Traders in Financial Futures - Futures Only Positions as of September 4, 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 151,238
Positions
39,766 22,426 1,173 41,849 28,079 2,520 20,817 53,909 6,201 8,277 2,028 489 30,146 34,413
Changes from: August 28, 2018 Total Change is: 3,559
7,175 -973 843 -1,045 2,725 116 -901 42 -2,804 551 340 10 -386 3,260
Percent of Open Interest Represented by Each Category of Trader
26.3 14.8 0.8 27.7 18.6 1.7 13.8 35.6 4.1 5.5 1.3 0.3 19.9 22.8
Number of Traders in Each Category Total Traders: 111
9 5 7 10 17 4 17 40 11 8 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 80,733
Positions
52,599 2,555 1,266 1,175 13,491 270 14,809 42,211 703 963 1,591 0 8,948 18,646
Changes from: August 28, 2018 Total Change is: -4,633
-9,132 131 1,206 0 -3,176 57 2,191 -119 253 0 0 0 792 -2,985
Percent of Open Interest Represented by Each Category of Trader
65.2 3.2 1.6 1.5 16.7 0.3 18.3 52.3 0.9 1.2 2.0 0.0 11.1 23.1
Number of Traders in Each Category Total Traders: 64
6 . . . 13 . 12 25 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 261,700
Positions
122,530 4,130 3,833 46,707 98,989 3,377 56,201 92,950 5,940 954 8,634 273 21,885 43,574
Changes from: August 28, 2018 Total Change is: 1,472
-1,579 -1,056 617 3,558 5,284 97 1,097 -3,487 667 -258 418 -66 -2,661 -1,002
Percent of Open Interest Represented by Each Category of Trader
46.8 1.6 1.5 17.8 37.8 1.3 21.5 35.5 2.3 0.4 3.3 0.1 8.4 16.7
Number of Traders in Each Category Total Traders: 129
11 . 4 12 28 9 23 46 15 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 185,347
Positions
77,878 6,558 1,696 35,055 46,857 4,134 34,498 71,646 7,333 2,407 1,685 90 22,256 45,348
Changes from: August 28, 2018 Total Change is: 265
4,686 -4,428 -896 -1,286 1,369 161 -4,094 2,055 -61 34 -216 0 1,721 2,281
Percent of Open Interest Represented by Each Category of Trader
42.0 3.5 0.9 18.9 25.3 2.2 18.6 38.7 4.0 1.3 0.9 0.0 12.0 24.5
Number of Traders in Each Category Total Traders: 123
9 5 5 17 22 8 31 32 19 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 527,579
Positions
61,155 146,909 11,687 273,585 126,707 30,816 33,922 128,817 9,708 18,356 6,381 1,828 86,522 64,726
Changes from: August 28, 2018 Total Change is: -1,545
-821 7,461 -2,370 2,359 800 -500 881 -3,954 -3,879 374 -511 689 1,722 719
Percent of Open Interest Represented by Each Category of Trader
11.6 27.8 2.2 51.9 24.0 5.8 6.4 24.4 1.8 3.5 1.2 0.3 16.4 12.3
Number of Traders in Each Category Total Traders: 272
19 10 13 85 37 43 25 62 21 24 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 35,590
Positions
476 17,304 0 16,290 6,224 2,303 527 5,031 32 0 771 5 15,957 3,920
Changes from: August 28, 2018 Total Change is: -494
-6 -4 0 65 -39 -33 -577 -1,216 -52 0 0 0 109 850
Percent of Open Interest Represented by Each Category of Trader
1.3 48.6 0.0 45.8 17.5 6.5 1.5 14.1 0.1 0.0 2.2 0.0 44.8 11.0
Number of Traders in Each Category Total Traders: 28
. . 0 14 5 8 . 4 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 27,900
Positions
5,407 6,212 579 8,194 14,043 2,069 5,068 0 17 0 0 0 6,566 4,980
Changes from: August 28, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
19.4 22.3 2.1 29.4 50.3 7.4 18.2 0.0 0.1 0.0 0.0 0.0 23.5 17.8
