Traders in Financial Futures - Futures Only Positions as of August 14, 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 144,705
Positions
40,792 20,609 548 36,881 27,768 2,468 17,728 48,529 8,012 7,965 1,375 436 29,875 34,960
Changes from: August 7, 2018 Total Change is: -229
2,071 -162 4 897 1,249 -134 -3,905 -2,759 297 -409 71 -10 960 1,215
Percent of Open Interest Represented by Each Category of Trader
28.2 14.2 0.4 25.5 19.2 1.7 12.3 33.5 5.5 5.5 1.0 0.3 20.6 24.2
Number of Traders in Each Category Total Traders: 106
9 4 . 11 17 4 19 35 17 7 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 90,768
Positions
71,998 1,987 57 1,119 18,853 283 9,970 41,149 715 453 1,625 0 6,173 26,099
Changes from: August 7, 2018 Total Change is: -162
105 -245 56 -28 746 0 -884 -1,234 487 0 0 0 102 28
Percent of Open Interest Represented by Each Category of Trader
79.3 2.2 0.1 1.2 20.8 0.3 11.0 45.3 0.8 0.5 1.8 0.0 6.8 28.8
Number of Traders in Each Category Total Traders: 55
8 . . . 13 . 6 21 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 245,490
Positions
105,220 5,810 2,760 42,899 90,993 3,667 61,199 80,981 3,978 1,454 9,175 90 24,223 48,036
Changes from: August 7, 2018 Total Change is: 25,744
11,757 -953 -2,886 1,069 6,689 780 15,553 15,715 174 -126 376 65 -642 5,784
Percent of Open Interest Represented by Each Category of Trader
42.9 2.4 1.1 17.5 37.1 1.5 24.9 33.0 1.6 0.6 3.7 0.0 9.9 19.6
Number of Traders in Each Category Total Traders: 127
9 4 . 13 26 9 21 45 16 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 185,834
Positions
77,723 5,098 528 36,678 42,203 4,247 38,582 84,227 4,546 2,107 1,720 136 21,287 43,129
Changes from: August 7, 2018 Total Change is: -2,068
-8,305 396 113 2,121 -1,583 161 3,254 -261 -1,069 -95 132 17 1,735 26
Percent of Open Interest Represented by Each Category of Trader
41.8 2.7 0.3 19.7 22.7 2.3 20.8 45.3 2.4 1.1 0.9 0.1 11.5 23.2
Number of Traders in Each Category Total Traders: 126
10 4 . 17 22 8 29 37 19 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 526,571
Positions
59,683 130,093 5,641 271,719 130,629 30,676 45,132 142,990 8,474 22,932 7,850 1,089 81,225 69,129
Changes from: August 7, 2018 Total Change is: 19,385
7,154 -16,443 176 -1,208 8,426 -1,534 9,389 24,723 906 4,412 -392 15 75 3,508
Percent of Open Interest Represented by Each Category of Trader
11.3 24.7 1.1 51.6 24.8 5.8 8.6 27.2 1.6 4.4 1.5 0.2 15.4 13.1
Number of Traders in Each Category Total Traders: 290
21 8 10 87 39 42 30 67 24 25 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 36,427
Positions
504 17,272 0 16,378 6,289 2,291 1,144 6,663 0 0 771 5 16,105 3,136
Changes from: August 7, 2018 Total Change is: 1,512
15 -68 0 -179 -645 -51 0 2,576 0 0 0 0 1,727 -300
Percent of Open Interest Represented by Each Category of Trader
1.4 47.4 0.0 45.0 17.3 6.3 3.1 18.3 0.0 0.0 2.1 0.0 44.2 8.6
Number of Traders in Each Category Total Traders: 30
. . 0 14 5 8 . 5 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 27,986
Positions
3,886 6,212 545 8,200 11,804 2,159 6,848 650 0 0 0 0 6,348 6,616
Changes from: August 7, 2018 Total Change is: 2,088
93 0 0 -414 -38 3 2,005 650 0 0 0 0 401 1,473
Percent of Open Interest Represented by Each Category of Trader
13.9 22.2 1.9 29.3 42.2 7.7 24.5 2.3 0.0 0.0 0.0 0.0 22.7 23.6
Number of Traders in Each Category Total Traders: 21
. . . 5 8 8 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 149,238
Positions
91,574 3,980 1,230 6,514 41,176 1,014 21,062 53,239 3,319 3,866 630 0 20,659 44,650
