Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 140,253
Positions
44,990 19,238 539 31,111 25,942 2,442 16,082 50,370 8,123 8,175 1,273 482 28,309 31,844
Changes from: July 24, 2018 Total Change is: -11,188
-8,730 2,462 -21 -2,358 -4,573 26 1,295 -6,428 -355 97 -54 50 -1,192 -2,295
Percent of Open Interest Represented by Each Category of Trader
32.1 13.7 0.4 22.2 18.5 1.7 11.5 35.9 5.8 5.8 0.9 0.3 20.2 22.7
Number of Traders in Each Category Total Traders: 106
10 4 . 11 16 4 22 31 16 8 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 91,099
Positions
70,748 2,595 1 1,116 17,796 283 11,571 41,421 345 453 1,625 0 6,582 27,033
Changes from: July 24, 2018 Total Change is: -739
-1,751 -125 0 -43 447 -41 959 -336 -221 -12 0 0 370 -463
Percent of Open Interest Represented by Each Category of Trader
77.7 2.8 0.0 1.2 19.5 0.3 12.7 45.5 0.4 0.5 1.8 0.0 7.2 29.7
Number of Traders in Each Category Total Traders: 55
7 . . . 11 . 10 20 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 190,296
Positions
77,342 7,590 1,235 41,717 82,271 3,881 37,131 45,815 3,655 2,087 8,395 125 23,123 37,329
Changes from: July 24, 2018 Total Change is: -1,294
-3,697 -123 531 851 1,889 -196 2,496 2,144 -2,059 519 431 68 193 -3,979
Percent of Open Interest Represented by Each Category of Trader
40.6 4.0 0.6 21.9 43.2 2.0 19.5 24.1 1.9 1.1 4.4 0.1 12.2 19.6
Number of Traders in Each Category Total Traders: 120
8 5 . 14 26 9 25 33 19 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 197,566
Positions
86,209 4,167 457 35,100 46,343 4,568 42,951 89,590 5,393 2,978 2,488 102 19,808 44,458
Changes from: July 24, 2018 Total Change is: -2,861
-3,792 755 8 1,393 2,952 -478 -1,354 -8,281 1,278 -48 0 1 131 904
Percent of Open Interest Represented by Each Category of Trader
43.6 2.1 0.2 17.8 23.5 2.3 21.7 45.3 2.7 1.5 1.3 0.1 10.0 22.5
Number of Traders in Each Category Total Traders: 131
10 4 . 14 25 8 27 42 15 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 499,721
Positions
47,487 168,811 4,254 271,966 115,640 32,904 34,268 101,360 6,679 17,696 9,375 877 83,590 59,821
Changes from: July 24, 2018 Total Change is: 3,056
-9,502 4,833 773 4,368 662 -1,527 358 -543 -888 818 -574 122 8,534 198
Percent of Open Interest Represented by Each Category of Trader
9.5 33.8 0.9 54.4 23.1 6.6 6.9 20.3 1.3 3.5 1.9 0.2 16.7 12.0
Number of Traders in Each Category Total Traders: 273
17 13 12 87 37 39 30 52 19 21 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 34,383
Positions
486 17,742 0 16,986 6,684 2,316 527 2,930 0 0 771 5 14,063 3,935
Changes from: July 24, 2018 Total Change is: 306
486 0 0 607 0 3 17 -331 0 0 0 0 -807 634
Percent of Open Interest Represented by Each Category of Trader
1.4 51.6 0.0 49.4 19.4 6.7 1.5 8.5 0.0 0.0 2.2 0.0 40.9 11.4
Number of Traders in Each Category Total Traders: 29
. . 0 15 6 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 25,695
Positions
3,811 6,212 528 8,622 11,975 2,021 4,049 0 0 0 0 0 6,664 4,959
Changes from: July 24, 2018 Total Change is: -1,317
54 0 -55 413 -570 89 -1,509 -553 0 0 0 0 -309 -228
Percent of Open Interest Represented by Each Category of Trader
14.8 24.2 2.1 33.6 46.6 7.9 15.8 0.0 0.0 0.0 0.0 0.0 25.9 19.3
Number of Traders in Each Category Total Traders: 20