Number of Traders in Each Category Total Traders: 20
. . . 5 9 8 . 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 156,234
Positions
88,374 4,698 6,463 7,335 41,269 1,186 27,186 54,275 3,648 2,446 1,316 1 19,595 43,378
Changes from: August 28, 2018 Total Change is: 14,890
3,012 -804 1,556 749 5,596 34 6,677 4,779 1,207 1,503 161 1 151 2,360
Percent of Open Interest Represented by Each Category of Trader
56.6 3.0 4.1 4.7 26.4 0.8 17.4 34.7 2.3 1.6 0.8 0.0 12.5 27.8
Number of Traders in Each Category Total Traders: 99
11 4 5 6 19 4 20 32 17 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 27,753
Positions
0 20,956 9 10,269 993 0 15,142 3,189 456 319 100 0 1,558 2,050
Changes from: August 28, 2018 Total Change is: 4,119
0 3,157 0 10 374 0 3,861 137 340 -131 0 0 39 111
Percent of Open Interest Represented by Each Category of Trader
0.0 75.5 0.0 37.0 3.6 0.0 54.6 11.5 1.6 1.1 0.4 0.0 5.6 7.4
Number of Traders in Each Category Total Traders: 29
0 5 . . . 0 9 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 220,430
Positions
150 120,325 3,432 140,228 2,430 0 65,199 71,378 1,286 2,585 17,492 0 7,550 4,087
Changes from: August 28, 2018 Total Change is: 3,411
-536 2,748 -1,460 8,827 -180 0 -2,366 3,671 -717 -411 -877 0 74 226
Percent of Open Interest Represented by Each Category of Trader
0.1 54.6 1.6 63.6 1.1 0.0 29.6 32.4 0.6 1.2 7.9 0.0 3.4 1.9
Number of Traders in Each Category Total Traders: 128
. 11 . 24 6 0 42 27 5 6 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 50,184
Positions
20,188 1,911 9,810 0 25,924 0 16,715 6,131 428 1,364 2,631 0 1,679 3,349
Changes from: August 28, 2018 Total Change is: 3,563
-1,259 47 3,541 0 405 0 1,065 -896 189 49 76 -3 -19 204
Percent of Open Interest Represented by Each Category of Trader
40.2 3.8 19.5 0.0 51.7 0.0 33.3 12.2 0.9 2.7 5.2 0.0 3.3 6.7
Number of Traders in Each Category Total Traders: 49
. . . 0 7 0 12 17 4 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 55,781
Positions
38,845 256 160 813 14,584 0 11,221 30,771 2,169 0 1,343 5 2,568 6,493
Changes from: August 28, 2018 Total Change is: 1,217
826 -230 14 -1,394 3,902 0 1,449 -3,037 122 -100 455 0 300 -9
Percent of Open Interest Represented by Each Category of Trader
69.6 0.5 0.3 1.5 26.1 0.0 20.1 55.2 3.9 0.0 2.4 0.0 4.6 11.6
Number of Traders in Each Category Total Traders: 102
10 . . 4 23 0 21 35 9 0 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 9,589
Positions
3,955 441 0 0 3,788 0 4,349 2,083 435 150 399 0 700 2,443
Changes from: August 28, 2018 Total Change is: 1,620
0 0 0 0 1,285 0 1,914 125 -105 -93 119 0 -96 196
Percent of Open Interest Represented by Each Category of Trader
41.2 4.6 0.0 0.0 39.5 0.0 45.4 21.7 4.5 1.6 4.2 0.0 7.3 25.5
Number of Traders in Each Category Total Traders: 25
. . 0 0 4 0 4 8 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 53,146
Positions
10,032 32,488 1,063 13,488 908 267 16,137 8,269 1,913 1,590 1,009 0 8,658 7,231
Changes from: August 28, 2018 Total Change is: 494
-262 1,310 20 4,220 498 -66 -4,359 -1,414 380 42 -49 0 519 -185
Percent of Open Interest Represented by Each Category of Trader
18.9 61.1 2.0 25.4 1.7 0.5 30.4 15.6 3.6 3.0 1.9 0.0 16.3 13.6
Number of Traders in Each Category Total Traders: 107