Changes from: August 7, 2018 Total Change is: 8,001
671 -145 788 18 717 -2 549 2,109 -170 3,422 65 0 2,725 4,639
Percent of Open Interest Represented by Each Category of Trader
61.4 2.7 0.8 4.4 27.6 0.7 14.1 35.7 2.2 2.6 0.4 0.0 13.8 29.9
Number of Traders in Each Category Total Traders: 94
10 . . 6 18 4 17 35 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 20,030
Positions
0 15,284 4 11,797 151 0 6,016 2,746 4 385 100 0 1,824 1,741
Changes from: August 7, 2018 Total Change is: -5,399
0 -518 4 -9,779 -7 0 4,131 -5,469 0 285 100 0 -40 491
Percent of Open Interest Represented by Each Category of Trader
0.0 76.3 0.0 58.9 0.8 0.0 30.0 13.7 0.0 1.9 0.5 0.0 9.1 8.7
Number of Traders in Each Category Total Traders: 28
0 5 . 4 . 0 8 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 207,354
Positions
550 110,264 4,593 120,345 2,126 0 71,912 73,684 933 1,516 12,431 0 7,505 3,323
Changes from: August 7, 2018 Total Change is: 8,878
0 4,232 -406 6,981 -168 -154 3,314 7,286 -390 -638 -255 0 171 -1,267
Percent of Open Interest Represented by Each Category of Trader
0.3 53.2 2.2 58.0 1.0 0.0 34.7 35.5 0.4 0.7 6.0 0.0 3.6 1.6
Number of Traders in Each Category Total Traders: 135
. 11 . 24 5 0 47 27 10 7 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 31,400
Positions
21,051 2,108 0 0 20,479 0 7,470 5,052 145 1,200 1,040 3 1,531 2,573
Changes from: August 7, 2018 Total Change is: 504
0 -15 0 0 1,182 0 164 -1,060 83 238 35 0 19 279
Percent of Open Interest Represented by Each Category of Trader
67.0 6.7 0.0 0.0 65.2 0.0 23.8 16.1 0.5 3.8 3.3 0.0 4.9 8.2
Number of Traders in Each Category Total Traders: 41
. . 0 0 6 0 12 11 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 56,128
Positions
39,485 255 0 1,557 10,774 0 9,779 34,683 2,077 0 1,216 5 3,225 7,118
Changes from: August 7, 2018 Total Change is: 4,809
2,753 -45 0 903 -57 0 221 3,980 608 0 227 0 324 96
Percent of Open Interest Represented by Each Category of Trader
70.3 0.5 0.0 2.8 19.2 0.0 17.4 61.8 3.7 0.0 2.2 0.0 5.7 12.7
Number of Traders in Each Category Total Traders: 100
10 . 0 4 20 0 18 41 11 0 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 10,889
Positions
3,910 1,519 0 5,948 2,254 0 134 4,732 10 118 250 0 769 2,124
Changes from: August 7, 2018 Total Change is: -11
-24 -11 0 186 178 0 134 -649 0 118 -414 0 -425 885
Percent of Open Interest Represented by Each Category of Trader
35.9 13.9 0.0 54.6 20.7 0.0 1.2 43.5 0.1 1.1 2.3 0.0 7.1 19.5
Number of Traders in Each Category Total Traders: 24
. . 0 . 4 0 . 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 49,010
Positions
10,207 29,580 939 8,404 346 334 16,554 8,552 1,487 1,446 642 0 9,640 7,133
Changes from: August 7, 2018 Total Change is: -1,118
-106 -1,394 54 -552 346 -26 -1,555 -50 151 39 -343 -20 897 164
Percent of Open Interest Represented by Each Category of Trader
20.8 60.4 1.9 17.1 0.7 0.7 33.8 17.4 3.0 3.0 1.3 0.0 19.7 14.6
Number of Traders in Each Category Total Traders: 94
12 22 5 13 . . 26 10 9 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 98,020
Positions
20,414 59,159 1,877 16,808 691 668 33,108 17,104 2,973 2,892 1,283 0 19,280 14,265
Changes from: August 7, 2018 Total Change is: -2,235
-212 -2,787 108 -1,104 691 -51 -3,109 -100 301 78 -685 -39 1,793 327
Percent of Open Interest Represented by Each Category of Trader
20.8 60.4 1.9 17.1 0.7 0.7 33.8 17.4 3.0 3.0 1.3 0.0 19.7 14.6
Number of Traders in Each Category Total Traders: 94
