Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 186,460
Positions
59,367 16,609 8,253 35,039 33,179 5,053 16,053 58,173 23,945 8,639 2,655 904 29,206 37,688
Changes from: June 26, 2018 Total Change is: -1,659
16,581 -4,093 387 1,377 2,886 -499 -17,149 767 -226 -469 -194 -111 -1,551 -577
Percent of Open Interest Represented by Each Category of Trader
31.8 8.9 4.4 18.8 17.8 2.7 8.6 31.2 12.8 4.6 1.4 0.5 15.7 20.2
Number of Traders in Each Category Total Traders: 112
12 . 9 11 18 5 16 38 22 8 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 93,412
Positions
69,825 2,316 320 1,087 18,340 324 12,949 40,423 1,887 465 1,674 0 6,555 28,128
Changes from: June 26, 2018 Total Change is: -1,557
2,183 35 68 -903 -1,028 23 -3,687 -231 51 0 0 0 708 -475
Percent of Open Interest Represented by Each Category of Trader
74.7 2.5 0.3 1.2 19.6 0.3 13.9 43.3 2.0 0.5 1.8 0.0 7.0 30.1
Number of Traders in Each Category Total Traders: 52
6 . . . 12 . 9 18 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 227,428
Positions
74,411 9,247 11,144 38,500 74,656 7,558 32,323 37,069 32,962 3,128 7,793 2,952 24,450 44,047
Changes from: June 26, 2018 Total Change is: 18,373
16,128 1,309 493 197 377 1,389 -1,539 8,146 2,462 916 188 156 -1,828 3,854
Percent of Open Interest Represented by Each Category of Trader
32.7 4.1 4.9 16.9 32.8 3.3 14.2 16.3 14.5 1.4 3.4 1.3 10.8 19.4
Number of Traders in Each Category Total Traders: 121
9 5 8 12 29 11 25 29 28 8 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 195,765
Positions
54,506 16,091 7,207 33,777 35,004 8,257 43,041 65,125 20,565 2,770 1,646 1,426 24,218 40,445
Changes from: June 26, 2018 Total Change is: 13,714
13,570 -290 -534 -513 3,799 493 1,665 6,666 1,132 -138 545 -53 -1,907 1,956
Percent of Open Interest Represented by Each Category of Trader
27.8 8.2 3.7 17.3 17.9 4.2 22.0 33.3 10.5 1.4 0.8 0.7 12.4 20.7
Number of Traders in Each Category Total Traders: 134
11 6 10 16 24 13 27 39 29 6 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 581,181
Positions
51,727 159,016 25,431 261,405 117,390 37,533 37,610 97,208 61,477 20,464 9,499 8,816 76,717 64,811
Changes from: June 26, 2018 Total Change is: 3,386
1,286 1,558 368 -6,083 -1,229 1,291 3,713 166 1,372 -1,782 38 129 3,092 -306
Percent of Open Interest Represented by Each Category of Trader
8.9 27.4 4.4 45.0 20.2 6.5 6.5 16.7 10.6 3.5 1.6 1.5 13.2 11.2
Number of Traders in Each Category Total Traders: 299
17 10 18 87 41 48 34 63 42 25 22 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 33,281
Positions
414 18,468 0 17,194 6,294 1,970 510 2,201 0 0 771 5 13,188 3,572
Changes from: June 26, 2018 Total Change is: 13
-21 99 0 -9 -72 -4 -618 383 0 0 0 0 665 -393
Percent of Open Interest Represented by Each Category of Trader
1.2 55.5 0.0 51.7 18.9 5.9 1.5 6.6 0.0 0.0 2.3 0.0 39.6 10.7
Number of Traders in Each Category Total Traders: 28
. . 0 13 7 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 163,872
Positions
79,996 3,512 6,795 4,458 40,854 6,149 26,665 46,657 15,668 1,916 33 1,449 20,776 42,755
Changes from: June 26, 2018 Total Change is: 3,382
