Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 178,111
Positions
60,446 16,566 4,557 33,784 34,250 3,917 18,958 62,387 17,925 8,516 2,419 824 29,182 35,267
Changes from: July 3, 2018 Total Change is: -8,349
1,079 -43 -3,696 -1,255 1,071 -1,136 2,906 4,213 -6,020 -123 -237 -80 -25 -2,421
Percent of Open Interest Represented by Each Category of Trader
33.9 9.3 2.6 19.0 19.2 2.2 10.6 35.0 10.1 4.8 1.4 0.5 16.4 19.8
Number of Traders in Each Category Total Traders: 110
11 . 8 10 18 5 16 39 22 8 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 91,804
Positions
70,257 2,842 219 1,088 17,058 324 11,612 39,994 1,177 465 1,674 0 6,662 28,516
Changes from: July 3, 2018 Total Change is: -1,608
432 526 -101 1 -1,282 0 -1,337 -429 -710 0 0 0 107 388
Percent of Open Interest Represented by Each Category of Trader
76.5 3.1 0.2 1.2 18.6 0.4 12.6 43.6 1.3 0.5 1.8 0.0 7.3 31.1
Number of Traders in Each Category Total Traders: 54
7 . . . 11 . 9 20 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 214,660
Positions
73,416 9,485 8,110 41,398 75,575 5,882 28,269 36,430 27,164 1,100 7,599 2,445 26,876 41,972
Changes from: July 3, 2018 Total Change is: -12,768
-995 238 -3,034 2,899 919 -1,676 -4,054 -639 -5,798 -2,028 -194 -508 2,425 -2,075
Percent of Open Interest Represented by Each Category of Trader
34.2 4.4 3.8 19.3 35.2 2.7 13.2 17.0 12.7 0.5 3.5 1.1 12.5 19.6
Number of Traders in Each Category Total Traders: 114
7 5 8 15 25 13 24 32 25 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 207,324
Positions
59,868 15,797 7,150 33,686 36,556 7,572 54,335 74,398 17,627 3,440 1,590 1,385 22,261 45,249
Changes from: July 3, 2018 Total Change is: 11,559
5,362 -294 -57 -90 1,553 -684 11,294 9,273 -2,939 671 -56 -41 -1,957 4,804
Percent of Open Interest Represented by Each Category of Trader
28.9 7.6 3.4 16.2 17.6 3.7 26.2 35.9 8.5 1.7 0.8 0.7 10.7 21.8
Number of Traders in Each Category Total Traders: 134
9 5 8 17 22 12 28 42 24 7 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 544,672
Positions
59,798 140,597 20,599 250,487 115,013 37,425 35,412 106,707 41,662 20,070 8,467 5,772 73,447 68,430
Changes from: July 3, 2018 Total Change is: -36,509
8,071 -18,419 -4,832 -10,918 -2,377 -109 -2,198 9,499 -19,815 -394 -1,032 -3,044 -3,270 3,619
Percent of Open Interest Represented by Each Category of Trader
11.0 25.8 3.8 46.0 21.1 6.9 6.5 19.6 7.6 3.7 1.6 1.1 13.5 12.6
Number of Traders in Each Category Total Traders: 289
23 6 19 87 39 48 31 60 35 25 18 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 33,066
Positions
406 17,765 0 15,982 6,474 2,291 510 2,103 0 0 771 5 13,872 3,657
Changes from: July 3, 2018 Total Change is: -215
-8 -703 0 -1,212 180 321 0 -98 0 0 0 0 684 85
Percent of Open Interest Represented by Each Category of Trader
1.2 53.7 0.0 48.3 19.6 6.9 1.5 6.4 0.0 0.0 2.3 0.0 42.0 11.1
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 10, 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 152,934
Positions
80,850 3,493 5,713 6,324 40,122 3,554 23,679 45,947 11,956 404 39 1,117 19,338 40,993
Changes from: July 3, 2018 Total Change is: -10,938