12 22 5 13 . . 26 10 9 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 29,742
Positions
4,474 23,283 0 23,266 1,593 263 0 3,922 0 0 461 0 1,739 220
Changes from: August 7, 2018 Total Change is: 612
-205 0 0 784 11 6 0 647 0 0 0 0 27 -52
Percent of Open Interest Represented by Each Category of Trader
15.0 78.3 0.0 78.2 5.4 0.9 0.0 13.2 0.0 0.0 1.5 0.0 5.8 0.7
Number of Traders in Each Category Total Traders: 26
4 7 0 11 . 4 0 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 628,840
Positions
47,822 99,155 42,422 272,900 187,295 53,196 69,782 90,811 22,142 23,095 41,794 7,015 90,466 85,011
Changes from: August 7, 2018 Total Change is: -2,177
1,186 65 -123 -6,416 -875 -240 894 -1,981 498 1,305 15 -453 1,173 918
Percent of Open Interest Represented by Each Category of Trader
7.6 15.8 6.7 43.4 29.8 8.5 11.1 14.4 3.5 3.7 6.6 1.1 14.4 13.5
Number of Traders in Each Category Total Traders: 596
33 41 21 168 92 108 86 106 74 33 37 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 64,919
Positions
34,278 13,040 0 6,359 16,826 24 5,692 1,339 0 4,020 3 32 14,514 33,655
Changes from: August 7, 2018 Total Change is: -4
440 -945 0 -9 -1,021 -169 -21 242 -133 -86 0 0 -26 2,022
Percent of Open Interest Represented by Each Category of Trader
52.8 20.1 0.0 9.8 25.9 0.0 8.8 2.1 0.0 6.2 0.0 0.0 22.4 51.8
Number of Traders in Each Category Total Traders: 44
8 8 0 4 . . 9 7 0 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 25,533
Positions
833 24,591 0 8,706 0 290 12,191 326 0 767 0 0 2,746 326
Changes from: August 7, 2018 Total Change is: 17
-235 185 0 85 0 0 4 1 0 0 0 0 163 -169
Percent of Open Interest Represented by Each Category of Trader
3.3 96.3 0.0 34.1 0.0 1.1 47.7 1.3 0.0 3.0 0.0 0.0 10.8 1.3
Number of Traders in Each Category Total Traders: 27
. 9 0 6 0 . 7 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 2,819,606
Positions
193,120 555,971 86,712 1,340,748 860,389 257,817 344,881 471,792 86,277 95,917 209,493 34,375 379,759 256,780
Changes from: August 7, 2018 Total Change is: -10,864
1,036 2,352 2,080 -32,452 312 60 5,231 -10,456 2,498 5,116 -1,763 -426 5,993 -5,521
Percent of Open Interest Represented by Each Category of Trader
6.8 19.7 3.1 47.6 30.5 9.1 12.2 16.7 3.1 3.4 7.4 1.2 13.5 9.1
Number of Traders in Each Category Total Traders: 592
32 42 20 170 90 107 84 107 72 31 36 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 30,284
Positions
5,494 25,463 0 18,824 1,644 1,499 734 0 0 689 841 0 3,044 837
Changes from: August 7, 2018 Total Change is: -13
114 -1,630 0 -480 1,644 -104 -227 0 0 -32 0 0 716 77
Percent of Open Interest Represented by Each Category of Trader
18.1 84.1 0.0 62.2 5.4 4.9 2.4 0.0 0.0 2.3 2.8 0.0 10.1 2.8
Number of Traders in Each Category Total Traders: 20
. 8 0 6 . . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 8,877
Positions
794 7,976 0 4,167 417 0 267 0 0 1,756 0 0 1,893 484
Changes from: August 7, 2018 Total Change is: 217
-40 217 0 168 0 0 0 0 0 0 0 0 89 0
Percent of Open Interest Represented by Each Category of Trader
8.9 89.9 0.0 46.9 4.7 0.0 3.0 0.0 0.0 19.8 0.0 0.0 21.3 5.5
Number of Traders in Each Category Total Traders: 20
. 11 0 . . 0 . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 15,443
Positions
7,630 10,552 62 5,439 1,365 286 299 1,324 23 0 1,065 0 1,704 766
Changes from: August 7, 2018 Total Change is: 1,017
947 257 0 24 0 -141 0 0 0 0 700 0 187 201
Percent of Open Interest Represented by Each Category of Trader
