Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 163,039
Positions
47,708 19,238 4,873 32,582 26,437 3,752 12,956 51,459 21,899 8,203 1,186 873 30,193 33,323
Changes from: July 24, 2018 Total Change is: -8,703
-7,776 2,462 -134 -1,663 -3,234 -521 1,679 -5,804 463 97 -25 19 -868 -1,930
Percent of Open Interest Represented by Each Category of Trader
29.3 11.8 3.0 20.0 16.2 2.3 7.9 31.6 13.4 5.0 0.7 0.5 18.5 20.4
Number of Traders in Each Category Total Traders: 109
10 4 7 10 17 5 19 36 24 8 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 92,996
Positions
71,509 2,595 215 1,116 17,796 283 11,509 41,843 1,160 453 1,625 0 6,750 27,478
Changes from: July 24, 2018 Total Change is: -888
-1,935 -125 31 -43 447 -41 1,119 -334 -414 -12 0 0 407 -452
Percent of Open Interest Represented by Each Category of Trader
76.9 2.8 0.2 1.2 19.1 0.3 12.4 45.0 1.2 0.5 1.7 0.0 7.3 29.5
Number of Traders in Each Category Total Traders: 56
7 . . . 11 . 10 21 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 230,732
Positions
73,906 8,698 11,896 44,518 81,334 5,180 33,778 43,998 29,553 2,219 7,864 2,895 26,787 39,313
Changes from: July 24, 2018 Total Change is: -827
-3,549 -74 2 1,373 2,654 -979 1,561 1,563 -792 524 378 183 851 -3,762
Percent of Open Interest Represented by Each Category of Trader
32.0 3.8 5.2 19.3 35.3 2.2 14.6 19.1 12.8 1.0 3.4 1.3 11.6 17.0
Number of Traders in Each Category Total Traders: 123
8 5 7 16 25 10 27 33 23 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 232,060
Positions
88,888 3,293 9,165 36,743 43,968 7,601 35,060 89,872 27,587 2,693 2,588 2,060 22,263 45,926
Changes from: July 24, 2018 Total Change is: -5,565
-5,528 82 751 1,548 2,202 -228 -2,082 -8,872 54 -129 -209 -15 63 670
Percent of Open Interest Represented by Each Category of Trader
38.3 1.4 3.9 15.8 18.9 3.3 15.1 38.7 11.9 1.2 1.1 0.9 9.6 19.8
Number of Traders in Each Category Total Traders: 141
10 4 8 17 24 12 26 46 24 4 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 568,317
Positions
45,769 169,251 21,370 274,052 115,215 37,956 33,095 100,493 42,865 18,104 9,664 6,136 88,970 65,366
Changes from: July 24, 2018 Total Change is: -686
-9,641 5,262 -375 4,920 267 -2,131 -147 -1,149 -2,112 751 -283 -162 8,210 -2
Percent of Open Interest Represented by Each Category of Trader
8.1 29.8 3.8 48.2 20.3 6.7 5.8 17.7 7.5 3.2 1.7 1.1 15.7 11.5
Number of Traders in Each Category Total Traders: 288
16 14 18 89 37 44 34 53 37 25 19 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 34,383
Positions
486 17,742 0 16,986 6,684 2,316 527 2,930 0 0 771 5 14,063 3,935
Changes from: July 24, 2018 Total Change is: 306
486 0 0 607 0 3 17 -331 0 0 0 0 -807 634
Percent of Open Interest Represented by Each Category of Trader
1.4 51.6 0.0 49.4 19.4 6.7 1.5 8.5 0.0 0.0 2.2 0.0 40.9 11.4
Number of Traders in Each Category Total Traders: 29
. . 0 15 6 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 25,695
Positions
3,811 6,212 528 8,622 11,975 2,021 4,049 0 0 0 0 0 6,664 4,959
Changes from: July 24, 2018 Total Change is: -1,317
54 0 -55 413 -570 89 -1,509 -553 0 0 0 0 -309 -228
Percent of Open Interest Represented by Each Category of Trader
14.8 24.2 2.1 33.6 46.6 7.9 15.8 0.0 0.0 0.0 0.0 0.0 25.9 19.3
Number of Traders in Each Category Total Traders: 20
