traders in Each Category Total Traders: 129
8 7 11 17 22 11 32 33 25 5 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 577,795
Positions
50,441 157,458 25,064 267,488 118,619 36,243 33,897 97,042 60,105 22,246 9,461 8,687 73,625 65,117
Changes from: June 19, 2018 Total Change is: 2,219
-525 -2,605 4,625 3,632 2,303 -1,539 -1,631 4,114 -1,901 -652 -2,003 -163 373 -613
Percent of Open Interest Represented by Each Category of Trader
8.7 27.3 4.3 46.3 20.5 6.3 5.9 16.8 10.4 3.9 1.6 1.5 12.7 11.3
Number of Traders in Each Category Total Traders: 301
19 11 19 92 40 51 36 56 40 29 18 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 33,268
Positions
435 18,369 0 17,203 6,366 1,974 1,128 1,818 0 0 771 5 12,523 3,965
Changes from: June 19, 2018 Total Change is: -171
22 0 0 -59 172 -198 0 505 0 0 0 0 64 -650
Percent of Open Interest Represented by Each Category of Trader
1.3 55.2 0.0 51.7 19.1 5.9 3.4 5.5 0.0 0.0 2.3 0.0 37.6 11.9
Number of Traders in Each Category Total Traders: 29
. . 0 13 7 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 160,490
Positions
79,225 2,699 6,152 4,466 40,135 4,339 28,025 49,868 14,410 1,412 28 1,437 21,025 41,422
Changes from: June 19, 2018 Total Change is: 4,274
4,285 163 1,639 -498 -1,637 203 -1,139 -96 1,386 75 -1 -57 -1,621 2,675
Percent of Open Interest Represented by Each Category of Trader
49.4 1.7 3.8 2.8 25.0 2.7 17.5 31.1 9.0 0.9 0.0 0.9 13.1 25.8
Number of Traders in Each Category Total Traders: 96
13 . 7 7 15 6 20 33 20 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 19,772
Positions
0 13,332 0 15,637 394 0 2,219 4,416 12 100 0 0 1,804 1,618
Changes from: June 19, 2018 Total Change is: 1,721
0 0 0 1,821 137 0 -275 1,690 6 0 0 0 169 -112
Percent of Open Interest Represented by Each Category of Trader
0.0 67.4 0.0 79.1 2.0 0.0 11.2 22.3 0.1 0.5 0.0 0.0 9.1 8.2
Number of Traders in Each Category Total Traders: 26
0 4 0 5 . 0 6 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 151,458
Positions
17,134 51,268 1,213 82,392 28,039 0 39,031 49,601 4,899 2,752 8,688 0 4,037 7,749
Changes from: June 19, 2018 Total Change is: -6,109
-3,218 49 26 1,942 -8,315 -9 -4,586 2,811 -524 -115 -159 0 375 13
Percent of Open Interest Represented by Each Category of Trader
11.3 33.8 0.8 54.4 18.5 0.0 25.8 32.7 3.2 1.8 5.7 0.0 2.7 5.1
Number of Traders in Each Category Total Traders: 157
6 7 . 11 21 0 28 57 12 10 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 49,686
Positions
24,460 681 6,261 5,256 29,436 0 9,470 8,008 1,719 840 1,236 3 1,677 2,342
Changes from: June 19, 2018 Total Change is: 9,055
-346 0 4,957 3 6,193 0 3,295 -2,873 929 0 69 0 217 -220
Percent of Open Interest Represented by Each Category of Trader
49.2 1.4 12.6 10.6 59.2 0.0 19.1 16.1 3.5 1.7 2.5 0.0 3.4 4.7
Number of Traders in Each Category Total Traders: 39
. . . . . 0 10 13 4 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 45,026
Positions
26,053 0 0 5,250 10,445 0 10,073 25,781 1,427 0 658 0 2,223 6,715
Changes from: June 19, 2018 Total Change is: 1,718
2,102 0 0 -123 -40 0 -172 1,543 -123 0 203 0 34 135
Percent of Open Interest Represented by Each Category of Trader
57.9 0.0 0.0 11.7 23.2 0.0 22.4 57.3 3.2 0.0 1.5 0.0 4.9 14.9
Number of Traders in Each Category Total Traders: 84