49.4 68.3 0.4 35.2 8.8 1.9 1.9 8.6 0.1 0.0 6.9 0.0 11.0 5.0
Number of Traders in Each Category Total Traders: 24
5 9 . 6 . . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 30,033
Positions
18,753 24,429 8 8,230 1,038 397 695 651 0 0 2,476 0 1,950 1,034
Changes from: August 7, 2018 Total Change is: -325
-210 -63 8 -82 0 2 0 0 0 0 0 0 -43 -272
Percent of Open Interest Represented by Each Category of Trader
62.4 81.3 0.0 27.4 3.5 1.3 2.3 2.2 0.0 0.0 8.2 0.0 6.5 3.4
Number of Traders in Each Category Total Traders: 28
6 7 . 7 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 84,411
Positions
3,969 39,451 558 39,631 30,624 4,480 21,571 3,968 824 0 824 0 13,378 3,682
Changes from: August 7, 2018 Total Change is: 1,498
-347 274 20 -709 738 58 1,909 1,027 -184 0 0 0 751 -435
Percent of Open Interest Represented by Each Category of Trader
4.7 46.7 0.7 47.0 36.3 5.3 25.6 4.7 1.0 0.0 1.0 0.0 15.8 4.4
Number of Traders in Each Category Total Traders: 83
4 10 . 31 14 10 16 6 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 47,514
Positions
13,589 14,388 389 12,941 9,670 826 10,536 11,941 802 1,527 1,309 227 6,678 7,963
Changes from: August 7, 2018 Total Change is: -1,480
316 -81 65 -962 -339 -125 -253 -1,037 85 -725 -424 187 -68 188
Percent of Open Interest Represented by Each Category of Trader
28.6 30.3 0.8 27.2 20.4 1.7 22.2 25.1 1.7 3.2 2.8 0.5 14.1 16.8
Number of Traders in Each Category Total Traders: 260
23 21 7 54 31 21 31 64 30 15 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 237,572
Positions
67,944 71,939 1,947 64,704 48,352 4,128 52,681 59,704 4,008 7,637 6,546 1,133 33,390 39,815
Changes from: August 7, 2018 Total Change is: -7,400
1,582 -405 323 -4,811 -1,693 -623 -1,267 -5,185 426 -3,623 -2,119 935 -342 941
Percent of Open Interest Represented by Each Category of Trader
28.6 30.3 0.8 27.2 20.4 1.7 22.2 25.1 1.7 3.2 2.8 0.5 14.1 16.8
Number of Traders in Each Category Total Traders: 260
23 21 7 54 31 21 31 64 30 15 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 547,242
Positions
50,113 169,534 2,498 252,661 160,973 36,381 152,113 133,586 12,733 17,001 10,501 272 23,470 20,764
Changes from: August 7, 2018 Total Change is: -2,353
-1,310 -881 -372 -3,414 2,888 346 3,686 -7,268 -214 77 551 1 -1,153 2,596
Percent of Open Interest Represented by Each Category of Trader
9.2 31.0 0.5 46.2 29.4 6.6 27.8 24.4 2.3 3.1 1.9 0.0 4.3 3.8
Number of Traders in Each Category Total Traders: 321
18 26 4 80 51 36 64 57 25 15 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 31,916
Positions
5,113 18,015 1 16,843 971 525 2,542 8,147 47 883 1,085 0 5,962 3,125
Changes from: August 7, 2018 Total Change is: 1,858
3,000 -1,200 0 -1,084 0 2 -261 2,460 -237 -21 162 0 459 671
Percent of Open Interest Represented by Each Category of Trader
16.0 56.4 0.0 52.8 3.0 1.6 8.0 25.5 0.1 2.8 3.4 0.0 18.7 9.8
Number of Traders in Each Category Total Traders: 45
. 4 . 17 . . 8 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 49,877
Positions
5,285 13,629 408 22,480 7,884 1,948 10,028 8,393 550 1,686 1,219 0 7,492 15,846
Changes from: August 7, 2018 Total Change is: -1,733
-437 4,268 21 -1,411 800 -78 -225 -1,295 366 426 -124 0 -395 -5,691
Percent of Open Interest Represented by Each Category of Trader
10.6 27.3 0.8 45.1 15.8 3.9 20.1 16.8 1.1 3.4 2.4 0.0 15.0 31.8
Number of Traders in Each Category Total Traders: 68
7 13 . 12 5 6 11 14 7 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 298,985
Positions