. . . 6 8 8 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 137,325
Positions
86,278 4,402 358 6,078 42,261 1,010 21,344 47,462 4,037 477 381 0 17,743 37,414
Changes from: July 24, 2018 Total Change is: 3,768
3,871 -405 -165 835 663 -676 -904 3,064 811 -418 -80 0 414 556
Percent of Open Interest Represented by Each Category of Trader
62.8 3.2 0.3 4.4 30.8 0.7 15.5 34.6 2.9 0.3 0.3 0.0 12.9 27.2
Number of Traders in Each Category Total Traders: 89
10 4 . 5 17 4 17 32 17 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 26,658
Positions
0 15,695 0 21,982 154 0 2,164 9,655 18 511 0 0 1,983 1,136
Changes from: July 24, 2018 Total Change is: -840
0 80 0 -959 7 0 0 -684 6 -39 0 0 152 -249
Percent of Open Interest Represented by Each Category of Trader
0.0 58.9 0.0 82.5 0.6 0.0 8.1 36.2 0.1 1.9 0.0 0.0 7.4 4.3
Number of Traders in Each Category Total Traders: 25
0 5 0 4 . 0 6 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 189,767
Positions
1,035 102,661 4,683 115,711 4,400 168 56,921 59,932 1,124 3,741 12,562 0 6,384 4,237
Changes from: July 24, 2018 Total Change is: 12,252
-4,118 5,816 3,659 5,165 -2,831 -6 6,697 5,021 88 509 447 0 258 58
Percent of Open Interest Represented by Each Category of Trader
0.5 54.1 2.5 61.0 2.3 0.1 30.0 31.6 0.6 2.0 6.6 0.0 3.4 2.2
Number of Traders in Each Category Total Traders: 135
. 11 . 21 7 . 37 33 10 12 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 41,343
Positions
27,000 4,055 1,071 1,853 23,498 0 7,688 7,084 1,520 760 1,794 3 1,448 2,318
Changes from: July 24, 2018 Total Change is: -3,638
-1,427 1,499 -1,533 -1,178 -1,709 0 -349 -2,604 760 145 13 0 -56 -64
Percent of Open Interest Represented by Each Category of Trader
65.3 9.8 2.6 4.5 56.8 0.0 18.6 17.1 3.7 1.8 4.3 0.0 3.5 5.6
Number of Traders in Each Category Total Traders: 37
. . . . . 0 12 10 5 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 51,816
Positions
36,347 475 10 611 12,412 0 10,045 28,757 2,421 110 884 4 2,268 6,853
Changes from: July 24, 2018 Total Change is: -82
684 179 10 -10 414 0 -1,154 -1,580 497 110 -122 0 -219 520
Percent of Open Interest Represented by Each Category of Trader
70.1 0.9 0.0 1.2 24.0 0.0 19.4 55.5 4.7 0.2 1.7 0.0 4.4 13.2
Number of Traders in Each Category Total Traders: 93
9 . . . 20 0 18 35 9 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 10,749
Positions
4,013 1,530 0 4,874 2,133 0 661 5,471 35 170 350 0 996 1,230
Changes from: July 24, 2018 Total Change is: 1,600
222 700 0 1,230 -20 0 239 976 15 43 0 0 -149 -71
Percent of Open Interest Represented by Each Category of Trader
37.3 14.2 0.0 45.3 19.8 0.0 6.1 50.9 0.3 1.6 3.3 0.0 9.3 11.4
Number of Traders in Each Category Total Traders: 24
. . 0 . . 0 4 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 46,664
Positions
10,319 28,561 873 9,205 0 363 14,980 7,793 1,034 1,219 877 81 8,593 7,085
Changes from: July 24, 2018 Total Change is: 1,777
363 2,879 61 -252 -113 -38 1,978 -386 -377 -204 -753 81 165 422
Percent of Open Interest Represented by Each Category of Trader
22.1 61.2 1.9 19.7 0.0 0.8 32.1 16.7 2.2 2.6 1.9 0.2 18.4 15.2
Number of Traders in Each Category Total Traders: 99
12 23 4 16 0 . 26 13 8 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 93,328
Positions
20,638 57,121 1,745 18,409 0 725 29,959 15,586 2,067 2,438 1,754 161 17,186 14,169