9 0 0 5 15 0 17 33 12 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 44,431
Positions
10,429 22,740 1,073 8,379 1,899 279 10,643 10,690 1,355 2,264 983 510 9,501 4,904
Changes from: June 19, 2018 Total Change is: 215
770 -781 8 -559 -469 119 -1,302 1,850 168 407 175 68 535 -924
Percent of Open Interest Represented by Each Category of Trader
23.5 51.2 2.4 18.9 4.3 0.6 24.0 24.1 3.0 5.1 2.2 1.1 21.4 11.0
Number of Traders in Each Category Total Traders: 103
15 20 . 13 5 4 26 12 13 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 88,862
Positions
20,858 45,479 2,146 16,757 3,798 557 21,286 21,380 2,709 4,527 1,966 1,019 19,002 9,807
Changes from: June 19, 2018 Total Change is: 429
1,540 -1,561 16 -1,118 -938 238 -2,605 3,700 337 815 349 136 1,070 -1,848
Percent of Open Interest Represented by Each Category of Trader
23.5 51.2 2.4 18.9 4.3 0.6 24.0 24.1 3.0 5.1 2.2 1.1 21.4 11.0
Number of Traders in Each Category Total Traders: 103
15 20 . 13 5 4 26 12 13 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 27,203
Positions
2,120 23,262 0 21,561 1,595 177 0 1,398 0 1,769 0 0 1,576 771
Changes from: June 19, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
7.8 85.5 0.0 79.3 5.9 0.7 0.0 5.1 0.0 6.5 0.0 0.0 5.8 2.8
Number of Traders in Each Category Total Traders: 20
. 6 0 8 . . 0 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 751,322
Positions
34,062 100,045 45,107 278,139 190,393 67,057 66,003 83,659 109,266 26,850 36,678 34,535 90,305 84,583
Changes from: June 19, 2018 Total Change is: 30,580
4,942 -10,221 6,058 -16,430 6,106 3,352 5,372 3,014 13,146 2,549 -69 6,510 5,080 2,683
Percent of Open Interest Represented by Each Category of Trader
4.5 13.3 6.0 37.0 25.3 8.9 8.8 11.1 14.5 3.6 4.9 4.6 12.0 11.3
Number of Traders in Each Category Total Traders: 645
33 36 46 166 100 115 89 113 115 65 42 61
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 77,141
Positions
24,886 10,818 1,276 6,329 18,529 1,320 5,521 1,879 11,396 4,011 602 3,306 19,097 28,015
Changes from: June 19, 2018 Total Change is: 9,448
4,021 1,688 68 -5 -311 55 3,006 1,288 2,310 -191 568 468 -284 3,314
Percent of Open Interest Represented by Each Category of Trader
32.3 14.0 1.7 8.2 24.0 1.7 7.2 2.4 14.8 5.2 0.8 4.3 24.8 36.3
Number of Traders in Each Category Total Traders: 61
7 8 8 4 5 . 13 10 19 10 . 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 21,725
Positions
203 20,824 0 9,467 0 378 7,075 0 0 2,203 0 0 2,399 523
Changes from: June 19, 2018 Total Change is: 1,970
203 1,920 0 1,084 0 62 598 0 0 0 0 0 23 -12
Percent of Open Interest Represented by Each Category of Trader
0.9 95.9 0.0 43.6 0.0 1.7 32.6 0.0 0.0 10.1 0.0 0.0 11.0 2.4
Number of Traders in Each Category Total Traders: 22
. 9 0 5 0 . 5 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,370,906
Positions
131,528 531,784 133,504 1,365,980 866,256 321,750 310,152 416,639 481,604 117,756 183,936 152,588 356,043 282,844
Changes from: June 19, 2018 Total Change is: 105,661
11,877 -52,275 22,683 -82,916 31,291 17,274 14,011 10,814 52,000 16,118 -763 27,793 26,821 -3,156
Percent of Open Interest Represented by Each Category of Trader
3.9 15.8 4.0 40.5 25.7 9.5 9.2 12.4 14.3 3.5 5.5 4.5 10.6 8.4
Number of Traders in Each Category Total Traders: 630