12 23 5 15 . 4 32 12 11 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 106,292
Positions
20,063 64,976 2,125 26,976 1,816 533 32,273 16,537 3,826 3,180 2,018 0 17,316 14,461
Changes from: August 28, 2018 Total Change is: 987
-523 2,620 39 8,439 996 -131 -8,717 -2,828 759 84 -98 0 1,037 -370
Percent of Open Interest Represented by Each Category of Trader
18.9 61.1 2.0 25.4 1.7 0.5 30.4 15.6 3.6 3.0 1.9 0.0 16.3 13.6
Number of Traders in Each Category Total Traders: 107
12 23 5 15 . 4 32 12 11 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 29,391
Positions
5,020 22,469 0 22,099 1,577 245 254 4,121 0 0 461 0 1,773 518
Changes from: August 28, 2018 Total Change is: -2,216
909 -1,634 0 -3,342 -13 -4 254 -775 0 0 0 0 -33 210
Percent of Open Interest Represented by Each Category of Trader
17.1 76.4 0.0 75.2 5.4 0.8 0.9 14.0 0.0 0.0 1.6 0.0 6.0 1.8
Number of Traders in Each Category Total Traders: 25
4 7 0 10 . 4 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 648,498
Positions
47,391 115,689 55,200 286,995 170,071 53,197 57,027 99,386 23,579 24,695 41,489 7,141 93,273 82,747
Changes from: August 28, 2018 Total Change is: 2,382
-1,403 3,457 8,894 1,934 -8,398 3,167 -11,254 489 -2,368 2,720 262 -1,723 2,416 -1,397
Percent of Open Interest Represented by Each Category of Trader
7.3 17.8 8.5 44.3 26.2 8.2 8.8 15.3 3.6 3.8 6.4 1.1 14.4 12.8
Number of Traders in Each Category Total Traders: 601
33 42 28 162 100 113 80 110 79 36 38 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 69,835
Positions
36,312 18,317 0 6,698 16,826 16 7,396 4,140 0 3,414 27 32 15,967 30,477
Changes from: August 28, 2018 Total Change is: -977
250 -331 0 223 0 0 -139 331 -200 -1,468 27 0 357 -804
Percent of Open Interest Represented by Each Category of Trader
52.0 26.2 0.0 9.6 24.1 0.0 10.6 5.9 0.0 4.9 0.0 0.0 22.9 43.6
Number of Traders in Each Category Total Traders: 41
7 10 0 4 . . 7 7 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 20,221
Positions
4,070 17,494 0 2,142 1,534 483 5,827 0 0 3,149 0 0 4,550 710
Changes from: August 28, 2018 Total Change is: 2,014
-26 2,771 0 6 0 3 -364 0 0 0 0 0 2,395 -760
Percent of Open Interest Represented by Each Category of Trader
20.1 86.5 0.0 10.6 7.6 2.4 28.8 0.0 0.0 15.6 0.0 0.0 22.5 3.5
Number of Traders in Each Category Total Traders: 20
. 9 0 . . . . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 21,006
Positions
8,928 19,985 0 8,190 0 290 694 0 0 767 0 0 2,137 731
Changes from: August 28, 2018 Total Change is: -106
231 -100 0 -7 0 0 -252 0 0 0 0 0 -78 -6
Percent of Open Interest Represented by Each Category of Trader
42.5 95.1 0.0 39.0 0.0 1.4 3.3 0.0 0.0 3.7 0.0 0.0 10.2 3.5
Number of Traders in Each Category Total Traders: 22
7 7 0 5 0 . . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 2,893,316
Positions
209,049 640,511 122,348 1,409,846 774,585 257,544 295,334 523,408 70,716 106,403 207,310 35,546 386,530 261,348
Changes from: August 28, 2018 Total Change is: 16,795
23,412 50,620 12,794 8,338 -42,206 16,049 -52,360 4,004 -14,057 14,393 -5,371 -2,071 10,297 -2,967
Percent of Open Interest Represented by Each Category of Trader
7.2 22.1 4.2 48.7 26.8 8.9 10.2 18.1 2.4 3.7 7.2 1.2 13.4 9.0
Number of Traders in Each Category Total Traders: 597
