Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 177,478
Positions
60,551 16,388 4,693 34,192 32,413 4,504 17,367 57,818 19,742 7,535 2,513 836 28,058 38,571
Changes from: July 10, 2018 Total Change is: -633
105 -178 135 408 -1,837 587 -1,591 -4,568 1,817 -982 95 12 -1,124 3,304
Percent of Open Interest Represented by Each Category of Trader
34.1 9.2 2.6 19.3 18.3 2.5 9.8 32.6 11.1 4.2 1.4 0.5 15.8 21.7
Number of Traders in Each Category Total Traders: 112
12 . 8 11 19 6 16 37 23 7 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 94,233
Positions
73,844 2,717 213 1,189 17,148 324 10,429 41,204 1,338 465 1,625 0 6,432 29,664
Changes from: July 10, 2018 Total Change is: 2,429
3,587 -125 -6 101 90 0 -1,183 1,210 161 0 -49 0 -231 1,148
Percent of Open Interest Represented by Each Category of Trader
78.4 2.9 0.2 1.3 18.2 0.3 11.1 43.7 1.4 0.5 1.7 0.0 6.8 31.5
Number of Traders in Each Category Total Traders: 56
7 . . . 11 . 7 24 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 225,878
Positions
69,793 10,162 10,588 42,238 76,725 7,080 38,140 41,683 25,515 1,230 7,521 2,652 28,643 43,952
Changes from: July 10, 2018 Total Change is: 11,218
-3,622 678 2,478 839 1,150 1,198 9,871 5,253 -1,649 129 -77 207 1,767 1,980
Percent of Open Interest Represented by Each Category of Trader
30.9 4.5 4.7 18.7 34.0 3.1 16.9 18.5 11.3 0.5 3.3 1.2 12.7 19.5
Number of Traders in Each Category Total Traders: 113
8 5 8 14 25 11 23 32 20 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 250,893
Positions
81,000 4,246 11,318 33,155 43,401 9,459 64,521 106,634 23,983 3,723 2,537 1,919 21,814 47,395
Changes from: July 10, 2018 Total Change is: 43,569
21,133 -11,551 4,168 -531 6,845 1,887 10,186 32,236 6,356 282 947 534 -447 2,146
Percent of Open Interest Represented by Each Category of Trader
32.3 1.7 4.5 13.2 17.3 3.8 25.7 42.5 9.6 1.5 1.0 0.8 8.7 18.9
Number of Traders in Each Category Total Traders: 142
10 4 9 16 24 12 27 50 22 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 560,086
Positions
58,657 156,471 21,556 265,630 115,126 39,181 32,389 102,254 43,303 19,482 10,292 6,102 73,785 65,801
Changes from: July 10, 2018 Total Change is: 15,414
-1,141 15,874 956 15,143 113 1,756 -3,022 -4,453 1,641 -588 1,825 330 338 -2,629
Percent of Open Interest Represented by Each Category of Trader
10.5 27.9 3.8 47.4 20.6 7.0 5.8 18.3 7.7 3.5 1.8 1.1 13.2 11.7
Number of Traders in Each Category Total Traders: 292
21 7 17 87 39 45 31 61 34 26 20 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 32,981
Positions
407 17,765 0 15,878 6,411 2,313 510 1,553 0 0 771 5 13,868 4,163
Changes from: July 10, 2018 Total Change is: -85
1 0 0 -104 -63 22 0 -550 0 0 0 0 -4 506
Percent of Open Interest Represented by Each Category of Trader
1.2 53.9 0.0 48.1 19.4 7.0 1.5 4.7 0.0 0.0 2.3 0.0 42.0 12.6
Number of Traders in Each Category Total Traders: 27
. . 0 13 7 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 27,480
Positions
3,960 6,212 562 8,169 12,580 1,908 5,491 1,344 0 0 0 0 7,390 4,874
Changes from: July 10, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
14.4 22.6 2.0 29.7 45.8 6.9 20.0 4.9 0.0 0.0 0.0 0.0 26.9 17.7
Number of Traders in Each Category Total Traders: 21
