Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 159,504
Positions
58,665 16,566 733 33,529 34,722 2,404 21,726 62,218 5,936 8,486 2,592 414 27,611 33,919
Changes from: July 3, 2018 Total Change is: 1,163
114 -43 115 279 -226 -82 340 2,976 318 -191 230 27 243 -2,152
Percent of Open Interest Represented by Each Category of Trader
36.8 10.4 0.5 21.0 21.8 1.5 13.6 39.0 3.7 5.3 1.6 0.3 17.3 21.3
Number of Traders in Each Category Total Traders: 107
11 . 4 9 18 4 17 37 12 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 89,910
Positions
69,491 2,842 1 1,088 17,058 324 11,786 39,689 217 465 1,674 0 6,538 28,105
Changes from: July 3, 2018 Total Change is: -1,286
415 434 1 1 -1,282 0 -1,306 -212 -682 0 0 0 285 455
Percent of Open Interest Represented by Each Category of Trader
77.3 3.2 0.0 1.2 19.0 0.4 13.1 44.1 0.2 0.5 1.9 0.0 7.3 31.3
Number of Traders in Each Category Total Traders: 53
7 . . . 11 . 9 19 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 178,633
Positions
73,693 7,565 888 39,593 75,528 4,406 29,191 36,216 5,861 973 8,347 7 24,021 39,815
Changes from: July 3, 2018 Total Change is: -5,769
-1,544 -69 180 1,998 -1,337 25 -7,173 -2,328 473 -1,931 141 -123 2,326 -2,731
Percent of Open Interest Represented by Each Category of Trader
41.3 4.2 0.5 22.2 42.3 2.5 16.3 20.3 3.3 0.5 4.7 0.0 13.4 22.3
Number of Traders in Each Category Total Traders: 111
8 4 5 14 25 11 24 30 19 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 182,066
Positions
57,986 16,335 966 33,287 38,092 5,223 57,347 72,682 3,086 3,627 1,616 68 20,476 43,998
Changes from: July 3, 2018 Total Change is: 13,706
5,532 -177 513 -171 1,278 -227 9,401 7,927 23 856 37 -33 -2,188 4,365
Percent of Open Interest Represented by Each Category of Trader
31.8 9.0 0.5 18.3 20.9 2.9 31.5 39.9 1.7 2.0 0.9 0.0 11.2 24.2
Number of Traders in Each Category Total Traders: 129
9 5 . 14 23 10 29 40 17 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 477,596
Positions
61,080 140,539 3,653 246,761 114,058 34,274 35,598 104,700 8,639 19,241 8,806 468 67,882 62,459
Changes from: July 3, 2018 Total Change is: -9,535
10,615 -14,439 2,304 -11,835 -3,617 622 -7,426 4,710 69 -178 -1,247 -666 -3,040 2,729
Percent of Open Interest Represented by Each Category of Trader
12.8 29.4 0.8 51.7 23.9 7.2 7.5 21.9 1.8 4.0 1.8 0.1 14.2 13.1
Number of Traders in Each Category Total Traders: 275
23 6 12 85 39 42 32 56 22 21 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 33,066
Positions
406 17,765 0 15,982 6,474 2,291 510 2,103 0 0 771 5 13,872 3,657
Changes from: July 3, 2018 Total Change is: -215
-8 -703 0 -1,212 180 321 0 -98 0 0 0 0 684 85
Percent of Open Interest Represented by Each Category of Trader
1.2 53.7 0.0 48.3 19.6 6.9 1.5 6.4 0.0 0.0 2.3 0.0 42.0 11.1
Number of Traders in Each Category Total Traders: 28
. . 0 13 7 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 135,171
Positions
81,099 3,602 569 5,914 40,194 1,685 25,480 46,805 2,577 401 386 1 17,445 39,352
Changes from: July 3, 2018 Total Change is: -5,878
-5 248 277 22 -2,623 -177 -3,810 -1,414 -835 -1,499 -94 0 149 -1,260