Changes from: July 24, 2018 Total Change is: 3,553
726 5,757 122 -504 -225 -75 3,955 -772 -754 -408 -1,505 161 330 844
Percent of Open Interest Represented by Each Category of Trader
22.1 61.2 1.9 19.7 0.0 0.8 32.1 16.7 2.2 2.6 1.9 0.2 18.4 15.2
Number of Traders in Each Category Total Traders: 99
12 23 4 16 0 . 26 13 8 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 27,768
Positions
3,489 22,814 0 22,131 1,583 256 0 2,474 0 0 461 0 1,892 180
Changes from: July 24, 2018 Total Change is: -247
-50 0 0 57 -5 14 0 -226 0 0 0 0 -268 -30
Percent of Open Interest Represented by Each Category of Trader
12.6 82.2 0.0 79.7 5.7 0.9 0.0 8.9 0.0 0.0 1.7 0.0 6.8 0.6
Number of Traders in Each Category Total Traders: 25
4 7 0 11 . 4 0 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 615,259
Positions
42,418 101,593 42,462 273,244 188,958 53,616 67,770 83,216 20,237 21,573 40,951 6,992 86,947 77,235
Changes from: July 24, 2018 Total Change is: -3,604
617 6,841 2,436 -4,747 1,945 -2,512 -1,130 -11,411 642 324 3,676 -291 1,057 -4,929
Percent of Open Interest Represented by Each Category of Trader
6.9 16.5 6.9 44.4 30.7 8.7 11.0 13.5 3.3 3.5 6.7 1.1 14.1 12.6
Number of Traders in Each Category Total Traders: 585
29 40 21 162 96 104 82 109 76 31 36 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 62,733
Positions
31,321 13,950 0 6,315 18,262 16 5,550 2,108 0 3,794 0 32 15,705 28,365
Changes from: July 24, 2018 Total Change is: -309
1,274 1,884 -143 19 0 4 -71 916 -273 -811 0 0 -308 -2,697
Percent of Open Interest Represented by Each Category of Trader
49.9 22.2 0.0 10.1 29.1 0.0 8.8 3.4 0.0 6.0 0.0 0.1 25.0 45.2
Number of Traders in Each Category Total Traders: 45
8 8 0 4 4 . 10 7 0 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 26,547
Positions
1,068 25,294 0 8,994 0 290 12,191 411 0 1,167 0 0 2,837 552
Changes from: July 24, 2018 Total Change is: 918
235 423 0 349 0 0 285 411 0 0 0 0 49 84
Percent of Open Interest Represented by Each Category of Trader
4.0 95.3 0.0 33.9 0.0 1.1 45.9 1.5 0.0 4.4 0.0 0.0 10.7 2.1
Number of Traders in Each Category Total Traders: 29
4 9 0 7 0 . 7 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,762,632
Positions
173,958 556,686 93,838 1,343,110 861,946 259,534 333,057 427,497 79,228 89,809 205,668 33,886 356,212 244,349
Changes from: July 24, 2018 Total Change is: -16,474
-9,548 18,523 19,155 -23,935 9,617 -12,475 -4,244 -60,588 3,527 2,486 15,192 1,736 6,824 -11,161
Percent of Open Interest Represented by Each Category of Trader
6.3 20.2 3.4 48.6 31.2 9.4 12.1 15.5 2.9 3.3 7.4 1.2 12.9 8.8
Number of Traders in Each Category Total Traders: 582
28 41 21 164 94 103 81 109 73 29 36 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 31,208
Positions
4,543 27,667 1 21,324 0 1,600 939 0 0 721 1,121 0 2,080 819
Changes from: July 24, 2018 Total Change is: 2,855
352 2,637 1 2,840 0 0 -35 0 0 -24 0 0 -279 217
Percent of Open Interest Represented by Each Category of Trader
14.6 88.7 0.0 68.3 0.0 5.1 3.0 0.0 0.0 2.3 3.6 0.0 6.7 2.6
Number of Traders in Each Category Total Traders: 25
. 8 . 10 0 . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 14,290
Positions
5,526 10,504 62 5,192 1,365 286 327 1,324 23 1,035 0 0 1,839 726
Changes from: July 24, 2018 Total Change is: 824