771 812 643 -8 719 1,810 -1,360 -3,212 1,258 505 6 12 -249 1,333
Percent of Open Interest Represented by Each Category of Trader
48.8 2.1 4.1 2.7 24.9 3.8 16.3 28.5 9.6 1.2 0.0 0.9 12.7 26.1
Number of Traders in Each Category Total Traders: 94
13 4 7 6 18 6 19 30 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 20,128
Positions
0 13,332 0 15,494 371 0 2,684 4,696 12 100 0 0 1,838 1,717
Changes from: June 26, 2018 Total Change is: 356
0 0 0 -143 -23 0 465 280 0 0 0 0 34 99
Percent of Open Interest Represented by Each Category of Trader
0.0 66.2 0.0 77.0 1.8 0.0 13.3 23.3 0.1 0.5 0.0 0.0 9.1 8.5
Number of Traders in Each Category Total Traders: 28
0 4 0 5 . 0 8 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 146,176
Positions
6,646 69,040 1,100 85,802 25,380 24 41,694 31,207 4,477 2,671 7,951 0 3,762 6,998
Changes from: June 26, 2018 Total Change is: -5,282
-10,488 17,772 -112 3,410 -2,659 24 2,663 -18,394 -422 -81 -738 0 -275 -752
Percent of Open Interest Represented by Each Category of Trader
4.5 47.2 0.8 58.7 17.4 0.0 28.5 21.3 3.1 1.8 5.4 0.0 2.6 4.8
Number of Traders in Each Category Total Traders: 143
5 9 . 12 17 . 32 45 15 8 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 45,280
Positions
28,427 2,556 2,604 4,838 25,461 0 6,640 10,501 770 651 1,190 3 1,347 2,195
Changes from: June 26, 2018 Total Change is: -4,406
3,967 1,875 -3,657 -418 -3,975 0 -2,830 2,493 -949 -189 -46 0 -330 -147
Percent of Open Interest Represented by Each Category of Trader
62.8 5.6 5.8 10.7 56.2 0.0 14.7 23.2 1.7 1.4 2.6 0.0 3.0 4.8
Number of Traders in Each Category Total Traders: 39
. . . . . 0 11 14 4 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 53,676
Positions
36,159 0 1 2,219 11,679 0 10,812 32,429 1,597 0 1,144 4 2,884 6,822
Changes from: June 26, 2018 Total Change is: 8,650
10,106 0 1 -3,031 1,234 0 739 6,648 170 0 486 4 661 107
Percent of Open Interest Represented by Each Category of Trader
67.4 0.0 0.0 4.1 21.8 0.0 20.1 60.4 3.0 0.0 2.1 0.0 5.4 12.7
Number of Traders in Each Category Total Traders: 96
11 0 . 5 18 0 14 42 11 0 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 43,012
Positions
10,633 23,017 969 7,996 1,559 312 9,515 7,831 2,414 2,148 933 517 8,506 5,460
Changes from: June 26, 2018 Total Change is: -1,420
204 277 -104 -383 -340 34 -1,128 -2,860 1,060 -116 -50 8 -995 556
Percent of Open Interest Represented by Each Category of Trader
24.7 53.5 2.3 18.6 3.6 0.7 22.1 18.2 5.6 5.0 2.2 1.2 19.8 12.7
Number of Traders in Each Category Total Traders: 99
15 18 . 12 4 . 29 11 15 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 86,023
Positions
21,267 46,033 1,938 15,992 3,118 624 19,030 15,661 4,829 4,296 1,866 1,035 17,013 10,919
Changes from: June 26, 2018 Total Change is: -2,839
409 554 -208 -765 -680 67 -2,256 -5,719 2,119 -232 -100 15 -1,989 1,112
Percent of Open Interest Represented by Each Category of Trader
24.7 53.5 2.3 18.6 3.6 0.7 22.1 18.2 5.6 5.0 2.2 1.2 19.8 12.7
Number of Traders in Each Category Total Traders: 99
15 18 . 12 4 . 29 11 15 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 29,620
Positions
2,120 23,862 0 25,552 1,588 242 0 3,167 0 0 0 0 1,706 761