854 -19 -1,082 1,866 -733 -2,594 -2,986 -710 -3,712 -1,513 6 -332 -1,439 -1,762
Percent of Open Interest Represented by Each Category of Trader
52.9 2.3 3.7 4.1 26.2 2.3 15.5 30.0 7.8 0.3 0.0 0.7 12.6 26.8
Number of Traders in Each Category Total Traders: 91
12 . 8 8 16 6 15 34 19 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 22,412
Positions
0 14,053 0 17,296 128 0 3,003 6,707 15 100 0 0 1,998 1,509
Changes from: July 3, 2018 Total Change is: 2,284
0 721 0 1,802 -243 0 319 2,011 3 0 0 0 160 -208
Percent of Open Interest Represented by Each Category of Trader
0.0 62.7 0.0 77.2 0.6 0.0 13.4 29.9 0.1 0.4 0.0 0.0 8.9 6.7
Number of Traders in Each Category Total Traders: 27
0 5 0 5 . 0 8 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 142,692
Positions
5,975 83,484 938 83,439 13,704 197 41,204 27,918 3,839 2,428 7,254 34 4,637 5,325
Changes from: July 3, 2018 Total Change is: -3,484
-671 14,445 -162 -2,363 -11,676 173 -490 -3,289 -638 -243 -697 34 876 -1,673
Percent of Open Interest Represented by Each Category of Trader
4.2 58.5 0.7 58.5 9.6 0.1 28.9 19.6 2.7 1.7 5.1 0.0 3.2 3.7
Number of Traders in Each Category Total Traders: 127
. 9 . 14 15 . 29 36 13 8 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 46,125
Positions
28,427 2,556 2,604 4,406 25,624 0 7,876 11,262 715 615 905 3 1,479 2,456
Changes from: July 3, 2018 Total Change is: 845
0 0 0 -432 163 0 1,236 761 -55 -36 -285 0 132 261
Percent of Open Interest Represented by Each Category of Trader
61.6 5.5 5.6 9.6 55.6 0.0 17.1 24.4 1.6 1.3 2.0 0.0 3.2 5.3
Number of Traders in Each Category Total Traders: 40
. . . . 4 0 11 15 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 52,787
Positions
37,415 0 0 604 11,889 0 10,708 31,552 1,630 103 721 4 2,323 6,991
Changes from: July 3, 2018 Total Change is: -889
1,256 0 -1 -1,615 210 0 -104 -877 33 103 -423 0 -561 169
Percent of Open Interest Represented by Each Category of Trader
70.9 0.0 0.0 1.1 22.5 0.0 20.3 59.8 3.1 0.2 1.4 0.0 4.4 13.2
Number of Traders in Each Category Total Traders: 101
11 0 0 . 20 0 17 44 8 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 43,505
Positions
10,995 24,000 1,055 8,887 150 435 9,874 7,232 2,057 1,437 1,349 525 8,240 6,703
Changes from: July 3, 2018 Total Change is: 493
361 983 86 891 -1,409 123 359 -599 -358 -710 416 7 -266 1,243
Percent of Open Interest Represented by Each Category of Trader
25.3 55.2 2.4 20.4 0.3 1.0 22.7 16.6 4.7 3.3 3.1 1.2 18.9 15.4
Number of Traders in Each Category Total Traders: 104
14 22 . 16 . . 28 13 12 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 87,009
Positions
21,989 47,999 2,111 17,774 300 869 19,747 14,463 4,113 2,875 2,699 1,050 16,481 13,405
Changes from: July 3, 2018 Total Change is: 986
722 1,966 173 1,782 -2,818 245 717 -1,198 -716 -1,421 833 15 -532 2,486
Percent of Open Interest Represented by Each Category of Trader
25.3 55.2 2.4 20.4 0.3 1.0 22.7 16.6 4.7 3.3 3.1 1.2 18.9 15.4
Number of Traders in Each Category Total Traders: 104
14 22 . 16 . . 28 13 12 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 29,577
Positions
1,837 23,888 0 25,547 1,588 242 0 3,147 0 0 0 0 1,951 712