. . . 5 8 9 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 149,415
Positions
77,498 4,033 5,764 6,490 38,933 3,662 22,592 44,718 11,231 910 26 1,281 19,987 39,767
Changes from: July 10, 2018 Total Change is: -3,519
-3,352 540 51 166 -1,189 108 -1,087 -1,229 -724 507 -13 164 650 -1,226
Percent of Open Interest Represented by Each Category of Trader
51.9 2.7 3.9 4.3 26.1 2.5 15.1 29.9 7.5 0.6 0.0 0.9 13.4 26.6
Number of Traders in Each Category Total Traders: 88
10 4 8 7 15 5 18 30 20 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 27,469
Positions
0 15,452 0 22,382 121 0 2,504 10,826 18 555 0 0 2,010 1,052
Changes from: July 10, 2018 Total Change is: 5,057
0 1,399 0 5,086 -7 0 -499 4,119 3 455 0 0 12 -457
Percent of Open Interest Represented by Each Category of Trader
0.0 56.3 0.0 81.5 0.4 0.0 9.1 39.4 0.1 2.0 0.0 0.0 7.3 3.8
Number of Traders in Each Category Total Traders: 26
0 5 0 4 . 0 7 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 155,867
Positions
6,056 90,751 836 90,279 9,784 438 45,826 38,853 2,988 3,486 7,725 23 5,936 4,469
Changes from: July 10, 2018 Total Change is: 13,175
81 7,266 -103 6,839 -3,920 241 4,622 10,936 -851 1,058 471 -11 1,298 -856
Percent of Open Interest Represented by Each Category of Trader
3.9 58.2 0.5 57.9 6.3 0.3 29.4 24.9 1.9 2.2 5.0 0.0 3.8 2.9
Number of Traders in Each Category Total Traders: 138
. 10 . 17 12 . 36 37 11 10 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 45,684
Positions
28,427 2,556 2,604 3,634 25,785 0 8,189 9,991 627 615 1,836 3 1,585 2,282
Changes from: July 10, 2018 Total Change is: -441
0 0 0 -772 161 0 313 -1,271 -88 0 931 0 106 -174
Percent of Open Interest Represented by Each Category of Trader
62.2 5.6 5.7 8.0 56.4 0.0 17.9 21.9 1.4 1.3 4.0 0.0 3.5 5.0
Number of Traders in Each Category Total Traders: 40
. . . . 4 0 12 13 4 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 53,254
Positions
35,969 0 0 909 12,054 16 12,171 31,968 1,706 0 872 4 2,479 6,634
Changes from: July 10, 2018 Total Change is: 467
-1,446 0 0 305 165 16 1,463 416 76 -103 151 0 156 -357
Percent of Open Interest Represented by Each Category of Trader
67.5 0.0 0.0 1.7 22.6 0.0 22.9 60.0 3.2 0.0 1.6 0.0 4.7 12.5
Number of Traders in Each Category Total Traders: 98
10 0 0 5 20 . 18 40 7 0 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 7,990
Positions
3,791 830 0 2,693 2,176 0 172 3,378 192 0 220 0 1,142 1,194
Changes from: July 10, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
47.4 10.4 0.0 33.7 27.2 0.0 2.2 42.3 2.4 0.0 2.8 0.0 14.3 14.9
Number of Traders in Each Category Total Traders: 20
. . 0 . . 0 . 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 44,460
Positions
10,705 26,147 1,062 9,073 171 387 10,842 6,725 1,818 1,275 902 581 8,717 6,667
Changes from: July 10, 2018 Total Change is: 955
-290 2,147 6 186 21 -48 968 -506 -239 -162 -447 56 477 -36
Percent of Open Interest Represented by Each Category of Trader
24.1 58.8 2.4 20.4 0.4 0.9 24.4 15.1 4.1 2.9 2.0 1.3 19.6 15.0
Number of Traders in Each Category Total Traders: 103
14 21 . 15 . . 24 19 11 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 88,919
Positions
21,410 52,293 2,124 18,145 342 774 21,684 13,451 3,635 2,550 1,805 1,163 17,435 13,333