. . . 6 8 8 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 155,281
Positions
87,008 4,283 4,669 6,155 41,680 2,428 19,472 47,913 13,494 638 42 1,321 20,096 39,450
Changes from: July 24, 2018 Total Change is: 3,574
5,031 -551 -875 767 1,007 -1,100 -1,313 3,134 1,291 -336 -20 -32 141 721
Percent of Open Interest Represented by Each Category of Trader
56.0 2.8 3.0 4.0 26.8 1.6 12.5 30.9 8.7 0.4 0.0 0.9 12.9 25.4
Number of Traders in Each Category Total Traders: 91
11 . 7 5 17 5 17 34 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 26,658
Positions
0 15,695 0 21,982 154 0 2,164 9,655 18 511 0 0 1,983 1,136
Changes from: July 24, 2018 Total Change is: -840
0 80 0 -959 7 0 0 -684 6 -39 0 0 152 -249
Percent of Open Interest Represented by Each Category of Trader
0.0 58.9 0.0 82.5 0.6 0.0 8.1 36.2 0.1 1.9 0.0 0.0 7.4 4.3
Number of Traders in Each Category Total Traders: 25
0 5 0 4 . 0 6 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 191,042
Positions
1,435 103,191 4,694 115,620 4,438 259 56,921 59,718 1,851 3,805 12,562 0 6,457 4,329
Changes from: July 24, 2018 Total Change is: 12,644
-4,117 6,119 3,660 5,158 -2,793 1 6,635 4,644 486 568 447 -3 255 82
Percent of Open Interest Represented by Each Category of Trader
0.8 54.0 2.5 60.5 2.3 0.1 29.8 31.3 1.0 2.0 6.6 0.0 3.4 2.3
Number of Traders in Each Category Total Traders: 137
. 11 . 20 8 . 37 33 13 14 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 41,343
Positions
27,000 4,055 1,071 1,853 23,498 0 7,688 7,084 1,520 760 1,794 3 1,448 2,318
Changes from: July 24, 2018 Total Change is: -3,638
-1,427 1,499 -1,533 -1,178 -1,709 0 -349 -2,604 760 145 13 0 -56 -64
Percent of Open Interest Represented by Each Category of Trader
65.3 9.8 2.6 4.5 56.8 0.0 18.6 17.1 3.7 1.8 4.3 0.0 3.5 5.6
Number of Traders in Each Category Total Traders: 37
. . . . . 0 12 10 5 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 51,816
Positions
36,347 475 10 611 12,412 0 10,045 28,757 2,421 110 884 4 2,268 6,853
Changes from: July 24, 2018 Total Change is: -82
684 179 10 -10 414 0 -1,154 -1,580 497 110 -122 0 -219 520
Percent of Open Interest Represented by Each Category of Trader
70.1 0.9 0.0 1.2 24.0 0.0 19.4 55.5 4.7 0.2 1.7 0.0 4.4 13.2
Number of Traders in Each Category Total Traders: 93
9 . . . 20 0 18 35 9 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 10,749
Positions
4,013 1,530 0 4,874 2,133 0 661 5,471 35 170 350 0 996 1,230
Changes from: July 24, 2018 Total Change is: 1,600
222 700 0 1,230 -20 0 239 976 15 43 0 0 -149 -71
Percent of Open Interest Represented by Each Category of Trader
37.3 14.2 0.0 45.3 19.8 0.0 6.1 50.9 0.3 1.6 3.3 0.0 9.3 11.4
Number of Traders in Each Category Total Traders: 24
. . 0 . . 0 4 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 47,996
Positions
10,363 28,498 1,118 9,205 0 363 15,209 7,759 1,322 1,148 1,120 556 8,713 7,260
Changes from: July 24, 2018 Total Change is: 1,910
407 2,883 33 -252 -113 -38 2,003 -451 -352 -79 -564 16 171 495
Percent of Open Interest Represented by Each Category of Trader
21.6 59.4 2.3 19.2 0.0 0.8 31.7 16.2 2.8 2.4 2.3 1.2 18.2 15.1
Number of Traders in Each Category Total Traders: 101
13 22 5 16 0 . 27 12 11 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 95,992
Positions
20,726 56,996 2,236 18,409 0 725 30,417 15,518 2,645 2,295 2,240 1,113 17,426 14,519