Changes from: July 3, 2018 Total Change is: -43
-283 26 0 -5 0 0 0 -20 0 0 0 0 245 -49
Percent of Open Interest Represented by Each Category of Trader
6.2 80.8 0.0 86.4 5.4 0.8 0.0 10.6 0.0 0.0 0.0 0.0 6.6 2.4
Number of Traders in Each Category Total Traders: 24
. 7 0 11 . 4 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 777,506
Positions
37,215 95,884 53,730 281,361 188,491 68,306 61,317 80,967 120,037 22,000 35,668 40,001 93,539 94,423
Changes from: July 3, 2018 Total Change is: 27,689
2,812 -1,600 4,662 6,565 -3,437 2,875 -597 3,928 12,864 -2,478 -289 1,897 -911 6,789
Percent of Open Interest Represented by Each Category of Trader
4.8 12.3 6.9 36.2 24.2 8.8 7.9 10.4 15.4 2.8 4.6 5.1 12.0 12.1
Number of Traders in Each Category Total Traders: 647
36 38 43 166 100 115 82 118 118 58 48 62
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 84,799
Positions
27,763 9,933 1,639 7,292 19,234 1,844 5,667 1,890 12,627 5,097 34 3,314 19,556 34,284
Changes from: July 3, 2018 Total Change is: 7,424
1,371 -66 554 1,065 801 703 341 354 2,298 919 11 132 42 2,637
Percent of Open Interest Represented by Each Category of Trader
32.7 11.7 1.9 8.6 22.7 2.2 6.7 2.2 14.9 6.0 0.0 3.9 23.1 40.4
Number of Traders in Each Category Total Traders: 58
8 6 6 5 5 . 12 10 20 7 4 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 25,261
Positions
1,169 24,419 0 8,739 0 314 11,547 0 0 1,167 0 0 2,325 528
Changes from: July 3, 2018 Total Change is: -926
14 -697 0 121 0 -64 -359 0 0 -738 0 0 100 -165
Percent of Open Interest Represented by Each Category of Trader
4.6 96.7 0.0 34.6 0.0 1.2 45.7 0.0 0.0 4.6 0.0 0.0 9.2 2.1
Number of Traders in Each Category Total Traders: 26
4 9 0 7 0 . 5 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 3,463,536
Positions
148,346 530,843 159,369 1,378,938 854,875 323,717 295,369 412,503 519,932 86,350 180,003 181,599 369,917 300,696
Changes from: July 3, 2018 Total Change is: 101,327
8,555 -6,319 19,187 29,265 -19,426 9,099 4,382 26,937 43,762 -16,074 -588 7,915 -4,765 20,760
Percent of Open Interest Represented by Each Category of Trader
4.3 15.3 4.6 39.8 24.7 9.3 8.5 11.9 15.0 2.5 5.2 5.2 10.7 8.7
Number of Traders in Each Category Total Traders: 635
35 39 43 168 97 113 80 116 113 53 47 58
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 27,264
Positions
3,443 23,940 0 18,536 14 1,573 974 0 0 745 1,121 0 1,993 616
Changes from: July 3, 2018 Total Change is: -177
-26 77 0 -7 0 0 240 0 0 -582 0 0 198 -254
Percent of Open Interest Represented by Each Category of Trader
12.6 87.8 0.0 68.0 0.1 5.8 3.6 0.0 0.0 2.7 4.1 0.0 7.3 2.3
Number of Traders in Each Category Total Traders: 23
4 7 0 7 . . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 12,762
Positions
4,035 9,005 8 5,027 1,396 361 334 1,333 18 1,035 0 0 1,944 641
Changes from: July 3, 2018 Total Change is: 216
159 242 0 -183 0 26 -36 -116 -89 0 0 0 339 153
Percent of Open Interest Represented by Each Category of Trader
31.6 70.6 0.1 39.4 10.9 2.8 2.6 10.4 0.1 8.1 0.0 0.0 15.2 5.0
Number of Traders in Each Category Total Traders: 22