34 35 45 167 97 114 85 113 110 59 40 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 28,855
Positions
2,650 25,183 0 19,480 14 1,573 1,438 0 0 1,327 1,121 0 2,387 964
Changes from: June 19, 2018 Total Change is: 829
1,429 469 -6 -696 14 90 0 0 0 0 0 0 12 262
Percent of Open Interest Represented by Each Category of Trader
9.2 87.3 0.0 67.5 0.0 5.5 5.0 0.0 0.0 4.6 3.9 0.0 8.3 3.3
Number of Traders in Each Category Total Traders: 25
4 7 0 8 . . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 11,694
Positions
3,089 7,882 8 4,839 1,417 335 370 1,296 37 1,035 0 0 1,981 719
Changes from: June 19, 2018 Total Change is: 422
-52 258 0 255 0 0 0 2 -2 0 0 0 221 164
Percent of Open Interest Represented by Each Category of Trader
26.4 67.4 0.1 41.4 12.1 2.9 3.2 11.1 0.3 8.9 0.0 0.0 16.9 6.1
Number of Traders in Each Category Total Traders: 21
4 8 . 5 . . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 25,401
Positions
17,767 9,187 0 5,513 11,589 305 747 0 0 0 3,295 0 1,069 1,025
Changes from: June 19, 2018 Total Change is: 1,149
1,425 1,134 0 -538 0 -105 220 0 0 0 0 0 147 120
Percent of Open Interest Represented by Each Category of Trader
69.9 36.2 0.0 21.7 45.6 1.2 2.9 0.0 0.0 0.0 13.0 0.0 4.2 4.0
Number of Traders in Each Category Total Traders: 23
6 5 0 5 . . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 86,711
Positions
5,505 38,682 481 41,245 34,612 4,953 19,328 2,480 993 1,472 727 0 12,734 3,783
Changes from: June 19, 2018 Total Change is: 542
211 -9 18 -1,909 627 -168 996 -730 373 -172 0 0 1,193 431
Percent of Open Interest Represented by Each Category of Trader
6.3 44.6 0.6 47.6 39.9 5.7 22.3 2.9 1.1 1.7 0.8 0.0 14.7 4.4
Number of Traders in Each Category Total Traders: 87
4 9 . 34 18 13 15 4 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 50,391
Positions
9,620 10,188 918 15,997 9,581 739 10,335 16,496 2,308 1,782 1,206 769 7,923 8,186
Changes from: June 19, 2018 Total Change is: 2,491
910 -233 230 -47 -316 197 272 2,623 8 -48 -337 98 872 221
Percent of Open Interest Represented by Each Category of Trader
19.1 20.2 1.8 31.7 19.0 1.5 20.5 32.7 4.6 3.5 2.4 1.5 15.7 16.2
Number of Traders in Each Category Total Traders: 253
18 21 7 54 31 21 36 62 31 14 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 251,955
Positions
48,101 50,938 4,590 79,985 47,904 3,694 51,674 82,481 11,541 8,910 6,030 3,847 39,613 40,930
Changes from: June 19, 2018 Total Change is: 12,457
4,548 -1,163 1,152 -236 -1,581 987 1,359 13,114 38 -238 -1,686 489 4,359 1,107
Percent of Open Interest Represented by Each Category of Trader
19.1 20.2 1.8 31.7 19.0 1.5 20.5 32.7 4.6 3.5 2.4 1.5 15.7 16.2
Number of Traders in Each Category Total Traders: 253
18 21 7 54 31 21 36 62 31 14 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 557,028
Positions
40,378 175,957 1,918 243,859 165,420 38,821 163,474 136,270 16,761 23,014 1,711 2,332 26,471 17,838
Changes from: June 19, 2018 Total Change is: -7,141
1,499 -5,015 620 -9,594 -20,332 2,041 -5,659 15,263 1,274 642 -677 201 1,835 -516
Percent of Open Interest Represented by Each Category of Trader
7.2 31.6 0.3 43.8 29.7 7.0 29.3 24.5 3.0 4.1 0.3 0.4 4.8 3.2
Number of Traders in Each Category Total Traders: 317