42,165 180,311 2,519 190,179 78,752 18,042 33,354 10,518 1,306 2,514 1,691 0 8,906 5,846
Changes from: August 7, 2018 Total Change is: 11,241
7,037 4,996 -217 6,208 2,331 521 -1,895 2,610 207 -48 -6 0 -572 799
Percent of Open Interest Represented by Each Category of Trader
14.1 60.3 0.8 63.6 26.3 6.0 11.2 3.5 0.4 0.8 0.6 0.0 3.0 2.0
Number of Traders in Each Category Total Traders: 156
11 13 . 56 33 25 22 13 9 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 1,004,146
Positions
49,923 558,217 6,635 650,774 210,881 106,161 114,595 69,814 8,902 38,608 27,555 603 27,945 15,378
Changes from: August 7, 2018 Total Change is: -8,747
5,539 -4,629 -33 -16,570 -8,238 8,275 -2,529 -2,912 -285 -1,810 -1,152 -167 -1,167 394
Percent of Open Interest Represented by Each Category of Trader
5.0 55.6 0.7 64.8 21.0 10.6 11.4 7.0 0.9 3.8 2.7 0.1 2.8 1.5
Number of Traders in Each Category Total Traders: 416
24 23 9 152 76 75 57 40 17 35 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 113,758
Positions
22,406 42,939 70,018 10,539 0 270 9,465 0 408 620 30 0 32 93
Changes from: August 7, 2018 Total Change is: -398
13 393 -791 -100 0 0 480 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
19.7 37.7 61.5 9.3 0.0 0.2 8.3 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 August 14, 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 848,369
Positions
15,548 82,660 4,727 342,005 239,950 175,272 112,003 114,031 15,346 35,703 42,405 919 146,846 173,059
Changes from: August 7, 2018 Total Change is: 3,712
-85 5,998 -1,412 8,434 9,073 -7,347 -4,301 -876 3,711 28 1,038 -264 4,948 -6,209
Percent of Open Interest Represented by Each Category of Trader
1.8 9.7 0.6 40.3 28.3 20.7 13.2 13.4 1.8 4.2 5.0 0.1 17.3 20.4
Number of Traders in Each Category Total Traders: 188
10 17 7 53 30 46 40 18 27 10 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 1,070,098
Positions
7,273 198,378 24,437 584,909 73,286 155,267 72,395 473,430 19,892 62,421 22,793 602 142,902 102,013
Changes from: August 7, 2018 Total Change is: 35,659
-1,289 -563 20,115 16,955 3,228 -4,883 -7,840 12,706 4,697 -187 -746 -4 8,095 1,109
Percent of Open Interest Represented by Each Category of Trader
0.7 18.5 2.3 54.7 6.8 14.5 6.8 44.2 1.9 5.8 2.1 0.1 13.4 9.5
Number of Traders in Each Category Total Traders: 134
. 18 4 58 10 41 13 24 20 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,037,652
Positions
63,026 205,531 34,657 862,952 348,088 280,733 428,887 559,908 80,057 173,519 348,847 1,595 112,226 178,236
Changes from: August 7, 2018 Total Change is: 87,131
6,310 5,339 19,454 41,214 24,292 21,499 32,000 36,853 -26,541 -1,161 4,942 52 -5,696 1,241
Percent of Open Interest Represented by Each Category of Trader
3.1 10.1 1.7 42.4 17.1 13.8 21.0 27.5 3.9 8.5 17.1 0.1 5.5 8.7
Number of Traders in Each Category Total Traders: 353
17 32 10 83 48 62 59 67 46 21 26 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 3,965,130
Positions
113,576 318,459 34,807 1,729,704 761,397 549,497 545,831 1,328,754 200,087 403,683 239,121 30,049 357,896 502,959
Changes from: August 7, 2018 Total Change is: 185,288
12,716 31,157 3,954 57,689 -70,471 18,988 66,567 198,150 27,099 -21,213 -411 2,326 17,162 -25,504
Percent of Open Interest Represented by Each Category of Trader
2.9 8.0 0.9 43.6 19.2 13.9 13.8 33.5 5.0 10.2 6.0 0.8 9.0 12.7
Number of Traders in Each Category Total Traders: 452
25 45 16 93 87 99 60 90 63 19 33 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 596,316
