Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 171,742
Positions
55,484 16,776 5,007 34,245 29,671 4,272 11,277 57,263 21,435 8,106 1,211 854 31,061 35,253
Changes from: July 17, 2018 Total Change is: -5,736
-5,067 388 314 53 -2,742 -231 -6,091 -556 1,693 571 -1,303 18 3,003 -3,317
Percent of Open Interest Represented by Each Category of Trader
32.3 9.8 2.9 19.9 17.3 2.5 6.6 33.3 12.5 4.7 0.7 0.5 18.1 20.5
Number of Traders in Each Category Total Traders: 109
11 . 8 10 18 5 18 36 24 8 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 93,884
Positions
73,444 2,720 184 1,159 17,349 324 10,391 42,178 1,574 465 1,625 0 6,343 27,931
Changes from: July 17, 2018 Total Change is: -349
-399 3 -29 -30 201 0 -38 974 235 0 0 0 -88 -1,733
Percent of Open Interest Represented by Each Category of Trader
78.2 2.9 0.2 1.2 18.5 0.3 11.1 44.9 1.7 0.5 1.7 0.0 6.8 29.8
Number of Traders in Each Category Total Traders: 55
7 . . . 11 . 7 23 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 231,559
Positions
77,456 8,772 11,894 43,145 78,680 6,159 32,217 42,435 30,345 1,695 7,487 2,712 25,937 43,075
Changes from: July 17, 2018 Total Change is: 5,681
7,662 -1,390 1,306 907 1,955 -921 -5,923 752 4,830 465 -35 60 -2,707 -877
Percent of Open Interest Represented by Each Category of Trader
33.4 3.8 5.1 18.6 34.0 2.7 13.9 18.3 13.1 0.7 3.2 1.2 11.2 18.6
Number of Traders in Each Category Total Traders: 119
8 4 7 15 24 12 25 35 22 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 237,625
Positions
94,415 3,211 8,413 35,195 41,766 7,829 37,143 98,744 27,532 2,821 2,797 2,076 22,200 45,257
Changes from: July 17, 2018 Total Change is: -13,268
13,415 -1,035 -2,905 2,040 -1,635 -1,631 -27,378 -7,890 3,549 -901 260 157 386 -2,138
Percent of Open Interest Represented by Each Category of Trader
39.7 1.4 3.5 14.8 17.6 3.3 15.6 41.6 11.6 1.2 1.2 0.9 9.3 19.0
Number of Traders in Each Category Total Traders: 145
10 4 8 16 23 12 23 54 23 5 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 569,003
Positions
55,410 163,989 21,744 269,132 114,948 40,087 33,242 101,643 44,977 17,352 9,947 6,298 80,760 65,368
Changes from: July 17, 2018 Total Change is: 8,917
-3,247 7,519 189 3,501 -178 907 853 -611 1,674 -2,130 -345 196 6,974 -433
Percent of Open Interest Represented by Each Category of Trader
9.7 28.8 3.8 47.3 20.2 7.0 5.8 17.9 7.9 3.0 1.7 1.1 14.2 11.5
Number of Traders in Each Category Total Traders: 292
19 10 18 89 38 44 32 59 36 24 21 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 34,077
Positions
0 17,742 0 16,379 6,684 2,313 510 3,261 0 0 771 5 14,870 3,301
Changes from: July 17, 2018 Total Change is: 1,096
-407 -23 0 501 273 0 0 1,708 0 0 0 0 1,002 -862
Percent of Open Interest Represented by Each Category of Trader
0.0 52.1 0.0 48.1 19.6 6.8 1.5 9.6 0.0 0.0 2.3 0.0 43.6 9.7
Number of Traders in Each Category Total Traders: 28
0 . 0 14 6 8 . 4 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 27,012
Positions
3,757 6,212 583 8,209 12,545 1,932 5,558 553 0 0 0 0 6,973 5,187
Changes from: July 17, 2018 Total Change is: -468
-203 0 21 40 -35 24 67 -791 0 0 0 0 -417 313
Percent of Open Interest Represented by Each Category of Trader
13.9 23.0 2.2 30.4 46.4 7.2 20.6 2.0 0.0 0.0 0.0 0.0 25.8 19.2
Number of Traders in Each Category Total Traders: 20
