Traders in Financial Futures - Futures Only 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 157,927 Positions 59,648 16,388 598 33,724 33,614 2,413 20,264 57,445 7,051 7,505 2,637 414 26,310 37,367 Changes from: July 10, 2018 Total Change is: -1,577 983 -178 -135 195 -1,108 9 -1,462 -4,773 1,115 -981 45 0 -1,301 3,448 Percent of Open Interest Represented by Each Category of Trader 37.8 10.4 0.4 21.4 21.3 1.5 12.8 36.4 4.5 4.8 1.7 0.3 16.7 23.7 Number of Traders in Each Category Total Traders: 109 12 . . 10 19 5 18 34 13 7 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 91,952 Positions 72,813 2,717 1 1,189 17,148 324 10,633 40,670 232 465 1,625 0 6,295 29,235 Changes from: July 10, 2018 Total Change is: 2,042 3,322 -125 0 101 90 0 -1,153 981 15 0 -49 0 -243 1,130 Percent of Open Interest Represented by Each Category of Trader 79.2 3.0 0.0 1.3 18.6 0.4 11.6 44.2 0.3 0.5 1.8 0.0 6.8 31.8 Number of Traders in Each Category Total Traders: 55 7 . . . 11 . 7 23 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 187,151 Positions 72,782 7,759 579 39,958 78,745 4,604 38,849 41,122 4,040 1,100 8,128 63 25,176 42,111 Changes from: July 10, 2018 Total Change is: 8,518 -911 194 -309 365 3,217 198 9,658 4,906 -1,821 127 -219 56 1,155 2,296 Percent of Open Interest Represented by Each Category of Trader 38.9 4.1 0.3 21.4 42.1 2.5 20.8 22.0 2.2 0.6 4.3 0.0 13.5 22.5 Number of Traders in Each Category Total Traders: 110 9 4 . 12 26 10 23 30 14 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 215,413 Positions 83,103 4,739 463 32,351 47,098 5,417 67,784 106,291 2,941 4,073 2,665 69 19,212 45,730 Changes from: July 10, 2018 Total Change is: 33,347 25,117 -11,596 -503 -936 9,006 194 10,437 33,609 -145 446 1,049 1 -1,264 1,732 Percent of Open Interest Represented by Each Category of Trader 38.6 2.2 0.2 15.0 21.9 2.5 31.5 49.3 1.4 1.9 1.2 0.0 8.9 21.2 Number of Traders in Each Category Total Traders: 136 10 4 . 13 25 9 26 48 13 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 490,064 Positions 62,569 155,564 3,352 263,390 115,528 34,046 32,316 103,269 6,947 18,947 10,850 498 67,999 60,010 Changes from: July 10, 2018 Total Change is: 12,468 1,489 15,025 -301 16,629 1,470 -228 -3,282 -1,431 -1,692 -294 2,044 30 117 -2,449 Percent of Open Interest Represented by Each Category of Trader 12.8 31.7 0.7 53.7 23.6 6.9 6.6 21.1 1.4 3.9 2.2 0.1 13.9 12.2 Number of Traders in Each Category Total Traders: 278 21 7 11 84 40 40 27 61 18 20 18 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 - Futures Only 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 - Futures Only 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 132,268 Positions 79,110 4,052 523 6,063 40,186 1,686 24,402 44,972 2,229 903 529 0 17,352 38,091 Changes from: July 10, 2018 Total Change is: -2,903 -1,989 450 -46 149 -8 1 -1,078 -1,833 -348 502 143 -1 -93 -1,261 Percent of Open Interest Represented by Each Category of Trader 59.8 3.1 0.4 4.6 30.4 1.3 18.4 34.0 1.7 0.7 0.4 0.0 13.1 28.8 Number of Traders in Each Category Total Traders: 87 10 4 . 6 16 4 17 30 13 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 - Futures Only 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 155,008 Positions 5,659 90,520 831 90,283 9,784 359 45,729 38,628 2,737 3,486 7,721 23 5,901 4,405 Changes from: July 10, 2018 Total Change is: 13,122 -41 7,145 9 7,003 -3,920 162 4,700 11,188 -1,042 1,058 476 -11 1,284 -885 Percent of Open Interest Represented by Each Category of Trader 3.7 58.4 0.5 58.2 6.3 0.2 29.5 24.9 1.8 2.2 5.0 0.0 3.8 2.8 Number of Traders in Each Category Total Traders: 137 . 10 . 17 12 . 36 37 8 10 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 43,209 Positions 10,658 26,176 828 9,073 171 387 10,655 6,698 1,516 1,490 876 0 8,604 6,558 Changes from: July 10, 2018 Total Change is: 844 -337 2,123 23 186 21 -48 964 -544 -257 -167 -444 0 480 -30 Percent of Open Interest Represented by Each Category of Trader 24.7 60.6 1.9 21.0 0.4 0.9 24.7 15.5 3.5 3.4 2.0 0.0 19.9 15.2 Number of Traders in Each Category Total Traders: 102 13 22 . 