Changes from: June 26, 2018 Total Change is: 2,417
0 600 0 3,991 -7 65 0 1,769 0 -1,769 0 0 130 -10
Percent of Open Interest Represented by Each Category of Trader
7.2 80.6 0.0 86.3 5.4 0.8 0.0 10.7 0.0 0.0 0.0 0.0 5.8 2.6
Number of Traders in Each Category Total Traders: 23
. 7 0 10 . 4 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 749,817
Positions
34,403 97,484 49,068 274,796 191,927 65,431 61,914 77,039 107,173 24,478 35,956 38,104 94,450 87,634
Changes from: June 26, 2018 Total Change is: -1,505
341 -2,561 3,961 -3,343 1,534 -1,626 -4,089 -6,620 -2,092 -2,373 -722 3,569 4,145 3,051
Percent of Open Interest Represented by Each Category of Trader
4.6 13.0 6.5 36.6 25.6 8.7 8.3 10.3 14.3 3.3 4.8 5.1 12.6 11.7
Number of Traders in Each Category Total Traders: 645
35 37 44 164 104 117 84 120 114 62 38 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 77,375
Positions
26,392 9,999 1,085 6,227 18,433 1,141 5,327 1,536 10,330 4,178 23 3,182 19,514 31,647
Changes from: June 26, 2018 Total Change is: 234
1,506 -819 -191 -102 -96 -179 -194 -343 -1,067 167 -580 -123 418 3,632
Percent of Open Interest Represented by Each Category of Trader
34.1 12.9 1.4 8.0 23.8 1.5 6.9 2.0 13.4 5.4 0.0 4.1 25.2 40.9
Number of Traders in Each Category Total Traders: 57
8 7 6 4 5 . 10 11 20 10 . 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 26,187
Positions
1,155 25,116 0 8,618 0 378 11,906 0 0 1,905 0 0 2,225 693
Changes from: June 26, 2018 Total Change is: 4,462
952 4,292 0 -849 0 0 4,831 0 0 -298 0 0 -174 170
Percent of Open Interest Represented by Each Category of Trader
4.4 95.9 0.0 32.9 0.0 1.4 45.5 0.0 0.0 7.3 0.0 0.0 8.5 2.6
Number of Traders in Each Category Total Traders: 28
4 9 0 7 0 . 6 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,362,209
Positions
139,791 537,162 140,182 1,349,673 874,301 314,618 290,986 385,566 476,169 102,424 180,591 173,684 374,681 279,936
Changes from: June 26, 2018 Total Change is: -8,697
8,263 5,378 6,678 -16,307 8,045 -7,132 -19,165 -31,073 -5,435 -15,332 -3,345 21,096 18,639 -2,908
Percent of Open Interest Represented by Each Category of Trader
4.2 16.0 4.2 40.1 26.0 9.4 8.7 11.5 14.2 3.0 5.4 5.2 11.1 8.3
Number of Traders in Each Category Total Traders: 631
36 36 43 165 101 116 83 116 109 57 37 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 27,441
Positions
3,469 23,863 0 18,543 14 1,573 734 0 0 1,327 1,121 0 1,795 870
Changes from: June 26, 2018 Total Change is: -1,414
819 -1,320 0 -937 0 0 -704 0 0 0 0 0 -592 -94
Percent of Open Interest Represented by Each Category of Trader
12.6 87.0 0.0 67.6 0.1 5.7 2.7 0.0 0.0 4.8 4.1 0.0 6.5 3.2
Number of Traders in Each Category Total Traders: 24
5 7 0 7 . . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 12,546
Positions
3,876 8,763 8 5,210 1,396 335 370 1,449 107 1,035 0 0 1,605 488
Changes from: June 26, 2018 Total Change is: 852
787 881 0 371 -21 0 0 153 70 0 0 0 -376 -231
Percent of Open Interest Represented by Each Category of Trader
30.9 69.8 0.1 41.5 11.1 2.7 2.9 11.5 0.9 8.2 0.0 0.0 12.8 3.9
Number of Traders in Each Category Total Traders: 23