Changes from: July 10, 2018 Total Change is: 1,910
-579 4,294 13 371 42 -95 1,937 -1,012 -478 -325 -894 113 954 -72
Percent of Open Interest Represented by Each Category of Trader
24.1 58.8 2.4 20.4 0.4 0.9 24.4 15.1 4.1 2.9 2.0 1.3 19.6 15.0
Number of Traders in Each Category Total Traders: 103
14 21 . 15 . . 24 19 11 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 28,445
Positions
3,093 23,064 0 22,911 1,588 242 0 2,667 0 0 461 0 2,199 423
Changes from: July 10, 2018 Total Change is: -1,132
1,256 -824 0 -2,636 0 0 0 -480 0 0 461 0 248 -289
Percent of Open Interest Represented by Each Category of Trader
10.9 81.1 0.0 80.5 5.6 0.9 0.0 9.4 0.0 0.0 1.6 0.0 7.7 1.5
Number of Traders in Each Category Total Traders: 24
4 7 0 10 . 4 0 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 804,126
Positions
44,031 92,043 56,205 281,403 188,631 66,474 63,790 89,262 130,606 22,242 38,957 40,687 98,687 101,260
Changes from: July 10, 2018 Total Change is: 26,619
6,816 -3,841 2,476 42 140 -1,832 2,472 8,295 10,569 242 3,289 686 5,148 6,837
Percent of Open Interest Represented by Each Category of Trader
5.5 11.4 7.0 35.0 23.5 8.3 7.9 11.1 16.2 2.8 4.8 5.1 12.3 12.6
Number of Traders in Each Category Total Traders: 640
35 36 42 159 100 118 90 116 126 56 47 64
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 90,402
Positions
29,478 9,823 1,877 7,304 19,156 2,164 5,880 1,167 14,274 5,480 40 3,640 20,304 38,261
Changes from: July 10, 2018 Total Change is: 5,603
1,716 -110 238 12 -78 321 213 -724 1,647 383 6 326 748 3,977
Percent of Open Interest Represented by Each Category of Trader
32.6 10.9 2.1 8.1 21.2 2.4 6.5 1.3 15.8 6.1 0.0 4.0 22.5 42.3
Number of Traders in Each Category Total Traders: 60
7 7 6 5 5 . 11 12 21 8 4 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 25,275
Positions
1,169 24,401 0 8,518 0 314 11,626 0 0 1,167 0 0 2,481 560
Changes from: July 10, 2018 Total Change is: 14
0 -18 0 -221 0 0 79 0 0 0 0 0 156 32
Percent of Open Interest Represented by Each Category of Trader
4.6 96.5 0.0 33.7 0.0 1.2 46.0 0.0 0.0 4.6 0.0 0.0 9.8 2.2
Number of Traders in Each Category Total Traders: 25
4 9 0 6 0 . 5 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 3,568,618
Positions
182,190 520,528 162,216 1,379,465 856,343 312,578 308,026 458,953 563,183 85,235 196,014 183,808 391,917 314,995
Changes from: July 10, 2018 Total Change is: 105,082
33,844 -10,315 2,847 527 1,468 -11,139 12,657 46,450 43,251 -1,114 16,011 2,209 22,000 14,300
Percent of Open Interest Represented by Each Category of Trader
5.1 14.6 4.5 38.7 24.0 8.8 8.6 12.9 15.8 2.4 5.5 5.2 11.0 8.8
Number of Traders in Each Category Total Traders: 626
35 36 42 161 97 116 88 113 122 52 44 59
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 27,651
Positions
3,991 24,199 0 18,350 14 1,573 974 0 0 745 1,121 0 2,018 744
Changes from: July 10, 2018 Total Change is: 387
548 259 0 -186 0 0 0 0 0 0 0 0 25 128
Percent of Open Interest Represented by Each Category of Trader
14.4 87.5 0.0 66.4 0.1 5.7 3.5 0.0 0.0 2.7 4.1 0.0 7.3 2.7
Number of Traders in Each Category Total Traders: 22
. 7 0 7 . . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 13,492