15 . . 24 19 7 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 86,417 Positions 21,315 52,352 1,655 18,145 342 774 21,309 13,396 3,031 2,980 1,751 0 17,208 13,116 Changes from: July 10, 2018 Total Change is: 1,688 -674 4,245 46 371 42 -95 1,928 -1,088 -514 -333 -888 0 959 -60 Percent of Open Interest Represented by Each Category of Trader 24.7 60.6 1.9 21.0 0.4 0.9 24.7 15.5 3.5 3.4 2.0 0.0 19.9 15.2 Number of Traders in Each Category Total Traders: 102 13 22 . 15 . . 24 19 7 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 - Futures Only 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 617,923 Positions 39,961 90,495 35,135 282,273 187,652 57,931 66,372 92,386 19,643 21,763 39,206 7,416 87,429 88,059 Changes from: July 10, 2018 Total Change is: 14,546 6,737 -4,427 2,268 -372 62 -2,408 2,372 6,722 2,373 -1,254 3,501 -244 5,075 6,699 Percent of Open Interest Represented by Each Category of Trader 6.5 14.6 5.7 45.7 30.4 9.4 10.7 15.0 3.2 3.5 6.3 1.2 14.1 14.3 Number of Traders in Each Category Total Traders: 581 30 41 24 161 93 101 77 115 79 31 33 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 62,475 Positions 29,434 9,898 0 7,304 18,262 13 5,139 1,130 73 5,210 108 32 15,270 32,959 Changes from: July 10, 2018 Total Change is: 3,287 1,812 -182 0 12 0 0 159 -685 71 480 99 0 753 3,984 Percent of Open Interest Represented by Each Category of Trader 47.1 15.8 0.0 11.7 29.2 0.0 8.2 1.8 0.1 8.3 0.2 0.1 24.4 52.8 Number of Traders in Each Category Total Traders: 44 7 7 0 5 4 . 10 6 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 - Futures Only 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 2,777,242 Positions 162,110 512,462 66,200 1,383,818 855,920 280,619 321,909 472,027 82,105 83,925 196,652 35,759 360,797 275,498 Changes from: July 10, 2018 Total Change is: 56,296 32,848 -13,003 3,115 -1,544 688 -12,415 11,843 37,811 10,731 -10,972 14,711 1,082 21,608 13,576 Percent of Open Interest Represented by Each Category of Trader 5.8 18.5 2.4 49.8 30.8 10.1 11.6 17.0 3.0 3.0 7.1 1.3 13.0 9.9 Number of Traders in Each Category Total Traders: 577 30 41 23 163 91 100 75 116 76 28 33 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 49,735 Positions 8,788 14,000 394 15,320 9,659 585 14,039 15,856 748 2,505 1,255 16 7,340 7,222 Changes from: July 10, 2018 Total Change is: 1,076 -259 2,238 -38 -146 178 48 1,211 -1,572 92 -46 127 -30 244 32 Percent of Open Interest Represented by Each Category of Trader 17.7 28.1 0.8 30.8 19.4 1.2 28.2 31.9 1.5 5.0 2.5 0.0 14.8 14.5 Number of Traders in Each Category Total Traders: 264 19 23 8 58 29 24 43 60 23 14 18 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 248,675 Positions 43,939 69,998 1,970 76,602 48,297 2,925 70,196 79,279 3,741 12,524 6,275 79 36,699 36,111 Changes from: July 10, 2018 Total Change is: 5,380 -1,295 11,191 -189 -731 889 238 6,053 -7,858 462 -228 634 -148 1,218 161 Percent of Open Interest Represented by Each Category of Trader 17.7 28.1 0.8 30.8 19.4 1.2 28.2 31.9 1.5 5.0 2.5 0.0 14.8 14.5 Number of Traders in Each Category Total Traders: 264 19 23 8 58 29 24 43 60 23 14 18 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 567,232 Positions 44,686 183,141 2,619 264,076 150,360 41,139 156,860 156,777 13,909 17,641 1,539 267 26,035 17,481 Changes from: July 10, 2018 Total Change is: -6,541 402 -306 162 -7,843 -3,746 2,752 -3,529 -4,761 247 1,752 -175 5 -489 -719 Percent of Open Interest Represented by Each Category of Trader 7.9 32.3 0.5 46.6 26.5 7.3 27.7 27.6 2.5 3.1 0.3 0.0 4.6 3.1 Number of Traders in Each Category Total Traders: 315 15 30 . 88 48 30 55 57 26 16 6 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 838,041 Positions 20,019 115,882 367 324,586 233,650 177,467 114,222 81,406 7,670 39,209 38,322 584 153,917 182,693 Changes from: July 10, 2018 Total Change is: 14,244 217 20,778 -1,994 6,883 -2,834 1,568 9,524 1,004 -6,232 674 -525 17 3,587 2,462 Percent of Open Interest Represented by Each Category of Trader 2.4 13.8 0.0 38.7 27.9 21.2 13.6 9.7 0.9 4.7 4.6 0.1 18.4 21.8 Number of Traders in Each Category Total Traders: 190 12 20 . 