Changes from: July 24, 2018 Total Change is: 3,820
814 5,766 67 -504 -225 -75 4,006 -902 -703 -159 -1,128 31 343 990
Percent of Open Interest Represented by Each Category of Trader
21.6 59.4 2.3 19.2 0.0 0.8 31.7 16.2 2.8 2.4 2.3 1.2 18.2 15.1
Number of Traders in Each Category Total Traders: 101
13 22 5 16 0 . 27 12 11 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 27,768
Positions
3,489 22,814 0 22,131 1,583 256 0 2,474 0 0 461 0 1,892 180
Changes from: July 24, 2018 Total Change is: -247
-50 0 0 57 -5 14 0 -226 0 0 0 0 -268 -30
Percent of Open Interest Represented by Each Category of Trader
12.6 82.2 0.0 79.7 5.7 0.9 0.0 8.9 0.0 0.0 1.7 0.0 6.8 0.6
Number of Traders in Each Category Total Traders: 25
4 7 0 11 . 4 0 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 788,486
Positions
43,947 103,086 63,600 274,688 189,901 60,331 65,749 82,648 120,858 23,793 40,759 37,688 97,832 89,616
Changes from: July 24, 2018 Total Change is: -8,225
-2,173 6,438 2,366 -3,527 1,646 -3,226 520 -10,300 -3,491 577 4,506 -523 1,252 -5,642
Percent of Open Interest Represented by Each Category of Trader
5.6 13.1 8.1 34.8 24.1 7.7 8.3 10.5 15.3 3.0 5.2 4.8 12.4 11.4
Number of Traders in Each Category Total Traders: 639
33 36 43 163 101 120 85 119 120 50 52 59
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 88,357
Positions
31,382 13,878 1,588 6,315 19,117 2,246 5,719 1,613 12,947 4,120 18 3,055 20,985 33,896
Changes from: July 24, 2018 Total Change is: -234
1,223 1,942 -135 19 -220 367 -633 608 25 -834 -4 -140 -127 -2,678
Percent of Open Interest Represented by Each Category of Trader
35.5 15.7 1.8 7.1 21.6 2.5 6.5 1.8 14.7 4.7 0.0 3.5 23.7 38.4
Number of Traders in Each Category Total Traders: 58
9 7 8 4 5 . 10 14 20 7 . 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 26,547
Positions
1,068 25,294 0 8,994 0 290 12,191 411 0 1,167 0 0 2,837 552
Changes from: July 24, 2018 Total Change is: 918
235 423 0 349 0 0 285 411 0 0 0 0 49 84
Percent of Open Interest Represented by Each Category of Trader
4.0 95.3 0.0 33.9 0.0 1.1 45.9 1.5 0.0 4.4 0.0 0.0 10.7 2.1
Number of Traders in Each Category Total Traders: 29
4 9 0 7 0 . 7 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 3,500,644
Positions
181,735 564,949 191,150 1,350,333 862,386 281,960 320,289 425,318 519,411 99,708 205,044 171,825 384,234 278,600
Changes from: July 24, 2018 Total Change is: -39,956
-22,390 17,069 17,913 -17,839 9,221 -17,859 4,567 -55,736 -16,379 6,961 22,456 -1,823 6,893 -14,818
Percent of Open Interest Represented by Each Category of Trader
5.2 16.1 5.5 38.6 24.6 8.1 9.1 12.1 14.8 2.8 5.9 4.9 11.0 8.0
Number of Traders in Each Category Total Traders: 627
32 37 42 165 98 118 84 114 115 47 50 55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 31,208
Positions
4,543 27,667 1 21,324 0 1,600 939 0 0 721 1,121 0 2,080 819
Changes from: July 24, 2018 Total Change is: 2,855
352 2,637 1 2,840 0 0 -35 0 0 -24 0 0 -279 217
Percent of Open Interest Represented by Each Category of Trader
14.6 88.7 0.0 68.3 0.0 5.1 3.0 0.0 0.0 2.3 3.6 0.0 6.7 2.6
Number of Traders in Each Category Total Traders: 25
. 8 . 10 0 . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 14,290
Positions
5,526 10,504 62 5,192 1,365 286 327 1,324 23 1,035 0 0 1,839 726