5 9 . 4 . . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 27,970
Positions
18,288 10,588 0 7,072 11,661 305 921 0 91 0 2,937 0 1,293 2,388
Changes from: June 26, 2018 Total Change is: 2,569
521 1,401 0 1,559 72 0 174 0 91 0 -358 0 224 1,363
Percent of Open Interest Represented by Each Category of Trader
65.4 37.9 0.0 25.3 41.7 1.1 3.3 0.0 0.3 0.0 10.5 0.0 4.6 8.5
Number of Traders in Each Category Total Traders: 23
5 5 0 5 . . 4 0 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 83,894
Positions
3,628 37,354 492 40,994 33,987 5,248 19,536 1,227 1,167 0 1,021 0 12,829 3,398
Changes from: June 26, 2018 Total Change is: -2,817
-1,877 -1,328 11 -251 -625 295 208 -1,253 174 -1,472 294 0 95 -385
Percent of Open Interest Represented by Each Category of Trader
4.3 44.5 0.6 48.9 40.5 6.3 23.3 1.5 1.4 0.0 1.2 0.0 15.3 4.1
Number of Traders in Each Category Total Traders: 84
4 8 . 34 17 13 16 . 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 51,783
Positions
9,522 10,564 858 14,910 10,631 705 12,897 16,852 2,375 1,942 1,243 754 7,818 7,800
Changes from: June 26, 2018 Total Change is: 1,392
-98 377 -60 -1,087 1,050 -34 2,563 356 67 160 37 -15 -104 -386
Percent of Open Interest Represented by Each Category of Trader
18.4 20.4 1.7 28.8 20.5 1.4 24.9 32.5 4.6 3.8 2.4 1.5 15.1 15.1
Number of Traders in Each Category Total Traders: 268
19 22 7 53 33 24 39 69 33 15 18 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 258,914
Positions
47,612 52,822 4,291 74,552 53,155 3,523 64,486 84,261 11,876 9,711 6,213 3,771 39,091 39,001
Changes from: June 26, 2018 Total Change is: 6,959
-489 1,884 -299 -5,433 5,250 -171 12,813 1,780 335 801 183 -76 -522 -1,928
Percent of Open Interest Represented by Each Category of Trader
18.4 20.4 1.7 28.8 20.5 1.4 24.9 32.5 4.6 3.8 2.4 1.5 15.1 15.1
Number of Traders in Each Category Total Traders: 268
19 22 7 53 33 24 39 69 33 15 18 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 564,786
Positions
44,632 175,557 2,532 254,770 162,466 39,028 160,669 145,792 16,728 18,589 2,314 2,089 25,749 18,279
Changes from: June 26, 2018 Total Change is: 7,758
4,254 -400 614 10,911 -2,954 207 -2,805 9,522 -33 -4,425 603 -243 -723 441
Percent of Open Interest Represented by Each Category of Trader
7.9 31.1 0.4 45.1 28.8 6.9 28.4 25.8 3.0 3.3 0.4 0.4 4.6 3.2
Number of Traders in Each Category Total Traders: 319
17 26 5 86 49 33 59 57 33 15 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 31,852
Positions
1,133 14,913 1 21,297 981 766 1,751 9,475 50 889 2,157 0 5,965 3,509
Changes from: June 26, 2018 Total Change is: 2,185
249 40 1 1,734 -380 227 -161 2,408 3 19 375 0 113 -489
Percent of Open Interest Represented by Each Category of Trader
3.6 46.8 0.0 66.9 3.1 2.4 5.5 29.7 0.2 2.8 6.8 0.0 18.7 11.0
Number of Traders in Each Category Total Traders: 47
. 4 . 18 . 4 5 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 54,109
Positions
7,301 11,467 429 20,489 5,782 1,820 12,579 7,219 295 2,603 1,363 0 8,593 25,734
Changes from: June 26, 2018 Total Change is: 956
446 1,746 -452 -2,406 1,016 104 2,090 -768 264 642 -18 0 268 -936