Positions
33,228 25,895 6,357 191,741 201,774 77,751 122,735 68,518 12,280 47,956 38,310 504 103,764 164,927
Changes from: August 7, 2018 Total Change is: 23,906
2,367 9,764 61 1,725 5,990 3,701 19,902 15,212 -2,755 -266 -1,806 -7 -822 -6,254
Percent of Open Interest Represented by Each Category of Trader
5.6 4.3 1.1 32.2 33.8 13.0 20.6 11.5 2.1 8.0 6.4 0.1 17.4 27.7
Number of Traders in Each Category Total Traders: 111
6 6 . 22 37 38 16 14 9 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 4,229,925
Positions
70,309 411,468 32,951 2,166,923 517,667 664,302 463,081 1,625,249 227,974 283,621 328,887 22,024 298,740 399,403
Changes from: August 7, 2018 Total Change is: 45,592
-17,551 98,692 -34,586 63,990 -14,632 -20,397 41,587 18,339 13,729 -13,902 7,497 622 12,100 -23,672
Percent of Open Interest Represented by Each Category of Trader
1.7 9.7 0.8 51.2 12.2 15.7 10.9 38.4 5.4 6.7 7.8 0.5 7.1 9.4
Number of Traders in Each Category Total Traders: 348
14 37 10 86 58 76 46 64 47 20 23 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 1,904,497
Positions
467,095 323,249 559,125 8,031 17,664 39,170 81,539 291,101 489,191 146,130 41,507 83,206 31,010 60,284
Changes from: August 7, 2018 Total Change is: 125,589
34,228 -4,381 27,988 -2,319 2,608 1,652 20,760 56,248 47,125 -6,462 -11,134 5,396 -2,779 87
Percent of Open Interest Represented by Each Category of Trader
24.5 17.0 29.4 0.4 0.9 2.1 4.3 15.3 25.7 7.7 2.2 4.4 1.6 3.2
Number of Traders in Each Category Total Traders: 149
30 26 45 . 4 5 27 40 46 7 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 is13,946,092
Positions
5,842,151 1,205,011 1,931,922 363,270 1,915,248 1,327,781 841,985 3,316,842 2,324,659 272,728 239,549 490,160 551,436 1,194,920
Changes from: August 7, 2018 Total Change is: -93,456
-169,541 74,657 -32,403 -11,964 -1,009 -20,376 121,152 -106,383 52,964 -17,070 6,083 8,577 -24,795 -75,566
Percent of Open Interest Represented by Each Category of Trader
41.9 8.6 13.9 2.6 13.7 9.5 6.0 23.8 16.7 2.0 1.7 3.5 4.0 8.6
Number of Traders in Each Category Total Traders: 295
33 43 65 8 27 33 40 91 104 12 19 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 10,194
Positions
3,944 3,069 2,355 0 0 0 1,123 1,614 2,712 0 200 0 60 244
Changes from: August 7, 2018 Total Change is: 520
765 157 -659 0 0 0 -130 468 551 0 0 0 -7 3
Percent of Open Interest Represented by Each Category of Trader
38.7 30.1 23.1 0.0 0.0 0.0 11.0 15.8 26.6 0.0 2.0 0.0 0.6 2.4
Number of Traders in Each Category Total Traders: 21
4 . 4 0 0 0 . 9 10 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 17,027
Positions
10,397 6,175 1,552 0 0 0 259 4,489 4,571 200 0 0 48 240
Changes from: August 7, 2018 Total Change is: 3,927
2,211 2,438 29 0 0 0 70 -187 1,672 0 0 0 -55 -25
Percent of Open Interest Represented by Each Category of Trader
61.1 36.3 9.1 0.0 0.0 0.0 1.5 26.4 26.8 1.2 0.0 0.0 0.3 1.4
Number of Traders in Each Category Total Traders: 24
. 4 . 0 0 0 6 10 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 30,081
Positions
1,442 3,627 0 146 9,653 0 14,681 14,442 0 13,570 2,103 208 34 48
Changes from: August 7, 2018 Total Change is: 406
110 960 0 0 -77 0 -1,224 66 0 1,549 -492 0 -29 -51
Percent of Open Interest Represented by Each Category of Trader
4.8 12.1 0.0 0.5 32.1 0.0 48.8 48.0 0.0 45.1 7.0 0.7 0.1 0.2
Number of Traders in Each Category Total Traders: 43
. 4 0 . 11 0 4 12 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 17,298
Positions