Changes from: July 24, 2018 Total Change is: 824
750 743 0 26 -2 27 4 -9 5 0 0 0 12 60
Percent of Open Interest Represented by Each Category of Trader
38.7 73.5 0.4 36.3 9.6 2.0 2.3 9.3 0.2 7.2 0.0 0.0 12.9 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 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 28,530
Positions
19,883 19,237 0 5,532 4,549 395 695 823 106 0 2,476 0 1,919 944
Changes from: July 24, 2018 Total Change is: 432
212 233 0 35 0 21 2 172 106 0 0 0 56 -100
Percent of Open Interest Represented by Each Category of Trader
69.7 67.4 0.0 19.4 15.9 1.4 2.4 2.9 0.4 0.0 8.7 0.0 6.7 3.3
Number of Traders in Each Category Total Traders: 28
7 7 0 4 . . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 82,573
Positions
3,922 38,974 540 41,100 30,231 4,522 18,430 2,656 1,115 0 824 0 12,944 3,711
Changes from: July 24, 2018 Total Change is: -361
76 216 36 -1,478 -191 148 408 94 -502 0 -197 0 951 35
Percent of Open Interest Represented by Each Category of Trader
4.7 47.2 0.7 49.8 36.6 5.5 22.3 3.2 1.4 0.0 1.0 0.0 15.7 4.5
Number of Traders in Each Category Total Traders: 87
5 10 . 35 13 11 16 6 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 51,914
Positions
11,489 13,852 797 13,287 9,948 1,126 12,372 13,125 2,587 1,748 1,605 1,018 7,488 7,856
Changes from: July 24, 2018 Total Change is: 615
1,852 122 43 -1,534 70 478 359 348 152 156 -234 123 -1,014 -488
Percent of Open Interest Represented by Each Category of Trader
22.1 26.7 1.5 25.6 19.2 2.2 23.8 25.3 5.0 3.4 3.1 2.0 14.4 15.1
Number of Traders in Each Category Total Traders: 286
23 21 11 54 29 22 40 71 33 19 29 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 259,568
Positions
57,447 69,259 3,984 66,437 49,738 5,632 61,858 65,625 12,936 8,742 8,024 5,091 37,440 39,278
Changes from: July 24, 2018 Total Change is: 3,075
9,262 612 217 -7,669 350 2,392 1,793 1,740 758 780 -1,168 615 -5,072 -2,441
Percent of Open Interest Represented by Each Category of Trader
22.1 26.7 1.5 25.6 19.2 2.2 23.8 25.3 5.0 3.4 3.1 2.0 14.4 15.1
Number of Traders in Each Category Total Traders: 286
23 21 11 54 29 22 40 71 33 19 29 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 560,454
Positions
48,978 182,310 3,555 258,227 137,231 37,708 147,914 148,044 18,741 17,507 10,431 1,656 26,168 20,778
Changes from: July 24, 2018 Total Change is: -5,491
2,462 1,460 505 -7,609 -7,545 -3,319 1,441 -5,113 -107 -236 8,299 76 1,296 253
Percent of Open Interest Represented by Each Category of Trader
8.7 32.5 0.6 46.1 24.5 6.7 26.4 26.4 3.3 3.1 1.9 0.3 4.7 3.7
Number of Traders in Each Category Total Traders: 316
17 29 5 86 47 34 59 56 34 13 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 29,557
Positions
2,203 16,215 1 18,608 970 526 1,419 7,195 273 904 999 0 5,623 3,378
Changes from: July 24, 2018 Total Change is: -424
0 0 0 0 -186 168 -622 -1,537 -2 28 224 0 4 909
Percent of Open Interest Represented by Each Category of Trader
7.5 54.9 0.0 63.0 3.3 1.8 4.8 24.3 0.9 3.1 3.4 0.0 19.0 11.4
Number of Traders in Each Category Total Traders: 46
. 4 . 20 . . 4 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 54,426
Positions
4,553 10,745 387 23,586 21,706 1,732 13,594 7,213 331 1,619 1,343 0 8,624 10,969
Changes from: July 24, 2018 Total Change is: -1,041