4 9 . 5 . . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 26,339
Positions
18,088 13,210 0 5,466 9,256 304 747 0 0 0 2,476 0 1,734 1,093
Changes from: July 3, 2018 Total Change is: -1,631
-200 2,622 0 -1,606 -2,405 -1 -174 0 -91 0 -461 0 441 -1,295
Percent of Open Interest Represented by Each Category of Trader
68.7 50.2 0.0 20.8 35.1 1.2 2.8 0.0 0.0 0.0 9.4 0.0 6.6 4.1
Number of Traders in Each Category Total Traders: 21
4 6 0 4 . . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 84,466
Positions
3,620 37,136 488 42,447 32,294 5,591 19,434 2,566 1,034 0 1,021 0 11,852 4,336
Changes from: July 3, 2018 Total Change is: 572
-8 -218 -4 1,453 -1,693 343 -102 1,339 -133 0 0 0 -977 938
Percent of Open Interest Represented by Each Category of Trader
4.3 44.0 0.6 50.3 38.2 6.6 23.0 3.0 1.2 0.0 1.2 0.0 14.0 5.1
Number of Traders in Each Category Total Traders: 86
4 8 . 35 16 14 16 5 9 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 52,214
Positions
9,034 11,640 951 15,462 9,484 546 12,909 17,186 2,311 2,711 1,408 870 7,419 7,818
Changes from: July 3, 2018 Total Change is: 431
-489 1,075 93 552 -1,147 -158 12 334 -64 769 165 116 -399 18
Percent of Open Interest Represented by Each Category of Trader
17.3 22.3 1.8 29.6 18.2 1.0 24.7 32.9 4.4 5.2 2.7 1.7 14.2 15.0
Number of Traders in Each Category Total Traders: 271
18 23 8 56 30 27 37 70 32 15 22 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 261,071
Positions
45,168 58,198 4,754 77,310 47,418 2,732 64,545 85,931 11,556 13,557 7,038 4,352 37,097 39,091
Changes from: July 3, 2018 Total Change is: 2,157
-2,444 5,376 464 2,758 -5,737 -791 58 1,670 -320 3,846 825 581 -1,994 90
Percent of Open Interest Represented by Each Category of Trader
17.3 22.3 1.8 29.6 18.2 1.0 24.7 32.9 4.4 5.2 2.7 1.7 14.2 15.0
Number of Traders in Each Category Total Traders: 271
18 23 8 56 30 27 37 70 32 15 22 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 580,983
Positions
44,308 183,181 3,022 271,919 154,106 38,387 159,907 161,901 18,058 16,619 1,803 2,036 26,727 18,489
Changes from: July 3, 2018 Total Change is: 16,197
-324 7,624 490 17,149 -8,360 -641 -762 16,109 1,330 -1,969 -511 -53 978 210
Percent of Open Interest Represented by Each Category of Trader
7.6 31.5 0.5 46.8 26.5 6.6 27.5 27.9 3.1 2.9 0.3 0.4 4.6 3.2
Number of Traders in Each Category Total Traders: 319
16 28 5 88 48 29 54 63 31 14 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 30,547
Positions
1,235 16,215 1 20,238 1,156 347 1,603 8,881 262 889 1,366 0 5,972 2,319
Changes from: July 3, 2018 Total Change is: -1,305
102 1,302 0 -1,059 175 -419 -148 -594 212 0 -791 0 7 -1,190
Percent of Open Interest Represented by Each Category of Trader
4.0 53.1 0.0 66.3 3.8 1.1 5.2 29.1 0.9 2.9 4.5 0.0 19.6 7.6
Number of Traders in Each Category Total Traders: 45
. 4 . 17 . . 5 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 53,783
Positions
6,725 10,553 1,591 19,773 22,199 1,764 12,667 4,089 340 1,519 1,343 0 9,404 11,904
Changes from: July 3, 2018 Total Change is: -326
-576 -914 1,162 -716 16,417 -56 88 -3,130 45 -1,084 -20 0 811 -13,830
Percent of Open Interest Represented by Each Category of Trader