Positions
4,835 9,717 8 5,041 1,367 361 334 1,333 18 1,035 0 0 1,860 688
Changes from: July 10, 2018 Total Change is: 730
800 712 0 14 -29 0 0 0 0 0 0 0 -84 47
Percent of Open Interest Represented by Each Category of Trader
35.8 72.0 0.1 37.4 10.1 2.7 2.5 9.9 0.1 7.7 0.0 0.0 13.8 5.1
Number of Traders in Each Category Total Traders: 23
4 10 . 5 . . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 27,992
Positions
19,671 15,865 0 5,391 7,440 304 747 651 0 0 2,476 0 1,879 1,256
Changes from: July 10, 2018 Total Change is: 1,653
1,583 2,655 0 -75 -1,816 0 0 651 0 0 0 0 145 163
Percent of Open Interest Represented by Each Category of Trader
70.3 56.7 0.0 19.3 26.6 1.1 2.7 2.3 0.0 0.0 8.8 0.0 6.7 4.5
Number of Traders in Each Category Total Traders: 25
5 7 0 4 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 83,974
Positions
3,841 38,034 516 41,957 32,096 5,151 19,284 2,601 1,010 0 1,021 0 12,215 3,545
Changes from: July 10, 2018 Total Change is: -492
221 898 28 -490 -198 -440 -150 35 -24 0 0 0 363 -791
Percent of Open Interest Represented by Each Category of Trader
4.6 45.3 0.6 50.0 38.2 6.1 23.0 3.1 1.2 0.0 1.2 0.0 14.5 4.2
Number of Traders in Each Category Total Traders: 86
5 9 . 35 15 13 15 5 10 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 53,681
Positions
8,788 13,843 1,035 15,310 9,659 626 14,075 15,511 2,601 2,635 1,573 948 7,663 7,885
Changes from: July 10, 2018 Total Change is: 1,467
-246 2,203 84 -152 176 80 1,166 -1,675 289 -76 165 78 244 67
Percent of Open Interest Represented by Each Category of Trader
16.4 25.8 1.9 28.5 18.0 1.2 26.2 28.9 4.8 4.9 2.9 1.8 14.3 14.7
Number of Traders in Each Category Total Traders: 277
19 24 9 58 29 25 43 61 32 16 27 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 268,404
Positions
43,939 69,213 5,176 76,548 48,297 3,132 70,374 77,555 13,003 13,176 7,864 4,740 38,316 39,425
Changes from: July 10, 2018 Total Change is: 7,333
-1,229 11,014 422 -762 879 399 5,830 -8,377 1,447 -381 826 388 1,219 334
Percent of Open Interest Represented by Each Category of Trader
16.4 25.8 1.9 28.5 18.0 1.2 26.2 28.9 4.8 4.9 2.9 1.8 14.3 14.7
Number of Traders in Each Category Total Traders: 277
19 24 9 58 29 25 43 61 32 16 27 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 573,790
Positions
44,807 182,936 3,176 264,076 150,360 41,139 156,343 156,838 18,021 18,046 1,627 1,953 26,229 17,739
Changes from: July 10, 2018 Total Change is: -7,193
499 -245 154 -7,843 -3,746 2,752 -3,565 -5,063 -37 1,427 -176 -83 -498 -750
Percent of Open Interest Represented by Each Category of Trader
7.8 31.9 0.6 46.0 26.2 7.2 27.2 27.3 3.1 3.1 0.3 0.3 4.6 3.1
Number of Traders in Each Category Total Traders: 316
16 29 4 88 48 30 53 59 33 16 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 29,522
Positions
1,685 16,215 1 18,585 1,206 348 1,938 8,241 264 1,111 1,203 0 5,590 2,044
Changes from: July 10, 2018 Total Change is: -1,025
450 0 0 -1,653 50 1 335 -640 2 222 -163 0 -382 -275
Percent of Open Interest Represented by Each Category of Trader
5.7 54.9 0.0 63.0 4.1 1.2 6.6 27.9 0.9 3.8 4.1 0.0 18.9 6.9
Number of Traders in Each Category Total Traders: 46
. 4 . 17 . . 6 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 54,908