Percent of Open Interest Represented by Each Category of Trader
60.0 2.7 0.4 4.4 29.7 1.2 18.9 34.6 1.9 0.3 0.3 0.0 12.9 29.1
Number of Traders in Each Category Total Traders: 89
11 4 . 7 16 4 16 32 12 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 22,412
Positions
0 14,053 0 17,296 128 0 3,003 6,707 15 100 0 0 1,998 1,509
Changes from: July 3, 2018 Total Change is: 2,284
0 721 0 1,802 -243 0 319 2,011 3 0 0 0 160 -208
Percent of Open Interest Represented by Each Category of Trader
0.0 62.7 0.0 77.2 0.6 0.0 13.4 29.9 0.1 0.4 0.0 0.0 8.9 6.7
Number of Traders in Each Category Total Traders: 27
0 5 0 5 . 0 8 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 141,886
Positions
5,700 83,375 822 83,280 13,704 197 41,029 27,440 3,779 2,428 7,245 34 4,617 5,290
Changes from: July 3, 2018 Total Change is: -3,347
-672 14,201 22 -2,475 -11,676 173 -751 -3,472 -340 -243 -682 34 905 -1,607
Percent of Open Interest Represented by Each Category of Trader
4.0 58.8 0.6 58.7 9.7 0.1 28.9 19.3 2.7 1.7 5.1 0.0 3.3 3.7
Number of Traders in Each Category Total Traders: 124
. 10 . 13 15 . 29 35 11 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 46,125
Positions
28,427 2,556 2,604 4,406 25,624 0 7,876 11,262 715 615 905 3 1,479 2,456
Changes from: July 3, 2018 Total Change is: 845
0 0 0 -432 163 0 1,236 761 -55 -36 -285 0 132 261
Percent of Open Interest Represented by Each Category of Trader
61.6 5.5 5.6 9.6 55.6 0.0 17.1 24.4 1.6 1.3 2.0 0.0 3.2 5.3
Number of Traders in Each Category Total Traders: 40
. . . . 4 0 11 15 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 52,787
Positions
37,415 0 0 604 11,889 0 10,708 31,552 1,630 103 721 4 2,323 6,991
Changes from: July 3, 2018 Total Change is: -889
1,256 0 -1 -1,615 210 0 -104 -877 33 103 -423 0 -561 169
Percent of Open Interest Represented by Each Category of Trader
70.9 0.0 0.0 1.1 22.5 0.0 20.3 59.8 3.1 0.2 1.4 0.0 4.4 13.2
Number of Traders in Each Category Total Traders: 101
11 0 0 . 20 0 17 44 8 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 42,365
Positions
10,995 24,054 805 8,887 150 435 9,691 7,242 1,773 1,657 1,320 0 8,125 6,588
Changes from: July 3, 2018 Total Change is: 454
417 1,037 35 891 -1,409 123 386 -594 -414 -794 431 0 -189 1,247
Percent of Open Interest Represented by Each Category of Trader
26.0 56.8 1.9 21.0 0.4 1.0 22.9 17.1 4.2 3.9 3.1 0.0 19.2 15.6
Number of Traders in Each Category Total Traders: 103
14 22 . 16 . . 27 14 9 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 84,729
Positions
21,989 48,107 1,609 17,774 300 869 19,381 14,484 3,545 3,313 2,639 0 16,249 13,176
Changes from: July 3, 2018 Total Change is: 908
833 2,074 69 1,782 -2,818 245 772 -1,188 -828 -1,588 861 0 -377 2,493
Percent of Open Interest Represented by Each Category of Trader
26.0 56.8 1.9 21.0 0.4 1.0 22.9 17.1 4.2 3.9 3.1 0.0 19.2 15.6
Number of Traders in Each Category Total Traders: 103
14 22 . 16 . . 27 14 9 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 29,577
Positions
1,837 23,888 0 25,547 1,588 242 0 3,147 0 0 0 0 1,951 712
Changes from: July 3, 2018 Total Change is: -43