33 41 28 164 98 112 79 110 76 34 38 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 30,599
Positions
7,662 24,687 0 17,267 2,163 1,614 734 353 0 0 841 0 3,322 941
Changes from: August 28, 2018 Total Change is: -418
513 -47 0 -838 0 115 0 -393 0 -678 0 0 470 -93
Percent of Open Interest Represented by Each Category of Trader
25.0 80.7 0.0 56.4 7.1 5.3 2.4 1.2 0.0 0.0 2.7 0.0 10.9 3.1
Number of Traders in Each Category Total Traders: 24
5 8 0 7 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 12,059
Positions
834 10,305 539 3,989 370 0 2,481 0 0 1,756 0 0 2,460 845
Changes from: August 28, 2018 Total Change is: 882
100 327 539 -50 -47 0 165 -270 0 0 0 0 128 333
Percent of Open Interest Represented by Each Category of Trader
6.9 85.5 4.5 33.1 3.1 0.0 20.6 0.0 0.0 14.6 0.0 0.0 20.4 7.0
Number of Traders in Each Category Total Traders: 24
. 12 . . . 0 4 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 12,813
Positions
5,010 9,778 0 3,992 2,025 123 0 0 0 995 0 0 2,693 887
Changes from: August 28, 2018 Total Change is: 1,576
109 1,694 0 0 -1 -67 0 0 0 0 0 0 1,534 -50
Percent of Open Interest Represented by Each Category of Trader
39.1 76.3 0.0 31.2 15.8 1.0 0.0 0.0 0.0 7.8 0.0 0.0 21.0 6.9
Number of Traders in Each Category Total Traders: 21
4 8 0 5 . . 0 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 16,880
Positions
8,098 11,459 110 5,079 1,226 1,251 329 1,324 9 0 1,065 0 2,004 436
Changes from: August 28, 2018 Total Change is: 321
211 -120 0 -898 -139 991 30 0 -14 0 0 0 1 -397
Percent of Open Interest Represented by Each Category of Trader
48.0 67.9 0.7 30.1 7.3 7.4 1.9 7.8 0.1 0.0 6.3 0.0 11.9 2.6
Number of Traders in Each Category Total Traders: 24
6 8 . 5 . . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 33,317
Positions
19,127 25,060 0 8,812 1,010 422 688 861 23 0 2,476 0 4,245 3,465
Changes from: August 28, 2018 Total Change is: 2,650
374 109 0 275 0 -16 -104 210 23 0 0 0 2,098 2,324
Percent of Open Interest Represented by Each Category of Trader
57.4 75.2 0.0 26.4 3.0 1.3 2.1 2.6 0.1 0.0 7.4 0.0 12.7 10.4
Number of Traders in Each Category Total Traders: 29
6 8 0 7 . . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 84,902
Positions
3,984 40,484 529 49,590 30,641 4,849 11,832 3,638 828 0 905 0 13,290 3,028
Changes from: August 28, 2018 Total Change is: -146
-2 873 -3 8,830 368 371 -8,991 -281 -430 0 101 0 79 -1,145
Percent of Open Interest Represented by Each Category of Trader
4.7 47.7 0.6 58.4 36.1 5.7 13.9 4.3 1.0 0.0 1.1 0.0 15.7 3.6
Number of Traders in Each Category Total Traders: 91
4 11 . 33 16 13 18 7 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 53,257
Positions
13,853 15,250 374 17,380 10,981 811 11,004 13,760 958 1,578 2,675 22 7,277 8,427
Changes from: August 28, 2018 Total Change is: 4,002
62 355 58 4,508 377 -64 -795 2,118 114 -262 309 0 381 734
Percent of Open Interest Represented by Each Category of Trader
26.0 28.6 0.7 32.6 20.6 1.5 20.7 25.8 1.8 3.0 5.0 0.0 13.7 15.8
Number of Traders in Each Category Total Traders: 280
23 20 11 57 28 26 51 64 26 12 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 266,283
Positions
69,265 76,251 1,869 86,901 54,903 4,053 55,019 68,801 4,788 7,890 13,373 112 36,386 42,133
Changes from: August 28, 2018 Total Change is: 20,010