12.5 19.6 3.0 36.8 41.3 3.3 23.6 7.6 0.6 2.8 2.5 0.0 17.5 22.1
Number of Traders in Each Category Total Traders: 60
7 13 6 9 5 6 16 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 302,344
Positions
34,611 180,941 2,162 199,989 69,377 20,515 31,865 19,346 2,157 2,746 2,476 0 8,299 5,370
Changes from: July 3, 2018 Total Change is: -6,193
3,020 -1,350 5 -6,768 -2,324 -1,555 -281 2,348 -333 -219 409 0 -62 -3,393
Percent of Open Interest Represented by Each Category of Trader
11.4 59.8 0.7 66.1 22.9 6.8 10.5 6.4 0.7 0.9 0.8 0.0 2.7 1.8
Number of Traders in Each Category Total Traders: 156
8 14 . 60 30 23 21 13 7 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 982,994
Positions
59,284 502,928 5,230 607,176 243,788 109,935 117,696 64,112 12,892 39,401 29,215 941 30,439 13,953
Changes from: July 3, 2018 Total Change is: 18,389
4,655 -21,099 818 -6,016 25,551 5,297 10,911 -581 -557 1,913 9,464 148 1,220 -652
Percent of Open Interest Represented by Each Category of Trader
6.0 51.2 0.5 61.8 24.8 11.2 12.0 6.5 1.3 4.0 3.0 0.1 3.1 1.4
Number of Traders in Each Category Total Traders: 410
22 28 10 142 80 72 58 35 19 32 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 113,725
Positions
21,140 41,020 71,924 10,635 0 270 8,696 0 408 620 30 0 32 73
Changes from: July 3, 2018 Total Change is: 1,188
140 558 650 0 0 0 398 0 0 0 0 0 0 -20
Percent of Open Interest Represented by Each Category of Trader
18.6 36.1 63.2 9.4 0.0 0.2 7.6 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 July 10, 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 1,003,635
Positions
20,389 90,545 30,473 316,619 228,608 222,974 96,994 79,068 102,551 36,715 37,125 15,585 161,335 196,706
Changes from: July 3, 2018 Total Change is: 30,268
2,465 13,643 1,722 1,719 15,228 -3,082 14,866 -6,618 5,548 1,953 -619 1,407 3,671 3,040
Percent of Open Interest Represented by Each Category of Trader
2.0 9.0 3.0 31.5 22.8 22.2 9.7 7.9 10.2 3.7 3.7 1.6 16.1 19.6
Number of Traders in Each Category Total Traders: 199
10 23 21 53 31 49 38 25 49 8 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 978,682
Positions
10,479 203,136 565 538,747 74,546 150,865 65,654 432,456 9,556 60,951 6,925 764 141,100 99,870
Changes from: July 3, 2018 Total Change is: 8,342
-4,139 6,387 70 3,696 -1,221 2,082 5,571 6,683 -4,156 -187 -1,536 38 5,366 -5
Percent of Open Interest Represented by Each Category of Trader
1.1 20.8 0.1 55.0 7.6 15.4 6.7 44.2 1.0 6.2 0.7 0.1 14.4 10.2
Number of Traders in Each Category Total Traders: 125
. 16 5 54 9 37 12 23 18 6 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 1,956,627
Positions
57,866 198,279 16,951 833,339 319,016 241,889 336,691 592,722 128,400 213,306 279,355 5,630 122,556 174,385
Changes from: July 3, 2018 Total Change is: 8,269
11,467 18,693 -3,742 14,510 -31,817 6,698 -626 -27,048 2,518 -18,584 41,642 -784 -3,188 2,111
Percent of Open Interest Represented by Each Category of Trader
3.0 10.1 0.9 42.6 16.3 12.4 17.2 30.3 6.6 10.9 14.3 0.3 6.3 8.9
Number of Traders in Each Category Total Traders: 341
14 35 8 82 44 63 51 67 47 24 24 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 4,387,465