750 743 0 26 -2 27 4 -9 5 0 0 0 12 60
Percent of Open Interest Represented by Each Category of Trader
38.7 73.5 0.4 36.3 9.6 2.0 2.3 9.3 0.2 7.2 0.0 0.0 12.9 5.1
Number of Traders in Each Category Total Traders: 23
4 10 . 5 . . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 28,530
Positions
19,883 19,237 0 5,532 4,549 395 695 823 106 0 2,476 0 1,919 944
Changes from: July 24, 2018 Total Change is: 432
212 233 0 35 0 21 2 172 106 0 0 0 56 -100
Percent of Open Interest Represented by Each Category of Trader
69.7 67.4 0.0 19.4 15.9 1.4 2.4 2.9 0.4 0.0 8.7 0.0 6.7 3.3
Number of Traders in Each Category Total Traders: 28
7 7 0 4 . . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 82,573
Positions
3,922 38,974 540 41,100 30,231 4,522 18,430 2,656 1,115 0 824 0 12,944 3,711
Changes from: July 24, 2018 Total Change is: -361
76 216 36 -1,478 -191 148 408 94 -502 0 -197 0 951 35
Percent of Open Interest Represented by Each Category of Trader
4.7 47.2 0.7 49.8 36.6 5.5 22.3 3.2 1.4 0.0 1.0 0.0 15.7 4.5
Number of Traders in Each Category Total Traders: 87
5 10 . 35 13 11 16 6 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 47,922
Positions
11,485 13,868 351 13,301 9,948 1,072 12,240 13,245 771 1,595 1,432 24 7,083 7,210
Changes from: July 24, 2018 Total Change is: 31
1,825 63 22 -1,532 70 465 296 183 -68 40 -254 19 -1,036 -469
Percent of Open Interest Represented by Each Category of Trader
24.0 28.9 0.7 27.8 20.8 2.2 25.5 27.6 1.6 3.3 3.0 0.1 14.8 15.0
Number of Traders in Each Category Total Traders: 272
23 21 8 54 29 21 41 69 26 14 21 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 239,608
Positions
57,424 69,341 1,756 66,506 49,738 5,358 61,198 66,227 3,853 7,975 7,161 122 35,416 36,052
Changes from: July 24, 2018 Total Change is: 155
9,127 315 110 -7,660 350 2,324 1,481 915 -342 200 -1,269 97 -5,182 -2,345
Percent of Open Interest Represented by Each Category of Trader
24.0 28.9 0.7 27.8 20.8 2.2 25.5 27.6 1.6 3.3 3.0 0.1 14.8 15.0
Number of Traders in Each Category Total Traders: 272
23 21 8 54 29 21 41 69 26 14 21 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 555,226
Positions
48,978 182,449 3,052 258,227 137,231 37,708 148,065 148,138 15,718 17,257 10,155 271 25,950 20,504
Changes from: July 24, 2018 Total Change is: -5,861
2,617 1,484 403 -7,609 -7,545 -3,319 1,293 -5,147 -101 -425 8,117 2 1,278 245
Percent of Open Interest Represented by Each Category of Trader
8.8 32.9 0.5 46.5 24.7 6.8 26.7 26.7 2.8 3.1 1.8 0.0 4.7 3.7
Number of Traders in Each Category Total Traders: 315
17 29 4 86 47 34 58 57 27 13 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 29,557
Positions
2,203 16,215 1 18,608 970 526 1,419 7,195 273 904 999 0 5,623 3,378
Changes from: July 24, 2018 Total Change is: -424
0 0 0 0 -186 168 -622 -1,537 -2 28 224 0 4 909
Percent of Open Interest Represented by Each Category of Trader
7.5 54.9 0.0 63.0 3.3 1.8 4.8 24.3 0.9 3.1 3.4 0.0 19.0 11.4
Number of Traders in Each Category Total Traders: 46
. 4 . 20 . . 4 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 54,426
Positions
4,553 10,745 387 23,586 21,706 1,732 13,594 7,213 331 1,619 1,343 0 8,624 10,969
Changes from: July 24, 2018 Total Change is: -1,041
-577 147 -1,414 -579 753 436 -62 1,569 173 757 0 0 225 -2,705