Positions
6,127 12,114 1,127 21,972 21,305 1,283 14,069 5,908 395 1,356 1,606 0 8,579 11,170
Changes from: July 10, 2018 Total Change is: 1,125
-598 1,561 -464 2,199 -894 -481 1,402 1,819 55 -163 263 0 -825 -734
Percent of Open Interest Represented by Each Category of Trader
11.2 22.1 2.1 40.0 38.8 2.3 25.6 10.8 0.7 2.5 2.9 0.0 15.6 20.3
Number of Traders in Each Category Total Traders: 68
8 13 6 10 5 6 17 11 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 300,560
Positions
33,139 183,391 2,177 200,240 70,471 19,838 31,299 14,706 2,144 2,598 2,470 0 9,125 5,363
Changes from: July 10, 2018 Total Change is: -1,784
-1,472 2,450 15 251 1,094 -677 -566 -4,640 -13 -148 -6 0 826 -7
Percent of Open Interest Represented by Each Category of Trader
11.0 61.0 0.7 66.6 23.4 6.6 10.4 4.9 0.7 0.9 0.8 0.0 3.0 1.8
Number of Traders in Each Category Total Traders: 155
8 14 . 58 32 24 22 12 8 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 977,213
Positions
55,325 501,298 6,528 616,022 246,298 104,821 115,862 64,583 8,773 38,801 29,483 1,050 30,031 14,379
Changes from: July 10, 2018 Total Change is: -5,781
-3,959 -1,630 1,298 8,846 2,510 -5,114 -1,834 471 -4,119 -600 268 109 -408 426
Percent of Open Interest Represented by Each Category of Trader
5.7 51.3 0.7 63.0 25.2 10.7 11.9 6.6 0.9 4.0 3.0 0.1 3.1 1.5
Number of Traders in Each Category Total Traders: 406
21 27 10 141 78 68 57 36 22 33 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 113,614
Positions
21,104 40,688 72,125 10,635 0 270 8,420 0 408 620 30 0 32 93
Changes from: July 10, 2018 Total Change is: -111
-36 -332 201 0 0 0 -276 0 0 0 0 0 0 20
Percent of Open Interest Represented by Each Category of Trader
18.6 35.8 63.5 9.4 0.0 0.2 7.4 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 17, 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 1,011,084
Positions
19,448 109,446 28,129 323,196 222,114 224,794 102,409 80,908 94,740 36,245 36,932 15,644 166,478 198,377
Changes from: July 10, 2018 Total Change is: 7,449
-941 18,901 -2,344 6,577 -6,494 1,821 5,415 1,840 -7,811 -470 -193 59 5,143 1,670
Percent of Open Interest Represented by Each Category of Trader
1.9 10.8 2.8 32.0 22.0 22.2 10.1 8.0 9.4 3.6 3.7 1.5 16.5 19.6
Number of Traders in Each Category Total Traders: 198
10 22 21 53 31 49 35 28 47 8 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 997,301
Positions
13,484 205,869 1,015 551,622 71,677 157,261 61,238 445,633 5,843 61,006 16,634 712 145,120 92,656
Changes from: July 10, 2018 Total Change is: 18,619
3,005 2,733 450 12,874 -2,869 6,396 -4,416 13,178 -3,712 55 9,709 -52 4,020 -7,213
Percent of Open Interest Represented by Each Category of Trader
1.4 20.6 0.1 55.3 7.2 15.8 6.1 44.7 0.6 6.1 1.7 0.1 14.6 9.3
Number of Traders in Each Category Total Traders: 131
4 18 4 57 8 37 10 25 16 6 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 1,969,311
Positions
58,608 194,656 17,695 810,008 317,210 259,718 345,724 587,128 140,666 208,772 265,876 6,213 121,907 180,150
Changes from: July 10, 2018 Total Change is: 12,684
743 -3,623 744 -23,332 -1,806 17,830 9,033 -5,594 12,266 -4,534 -13,479 583 -649 5,764
Percent of Open Interest Represented by Each Category of Trader