52 30 43 38 20 18 10 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 996,588 Positions 13,484 205,869 1,015 551,609 71,677 157,261 61,538 445,649 5,332 61,006 16,634 712 144,631 92,439 Changes from: July 10, 2018 Total Change is: 18,673 3,005 2,733 450 12,874 -2,869 6,396 -4,468 13,173 -3,657 55 9,709 -52 4,070 -7,210 Percent of Open Interest Represented by Each Category of Trader 1.4 20.7 0.1 55.3 7.2 15.8 6.2 44.7 0.5 6.1 1.7 0.1 14.5 9.3 Number of Traders in Each Category Total Traders: 131 4 18 4 57 8 37 11 24 14 6 . 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 1,920,270 Positions 58,660 194,031 14,334 809,955 317,723 257,469 342,033 583,026 105,669 208,563 266,244 2,609 120,978 179,165 Changes from: July 10, 2018 Total Change is: 16,243 1,077 -3,744 -496 -22,954 -1,569 18,280 9,106 -6,388 17,015 -5,026 -12,762 -55 -704 5,962 Percent of Open Interest Represented by Each Category of Trader 3.1 10.1 0.7 42.2 16.5 13.4 17.8 30.4 5.5 10.9 13.9 0.1 6.3 9.3 Number of Traders in Each Category Total Traders: 332 15 32 5 78 43 59 52 67 36 21 24 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 3,688,390 Positions 141,113 329,249 8,506 1,595,641 718,327 553,151 414,686 1,106,587 165,995 446,482 265,222 27,769 335,047 513,584 Changes from: July 10, 2018 Total Change is: 55,338 2,641 -12,231 -2,901 7,566 -23,476 1,422 14,222 104,265 -14,762 46,952 -321 408 -210 2,934 Percent of Open Interest Represented by Each Category of Trader 3.8 8.9 0.2 43.3 19.5 15.0 11.2 30.0 4.5 12.1 7.2 0.8 9.1 13.9 Number of Traders in Each Category Total Traders: 451 22 47 10 98 88 103 59 81 47 23 33 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 - Futures Only 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 3,837,162 Positions 63,598 286,904 58,126 1,921,590 521,578 648,723 350,886 1,420,993 157,315 347,753 315,003 21,607 267,564 406,913 Changes from: July 10, 2018 Total Change is: -59,268 -46,897 8,056 -15,858 29,382 -9,621 -32,974 3,906 -6,545 -1,994 -167 1,223 113 5,221 -1,668 Percent of Open Interest Represented by Each Category of Trader 1.7 7.5 1.5 50.1 13.6 16.9 9.1 37.0 4.1 9.1 8.2 0.6 7.0 10.6 Number of Traders in Each Category Total Traders: 352 10 44 8 81 59 73 35 77 34 21 25 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 1,886,290 Positions 448,668 451,136 535,671 28,833 14,566 44,877 68,131 197,845 446,074 193,180 50,681 89,209 31,647 56,231 Changes from: July 10, 2018 Total Change is: -23,759 -10,954 -27,587 -20,621 13,168 -5,199 -15,100 -18,445 4,508 34,766 -19,673 -4,773 13,394 -294 -3,147 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 23.6 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 - Futures Only 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 is14,127,542 Positions 6,351,923 1,010,894 1,915,134 313,290 1,934,586 1,456,686 594,232 3,433,474 2,180,592 214,329 348,770 513,405 587,951 1,334,001 Changes from: July 10, 2018 Total Change is: -54,441 -110,426 -4,081 -46,027 3,708 -17,460 3,367 32,094 -55,402 94,107 15,759 -25,140 -24,411 -22,612 20,606 Percent of Open Interest Represented by Each Category of Trader 45.0 7.2 13.6 2.2 13.7 10.3 4.2 24.3 15.4 1.5 2.5 3.6 4.2 9.4 Number of Traders in Each Category Total Traders: 288 36 41 67 8 28 31 26 101 98 13 17 25 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 49,216 Positions 3,933 19,785 55 13,735 647 452 16,394 22,997 1,339 6,502 1,951 129 6,677 1,861 Changes from: July 10, 2018 Total Change is: 1,418 3,268 0 55 1,570 338 -2 -343 1,194 -249 -3,056 246 0 175 -164 Percent of Open Interest Represented by Each Category of Trader 8.0 40.2 0.1 27.9 1.3 0.9 33.3 46.7 2.7 13.2 4.0 0.3 13.6 3.8 Number of Traders in Each Category Total Traders: 127 . . . 12 . . 35 22 10 38 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 - Futures Only 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