Percent of Open Interest Represented by Each Category of Trader
8.4 19.7 0.7 43.3 39.9 3.2 25.0 13.3 0.6 3.0 2.5 0.0 15.8 20.2
Number of Traders in Each Category Total Traders: 73
7 12 4 12 5 6 20 12 6 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 295,154
Positions
35,459 186,415 2,716 188,012 73,362 16,268 40,446 7,267 581 2,558 2,049 0 9,114 6,496
Changes from: July 24, 2018 Total Change is: -5,131
2,164 -202 509 -12,126 3,813 -3,468 7,741 -5,317 -520 10 -421 0 559 475
Percent of Open Interest Represented by Each Category of Trader
12.0 63.2 0.9 63.7 24.9 5.5 13.7 2.5 0.2 0.9 0.7 0.0 3.1 2.2
Number of Traders in Each Category Total Traders: 155
9 13 . 57 30 24 29 8 5 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,003,528
Positions
42,718 542,096 6,637 655,483 227,749 100,810 117,552 76,683 7,822 42,324 28,036 748 29,434 12,947
Changes from: July 24, 2018 Total Change is: 14,865
-13,607 24,294 -125 36,834 -15,665 -5,022 -4,517 13,662 -1,273 2,948 -464 -90 -283 -452
Percent of Open Interest Represented by Each Category of Trader
4.3 54.0 0.7 65.3 22.7 10.0 11.7 7.6 0.8 4.2 2.8 0.1 2.9 1.3
Number of Traders in Each Category Total Traders: 407
22 24 9 150 74 72 51 40 17 37 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 113,877
Positions
22,413 42,325 70,751 10,638 0 270 8,745 0 408 620 30 0 32 93
Changes from: July 24, 2018 Total Change is: 4
854 1,059 -1,055 0 0 0 205 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
19.7 37.2 62.1 9.3 0.0 0.2 7.7 0.0 0.4 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 33
. 14 8 8 0 . 5 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 825,301
Positions
16,277 73,331 7,567 327,472 234,325 181,110 104,433 94,640 10,085 35,128 40,038 1,000 142,229 183,205
Changes from: July 24, 2018 Total Change is: -8,825
-1,800 -23,872 5,455 -4,036 7,543 1,154 3,167 -596 -3,895 -3,594 6,673 201 -5,477 -1,488
Percent of Open Interest Represented by Each Category of Trader
2.0 8.9 0.9 39.7 28.4 21.9 12.7 11.5 1.2 4.3 4.9 0.1 17.2 22.2
Number of Traders in Each Category Total Traders: 186
7 19 5 50 34 46 41 15 22 10 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,023,012
Positions
7,330 212,255 1,126 577,260 70,702 154,740 74,550 456,539 6,609 62,081 20,431 560 138,756 100,050
Changes from: July 24, 2018 Total Change is: 16,395
-1,755 3,761 -58 14,272 606 -820 6,588 15,752 1,205 1,658 1,004 -4 -4,691 -5,051
Percent of Open Interest Represented by Each Category of Trader
0.7 20.7 0.1 56.4 6.9 15.1 7.3 44.6 0.6 6.1 2.0 0.1 13.6 9.8
Number of Traders in Each Category Total Traders: 131
. 19 5 55 9 37 12 26 19 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,959,875
Positions
65,079 176,763 13,589 815,410 332,180 271,920 395,781 539,777 108,119 168,813 332,868 1,716 119,448 182,943
Changes from: July 24, 2018 Total Change is: 31,894
2,739 -12,832 -2,000 15,053 17,719 11,418 29,212 -55,904 5,868 -26,250 70,630 -347 -3,799 -2,658
Percent of Open Interest Represented by Each Category of Trader
3.3 9.0 0.7 41.6 16.9 13.9 20.2 27.5 5.5 8.6 17.0 0.1 6.1 9.3
Number of Traders in Each Category Total Traders: 338
13 26 6 86 42 64 56 69 45 21 25 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,761,004
Positions
131,458 231,189 35,877 1,619,295 826,287 548,579 443,533 1,153,289 169,304 450,604 241,237 27,790 334,564 527,452