Positions
101,681 364,605 186,044 1,589,083 783,800 614,892 486,355 981,732 547,737 402,760 269,440 99,775 359,137 539,440
Changes from: July 3, 2018 Total Change is: 121,012
7,127 -16,687 8,486 -49,954 16,732 7,718 77,963 22,850 59,979 10,558 8,808 3,002 -3,866 10,123
Percent of Open Interest Represented by Each Category of Trader
2.3 8.3 4.2 36.2 17.9 14.0 11.1 22.4 12.5 9.2 6.1 2.3 8.2 12.3
Number of Traders in Each Category Total Traders: 466
21 52 44 93 93 116 57 84 90 25 41 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 570,034
Positions
43,274 18,451 8,015 188,174 204,259 50,753 114,668 43,458 18,878 46,129 48,051 500 99,643 177,669
Changes from: July 3, 2018 Total Change is: 20,326
6,499 -2,532 -82 692 11,251 -3,867 10,832 2,041 8,126 0 10,007 0 -1,874 -4,618
Percent of Open Interest Represented by Each Category of Trader
7.6 3.2 1.4 33.0 35.8 8.9 20.1 7.6 3.3 8.1 8.4 0.1 17.5 31.2
Number of Traders in Each Category Total Traders: 104
7 7 4 17 35 30 16 11 9 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 4,163,227
Positions
110,594 292,411 127,243 1,892,621 526,809 711,886 333,536 1,401,810 329,714 348,551 317,944 38,556 270,526 416,854
Changes from: July 3, 2018 Total Change is: 37,940
15,415 4,068 -981 -7,407 -21,758 12,791 9,757 23,277 8,895 -7,443 10,521 552 6,361 575
Percent of Open Interest Represented by Each Category of Trader
2.7 7.0 3.1 45.5 12.7 17.1 8.0 33.7 7.9 8.4 7.6 0.9 6.5 10.0
Number of Traders in Each Category Total Traders: 361
17 40 22 81 59 75 39 78 67 20 27 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 1,910,335
Positions
459,622 478,723 556,292 15,665 19,765 59,977 86,724 193,428 411,374 212,853 55,454 75,815 32,013 59,507
Changes from: July 3, 2018 Total Change is: -3,250
2,626 -7,572 -3,092 10,395 -15,327 -3,750 2,274 42,514 -12,066 4,553 -1,060 -4,565 374 1,668
Percent of Open Interest Represented by Each Category of Trader
24.1 25.1 29.1 0.8 1.0 3.1 4.5 10.1 21.5 11.1 2.9 4.0 1.7 3.1
Number of Traders in Each Category Total Traders: 141
28 29 48 . 5 5 19 36 46 5 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 is26,212,551
Positions
6,434,351 1,195,612 4,431,770 317,399 2,253,310 2,161,187 654,356 2,762,948 10,031,033 52,121 522,769 1,486,720 643,613 1,367,203
Changes from: July 3, 2018 Total Change is: 639,550
169,950 29,414 43,326 1,107 -25,409 -250,250 7,857 126,367 592,101 5,522 25,747 66,287 3,649 31,967
Percent of Open Interest Represented by Each Category of Trader
24.5 4.6 16.9 1.2 8.6 8.2 2.5 10.5 38.3 0.2 2.0 5.7 2.5 5.2
Number of Traders in Each Category Total Traders: 316
37 40 71 12 34 39 46 95 107 16 25 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 6,670
Positions
3,481 683 800 0 0 0 35 2,693 1,964 0 0 0 390 530
Changes from: July 3, 2018 Total Change is: 749
169 74 427 0 0 0 34 -101 179 0 0 0 -60 170
Percent of Open Interest Represented by Each Category of Trader
52.2 10.2 12.0 0.0 0.0 0.0 0.5 40.4 29.4 0.0 0.0 0.0 5.8 7.9
Number of Traders in Each Category Total Traders: 20
. 4 4 0 0 0 . 10 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 30,825