3,218 3,375 0 723 2,448 9 13,326 9,571 0 0 1,796 0 22 99
Changes from: August 7, 2018 Total Change is: 155
-12 -73 0 0 -45 0 207 225 0 0 0 0 -40 48
Percent of Open Interest Represented by Each Category of Trader
18.6 19.5 0.0 4.2 14.2 0.1 77.0 55.3 0.0 0.0 10.4 0.0 0.1 0.6
Number of Traders in Each Category Total Traders: 29
. 4 0 . 6 . 4 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 Eris Standard- Initial - ERIS FUTURES EXCHANGE 100,000 USD notional principal
CFTC Code #ZB9105 Open Interest is 78,684
Positions
3,003 0 37,666 590 0 0 3,835 13,030 26,407 6,925 1,323 246 12 12
Changes from: August 7, 2018 Total Change is: -1,079
221 0 -221 -1,117 0 0 32 -884 0 25 20 0 -19 6
Percent of Open Interest Represented by Each Category of Trader
3.8 0.0 47.9 0.7 0.0 0.0 4.9 16.6 33.6 8.8 1.7 0.3 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. 0 . . 0 0 4 . . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 4,548
Positions
55 0 0 48 58 0 875 1,845 191 1,126 1,733 4 2,249 717
Changes from: August 7, 2018 Total Change is: 94
0 0 0 22 58 0 121 50 -247 107 63 2 89 168
Percent of Open Interest Represented by Each Category of Trader
1.2 0.0 0.0 1.1 1.3 0.0 19.2 40.6 4.2 24.8 38.1 0.1 49.5 15.8
Number of Traders in Each Category Total Traders: 50
. 0 0 . . 0 10 10 4 19 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 2,983
Positions
0 0 0 0 215 8 2,065 1,766 67 138 521 0 705 406
Changes from: August 7, 2018 Total Change is: 251
0 0 0 0 72 -15 584 312 -226 3 51 0 -95 57
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 7.2 0.3 69.2 59.2 2.2 4.6 17.5 0.0 23.6 13.6
Number of Traders in Each Category Total Traders: 37
0 0 0 0 4 . 12 13 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 57,088
Positions
554 34,996 0 18,623 364 417 21,446 15,473 1,572 6,068 1,919 129 8,279 2,218
Changes from: August 7, 2018 Total Change is: 3,173
-750 1,122 0 2,168 -76 -5 3,629 1,970 -425 -1,452 472 0 8 115
Percent of Open Interest Represented by Each Category of Trader
1.0 61.3 0.0 32.6 0.6 0.7 37.6 27.1 2.8 10.6 3.4 0.2 14.5 3.9
Number of Traders in Each Category Total Traders: 138
. . 0 15 . . 41 20 12 43 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 14, 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 492,921
Positions
69,209 8,738 31,428 123,958 65,287 23,349 55,868 183,242 120,960 18,467 5,573 19,954 29,728 34,390
Changes from: August 7, 2018 Total Change is: 16,901
10,868 -853 2,623 342 -5,825 2,091 -15,579 887 13,222 -2,145 1,211 2,489 2,990 1,056
Percent of Open Interest Represented by Each Category of Trader
14.0 1.8 6.4 25.1 13.2 4.7 11.3 37.2 24.5 3.7 1.1 4.0 6.0 7.0
Number of Traders in Each Category Total Traders: 236
16 10 18 25 36 25 40 70 62 11 14 17
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Traders in Financial Futures - Futures Only Positions as of August 14, 2018
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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 :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 33,424
Positions
1,223 3,146 0 20,378 28 210 8,665 26,250 243 1,341 2,367 1,175 189 5
Changes from: August 7, 2018 Total Change is: 1,081
182 0 0 -2,234 28 0 3,142 1,072 1 0 4 0 -10 -24
Percent of Open Interest Represented by Each Category of Trader
3.7 9.4 0.0 61.0 0.1 0.6 25.9 78.5 0.7 4.0 7.1 3.5 0.6 0.0
Number of Traders in Each Category Total Traders: 45
4 . 0 10 . . 8 9 . 8 4 .
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Updated August 17, 2018