18 27 6 87 48 37 64 48 31 18 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 29,667
Positions
884 14,873 0 19,563 1,361 539 1,912 7,067 47 870 1,782 0 5,852 3,998
Changes from: June 19, 2018 Total Change is: -1,473
-157 -2,766 0 -694 0 190 -131 557 24 -41 -125 -172 -492 819
Percent of Open Interest Represented by Each Category of Trader
3.0 50.1 0.0 65.9 4.6 1.8 6.4 23.8 0.2 2.9 6.0 0.0 19.7 13.5
Number of Traders in Each Category Total Traders: 43
. 4 0 15 . 4 5 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 53,153
Positions
6,855 9,721 881 22,895 4,766 1,716 10,489 7,987 31 1,961 1,381 0 8,325 26,670
Changes from: June 19, 2018 Total Change is: -763
-2,198 4,250 253 824 -868 62 1,575 -323 11 -585 -200 0 -705 -3,948
Percent of Open Interest Represented by Each Category of Trader
12.9 18.3 1.7 43.1 9.0 3.2 19.7 15.0 0.1 3.7 2.6 0.0 15.7 50.2
Number of Traders in Each Category Total Traders: 67
9 12 4 11 5 6 12 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 303,445
Positions
35,282 190,390 2,100 196,436 72,594 22,307 33,946 6,510 2,175 2,869 1,287 0 8,330 6,082
Changes from: June 19, 2018 Total Change is: -12,970
440 -12,299 25 -11,090 -1,086 178 -1,869 -192 477 442 0 0 -1,573 -73
Percent of Open Interest Represented by Each Category of Trader
11.6 62.7 0.7 64.7 23.9 7.4 11.2 2.1 0.7 0.9 0.4 0.0 2.7 2.0
Number of Traders in Each Category Total Traders: 152
8 12 . 57 31 24 26 9 10 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 953,182
Positions
74,048 554,645 4,938 570,011 203,943 101,623 115,806 45,419 12,395 42,250 14,215 635 31,476 15,369
Changes from: June 19, 2018 Total Change is: -30,732
1,693 -65,680 -599 -25,157 20,138 9,914 -18,809 4,511 1,358 569 -262 149 150 -261
Percent of Open Interest Represented by Each Category of Trader
7.8 58.2 0.5 59.8 21.4 10.7 12.1 4.8 1.3 4.4 1.5 0.1 3.3 1.6
Number of Traders in Each Category Total Traders: 406
22 28 9 136 80 64 63 32 20 36 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 112,964
Positions
21,032 40,722 71,441 10,973 0 270 8,238 0 408 570 30 0 32 93
Changes from: June 19, 2018 Total Change is: -520
-300 1,360 -1,880 -60 0 0 1,720 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
18.6 36.0 63.2 9.7 0.0 0.2 7.3 0.0 0.4 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 33
. 14 8 8 0 . 5 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 946,549
Positions
22,924 78,204 29,825 308,986 223,699 211,590 76,194 67,666 93,643 34,990 31,966 12,768 155,629 197,188
Changes from: June 19, 2018 Total Change is: -60,097
4,023 -13,565 -7,181 -13,843 10,380 -23,366 -7,540 -1,938 -21,100 3,442 -152 -1,117 6,585 -2,059
Percent of Open Interest Represented by Each Category of Trader
2.4 8.3 3.2 32.6 23.6 22.4 8.0 7.1 9.9 3.7 3.4 1.3 16.4 20.8
Number of Traders in Each Category Total Traders: 184
9 18 19 49 32 49 33 21 45 12 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 964,064
Positions
12,798 195,114 410 524,850 74,099 152,210 65,697 385,889 10,175 64,465 44,156 2,537 130,922 99,474
Changes from: June 19, 2018 Total Change is: -13,722
-214 7,102 121 -5,825 -7,296 -8,988 -3,612 -7,460 -335 2,733 6,279 -5,026 7,424 1,881
Percent of Open Interest Represented by Each Category of Trader
1.3 20.2 0.0 54.4 7.7 15.8 6.8 40.0 1.1 6.7 4.6 0.3 13.6 10.3