. . . 5 8 9 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 151,707
Positions
81,977 4,835 5,544 5,388 40,673 3,528 20,785 44,780 12,203 974 62 1,353 19,955 38,729
Changes from: July 17, 2018 Total Change is: 2,292
4,478 801 -220 -1,101 1,740 -134 -1,807 62 972 63 36 72 -32 -1,038
Percent of Open Interest Represented by Each Category of Trader
54.0 3.2 3.7 3.6 26.8 2.3 13.7 29.5 8.0 0.6 0.0 0.9 13.2 25.5
Number of Traders in Each Category Total Traders: 88
11 4 8 5 16 5 16 31 21 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 27,498
Positions
0 15,615 0 22,941 147 0 2,164 10,339 12 550 0 0 1,831 1,385
Changes from: July 17, 2018 Total Change is: 29
0 163 0 559 26 0 -340 -487 -6 -5 0 0 -179 333
Percent of Open Interest Represented by Each Category of Trader
0.0 56.8 0.0 83.4 0.5 0.0 7.9 37.6 0.0 2.0 0.0 0.0 6.7 5.0
Number of Traders in Each Category Total Traders: 25
0 5 0 4 . 0 6 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 178,398
Positions
5,552 97,072 1,034 110,462 7,231 258 50,286 55,074 1,365 3,237 12,115 3 6,202 4,247
Changes from: July 17, 2018 Total Change is: 22,531
-504 6,321 198 20,183 -2,553 -180 4,460 16,220 -1,623 -249 4,390 -20 266 -222
Percent of Open Interest Represented by Each Category of Trader
3.1 54.4 0.6 61.9 4.1 0.1 28.2 30.9 0.8 1.8 6.8 0.0 3.5 2.4
Number of Traders in Each Category Total Traders: 143
. 11 . 19 10 . 38 40 13 9 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 44,981
Positions
28,427 2,556 2,604 3,031 25,207 0 8,037 9,688 760 615 1,781 3 1,504 2,382
Changes from: July 17, 2018 Total Change is: -703
0 0 0 -603 -578 0 -152 -303 133 0 -55 0 -81 100
Percent of Open Interest Represented by Each Category of Trader
63.2 5.7 5.8 6.7 56.0 0.0 17.9 21.5 1.7 1.4 4.0 0.0 3.3 5.3
Number of Traders in Each Category Total Traders: 35
. . . . . 0 10 11 4 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 51,898
Positions
35,663 296 0 621 11,998 0 11,199 30,337 1,924 0 1,006 4 2,487 6,333
Changes from: July 17, 2018 Total Change is: -1,356
-306 296 0 -288 -56 -16 -972 -1,631 218 0 134 0 8 -301
Percent of Open Interest Represented by Each Category of Trader
68.7 0.6 0.0 1.2 23.1 0.0 21.6 58.5 3.7 0.0 1.9 0.0 4.8 12.2
Number of Traders in Each Category Total Traders: 97
9 . 0 . 19 0 22 38 9 0 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 9,149
Positions
3,791 830 0 3,644 2,153 0 422 4,495 20 127 350 0 1,145 1,301
Changes from: July 17, 2018 Total Change is: 1,159
0 0 0 951 -23 0 250 1,117 -172 127 130 0 3 107
Percent of Open Interest Represented by Each Category of Trader
41.4 9.1 0.0 39.8 23.5 0.0 4.6 49.1 0.2 1.4 3.8 0.0 12.5 14.2
Number of Traders in Each Category Total Traders: 21
. . 0 . . 0 . 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 46,086
Positions
9,956 25,615 1,085 9,457 113 400 13,206 8,210 1,674 1,227 1,684 541 8,542 6,765
Changes from: July 17, 2018 Total Change is: 1,627
-749 -532 23 384 -59 13 2,364 1,485 -143 -48 782 -41 -175 98
Percent of Open Interest Represented by Each Category of Trader
21.6 55.6 2.4 20.5 0.2 0.9 28.7 17.8 3.6 2.7 3.7 1.2 18.5 14.7
Number of Traders in Each Category Total Traders: 106
12 22 . 15 . . 30 12 13 . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 92,172
Positions
19,912 51,230 2,169 18,913 225 800 26,411 16,420 3,348 2,454 3,369 1,081 17,084 13,530