-577 147 -1,414 -579 753 436 -62 1,569 173 757 0 0 225 -2,705
Percent of Open Interest Represented by Each Category of Trader
8.4 19.7 0.7 43.3 39.9 3.2 25.0 13.3 0.6 3.0 2.5 0.0 15.8 20.2
Number of Traders in Each Category Total Traders: 73
7 12 4 12 5 6 20 12 6 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 295,154
Positions
35,459 186,415 2,716 188,012 73,362 16,268 40,446 7,267 581 2,558 2,049 0 9,114 6,496
Changes from: July 24, 2018 Total Change is: -5,131
2,164 -202 509 -12,126 3,813 -3,468 7,741 -5,317 -520 10 -421 0 559 475
Percent of Open Interest Represented by Each Category of Trader
12.0 63.2 0.9 63.7 24.9 5.5 13.7 2.5 0.2 0.9 0.7 0.0 3.1 2.2
Number of Traders in Each Category Total Traders: 155
9 13 . 57 30 24 29 8 5 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 1,003,528
Positions
42,718 542,096 6,637 655,483 227,749 100,810 117,552 76,683 7,822 42,324 28,036 748 29,434 12,947
Changes from: July 24, 2018 Total Change is: 14,865
-13,607 24,294 -125 36,834 -15,665 -5,022 -4,517 13,662 -1,273 2,948 -464 -90 -283 -452
Percent of Open Interest Represented by Each Category of Trader
4.3 54.0 0.7 65.3 22.7 10.0 11.7 7.6 0.8 4.2 2.8 0.1 2.9 1.3
Number of Traders in Each Category Total Traders: 407
22 24 9 150 74 72 51 40 17 37 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 113,877
Positions
22,413 42,325 70,751 10,638 0 270 8,745 0 408 620 30 0 32 93
Changes from: July 24, 2018 Total Change is: 4
854 1,059 -1,055 0 0 0 205 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
19.7 37.2 62.1 9.3 0.0 0.2 7.7 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 31, 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 985,514
Positions
16,893 71,354 26,629 333,691 230,314 218,249 96,022 95,476 94,890 32,475 40,756 12,935 153,730 194,911
Changes from: July 24, 2018 Total Change is: -35,762
-1,859 -21,902 -5,159 -391 14,475 -5,970 4,544 -1,464 -16,791 -1,679 6,435 -3,072 -5,385 -2,314
Percent of Open Interest Represented by Each Category of Trader
1.7 7.2 2.7 33.9 23.4 22.1 9.7 9.7 9.6 3.3 4.1 1.3 15.6 19.8
Number of Traders in Each Category Total Traders: 196
7 20 16 53 34 52 33 27 44 11 11 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,023,446
Positions
7,330 212,255 1,126 577,264 70,702 154,742 74,257 456,563 6,968 62,081 20,431 560 139,118 100,099
Changes from: July 24, 2018 Total Change is: 16,059
-1,755 3,761 -58 14,240 606 -818 6,735 15,755 967 1,658 1,004 -4 -4,906 -5,154
Percent of Open Interest Represented by Each Category of Trader
0.7 20.7 0.1 56.4 6.9 15.1 7.3 44.6 0.7 6.1 2.0 0.1 13.6 9.8
Number of Traders in Each Category Total Traders: 131
. 19 5 55 9 38 11 27 20 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 2,011,998
Positions
65,685 176,663 15,087 818,676 332,687 272,675 396,354 544,942 146,682 167,600 332,792 6,183 123,057 184,286
Changes from: July 24, 2018 Total Change is: 16,463
4,462 -13,153 -5,489 18,285 19,130 9,783 21,897 -58,151 -3,071 -27,104 70,591 -434 -1,866 -2,742
Percent of Open Interest Represented by Each Category of Trader
3.3 8.8 0.7 40.7 16.5 13.6 19.7 27.1 7.3 8.3 16.5 0.3 6.1 9.2
Number of Traders in Each Category Total Traders: 342
13 26 8 88 43 66 58 68 60 21 25 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 4,339,413
Positions