Percent of Open Interest Represented by Each Category of Trader
13.5 21.2 0.8 37.9 10.7 3.4 23.2 13.3 0.5 4.8 2.5 0.0 15.9 47.6
Number of Traders in Each Category Total Traders: 68
7 13 5 9 5 6 16 13 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 308,537
Positions
31,591 182,291 2,157 206,757 71,701 22,070 32,146 16,998 2,490 2,965 2,067 0 8,361 8,763
Changes from: June 26, 2018 Total Change is: 5,092
-3,691 -8,099 57 10,321 -893 -237 -1,800 10,488 315 96 780 0 31 2,681
Percent of Open Interest Represented by Each Category of Trader
10.2 59.1 0.7 67.0 23.2 7.2 10.4 5.5 0.8 1.0 0.7 0.0 2.7 2.8
Number of Traders in Each Category Total Traders: 155
7 13 . 61 30 25 22 12 8 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 964,605
Positions
54,629 524,027 4,412 613,192 218,237 104,638 106,785 64,693 13,449 37,488 19,751 793 29,219 14,605
Changes from: June 26, 2018 Total Change is: 11,423
-19,419 -30,618 -526 43,181 14,294 3,015 -9,021 19,274 1,054 -4,762 5,536 158 -2,257 -764
Percent of Open Interest Represented by Each Category of Trader
5.7 54.3 0.5 63.6 22.6 10.8 11.1 6.7 1.4 3.9 2.0 0.1 3.0 1.5
Number of Traders in Each Category Total Traders: 408
22 27 9 141 79 67 56 38 22 33 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 112,537
Positions
21,000 40,462 71,274 10,635 0 270 8,298 0 408 620 30 0 32 93
Changes from: June 26, 2018 Total Change is: -427
-32 -260 -167 -338 0 0 60 0 0 50 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
18.7 36.0 63.3 9.5 0.0 0.2 7.4 0.0 0.4 0.6 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 33
. 14 8 8 0 . 5 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 973,367
Positions
17,924 76,902 28,752 314,899 213,380 226,056 82,129 85,686 97,003 34,762 37,743 14,178 157,664 193,666
Changes from: June 26, 2018 Total Change is: 26,818
-5,000 -1,302 -1,073 5,914 -10,319 14,466 5,935 18,021 3,360 -227 5,777 1,410 2,034 -3,521
Percent of Open Interest Represented by Each Category of Trader
1.8 7.9 3.0 32.4 21.9 23.2 8.4 8.8 10.0 3.6 3.9 1.5 16.2 19.9
Number of Traders in Each Category Total Traders: 191
8 19 19 51 33 48 34 25 44 8 13 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 970,340
Positions
14,618 196,749 495 535,051 75,767 148,783 60,083 425,773 13,711 61,138 8,461 726 135,734 99,875
Changes from: June 26, 2018 Total Change is: 6,276
1,820 1,635 85 10,201 1,668 -3,427 -5,614 39,884 3,537 -3,327 -35,695 -1,811 4,812 401
Percent of Open Interest Represented by Each Category of Trader
1.5 20.3 0.1 55.1 7.8 15.3 6.2 43.9 1.4 6.3 0.9 0.1 14.0 10.3
Number of Traders in Each Category Total Traders: 128
4 16 4 55 10 38 10 24 17 6 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,948,358
Positions
46,399 179,587 20,693 818,829 350,833 235,191 337,317 619,770 125,882 231,889 237,713 6,414 125,744 172,275
Changes from: June 26, 2018 Total Change is: 40,312
-5,416 -16,708 1,727 54,681 -19,374 -3,681 -26,131 104,186 20,769 -2,303 -42,073 -813 1,479 -3,722
Percent of Open Interest Represented by Each Category of Trader
2.4 9.2 1.1 42.0 18.0 12.1 17.3 31.8 6.5 11.9 12.2 0.3 6.5 8.8