Changes from: July 17, 2018 Total Change is: 3,253
-1,498 -1,063 46 768 -117 26 4,727 2,969 -287 -97 1,564 -81 -351 196
Percent of Open Interest Represented by Each Category of Trader
21.6 55.6 2.4 20.5 0.2 0.9 28.7 17.8 3.6 2.7 3.7 1.2 18.5 14.7
Number of Traders in Each Category Total Traders: 106
12 22 . 15 . . 30 12 13 . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 28,015
Positions
3,539 22,814 0 22,074 1,588 242 0 2,700 0 0 461 0 2,160 210
Changes from: July 17, 2018 Total Change is: -430
446 -250 0 -837 0 0 0 33 0 0 0 0 -39 -213
Percent of Open Interest Represented by Each Category of Trader
12.6 81.4 0.0 78.8 5.7 0.9 0.0 9.6 0.0 0.0 1.6 0.0 7.7 0.7
Number of Traders in Each Category Total Traders: 25
4 7 0 10 . 4 0 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 796,711
Positions
46,120 96,647 61,234 278,216 188,255 63,557 65,228 92,948 124,349 23,216 36,253 38,211 96,579 95,257
Changes from: July 17, 2018 Total Change is: -7,415
2,089 4,604 5,028 -3,187 -376 -2,917 1,439 3,686 -6,257 975 -2,704 -2,476 -2,108 -6,003
Percent of Open Interest Represented by Each Category of Trader
5.8 12.1 7.7 34.9 23.6 8.0 8.2 11.7 15.6 2.9 4.6 4.8 12.1 12.0
Number of Traders in Each Category Total Traders: 637
37 36 45 164 95 120 85 124 121 51 45 55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 88,591
Positions
30,160 11,936 1,722 6,296 19,336 1,879 6,352 1,006 12,922 4,953 21 3,195 21,111 36,574
Changes from: July 17, 2018 Total Change is: -1,811
681 2,113 -155 -1,008 180 -286 473 -161 -1,352 -527 -18 -445 807 -1,687
Percent of Open Interest Represented by Each Category of Trader
34.0 13.5 1.9 7.1 21.8 2.1 7.2 1.1 14.6 5.6 0.0 3.6 23.8 41.3
Number of Traders in Each Category Total Traders: 57
8 8 8 4 5 . 15 7 21 5 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 25,629
Positions
833 24,871 0 8,645 0 290 11,906 0 0 1,167 0 0 2,788 468
Changes from: July 17, 2018 Total Change is: 354
-336 470 0 127 0 -24 280 0 0 0 0 0 307 -92
Percent of Open Interest Represented by Each Category of Trader
3.3 97.0 0.0 33.7 0.0 1.1 46.5 0.0 0.0 4.6 0.0 0.0 10.9 1.8
Number of Traders in Each Category Total Traders: 26
. 10 0 6 0 . 6 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,540,600
Positions
204,125 547,880 173,237 1,368,172 853,166 299,819 315,722 481,054 535,790 92,747 182,589 173,648 377,341 293,418
Changes from: July 17, 2018 Total Change is: -28,018
21,935 27,352 11,021 -11,293 -3,177 -12,759 7,696 22,101 -27,393 7,511 -13,425 -10,160 -14,576 -21,577
Percent of Open Interest Represented by Each Category of Trader
5.8 15.5 4.9 38.6 24.1 8.5 8.9 13.6 15.1 2.6 5.2 4.9 10.7 8.3
Number of Traders in Each Category Total Traders: 625
35 37 44 166 92 118 82 122 117 49 42 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 28,353
Positions
4,191 25,030 0 18,484 0 1,600 974 0 0 745 1,121 0 2,359 602
Changes from: July 17, 2018 Total Change is: 702
200 831 0 134 -14 27 0 0 0 0 0 0 341 -142
Percent of Open Interest Represented by Each Category of Trader
14.8 88.3 0.0 65.2 0.0 5.6 3.4 0.0 0.0 2.6 4.0 0.0 8.3 2.1
Number of Traders in Each Category Total Traders: 23
. 8 0 8 0 . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 13,466
Positions
4,776 9,761 62 5,166 1,367 259 323 1,333 18 1,035 0 0 1,827 666