-283 26 0 -5 0 0 0 -20 0 0 0 0 245 -49
Percent of Open Interest Represented by Each Category of Trader
6.2 80.8 0.0 86.4 5.4 0.8 0.0 10.6 0.0 0.0 0.0 0.0 6.6 2.4
Number of Traders in Each Category Total Traders: 24
. 7 0 11 . 4 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 603,377
Positions
33,224 94,923 32,867 282,646 187,590 60,339 64,000 85,665 17,270 23,017 35,705 7,660 82,355 81,359
Changes from: July 3, 2018 Total Change is: 11,384
1,179 -4,486 4,492 7,086 -4,275 1,510 -1,397 6,033 2,041 -3,381 107 325 -472 5,635
Percent of Open Interest Represented by Each Category of Trader
5.5 15.7 5.4 46.8 31.1 10.0 10.6 14.2 2.9 3.8 5.9 1.3 13.6 13.5
Number of Traders in Each Category Total Traders: 593
30 43 20 165 97 99 72 115 70 35 36 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 59,188
Positions
27,622 10,080 0 7,292 18,262 13 4,980 1,815 2 4,730 9 32 14,517 28,975
Changes from: July 3, 2018 Total Change is: 2,756
1,229 175 0 1,065 0 0 -36 869 1 745 0 32 -280 1,679
Percent of Open Interest Represented by Each Category of Trader
46.7 17.0 0.0 12.3 30.9 0.0 8.4 3.1 0.0 8.0 0.0 0.1 24.5 49.0
Number of Traders in Each Category Total Traders: 43
7 7 0 5 4 . 9 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 25,261
Positions
1,169 24,419 0 8,739 0 314 11,547 0 0 1,167 0 0 2,325 528
Changes from: July 3, 2018 Total Change is: -926
14 -697 0 121 0 -64 -359 0 0 -738 0 0 100 -165
Percent of Open Interest Represented by Each Category of Trader
4.6 96.7 0.0 34.6 0.0 1.2 45.7 0.0 0.0 4.6 0.0 0.0 9.2 2.1
Number of Traders in Each Category Total Traders: 26
4 9 0 7 0 . 5 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,720,946
Positions
129,262 525,465 63,085 1,385,362 855,232 293,034 310,066 434,216 71,374 94,897 181,941 34,677 339,189 261,922
Changes from: July 3, 2018 Total Change is: 43,138
1,736 -21,317 20,474 31,870 -19,610 5,787 3,416 36,042 -19 -17,171 3,997 -1,996 -959 19,780
Percent of Open Interest Represented by Each Category of Trader
4.8 19.3 2.3 50.9 31.4 10.8 11.4 16.0 2.6 3.5 6.7 1.3 12.5 9.6
Number of Traders in Each Category Total Traders: 590
29 44 19 167 95 98 71 115 68 32 37 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 27,264
Positions
3,443 23,940 0 18,536 14 1,573 974 0 0 745 1,121 0 1,993 616
Changes from: July 3, 2018 Total Change is: -177
-26 77 0 -7 0 0 240 0 0 -582 0 0 198 -254
Percent of Open Interest Represented by Each Category of Trader
12.6 87.8 0.0 68.0 0.1 5.8 3.6 0.0 0.0 2.7 4.1 0.0 7.3 2.3
Number of Traders in Each Category Total Traders: 23
4 7 0 7 . . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 12,762
Positions
4,035 9,005 8 5,027 1,396 361 334 1,333 18 1,035 0 0 1,944 641
Changes from: July 3, 2018 Total Change is: 216
159 242 0 -183 0 26 -36 -116 -89 0 0 0 339 153
Percent of Open Interest Represented by Each Category of Trader
31.6 70.6 0.1 39.4 10.9 2.8 2.6 10.4 0.1 8.1 0.0 0.0 15.2 5.0
Number of Traders in Each Category Total Traders: 22
4 9 . 5 . . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 26,339
Positions
18,088 13,210 0 5,466 9,256 304 747 0 0 0 2,476 0 1,734 1,093