121,224 240,612 153,303 1,628,958 837,428 595,176 464,290 1,140,265 487,165 456,974 252,886 75,407 356,916 557,170
Changes from: July 24, 2018 Total Change is: -184,241
5,486 -42,946 -61,121 5,097 38,241 -11,278 -32,043 -11,665 -78,586 -890 -11,838 -12,526 1,619 7,476
Percent of Open Interest Represented by Each Category of Trader
2.8 5.5 3.5 37.5 19.3 13.7 10.7 26.3 11.2 10.5 5.8 1.7 8.2 12.8
Number of Traders in Each Category Total Traders: 454
22 38 39 90 98 111 61 91 92 24 30 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 583,389
Positions
30,280 26,128 6,218 203,183 198,320 69,347 107,320 48,309 17,838 48,222 37,813 506 100,475 178,910
Changes from: July 24, 2018 Total Change is: 4,227
-3,577 3,020 -1,627 8,727 -18,002 4,518 -6,924 4,775 -529 2,979 -6 5 655 12,073
Percent of Open Interest Represented by Each Category of Trader
5.2 4.5 1.1 34.8 34.0 11.9 18.4 8.3 3.1 8.3 6.5 0.1 17.2 30.7
Number of Traders in Each Category Total Traders: 100
5 6 . 19 37 36 12 11 9 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 4,156,590
Positions
80,648 264,522 96,816 1,992,464 509,485 700,049 384,788 1,499,742 286,366 297,989 323,188 28,948 288,522 447,474
Changes from: July 24, 2018 Total Change is: -2,423
18,334 -16,694 -17,051 69,344 -29,696 -23,210 23,862 120,116 -42,147 -20,740 6,561 -623 -10,192 320
Percent of Open Interest Represented by Each Category of Trader
1.9 6.4 2.3 47.9 12.3 16.8 9.3 36.1 6.9 7.2 7.8 0.7 6.9 10.8
Number of Traders in Each Category Total Traders: 346
12 36 17 82 56 76 42 74 61 22 22 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 1,989,323
Positions
458,164 465,800 557,292 35,213 20,955 42,556 94,057 200,612 491,097 184,936 54,215 94,882 31,125 61,913
Changes from: July 24, 2018 Total Change is: 52,772
14,782 -7,212 6,688 8,667 6,485 -4,084 4,612 10,739 28,316 -11,422 3,542 6,680 -1,467 1,618
Percent of Open Interest Represented by Each Category of Trader
23.0 23.4 28.0 1.8 1.1 2.1 4.7 10.1 24.7 9.3 2.7 4.8 1.6 3.1
Number of Traders in Each Category Total Traders: 147
25 29 46 4 . 5 32 33 51 8 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 is26,714,798
Positions
6,106,125 1,251,890 4,534,151 339,468 2,146,238 2,222,325 729,885 2,749,371 10,574,503 51,229 349,841 1,587,698 569,415 1,298,781
Changes from: July 24, 2018 Total Change is: 191,662
-49,070 -76,131 10,720 -1,471 9,008 14,581 23,931 -7,606 213,562 4,588 51,333 1,199 -26,380 -25,004
Percent of Open Interest Represented by Each Category of Trader
22.9 4.7 17.0 1.3 8.0 8.3 2.7 10.3 39.6 0.2 1.3 5.9 2.1 4.9
Number of Traders in Each Category Total Traders: 317
33 43 70 12 32 40 44 101 116 15 22 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 8,817
Positions
3,058 2,491 3,181 0 0 0 1,074 1,280 1,455 0 200 0 49 210
Changes from: July 24, 2018 Total Change is: -375
-476 566 -257 0 0 0 606 -435 6 0 -47 -131 -123 -77
Percent of Open Interest Represented by Each Category of Trader
34.7 28.3 36.1 0.0 0.0 0.0 12.2 14.5 16.5 0.0 2.3 0.0 0.6 2.4
Number of Traders in Each Category Total Traders: 20
4 . 4 0 0 0 7 . 10 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 14,365
Positions
9,576 4,733 794 0 0 0 242 5,186 3,336 0 0 0 417 316
Changes from: July 24, 2018 Total Change is: 1,710
2,166 1,171 -267 0 0 0 -506 413 481 -102 0 0 -62 -88
Percent of Open Interest Represented by Each Category of Trader