Changes from: July 17, 2018 Total Change is: -26
-59 44 54 125 0 -102 -11 0 0 0 0 0 -33 -22
Percent of Open Interest Represented by Each Category of Trader
35.5 72.5 0.5 38.4 10.2 1.9 2.4 9.9 0.1 7.7 0.0 0.0 13.6 4.9
Number of Traders in Each Category Total Traders: 23
4 10 . 5 . . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 28,098
Positions
19,671 19,004 0 5,497 4,549 374 693 651 0 0 2,476 0 1,863 1,044
Changes from: July 17, 2018 Total Change is: 106
0 3,139 0 106 -2,891 70 -54 0 0 0 0 0 -16 -212
Percent of Open Interest Represented by Each Category of Trader
70.0 67.6 0.0 19.6 16.2 1.3 2.5 2.3 0.0 0.0 8.8 0.0 6.6 3.7
Number of Traders in Each Category Total Traders: 26
5 7 0 5 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 82,934
Positions
3,846 38,758 504 42,578 30,422 4,374 18,022 2,562 1,617 0 1,021 0 11,993 3,676
Changes from: July 17, 2018 Total Change is: -1,040
5 724 -12 621 -1,674 -777 -1,262 -39 607 0 0 0 -222 131
Percent of Open Interest Represented by Each Category of Trader
4.6 46.7 0.6 51.3 36.7 5.3 21.7 3.1 1.9 0.0 1.2 0.0 14.5 4.4
Number of Traders in Each Category Total Traders: 86
5 9 . 36 14 12 15 5 9 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 51,299
Positions
9,637 13,729 754 14,821 9,878 648 12,013 12,777 2,436 1,592 1,838 895 8,502 8,344
Changes from: July 17, 2018 Total Change is: -2,382
849 -113 -282 -488 218 22 -2,062 -2,734 -165 -1,043 266 -53 839 459
Percent of Open Interest Represented by Each Category of Trader
18.8 26.8 1.5 28.9 19.3 1.3 23.4 24.9 4.7 3.1 3.6 1.7 16.6 16.3
Number of Traders in Each Category Total Traders: 267
19 23 9 55 27 18 34 65 30 14 30 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 256,493
Positions
48,185 68,647 3,768 74,106 49,388 3,240 60,065 63,885 12,178 7,962 9,192 4,476 42,512 41,719
Changes from: July 17, 2018 Total Change is: -11,911
4,246 -565 -1,408 -2,442 1,091 108 -10,309 -13,670 -825 -5,213 1,328 -263 4,196 2,294
Percent of Open Interest Represented by Each Category of Trader
18.8 26.8 1.5 28.9 19.3 1.3 23.4 24.9 4.7 3.1 3.6 1.7 16.6 16.3
Number of Traders in Each Category Total Traders: 267
19 23 9 55 27 18 34 65 30 14 30 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 565,945
Positions
46,516 180,850 3,050 265,836 144,776 41,027 146,473 153,157 18,848 17,743 2,132 1,580 24,872 20,525
Changes from: July 17, 2018 Total Change is: -7,845
1,709 -2,086 -126 1,760 -5,584 -112 -9,870 -3,681 827 -303 505 -373 -1,357 2,785
Percent of Open Interest Represented by Each Category of Trader
8.2 32.0 0.5 47.0 25.6 7.2 25.9 27.1 3.3 3.1 0.4 0.3 4.4 3.6
Number of Traders in Each Category Total Traders: 321
17 28 5 87 50 33 59 57 36 14 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 29,981
Positions
2,203 16,215 1 18,608 1,156 358 2,041 8,732 275 876 775 0 5,619 2,469
Changes from: July 17, 2018 Total Change is: 459
518 0 0 23 -50 10 103 491 11 -235 -428 0 29 425
Percent of Open Interest Represented by Each Category of Trader
7.3 54.1 0.0 62.1 3.9 1.2 6.8 29.1 0.9 2.9 2.6 0.0 18.7 8.2
Number of Traders in Each Category Total Traders: 48
. 4 . 18 . . 6 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 55,467
Positions
5,130 10,598 1,801 24,165 20,953 1,296 13,656 5,644 158 862 1,343 0 8,399 13,674
Changes from: July 17, 2018 Total Change is: 559