Number of Traders in Each Category Total Traders: 131
. 17 4 56 9 39 11 23 17 7 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,908,046
Positions
51,815 196,294 18,966 764,149 370,207 238,872 363,448 515,584 105,113 234,192 279,786 7,227 124,264 175,997
Changes from: June 19, 2018 Total Change is: 26,144
-422 10,587 3,018 6,450 -14,474 3,007 8,497 23,766 -6,599 8,679 11,262 -826 4,341 -3,596
Percent of Open Interest Represented by Each Category of Trader
2.7 10.3 1.0 40.0 19.4 12.5 19.0 27.0 5.5 12.3 14.7 0.4 6.5 9.2
Number of Traders in Each Category Total Traders: 338
13 34 6 78 47 63 55 62 48 27 22 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,124,198
Positions
107,536 355,895 181,418 1,562,996 800,418 531,189 408,278 926,971 465,764 412,639 240,534 89,147 365,231 532,862
Changes from: June 19, 2018 Total Change is: -225,552
-5,466 -1,611 -39,067 102,763 56,361 -91,338 -69,693 5,376 -105,873 -12,524 -6,570 -24,493 20,139 -18,338
Percent of Open Interest Represented by Each Category of Trader
2.6 8.6 4.4 37.9 19.4 12.9 9.9 22.5 11.3 10.0 5.8 2.2 8.9 12.9
Number of Traders in Each Category Total Traders: 454
24 39 35 81 101 105 69 79 90 26 35 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 543,463
Positions
33,076 31,528 8,782 190,363 187,436 55,894 99,622 30,750 12,317 43,292 43,360 2 100,115 173,394
Changes from: June 19, 2018 Total Change is: 14,543
-645 -3,532 454 -4,762 11,489 -2,888 15,515 3,668 -303 1,804 4,623 0 5,368 1,032
Percent of Open Interest Represented by Each Category of Trader
6.1 5.8 1.6 35.0 34.5 10.3 18.3 5.7 2.3 8.0 8.0 0.0 18.4 31.9
Number of Traders in Each Category Total Traders: 101
4 8 5 23 32 34 15 7 6 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,016,138
Positions
87,254 331,674 116,914 1,864,826 483,730 664,669 302,158 1,294,730 330,636 336,343 331,216 49,667 263,671 412,903
Changes from: June 19, 2018 Total Change is: -136,379
16,197 20,719 -40,534 -8,158 -99,422 -1,914 -48,761 65,833 -71,997 38,227 10,367 -20,396 958 966
Percent of Open Interest Represented by Each Category of Trader
2.2 8.3 2.9 46.4 12.0 16.5 7.5 32.2 8.2 8.4 8.2 1.2 6.6 10.3
Number of Traders in Each Category Total Traders: 348
13 39 19 83 56 76 35 75 66 22 25 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 2,035,286
Positions
484,695 575,423 558,391 23,789 28,808 64,948 166,574 151,327 411,048 205,560 101,276 90,623 29,658 53,443
Changes from: June 19, 2018 Total Change is: -42,390
-7,226 49,262 -2,814 994 4,889 1,674 30,264 -27,784 -48,108 -715 -2,129 -2,438 -14,021 -14,942
Percent of Open Interest Represented by Each Category of Trader
23.8 28.3 27.4 1.2 1.4 3.2 8.2 7.4 20.2 10.1 5.0 4.5 1.5 2.6
Number of Traders in Each Category Total Traders: 142
26 30 45 . 5 6 23 33 48 6 10 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is25,201,357
Positions
6,112,761 1,150,921 4,412,512 326,278 2,439,812 2,364,448 669,079 2,449,970 9,239,865 47,022 405,152 1,397,363 632,030 1,341,315
Changes from: June 19, 2018 Total Change is: 185,777
-60,025 39,010 91,952 -19,241 -192,119 53,190 -19,513 11,679 88,672 -8,591 51,354 52,047 7,287 -10,007
Percent of Open Interest Represented by Each Category of Trader
24.3 4.6 17.5 1.3 9.7 9.4 2.7 9.7 36.7 0.2 1.6 5.5 2.5 5.3