Changes from: July 24, 2018 Total Change is: -24,279
-27,952 -51,407 10,789 25,822 58,236 -5,005 -419 -9,625 -25,649 -4,180 -7,815 336 1,979 5,861
Percent of Open Interest Represented by Each Category of Trader
3.5 6.1 1.0 43.1 22.0 14.6 11.8 30.7 4.5 12.0 6.4 0.7 8.9 14.0
Number of Traders in Each Category Total Traders: 437
24 35 11 91 95 104 60 85 50 24 23 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 583,389
Positions
30,280 26,128 6,218 203,183 198,320 69,347 107,320 48,309 17,838 48,222 37,813 506 100,475 178,910
Changes from: July 24, 2018 Total Change is: 4,227
-3,577 3,020 -1,627 8,727 -18,002 4,518 -6,924 4,775 -529 2,979 -6 5 655 12,073
Percent of Open Interest Represented by Each Category of Trader
5.2 4.5 1.1 34.8 34.0 11.9 18.4 8.3 3.1 8.3 6.5 0.1 17.2 30.7
Number of Traders in Each Category Total Traders: 100
5 6 . 19 37 36 12 11 9 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,957,790
Positions
84,183 245,169 59,841 1,992,824 504,873 682,201 390,021 1,537,290 149,063 297,546 318,991 21,077 281,034 439,285
Changes from: July 24, 2018 Total Change is: 43,599
21,130 -22,488 -2,222 65,186 -31,288 -12,376 18,729 124,167 -21,692 -20,626 5,668 3,447 -7,977 383
Percent of Open Interest Represented by Each Category of Trader
2.1 6.2 1.5 50.4 12.8 17.2 9.9 38.8 3.8 7.5 8.1 0.5 7.1 11.1
Number of Traders in Each Category Total Traders: 344
12 35 7 82 56 74 41 75 37 20 23 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,989,127
Positions
458,164 465,800 557,292 35,213 20,955 42,556 94,074 200,615 490,988 184,936 54,215 94,882 31,022 61,824
Changes from: July 24, 2018 Total Change is: 52,901
14,782 -7,212 6,688 8,667 6,485 -4,084 4,629 10,697 28,431 -11,422 3,542 6,680 -1,470 1,674
Percent of Open Interest Represented by Each Category of Trader
23.0 23.4 28.0 1.8 1.1 2.1 4.7 10.1 24.7 9.3 2.7 4.8 1.6 3.1
Number of Traders in Each Category Total Traders: 147
25 29 46 4 . 5 32 33 51 8 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is14,051,272
Positions
6,064,075 1,050,770 2,006,229 338,184 1,890,864 1,431,380 686,836 3,447,868 2,227,589 238,034 230,290 512,433 546,512 1,253,849
Changes from: July 24, 2018 Total Change is: -155,391
-83,117 -86,702 -50,963 -1,503 26,764 -37,267 -22,263 -54,977 82,333 -14,954 -6,814 -2,968 -24,689 -24,797
Percent of Open Interest Represented by Each Category of Trader
43.2 7.5 14.3 2.4 13.5 10.2 4.9 24.5 15.9 1.7 1.6 3.6 3.9 8.9
Number of Traders in Each Category Total Traders: 290
38 38 66 8 28 33 32 100 104 11 15 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 8,817
Positions
3,058 2,491 3,181 0 0 0 1,074 1,280 1,455 0 200 0 49 210
Changes from: July 24, 2018 Total Change is: -375
-476 566 -257 0 0 0 606 -435 6 0 -47 -131 -123 -77
Percent of Open Interest Represented by Each Category of Trader
34.7 28.3 36.1 0.0 0.0 0.0 12.2 14.5 16.5 0.0 2.3 0.0 0.6 2.4
Number of Traders in Each Category Total Traders: 20
4 . 4 0 0 0 7 . 10 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 14,365
Positions
9,576 4,733 794 0 0 0 242 5,186 3,336 0 0 0 417 316
Changes from: July 24, 2018 Total Change is: 1,710
2,166 1,171 -267 0 0 0 -506 413 481 -102 0 0 -62 -88
Percent of Open Interest Represented by Each Category of Trader