Changes from: July 3, 2018 Total Change is: -1,631
-200 2,622 0 -1,606 -2,405 -1 -174 0 -91 0 -461 0 441 -1,295
Percent of Open Interest Represented by Each Category of Trader
68.7 50.2 0.0 20.8 35.1 1.2 2.8 0.0 0.0 0.0 9.4 0.0 6.6 4.1
Number of Traders in Each Category Total Traders: 21
4 6 0 4 . . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 84,466
Positions
3,620 37,136 488 42,447 32,294 5,591 19,434 2,566 1,034 0 1,021 0 11,852 4,336
Changes from: July 3, 2018 Total Change is: 572
-8 -218 -4 1,453 -1,693 343 -102 1,339 -133 0 0 0 -977 938
Percent of Open Interest Represented by Each Category of Trader
4.3 44.0 0.6 50.3 38.2 6.6 23.0 3.0 1.2 0.0 1.2 0.0 14.0 5.1
Number of Traders in Each Category Total Traders: 86
4 8 . 35 16 14 16 5 9 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 48,659
Positions
9,047 11,761 432 15,467 9,482 537 12,829 17,427 656 2,550 1,128 45 7,096 7,190
Changes from: July 3, 2018 Total Change is: 199
-469 1,155 8 552 -1,149 -160 48 566 -242 783 77 0 -321 -56
Percent of Open Interest Represented by Each Category of Trader
18.6 24.2 0.9 31.8 19.5 1.1 26.4 35.8 1.3 5.2 2.3 0.1 14.6 14.8
Number of Traders in Each Category Total Traders: 261
19 22 6 56 29 26 37 68 22 15 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 243,295
Positions
45,234 58,807 2,159 77,333 47,408 2,687 64,143 87,137 3,279 12,752 5,641 227 35,481 35,950
Changes from: July 3, 2018 Total Change is: 994
-2,347 5,774 42 2,760 -5,745 -801 241 2,829 -1,211 3,913 383 1 -1,604 -278
Percent of Open Interest Represented by Each Category of Trader
18.6 24.2 0.9 31.8 19.5 1.1 26.4 35.8 1.3 5.2 2.3 0.1 14.6 14.8
Number of Traders in Each Category Total Traders: 261
19 22 6 56 29 26 37 68 22 15 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 573,773
Positions
44,284 183,447 2,457 271,919 154,106 38,387 160,389 161,538 13,662 15,889 1,714 262 26,524 18,200
Changes from: July 3, 2018 Total Change is: 15,835
-303 7,805 398 17,149 -8,360 -641 -250 16,038 914 -2,438 -600 12 994 269
Percent of Open Interest Represented by Each Category of Trader
7.7 32.0 0.4 47.4 26.9 6.7 28.0 28.2 2.4 2.8 0.3 0.0 4.6 3.2
Number of Traders in Each Category Total Traders: 318
15 29 4 88 48 29 56 61 24 14 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 30,547
Positions
1,235 16,215 1 20,238 1,156 347 1,603 8,881 262 889 1,366 0 5,972 2,319
Changes from: July 3, 2018 Total Change is: -1,305
102 1,302 0 -1,059 175 -419 -148 -594 212 0 -791 0 7 -1,190
Percent of Open Interest Represented by Each Category of Trader
4.0 53.1 0.0 66.3 3.8 1.1 5.2 29.1 0.9 2.9 4.5 0.0 19.6 7.6
Number of Traders in Each Category Total Traders: 45
. 4 . 17 . . 5 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 53,783
Positions
6,725 10,553 1,591 19,773 22,199 1,764 12,667 4,089 340 1,519 1,343 0 9,404 11,904
Changes from: July 3, 2018 Total Change is: -326
-576 -914 1,162 -716 16,417 -56 88 -3,130 45 -1,084 -20 0 811 -13,830
Percent of Open Interest Represented by Each Category of Trader
12.5 19.6 3.0 36.8 41.3 3.3 23.6 7.6 0.6 2.8 2.5 0.0 17.5 22.1