-997 -1,516 674 2,193 -352 13 -413 -264 -237 -494 -263 0 -180 2,504
Percent of Open Interest Represented by Each Category of Trader
9.2 19.1 3.2 43.6 37.8 2.3 24.6 10.2 0.3 1.6 2.4 0.0 15.1 24.7
Number of Traders in Each Category Total Traders: 66
7 13 6 10 4 5 17 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 300,285
Positions
33,295 186,617 2,207 200,138 69,549 19,736 32,705 12,584 1,101 2,548 2,470 0 8,555 6,021
Changes from: July 17, 2018 Total Change is: -275
156 3,226 30 -102 -922 -102 1,406 -2,122 -1,043 -50 0 0 -570 658
Percent of Open Interest Represented by Each Category of Trader
11.1 62.1 0.7 66.6 23.2 6.6 10.9 4.2 0.4 0.8 0.8 0.0 2.8 2.0
Number of Traders in Each Category Total Traders: 152
8 14 . 58 29 24 22 12 6 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 988,663
Positions
56,325 517,802 6,762 618,649 243,414 105,832 122,069 63,021 9,095 39,376 28,500 838 29,717 13,399
Changes from: July 17, 2018 Total Change is: 11,450
1,000 16,504 234 2,627 -2,884 1,011 6,207 -1,562 322 575 -983 -212 -314 -980
Percent of Open Interest Represented by Each Category of Trader
5.7 52.4 0.7 62.6 24.6 10.7 12.3 6.4 0.9 4.0 2.9 0.1 3.0 1.4
Number of Traders in Each Category Total Traders: 405
23 24 11 140 79 72 58 35 18 35 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 113,873
Positions
21,559 41,266 71,806 10,638 0 270 8,540 0 408 620 30 0 32 93
Changes from: July 17, 2018 Total Change is: 259
455 578 -319 3 0 0 120 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
18.9 36.2 63.1 9.3 0.0 0.2 7.5 0.0 0.4 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 33
. 14 8 8 0 . 5 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,021,276
Positions
18,751 93,256 31,788 334,082 215,839 224,219 91,478 96,940 111,681 34,154 34,321 16,007 159,115 197,225
Changes from: July 17, 2018 Total Change is: 10,192
-697 -16,190 3,659 10,887 -6,275 -576 -10,931 16,032 16,941 -2,092 -2,611 363 -7,363 -1,151
Percent of Open Interest Represented by Each Category of Trader
1.8 9.1 3.1 32.7 21.1 22.0 9.0 9.5 10.9 3.3 3.4 1.6 15.6 19.3
Number of Traders in Each Category Total Traders: 205
10 21 22 54 35 51 32 32 47 10 11 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 1,007,387
Positions
9,085 208,494 1,184 563,024 70,096 155,560 67,522 440,808 6,001 60,423 19,427 564 144,024 105,253
Changes from: July 17, 2018 Total Change is: 10,086
-4,399 2,625 169 11,402 -1,581 -1,701 6,284 -4,826 157 -583 2,793 -148 -1,096 12,597
Percent of Open Interest Represented by Each Category of Trader
0.9 20.7 0.1 55.9 7.0 15.4 6.7 43.8 0.6 6.0 1.9 0.1 14.3 10.4
Number of Traders in Each Category Total Traders: 128
. 18 . 56 7 35 11 26 17 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 1,995,535
Positions
61,223 189,817 20,576 800,391 313,557 262,892 374,457 603,093 149,752 194,703 262,202 6,617 124,923 187,028
Changes from: July 17, 2018 Total Change is: 26,224
2,614 -4,840 2,881 -9,617 -3,652 3,174 28,733 15,966 9,086 -14,068 -3,674 405 3,016 6,879
Percent of Open Interest Represented by Each Category of Trader
3.1 9.5 1.0 40.1 15.7 13.2 18.8 30.2 7.5 9.8 13.1 0.3 6.3 9.4
Number of Traders in Each Category Total Traders: 333
12 31 10 84 42 65 49 73 54 20 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,523,654
Positions