66.7 32.9 5.5 0.0 0.0 0.0 1.7 36.1 23.2 0.0 0.0 0.0 2.9 2.2
Number of Traders in Each Category Total Traders: 22
. 6 4 0 0 0 . 11 11 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 32,051
Positions
2,848 3,187 0 146 9,860 0 17,172 15,514 0 11,571 3,215 215 99 60
Changes from: July 24, 2018 Total Change is: 485
-1,182 -1,429 0 24 1,382 -29 1,644 565 0 0 19 0 28 -23
Percent of Open Interest Represented by Each Category of Trader
8.9 9.9 0.0 0.5 30.8 0.0 53.6 48.4 0.0 36.1 10.0 0.7 0.3 0.2
Number of Traders in Each Category Total Traders: 42
. 4 0 . 11 0 4 10 0 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 15,497
Positions
3,217 3,552 0 723 2,448 9 11,514 7,129 0 0 2,266 0 34 93
Changes from: July 24, 2018 Total Change is: 434
-30 408 0 15 -27 -15 478 54 0 0 -18 0 -14 32
Percent of Open Interest Represented by Each Category of Trader
20.8 22.9 0.0 4.7 15.8 0.1 74.3 46.0 0.0 0.0 14.6 0.0 0.2 0.6
Number of Traders in Each Category Total Traders: 30
. 4 0 . 6 . 4 8 0 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 4,671
Positions
55 0 0 25 79 0 1,353 2,390 236 896 1,463 2 2,104 501
Changes from: July 24, 2018 Total Change is: -70
0 0 0 -75 79 0 276 -21 5 -198 -103 -9 -69 -21
Percent of Open Interest Represented by Each Category of Trader
1.2 0.0 0.0 0.5 1.7 0.0 29.0 51.2 5.1 19.2 31.3 0.0 45.0 10.7
Number of Traders in Each Category Total Traders: 43
. 0 0 . . 0 8 11 4 16 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 3,063
Positions
0 0 0 0 209 9 1,722 1,969 258 259 340 0 815 278
Changes from: July 24, 2018 Total Change is: -368
-30 0 0 -44 45 3 369 -344 84 -609 -52 -25 -116 -79
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 6.8 0.3 56.2 64.3 8.4 8.5 11.1 0.0 26.6 9.1
Number of Traders in Each Category Total Traders: 37
0 0 0 0 4 . 12 13 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 53,060
Positions
3,724 32,361 0 14,673 574 470 14,998 13,685 2,358 8,683 1,692 129 8,025 1,791
Changes from: July 24, 2018 Total Change is: 771
-80 4,327 0 -351 -196 35 12 -3,915 610 23 -11 0 522 -79
Percent of Open Interest Represented by Each Category of Trader
7.0 61.0 0.0 27.7 1.1 0.9 28.3 25.8 4.4 16.4 3.2 0.2 15.1 3.4
Number of Traders in Each Category Total Traders: 129
. . 0 12 4 . 35 21 12 38 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 415,465
Positions
53,702 6,950 24,588 117,920 63,411 15,307 60,073 168,123 83,741 18,068 5,190 15,554 26,512 32,601
Changes from: July 24, 2018 Total Change is: 6,892
4,120 -1,426 1,125 9,147 2,771 -1,327 -5,363 7,325 -2,567 -104 -206 -301 2,162 1,498
Percent of Open Interest Represented by Each Category of Trader
12.9 1.7 5.9 28.4 15.3 3.7 14.5 40.5 20.2 4.3 1.2 3.7 6.4 7.8
Number of Traders in Each Category Total Traders: 224
16 7 15 22 38 22 42 61 49 9 12 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 32,728
Positions
1,006 3,146 0 23,107 0 210 5,505 26,702 242 1,341 1,267 1,131 186 30
Changes from: July 24, 2018 Total Change is: -451
-45 0 0 -244 -34 0 -139 -224 0 0 -193 -25 2 25
Percent of Open Interest Represented by Each Category of Trader
3.1 9.6 0.0 70.6 0.0 0.6 16.8 81.6 0.7 4.1 3.9 3.5 0.6 0.1
Number of Traders in Each Category Total Traders: 43
. . 0 12 0 . 6 10 . 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated August 3, 2018