Number of Traders in Each Category Total Traders: 60
7 13 6 9 5 6 16 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 302,344
Positions
34,611 180,941 2,162 199,989 69,377 20,515 31,865 19,346 2,157 2,746 2,476 0 8,299 5,370
Changes from: July 3, 2018 Total Change is: -6,193
3,020 -1,350 5 -6,768 -2,324 -1,555 -281 2,348 -333 -219 409 0 -62 -3,393
Percent of Open Interest Represented by Each Category of Trader
11.4 59.8 0.7 66.1 22.9 6.8 10.5 6.4 0.7 0.9 0.8 0.0 2.7 1.8
Number of Traders in Each Category Total Traders: 156
8 14 . 60 30 23 21 13 7 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 982,994
Positions
59,284 502,928 5,230 607,176 243,788 109,935 117,696 64,112 12,892 39,401 29,215 941 30,439 13,953
Changes from: July 3, 2018 Total Change is: 18,389
4,655 -21,099 818 -6,016 25,551 5,297 10,911 -581 -557 1,913 9,464 148 1,220 -652
Percent of Open Interest Represented by Each Category of Trader
6.0 51.2 0.5 61.8 24.8 11.2 12.0 6.5 1.3 4.0 3.0 0.1 3.1 1.4
Number of Traders in Each Category Total Traders: 410
22 28 10 142 80 72 58 35 19 32 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 113,725
Positions
21,140 41,020 71,924 10,635 0 270 8,696 0 408 620 30 0 32 73
Changes from: July 3, 2018 Total Change is: 1,188
140 558 650 0 0 0 398 0 0 0 0 0 0 -20
Percent of Open Interest Represented by Each Category of Trader
18.6 36.1 63.2 9.4 0.0 0.2 7.6 0.0 0.4 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 33
. 14 8 8 0 . 5 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 823,797
Positions
19,802 95,104 2,361 317,703 236,484 175,899 104,698 80,402 13,902 38,535 38,847 567 150,330 180,231
Changes from: July 3, 2018 Total Change is: 24,948
-367 15,912 1,051 -943 12,964 -3,385 16,094 -8,427 3,883 3,840 1,042 0 4,775 1,908
Percent of Open Interest Represented by Each Category of Trader
2.4 11.5 0.3 38.6 28.7 21.4 12.7 9.8 1.7 4.7 4.7 0.1 18.2 21.9
Number of Traders in Each Category Total Traders: 190
12 21 5 51 30 43 37 21 20 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 977,915
Positions
10,479 203,136 565 538,735 74,546 150,865 66,006 432,476 8,989 60,951 6,925 764 140,561 99,649
Changes from: July 3, 2018 Total Change is: 8,321
-4,139 6,387 70 3,691 -1,221 2,082 5,619 6,694 -4,194 -187 -1,536 38 5,341 1
Percent of Open Interest Represented by Each Category of Trader
1.1 20.8 0.1 55.1 7.6 15.4 6.7 44.2 0.9 6.2 0.7 0.1 14.4 10.2
Number of Traders in Each Category Total Traders: 125
. 16 5 54 9 37 12 23 17 6 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,904,027
Positions
57,583 197,775 14,830 832,909 319,292 239,189 332,927 589,414 88,654 213,589 279,006 2,664 121,682 173,203
Changes from: July 3, 2018 Total Change is: 10,951
10,884 18,970 -3,661 15,143 -31,688 6,915 -7,005 -34,119 11,016 -18,834 41,598 8 -3,515 1,912
Percent of Open Interest Represented by Each Category of Trader
3.0 10.4 0.8 43.7 16.8 12.6 17.5 31.0 4.7 11.2 14.7 0.1 6.4 9.1
Number of Traders in Each Category Total Traders: 335
14 35 5 80 43 60 51 64 32 24 24 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,633,052
Positions