115,738 283,558 214,424 1,623,860 799,187 606,454 496,334 1,151,930 565,751 457,864 264,724 87,933 355,297 549,694
Changes from: July 17, 2018 Total Change is: 71,358
16,309 -72,436 25,872 33,330 44,801 -24,510 -7,436 66,407 36,477 10,895 -4,681 -13,795 -5,785 13,222
Percent of Open Interest Represented by Each Category of Trader
2.6 6.3 4.7 35.9 17.7 13.4 11.0 25.5 12.5 10.1 5.9 1.9 7.9 12.2
Number of Traders in Each Category Total Traders: 468
22 45 47 91 95 112 59 98 95 24 34 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 579,162
Positions
33,857 23,108 7,845 194,456 216,322 64,829 114,244 43,534 18,367 45,243 37,819 501 99,820 166,837
Changes from: July 17, 2018 Total Change is: 1,050
-6,049 -1,619 57 4,430 6,045 10,655 -3,295 -3,784 -1,274 -863 -6,985 1 -2,612 -2,046
Percent of Open Interest Represented by Each Category of Trader
5.8 4.0 1.4 33.6 37.4 11.2 19.7 7.5 3.2 7.8 6.5 0.1 17.2 28.8
Number of Traders in Each Category Total Traders: 104
6 7 4 17 38 34 15 11 8 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,159,013
Positions
62,315 281,216 113,867 1,923,120 539,181 723,259 360,925 1,379,626 328,514 318,729 316,627 29,571 298,714 447,153
Changes from: July 17, 2018 Total Change is: 85,295
-2,741 -18,497 9,966 -2,479 20,473 42,928 24,518 -18,982 22,812 -29,559 -2,594 -3,584 23,434 32,773
Percent of Open Interest Represented by Each Category of Trader
1.5 6.8 2.7 46.2 13.0 17.4 8.7 33.2 7.9 7.7 7.6 0.7 7.2 10.8
Number of Traders in Each Category Total Traders: 352
10 41 23 79 59 76 37 83 59 23 20 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 1,936,551
Positions
443,382 473,012 550,604 26,546 14,470 46,640 89,445 189,874 462,781 196,358 50,673 88,202 32,593 60,295
Changes from: July 17, 2018 Total Change is: 49,912
-5,286 21,876 14,933 -2,287 -96 1,763 21,314 -7,907 16,457 3,178 -8 -1,007 847 3,901
Percent of Open Interest Represented by Each Category of Trader
22.9 24.4 28.4 1.4 0.7 2.4 4.6 9.8 23.9 10.1 2.6 4.6 1.7 3.1
Number of Traders in Each Category Total Traders: 149
27 30 50 . 4 4 28 35 48 8 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is26,523,136
Positions
6,155,195 1,328,021 4,523,431 340,938 2,137,230 2,207,743 705,953 2,756,978 10,360,941 46,641 298,509 1,586,499 595,795 1,323,784
Changes from: July 17, 2018 Total Change is: 668,132
-160,589 124,869 246,545 20,789 -82,238 59,553 -33,607 -23,000 471,005 -7,778 -160,676 92,622 -20,410 -60,550
Percent of Open Interest Represented by Each Category of Trader
23.2 5.0 17.1 1.3 8.1 8.3 2.7 10.4 39.1 0.2 1.1 6.0 2.2 5.0
Number of Traders in Each Category Total Traders: 316
33 43 70 13 31 38 44 100 113 16 21 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 9,192
Positions
3,534 1,925 3,438 0 0 0 468 1,715 1,449 0 247 131 172 287
Changes from: July 17, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
38.4 20.9 37.4 0.0 0.0 0.0 5.1 18.7 15.8 0.0 2.7 1.4 1.9 3.1
Number of Traders in Each Category Total Traders: 20
5 . 5 0 0 0 4 5 6 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 12,655
Positions
7,410 3,562 1,061 0 0 0 748 4,773 2,855 102 0 0 479 404
Changes from: July 17, 2018 Total Change is: 3,776
1,853 1,206 323 0 0 0 720 1,540 710 102 -25 0 68 22
Percent of Open Interest Represented by Each Category of Trader
58.6 28.1 8.4 0.0 0.0 0.0 5.9 37.7 22.6 0.8 0.0 0.0 3.8 3.2