Number of Traders in Each Category Total Traders: 339
15 33 10 79 45 63 51 67 47 25 24 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,266,453
Positions
94,555 381,292 177,558 1,639,037 767,068 607,175 408,392 958,881 487,758 392,202 260,632 96,772 363,004 529,317
Changes from: June 26, 2018 Total Change is: 142,255
-12,981 25,397 -3,860 76,042 -33,349 75,986 114 31,910 21,994 -20,437 20,098 7,625 -2,227 -3,545
Percent of Open Interest Represented by Each Category of Trader
2.2 8.9 4.2 38.4 18.0 14.2 9.6 22.5 11.4 9.2 6.1 2.3 8.5 12.4
Number of Traders in Each Category Total Traders: 469
22 49 41 90 96 115 60 85 89 27 40 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 549,708
Positions
36,775 20,983 8,097 187,482 193,008 54,620 103,836 41,417 10,752 46,129 38,044 500 101,517 182,287
Changes from: June 26, 2018 Total Change is: 6,245
3,699 -10,545 -685 -2,881 5,572 -1,274 4,214 10,667 -1,565 2,837 -5,316 498 1,402 8,893
Percent of Open Interest Represented by Each Category of Trader
6.7 3.8 1.5 34.1 35.1 9.9 18.9 7.5 2.0 8.4 6.9 0.1 18.5 33.2
Number of Traders in Each Category Total Traders: 100
5 8 4 21 32 32 15 8 6 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,125,287
Positions
95,179 288,343 128,224 1,900,028 548,567 699,095 323,779 1,378,533 320,819 355,995 307,423 38,004 264,164 416,279
Changes from: June 26, 2018 Total Change is: 109,149
7,925 -43,331 11,310 35,202 64,837 34,426 21,621 83,803 -9,817 19,652 -23,793 -11,663 493 3,377
Percent of Open Interest Represented by Each Category of Trader
2.3 7.0 3.1 46.1 13.3 16.9 7.8 33.4 7.8 8.6 7.5 0.9 6.4 10.1
Number of Traders in Each Category Total Traders: 353
15 38 21 81 58 74 37 77 66 23 24 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,913,585
Positions
456,996 486,295 559,384 5,270 35,092 63,727 84,450 150,914 423,439 208,300 56,514 80,380 31,639 57,839
Changes from: June 26, 2018 Total Change is: -121,701
-27,699 -89,128 993 -18,519 6,284 -1,221 -82,124 -412 12,392 2,740 -44,762 -10,243 1,981 4,397
Percent of Open Interest Represented by Each Category of Trader
23.9 25.4 29.2 0.3 1.8 3.3 4.4 7.9 22.1 10.9 3.0 4.2 1.7 3.0
Number of Traders in Each Category Total Traders: 140
27 30 45 . 5 6 21 33 45 6 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is25,573,001
Positions
6,264,401 1,166,198 4,388,445 316,292 2,278,718 2,411,437 646,499 2,636,581 9,438,931 46,599 497,022 1,420,433 639,964 1,335,236
Changes from: June 26, 2018 Total Change is: 371,644
151,640 15,277 -24,067 -9,986 -161,094 46,989 -22,580 186,611 199,066 -423 91,870 23,070 7,934 -6,078
Percent of Open Interest Represented by Each Category of Trader
24.5 4.6 17.2 1.2 8.9 9.4 2.5 10.3 36.9 0.2 1.9 5.6 2.5 5.2
Number of Traders in Each Category Total Traders: 311
34 44 72 11 37 41 41 93 103 13 26 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 5,921
Positions
3,312 609 373 0 0 0 1 2,794 1,785 0 0 0 450 360
Changes from: June 26, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
55.9 10.3 6.3 0.0 0.0 0.0 0.0 47.2 30.1 0.0 0.0 0.0 7.6 6.1
Number of Traders in Each Category Total Traders: 20
. 4 4 0 0 0 . 11 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 30,922