3.0 9.9 0.9 41.1 16.1 13.2 17.6 29.8 7.1 10.6 13.5 0.3 6.2 9.1
Number of Traders in Each Category Total Traders: 338
15 32 8 80 44 62 54 68 51 24 21 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 4,452,296
Positions
99,428 355,994 188,552 1,590,530 754,386 630,964 503,770 1,085,523 529,273 446,969 269,404 101,727 361,082 536,472
Changes from: July 10, 2018 Total Change is: 64,831
-2,253 -8,611 2,508 1,447 -29,415 16,072 17,414 103,792 -18,464 44,209 -35 1,953 1,945 -2,968
Percent of Open Interest Represented by Each Category of Trader
2.2 8.0 4.2 35.7 16.9 14.2 11.3 24.4 11.9 10.0 6.1 2.3 8.1 12.0
Number of Traders in Each Category Total Traders: 467
21 50 45 93 93 118 62 83 91 27 38 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 578,112
Positions
39,906 24,727 7,788 190,026 210,277 54,174 117,539 47,318 19,641 46,106 44,804 500 102,432 168,883
Changes from: July 10, 2018 Total Change is: 8,078
-3,368 6,276 -227 1,852 6,018 3,421 2,871 3,860 763 -23 -3,247 0 2,789 -8,786
Percent of Open Interest Represented by Each Category of Trader
6.9 4.3 1.3 32.9 36.4 9.4 20.3 8.2 3.4 8.0 7.8 0.1 17.7 29.2
Number of Traders in Each Category Total Traders: 108
5 8 4 17 38 33 16 13 8 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 4,073,718
Positions
65,056 299,713 103,901 1,925,599 518,708 680,331 336,407 1,398,608 305,702 348,287 319,220 33,155 275,281 414,380
Changes from: July 10, 2018 Total Change is: -89,509
-45,538 7,302 -23,342 32,978 -8,101 -31,555 2,871 -3,202 -24,012 -264 1,276 -5,401 4,755 -2,474
Percent of Open Interest Represented by Each Category of Trader
1.6 7.4 2.6 47.3 12.7 16.7 8.3 34.3 7.5 8.5 7.8 0.8 6.8 10.2
Number of Traders in Each Category Total Traders: 357
12 42 21 81 59 76 40 75 62 22 26 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 1,886,639
Positions
448,668 451,136 535,671 28,833 14,566 44,877 68,131 197,781 446,324 193,180 50,681 89,209 31,746 56,394
Changes from: July 10, 2018 Total Change is: -23,696
-10,954 -27,587 -20,621 13,168 -5,199 -15,100 -18,593 4,353 34,951 -19,673 -4,773 13,394 -268 -3,113
Percent of Open Interest Represented by Each Category of Trader
23.8 23.9 28.4 1.5 0.8 2.4 3.6 10.5 23.7 10.2 2.7 4.7 1.7 3.0
Number of Traders in Each Category Total Traders: 147
29 30 50 . 4 4 29 31 48 7 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 is25,855,004
Positions
6,315,784 1,203,152 4,276,885 320,150 2,219,468 2,148,190 739,560 2,779,977 9,889,936 54,419 459,185 1,493,877 616,205 1,384,334
Changes from: July 10, 2018 Total Change is: -357,547
-118,567 7,540 -154,885 2,750 -33,841 -12,997 85,204 17,030 -141,097 2,298 -63,584 7,156 -27,408 17,131
Percent of Open Interest Represented by Each Category of Trader
24.4 4.7 16.5 1.2 8.6 8.3 2.9 10.8 38.3 0.2 1.8 5.8 2.4 5.4
Number of Traders in Each Category Total Traders: 316
32 45 71 10 34 38 40 100 112 16 25 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 8,879
Positions
5,557 2,356 738 0 0 0 28 3,233 2,145 0 25 0 411 382
Changes from: July 10, 2018 Total Change is: 2,209
2,076 1,673 -62 0 0 0 -7 540 181 0 25 0 21 -148
Percent of Open Interest Represented by Each Category of Trader
62.6 26.5 8.3 0.0 0.0 0.0 0.3 36.4 24.2 0.0 0.3 0.0 4.6 4.3