138,472 341,480 11,407 1,588,075 741,803 551,729 400,464 1,002,322 180,757 399,530 265,543 27,361 335,257 510,650
Changes from: July 3, 2018 Total Change is: 61,046
7,211 -23,743 3,989 -53,228 26,612 18,492 28,584 -12,838 41,553 14,055 -410 1,591 -1,201 5,800
Percent of Open Interest Represented by Each Category of Trader
3.8 9.4 0.3 43.7 20.4 15.2 11.0 27.6 5.0 11.0 7.3 0.8 9.2 14.1
Number of Traders in Each Category Total Traders: 449
22 49 10 95 89 102 56 81 47 21 36 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 570,034
Positions
43,274 18,451 8,015 188,174 204,259 50,753 114,668 43,458 18,878 46,129 48,051 500 99,643 177,669
Changes from: July 3, 2018 Total Change is: 20,326
6,499 -2,532 -82 692 11,251 -3,867 10,832 2,041 8,126 0 10,007 0 -1,874 -4,618
Percent of Open Interest Represented by Each Category of Trader
7.6 3.2 1.4 33.0 35.8 8.9 20.1 7.6 3.3 8.1 8.4 0.1 17.5 31.2
Number of Traders in Each Category Total Traders: 104
7 7 4 17 35 30 16 11 9 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,896,430
Positions
110,495 278,848 73,984 1,892,208 531,199 681,697 346,980 1,427,538 159,309 347,920 313,780 21,494 262,343 408,581
Changes from: July 3, 2018 Total Change is: 58,211
16,202 -3,706 -727 -11,522 -22,197 24,364 11,688 30,869 17,062 -7,129 8,528 2,999 5,274 1,019
Percent of Open Interest Represented by Each Category of Trader
2.8 7.2 1.9 48.6 13.6 17.5 8.9 36.6 4.1 8.9 8.1 0.6 6.7 10.5
Number of Traders in Each Category Total Traders: 358
15 42 8 80 60 73 36 79 38 20 26 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,910,049
Positions
459,622 478,723 556,292 15,665 19,765 59,977 86,576 193,337 411,308 212,853 55,454 75,815 31,941 59,378
Changes from: July 3, 2018 Total Change is: -3,161
2,626 -7,572 -3,092 10,395 -15,327 -3,750 2,389 42,590 -12,084 4,553 -1,060 -4,565 367 1,699
Percent of Open Interest Represented by Each Category of Trader
24.1 25.1 29.1 0.8 1.0 3.1 4.5 10.1 21.5 11.1 2.9 4.0 1.7 3.1
Number of Traders in Each Category Total Traders: 141
28 29 48 . 5 5 19 35 46 5 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is14,181,983
Positions
6,462,349 1,014,975 1,961,161 309,582 1,952,046 1,453,319 562,138 3,488,876 2,086,485 198,570 373,910 537,816 610,563 1,313,395
Changes from: July 3, 2018 Total Change is: 191,577
129,189 16,017 -5,142 -104 -9,436 -134,543 -36,247 85,786 219,232 45,935 4,239 -16,508 -10,235 31,932
Percent of Open Interest Represented by Each Category of Trader
45.6 7.2 13.8 2.2 13.8 10.2 4.0 24.6 14.7 1.4 2.6 3.8 4.3 9.3
Number of Traders in Each Category Total Traders: 288
38 39 67 8 29 30 31 98 95 12 17 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 6,670
Positions
3,481 683 800 0 0 0 35 2,693 1,964 0 0 0 390 530
Changes from: July 3, 2018 Total Change is: 749
169 74 427 0 0 0 34 -101 179 0 0 0 -60 170
Percent of Open Interest Represented by Each Category of Trader
52.2 10.2 12.0 0.0 0.0 0.0 0.5 40.4 29.4 0.0 0.0 0.0 5.8 7.9
Number of Traders in Each Category Total Traders: 20
. 4 4 0 0 0 . 10 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 30,825
Positions