Positions
4,495 4,899 0 128 8,206 29 14,689 14,025 0 11,226 3,323 214 44 129
Changes from: July 3, 2018 Total Change is: -97
827 128 0 66 -42 -107 -927 153 0 50 -249 -15 9 35
Percent of Open Interest Represented by Each Category of Trader
14.6 15.9 0.0 0.4 26.6 0.1 47.7 45.5 0.0 36.4 10.8 0.7 0.1 0.4
Number of Traders in Each Category Total Traders: 42
4 5 0 . 10 . . 10 0 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 14,879
Positions
3,394 2,190 0 708 2,769 24 10,628 7,318 110 0 2,417 0 15 51
Changes from: July 3, 2018 Total Change is: -1,132
182 9 0 617 -186 -617 -1,429 -435 110 0 25 0 5 -38
Percent of Open Interest Represented by Each Category of Trader
22.8 14.7 0.0 4.8 18.6 0.2 71.4 49.2 0.7 0.0 16.2 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 32
. . 0 . 7 . 5 8 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 5,225
Positions
55 0 0 200 42 0 1,263 2,635 294 1,148 1,444 11 2,254 799
Changes from: July 3, 2018 Total Change is: -29
0 0 0 -39 42 0 -15 -217 27 25 100 0 -27 19
Percent of Open Interest Represented by Each Category of Trader
1.1 0.0 0.0 3.8 0.8 0.0 24.2 50.4 5.6 22.0 27.6 0.2 43.1 15.3
Number of Traders in Each Category Total Traders: 51
. 0 0 . . 0 8 14 4 20 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 2,622
Positions
0 0 0 0 119 0 1,412 1,652 102 396 368 11 701 370
Changes from: July 3, 2018 Total Change is: 108
0 0 0 -44 35 0 214 13 60 -42 2 5 -85 -7
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 4.5 0.0 53.9 63.0 3.9 15.1 14.0 0.4 26.7 14.1
Number of Traders in Each Category Total Traders: 37
0 0 0 0 . 0 9 11 . 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 47,944
Positions
665 19,785 0 12,165 309 454 16,737 21,912 1,599 9,655 1,720 133 6,536 2,031
Changes from: July 3, 2018 Total Change is: -1,963
10 0 0 -534 62 -13 -1,592 -2,747 815 -589 -168 -9 -51 98
Percent of Open Interest Represented by Each Category of Trader
1.4 41.3 0.0 25.4 0.6 0.9 34.9 45.7 3.3 20.1 3.6 0.3 13.6 4.2
Number of Traders in Each Category Total Traders: 125
. . 0 12 . . 36 20 11 41 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 381,228
Positions
32,163 10,632 32,997 97,397 46,356 17,348 57,565 130,006 84,753 17,013 5,146 19,322 22,670 34,668
Changes from: July 3, 2018 Total Change is: -9,987
1,796 -23,289 224 -6,892 -13,390 2,920 -4,206 26,299 -5,824 1,665 -1,822 240 90 4,655
Percent of Open Interest Represented by Each Category of Trader
8.4 2.8 8.7 25.5 12.2 4.6 15.1 34.1 22.2 4.5 1.3 5.1 5.9 9.1
Number of Traders in Each Category Total Traders: 231
14 11 20 22 31 19 51 60 66 12 12 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 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 43,074
Positions
1,036 3,414 0 31,477 33 210 5,139 39,006 242 4,812 142 0 158 27
Changes from: July 3, 2018 Total Change is: -4,361
-16 0 0 -346 1 0 -4,086 -4,370 0 86 3 0 1 5
Percent of Open Interest Represented by Each Category of Trader
2.4 7.9 0.0 73.1 0.1 0.5 11.9 90.6 0.6 11.2 0.3 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 48
4 . 0 12 . . 7 10 . 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 13, 2018