Number of Traders in Each Category Total Traders: 22
. 7 4 0 0 0 . 10 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 31,613
Positions
4,752 4,719 0 128 8,409 29 15,098 14,847 0 11,326 3,326 215 65 68
Changes from: July 10, 2018 Total Change is: 788
257 -180 0 0 203 0 409 822 0 100 3 1 21 -61
Percent of Open Interest Represented by Each Category of Trader
15.0 14.9 0.0 0.4 26.6 0.1 47.8 47.0 0.0 35.8 10.5 0.7 0.2 0.2
Number of Traders in Each Category Total Traders: 44
4 5 0 . 10 . . 12 0 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 14,319
Positions
3,265 2,047 0 708 2,491 24 10,278 7,272 0 0 2,424 0 44 61
Changes from: July 10, 2018 Total Change is: -560
-129 -143 0 0 -278 0 -350 -46 -110 0 7 0 29 10
Percent of Open Interest Represented by Each Category of Trader
22.8 14.3 0.0 4.9 17.4 0.2 71.8 50.8 0.0 0.0 16.9 0.0 0.3 0.4
Number of Traders in Each Category Total Traders: 31
. 4 0 . 7 . 4 8 0 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 5,122
Positions
55 0 0 112 0 0 1,245 2,325 327 1,083 1,810 11 2,289 649
Changes from: July 10, 2018 Total Change is: -103
0 0 0 -88 -42 0 -18 -310 33 -65 366 0 35 -150
Percent of Open Interest Represented by Each Category of Trader
1.1 0.0 0.0 2.2 0.0 0.0 24.3 45.4 6.4 21.1 35.3 0.2 44.7 12.7
Number of Traders in Each Category Total Traders: 50
. 0 0 . 0 0 9 12 4 18 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 2,854
Positions
0 0 0 25 89 0 1,469 1,990 68 493 332 15 784 360
Changes from: July 10, 2018 Total Change is: 232
0 0 0 25 -30 0 57 338 -34 97 -36 4 83 -10
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.9 3.1 0.0 51.5 69.7 2.4 17.3 11.6 0.5 27.5 12.6
Number of Traders in Each Category Total Traders: 33
0 0 0 . . 0 9 10 4 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 49,376
Positions
3,933 19,785 55 13,735 647 452 16,394 23,125 1,351 6,604 1,967 133 6,720 1,862
Changes from: July 10, 2018 Total Change is: 1,432
3,268 0 55 1,570 338 -2 -343 1,212 -248 -3,051 247 -1 184 -169
Percent of Open Interest Represented by Each Category of Trader
8.0 40.1 0.1 27.8 1.3 0.9 33.2 46.8 2.7 13.4 4.0 0.3 13.6 3.8
Number of Traders in Each Category Total Traders: 127
. . . 12 . . 35 22 11 38 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 425,383
Positions
33,991 12,435 38,713 96,678 53,267 16,434 86,691 156,376 93,943 15,659 7,819 15,994 27,280 30,402
Changes from: July 10, 2018 Total Change is: 44,155
1,828 1,803 5,716 -719 6,911 -914 29,126 26,370 9,190 -1,354 2,673 -3,328 4,610 -4,266
Percent of Open Interest Represented by Each Category of Trader
8.0 2.9 9.1 22.7 12.5 3.9 20.4 36.8 22.1 3.7 1.8 3.8 6.4 7.1
Number of Traders in Each Category Total Traders: 237
14 9 20 25 35 20 48 67 56 8 15 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 35,827
Positions
1,051 3,414 0 25,475 34 210 4,897 31,767 242 3,797 144 0 155 16
Changes from: July 10, 2018 Total Change is: -7,247
15 0 0 -6,002 1 0 -242 -7,239 0 -1,015 2 0 -3 -11
Percent of Open Interest Represented by Each Category of Trader
2.9 9.5 0.0 71.1 0.1 0.6 13.7 88.7 0.7 10.6 0.4 0.0 0.4 0.0
Number of Traders in Each Category Total Traders: 45
4 . 0 11 . . 5 10 . 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 20, 2018