4,495 4,899 0 128 8,206 29 14,689 14,025 0 11,226 3,323 214 44 129
Changes from: July 3, 2018 Total Change is: -97
827 128 0 66 -42 -107 -927 153 0 50 -249 -15 9 35
Percent of Open Interest Represented by Each Category of Trader
14.6 15.9 0.0 0.4 26.6 0.1 47.7 45.5 0.0 36.4 10.8 0.7 0.1 0.4
Number of Traders in Each Category Total Traders: 42
4 5 0 . 10 . . 10 0 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 14,879
Positions
3,394 2,190 0 708 2,769 24 10,628 7,318 110 0 2,417 0 15 51
Changes from: July 3, 2018 Total Change is: -1,132
182 9 0 617 -186 -617 -1,429 -435 110 0 25 0 5 -38
Percent of Open Interest Represented by Each Category of Trader
22.8 14.7 0.0 4.8 18.6 0.2 71.4 49.2 0.7 0.0 16.2 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 32
. . 0 . 7 . 5 8 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 5,225
Positions
55 0 0 200 42 0 1,263 2,635 294 1,148 1,444 11 2,254 799
Changes from: July 3, 2018 Total Change is: -29
0 0 0 -39 42 0 -15 -217 27 25 100 0 -27 19
Percent of Open Interest Represented by Each Category of Trader
1.1 0.0 0.0 3.8 0.8 0.0 24.2 50.4 5.6 22.0 27.6 0.2 43.1 15.3
Number of Traders in Each Category Total Traders: 51
. 0 0 . . 0 8 14 4 20 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 2,622
Positions
0 0 0 0 119 0 1,412 1,652 102 396 368 11 701 370
Changes from: July 3, 2018 Total Change is: 108
0 0 0 -44 35 0 214 13 60 -42 2 5 -85 -7
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 4.5 0.0 53.9 63.0 3.9 15.1 14.0 0.4 26.7 14.1
Number of Traders in Each Category Total Traders: 37
0 0 0 0 . 0 9 11 . 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 47,798
Positions
665 19,785 0 12,165 309 454 16,737 21,803 1,588 9,558 1,705 129 6,502 2,025
Changes from: July 3, 2018 Total Change is: -1,943
10 0 0 -534 62 -13 -1,592 -2,735 815 -581 -169 -5 -43 102
Percent of Open Interest Represented by Each Category of Trader
1.4 41.4 0.0 25.5 0.6 0.9 35.0 45.6 3.3 20.0 3.6 0.3 13.6 4.2
Number of Traders in Each Category Total Traders: 124
. . 0 12 . . 36 20 10 40 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 381,228
Positions
32,163 10,632 32,997 97,397 46,356 17,348 57,565 130,006 84,753 17,013 5,146 19,322 22,670 34,668
Changes from: July 3, 2018 Total Change is: -9,987
1,796 -23,289 224 -6,892 -13,390 2,920 -4,206 26,299 -5,824 1,665 -1,822 240 90 4,655
Percent of Open Interest Represented by Each Category of Trader
8.4 2.8 8.7 25.5 12.2 4.6 15.1 34.1 22.2 4.5 1.3 5.1 5.9 9.1
Number of Traders in Each Category Total Traders: 231
14 11 20 22 31 19 51 60 66 12 12 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 10, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 43,074
Positions
1,036 3,414 0 31,477 33 210 5,139 39,006 242 4,812 142 0 158 27
Changes from: July 3, 2018 Total Change is: -4,361
-16 0 0 -346 1 0 -4,086 -4,370 0 86 3 0 1 5
Percent of Open Interest Represented by Each Category of Trader
2.4 7.9 0.0 73.1 0.1 0.5 11.9 90.6 0.6 11.2 0.3 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 48
4 . 0 12 . . 7 10 . 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 13, 2018