Positions
3,668 4,771 0 62 8,248 136 15,616 13,872 0 11,176 3,572 229 35 94
Changes from: June 26, 2018 Total Change is: -606
77 168 0 7 -120 0 -1,997 -651 0 1,300 -50 0 7 47
Percent of Open Interest Represented by Each Category of Trader
11.9 15.4 0.0 0.2 26.7 0.4 50.5 44.9 0.0 36.1 11.6 0.7 0.1 0.3
Number of Traders in Each Category Total Traders: 44
4 6 0 . 11 . 4 10 0 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 16,011
Positions
3,212 2,181 0 91 2,955 641 12,057 7,753 0 0 2,392 0 10 89
Changes from: June 26, 2018 Total Change is: -827
14 60 0 0 -125 0 -835 -903 0 0 108 0 -6 33
Percent of Open Interest Represented by Each Category of Trader
20.1 13.6 0.0 0.6 18.5 4.0 75.3 48.4 0.0 0.0 14.9 0.0 0.1 0.6
Number of Traders in Each Category Total Traders: 31
. . 0 . 8 . 5 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 5,254
Positions
55 0 0 239 0 0 1,278 2,852 267 1,123 1,344 11 2,281 780
Changes from: June 26, 2018 Total Change is: -543
0 0 0 65 -82 0 -352 -509 -8 -193 244 11 -66 -199
Percent of Open Interest Represented by Each Category of Trader
1.0 0.0 0.0 4.5 0.0 0.0 24.3 54.3 5.1 21.4 25.6 0.2 43.4 14.8
Number of Traders in Each Category Total Traders: 51
. 0 0 . 0 0 8 15 4 20 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 2,514
Positions
0 0 0 44 84 0 1,198 1,639 42 438 366 6 786 377
Changes from: June 26, 2018 Total Change is: -173
-29 0 0 44 -27 0 -310 134 -95 267 -149 3 -53 -39
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 1.8 3.3 0.0 47.7 65.2 1.7 17.4 14.6 0.2 31.3 15.0
Number of Traders in Each Category Total Traders: 30
0 0 0 . . 0 7 10 . 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 49,907
Positions
655 19,785 0 12,699 247 467 18,329 24,660 785 10,243 1,889 143 6,587 1,933
Changes from: June 26, 2018 Total Change is: 2,152
-140 0 0 215 -358 55 1,272 2,311 -262 1,085 67 0 -74 338
Percent of Open Interest Represented by Each Category of Trader
1.3 39.6 0.0 25.4 0.5 0.9 36.7 49.4 1.6 20.5 3.8 0.3 13.2 3.9
Number of Traders in Each Category Total Traders: 129
. . 0 15 . . 36 17 9 44 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 391,215
Positions
30,367 33,921 32,773 104,289 59,746 14,428 61,771 103,707 90,577 15,348 6,968 19,082 22,580 30,013
Changes from: June 26, 2018 Total Change is: -6,228
-16,943 3,798 751 4,877 -9,089 -2,025 -1,235 -9,099 7,809 3,649 310 717 -3,828 600
Percent of Open Interest Represented by Each Category of Trader
7.8 8.7 8.4 26.7 15.3 3.7 15.8 26.5 23.2 3.9 1.8 4.9 5.8 7.7
Number of Traders in Each Category Total Traders: 227
11 14 18 23 34 18 45 58 60 7 18 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 47,435
Positions
1,052 3,414 0 31,823 32 210 9,225 43,376 242 4,726 139 0 157 22
Changes from: June 26, 2018 Total Change is: -4,590
0 697 0 4,383 -1 0 -8,641 -5,446 157 -455 -14 0 -34 17
Percent of Open Interest Represented by Each Category of Trader
2.2 7.2 0.0 67.1 0.1 0.4 19.4 91.4 0.5 10.0 0.3 0.0 0.3 0.0
Number of Traders in Each Category Total Traders: 45
4 . 0 12 . . 6 8 . 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 6, 2018