Number of Traders in Each Category Total Traders: 22
. 4 5 0 0 0 . 8 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 31,566
Positions
4,030 4,616 0 122 8,478 29 15,528 14,949 0 11,571 3,196 215 71 83
Changes from: July 17, 2018 Total Change is: -47
-722 -103 0 -6 69 0 430 102 0 245 -130 0 6 15
Percent of Open Interest Represented by Each Category of Trader
12.8 14.6 0.0 0.4 26.9 0.1 49.2 47.4 0.0 36.7 10.1 0.7 0.2 0.3
Number of Traders in Each Category Total Traders: 42
4 5 0 . 10 . . 10 0 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 15,063
Positions
3,247 3,144 0 708 2,475 24 11,036 7,075 0 0 2,284 0 48 61
Changes from: July 17, 2018 Total Change is: 744
-18 1,097 0 0 -16 0 758 -197 0 0 -140 0 4 0
Percent of Open Interest Represented by Each Category of Trader
21.6 20.9 0.0 4.7 16.4 0.2 73.3 47.0 0.0 0.0 15.2 0.0 0.3 0.4
Number of Traders in Each Category Total Traders: 32
. 4 0 . 7 . 5 8 0 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 4,741
Positions
55 0 0 100 0 0 1,077 2,411 231 1,094 1,566 11 2,173 522
Changes from: July 17, 2018 Total Change is: -381
0 0 0 -12 0 0 -168 86 -96 11 -244 0 -116 -127
Percent of Open Interest Represented by Each Category of Trader
1.2 0.0 0.0 2.1 0.0 0.0 22.7 50.9 4.9 23.1 33.0 0.2 45.8 11.0
Number of Traders in Each Category Total Traders: 47
. 0 0 . 0 0 7 12 4 19 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 3,431
Positions
30 0 0 44 164 6 1,353 2,313 174 868 392 25 931 357
Changes from: July 17, 2018 Total Change is: 577
30 0 0 19 75 6 -116 323 106 375 60 10 147 -3
Percent of Open Interest Represented by Each Category of Trader
0.9 0.0 0.0 1.3 4.8 0.2 39.4 67.4 5.1 25.3 11.4 0.7 27.1 10.4
Number of Traders in Each Category Total Traders: 36
. 0 0 . . . 8 11 . 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 52,493
Positions
3,804 28,034 0 15,024 770 435 14,986 17,731 1,790 8,741 1,692 165 7,548 1,876
Changes from: July 17, 2018 Total Change is: 3,117
-129 8,249 -55 1,289 123 -17 -1,408 -5,394 439 2,137 -275 33 828 14
Percent of Open Interest Represented by Each Category of Trader
7.2 53.4 0.0 28.6 1.5 0.8 28.5 33.8 3.4 16.7 3.2 0.3 14.4 3.6
Number of Traders in Each Category Total Traders: 128
. . 0 13 4 . 30 26 12 37 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 408,573
Positions
49,582 8,376 23,463 108,773 60,640 16,634 65,436 160,798 86,308 18,172 5,396 15,855 24,350 31,103
Changes from: July 17, 2018 Total Change is: -16,810
15,591 -4,059 -15,250 12,095 7,373 200 -21,255 4,422 -7,635 2,513 -2,423 -139 -2,930 701
Percent of Open Interest Represented by Each Category of Trader
12.1 2.1 5.7 26.6 14.8 4.1 16.0 39.4 21.1 4.4 1.3 3.9 6.0 7.6
Number of Traders in Each Category Total Traders: 226
14 7 15 22 38 20 44 63 53 9 13 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 33,179
Positions
1,051 3,146 0 23,351 34 210 5,644 26,926 242 1,341 1,460 1,156 184 5
Changes from: July 17, 2018 Total Change is: -2,648
0 -268 0 -2,124 0 0 747 -4,841 0 -2,456 1,316 1,156 29 -11
Percent of Open Interest Represented by Each Category of Trader
3.2 9.5 0.0 70.4 0.1 0.6 17.0 81.2 0.7 4.0 4.4 3.5 0.6 0.0
Number of Traders in Each Category Total Traders: 45
4 . 0 12 . . 6 10 . 8 . .
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Updated July 27, 2018