Number of Traders in Each Category Total Traders: 312
38 40 74 11 36 40 43 91 103 14 28 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 31,528
Positions
3,591 4,603 0 55 8,368 136 17,613 14,523 0 9,876 3,622 229 28 47
Changes from: June 19, 2018 Total Change is: -656
372 -120 0 0 -167 0 -414 4,794 0 -558 -5,131 -13 -43 -19
Percent of Open Interest Represented by Each Category of Trader
11.4 14.6 0.0 0.2 26.5 0.4 55.9 46.1 0.0 31.3 11.5 0.7 0.1 0.1
Number of Traders in Each Category Total Traders: 45
4 6 0 . 11 . 5 10 0 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 16,838
Positions
3,198 2,121 0 91 3,080 641 12,892 8,656 0 0 2,284 0 16 56
Changes from: June 19, 2018 Total Change is: 173
-116 -2 0 -211 224 -53 548 115 0 0 -104 0 5 -7
Percent of Open Interest Represented by Each Category of Trader
19.0 12.6 0.0 0.5 18.3 3.8 76.6 51.4 0.0 0.0 13.6 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 33
. 4 0 . 9 . 6 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 5,797
Positions
55 0 0 174 82 0 1,630 3,361 275 1,316 1,100 0 2,347 979
Changes from: June 19, 2018 Total Change is: 432
0 0 0 -38 82 0 144 -271 191 2 70 0 133 360
Percent of Open Interest Represented by Each Category of Trader
0.9 0.0 0.0 3.0 1.4 0.0 28.1 58.0 4.7 22.7 19.0 0.0 40.5 16.9
Number of Traders in Each Category Total Traders: 53
. 0 0 . . 0 8 14 5 21 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 2,687
Positions
29 0 0 0 111 0 1,508 1,505 137 171 515 3 839 416
Changes from: June 19, 2018 Total Change is: 54
0 0 0 -52 52 0 30 91 26 12 -75 3 35 -43
Percent of Open Interest Represented by Each Category of Trader
1.1 0.0 0.0 0.0 4.1 0.0 56.1 56.0 5.1 6.4 19.2 0.1 31.2 15.5
Number of Traders in Each Category Total Traders: 35
. 0 0 0 . 0 8 11 5 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 47,755
Positions
795 19,785 0 12,484 605 412 17,057 22,349 1,046 9,158 1,821 142 6,661 1,595
Changes from: June 19, 2018 Total Change is: 591
200 0 0 -184 -3 1 -328 429 -160 870 130 -3 194 197
Percent of Open Interest Represented by Each Category of Trader
1.7 41.4 0.0 26.1 1.3 0.9 35.7 46.8 2.2 19.2 3.8 0.3 13.9 3.3
Number of Traders in Each Category Total Traders: 134
. . 0 14 . . 35 20 10 47 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 397,443
Positions
47,310 30,123 32,022 99,412 68,835 16,453 63,006 112,806 82,768 11,699 6,658 18,365 26,408 29,413
Changes from: June 19, 2018 Total Change is: -47,765
-7,833 6,481 -12,830 10,615 -13,808 -4,161 -7,107 -1,718 -18,879 -9,286 708 203 1,513 -3,761
Percent of Open Interest Represented by Each Category of Trader
11.9 7.6 8.1 25.0 17.3 4.1 15.9 28.4 20.8 2.9 1.7 4.6 6.6 7.4
Number of Traders in Each Category Total Traders: 229
13 12 18 26 34 18 48 58 56 8 16 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 52,025
Positions
1,052 2,717 0 27,440 33 210 17,866 48,822 85 5,181 153 0 191 5
Changes from: June 19, 2018 Total Change is: -11,973
15 2,717 -2,717 -306 -1 0 -2,745 -5,503 -6,474 219 0 0 35 5
Percent of Open Interest Represented by Each Category of Trader
2.0 5.2 0.0 52.7 0.1 0.4 34.3 93.8 0.2 10.0 0.3 0.0 0.4 0.0
Number of Traders in Each Category Total Traders: 46
4 . 0 12 . . 8 7 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated June 29, 2018