66.7 32.9 5.5 0.0 0.0 0.0 1.7 36.1 23.2 0.0 0.0 0.0 2.9 2.2
Number of Traders in Each Category Total Traders: 22
. 6 4 0 0 0 . 11 11 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 32,051
Positions
2,848 3,187 0 146 9,860 0 17,172 15,514 0 11,571 3,215 215 99 60
Changes from: July 24, 2018 Total Change is: 485
-1,182 -1,429 0 24 1,382 -29 1,644 565 0 0 19 0 28 -23
Percent of Open Interest Represented by Each Category of Trader
8.9 9.9 0.0 0.5 30.8 0.0 53.6 48.4 0.0 36.1 10.0 0.7 0.3 0.2
Number of Traders in Each Category Total Traders: 42
. 4 0 . 11 0 4 10 0 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 15,497
Positions
3,217 3,552 0 723 2,448 9 11,514 7,129 0 0 2,266 0 34 93
Changes from: July 24, 2018 Total Change is: 434
-30 408 0 15 -27 -15 478 54 0 0 -18 0 -14 32
Percent of Open Interest Represented by Each Category of Trader
20.8 22.9 0.0 4.7 15.8 0.1 74.3 46.0 0.0 0.0 14.6 0.0 0.2 0.6
Number of Traders in Each Category Total Traders: 30
. 4 0 . 6 . 4 8 0 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 4,671
Positions
55 0 0 25 79 0 1,353 2,390 236 896 1,463 2 2,104 501
Changes from: July 24, 2018 Total Change is: -70
0 0 0 -75 79 0 276 -21 5 -198 -103 -9 -69 -21
Percent of Open Interest Represented by Each Category of Trader
1.2 0.0 0.0 0.5 1.7 0.0 29.0 51.2 5.1 19.2 31.3 0.0 45.0 10.7
Number of Traders in Each Category Total Traders: 43
. 0 0 . . 0 8 11 4 16 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 3,063
Positions
0 0 0 0 209 9 1,722 1,969 258 259 340 0 815 278
Changes from: July 24, 2018 Total Change is: -368
-30 0 0 -44 45 3 369 -344 84 -609 -52 -25 -116 -79
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 6.8 0.3 56.2 64.3 8.4 8.5 11.1 0.0 26.6 9.1
Number of Traders in Each Category Total Traders: 37
0 0 0 0 4 . 12 13 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 53,277
Positions
3,724 32,361 0 14,673 574 470 14,941 13,766 2,462 8,770 1,678 170 8,067 1,797
Changes from: July 24, 2018 Total Change is: 784
-80 4,327 0 -351 -196 35 -45 -3,965 672 30 -15 4 520 -79
Percent of Open Interest Represented by Each Category of Trader
7.0 60.7 0.0 27.5 1.1 0.9 28.0 25.8 4.6 16.5 3.1 0.3 15.1 3.4
Number of Traders in Each Category Total Traders: 131
. . 0 12 4 . 35 21 15 39 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 415,465
Positions
53,702 6,950 24,588 117,920 63,411 15,307 60,073 168,123 83,741 18,068 5,190 15,554 26,512 32,601
Changes from: July 24, 2018 Total Change is: 6,892
4,120 -1,426 1,125 9,147 2,771 -1,327 -5,363 7,325 -2,567 -104 -206 -301 2,162 1,498
Percent of Open Interest Represented by Each Category of Trader
12.9 1.7 5.9 28.4 15.3 3.7 14.5 40.5 20.2 4.3 1.2 3.7 6.4 7.8
Number of Traders in Each Category Total Traders: 224
16 7 15 22 38 22 42 61 49 9 12 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 32,728
Positions
1,006 3,146 0 23,107 0 210 5,505 26,702 242 1,341 1,267 1,131 186 30
Changes from: July 24, 2018 Total Change is: -451
-45 0 0 -244 -34 0 -139 -224 0 0 -193 -25 2 25
Percent of Open Interest Represented by Each Category of Trader
3.1 9.6 0.0 70.6 0.0 0.6 16.8 81.6 0.7 4.1 3.9 3.5 0.6 0.1
Number of Traders in Each Category Total Traders: 43
. . 0 12 0 . 6 10 . 8 . .
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Updated August 3, 2018