311 1,777 290 22,542 1,885 -320 -3,977 10,592 571 -1,310 1,547 0 1,903 3,668
Percent of Open Interest Represented by Each Category of Trader
26.0 28.6 0.7 32.6 20.6 1.5 20.7 25.8 1.8 3.0 5.0 0.0 13.7 15.8
Number of Traders in Each Category Total Traders: 280
23 20 11 57 28 26 51 64 26 12 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 547,017
Positions
46,718 163,515 1,795 284,015 152,750 33,066 127,791 151,821 9,214 17,483 14,722 716 26,219 19,418
Changes from: August 28, 2018 Total Change is: -11,368
-2,499 -2,594 75 24,936 -3,927 -1,429 -30,170 -711 -2,754 68 -87 36 369 23
Percent of Open Interest Represented by Each Category of Trader
8.5 29.9 0.3 51.9 27.9 6.0 23.4 27.8 1.7 3.2 2.7 0.1 4.8 3.5
Number of Traders in Each Category Total Traders: 325
18 27 5 83 52 32 58 59 29 17 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 34,097
Positions
5,573 17,493 1 15,976 1,065 346 4,889 10,062 447 857 1,014 0 6,008 3,669
Changes from: August 28, 2018 Total Change is: 1,542
450 78 0 -383 94 -185 1,802 792 400 -26 201 0 -516 162
Percent of Open Interest Represented by Each Category of Trader
16.3 51.3 0.0 46.9 3.1 1.0 14.3 29.5 1.3 2.5 3.0 0.0 17.6 10.8
Number of Traders in Each Category Total Traders: 49
. 4 . 16 . . 9 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 54,889
Positions
6,710 16,075 501 23,057 7,388 2,003 12,409 9,387 1,118 1,129 1,186 0 7,962 17,231
Changes from: August 28, 2018 Total Change is: 1,636
-79 732 57 -65 466 63 1,397 1,528 833 225 0 0 -795 -2,043
Percent of Open Interest Represented by Each Category of Trader
12.2 29.3 0.9 42.0 13.5 3.6 22.6 17.1 2.0 2.1 2.2 0.0 14.5 31.4
Number of Traders in Each Category Total Traders: 75
9 13 4 14 6 7 12 17 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 295,053
Positions
41,261 176,914 2,882 193,550 77,314 19,638 25,786 8,538 168 2,435 3,708 0 9,333 5,891
Changes from: August 28, 2018 Total Change is: -5,703
1,265 -1,379 203 -3,044 -792 933 -3,368 -4,466 -850 -805 347 0 -37 301
Percent of Open Interest Represented by Each Category of Trader
14.0 60.0 1.0 65.6 26.2 6.7 8.7 2.9 0.1 0.8 1.3 0.0 3.2 2.0
Number of Traders in Each Category Total Traders: 152
10 14 . 53 35 22 22 9 6 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 1,047,783
Positions
52,950 568,552 4,020 705,319 237,267 101,730 104,468 85,062 8,014 38,967 24,490 608 31,707 18,040
Changes from: August 28, 2018 Total Change is: 28,284
2,941 11,878 -1,552 23,494 15,194 2,161 -3,949 -3,736 407 699 589 29 4,054 3,314
Percent of Open Interest Represented by Each Category of Trader
5.1 54.3 0.4 67.3 22.6 9.7 10.0 8.1 0.8 3.7 2.3 0.1 3.0 1.7
Number of Traders in Each Category Total Traders: 417
21 25 6 145 76 76 55 45 15 37 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 113,695
Positions
24,671 45,750 67,144 10,644 0 270 9,906 0 408 620 30 0 32 93
Changes from: August 28, 2018 Total Change is: 30
249 580 -550 30 0 0 301 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
21.7 40.2 59.1 9.4 0.0 0.2 8.7 0.0 0.4 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 34
. 14 8 8 0 . 5 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 874,614
Positions
11,451 62,293 15,160 360,511 252,932 179,956 89,915 99,449 36,462 26,670 43,426 1,408 153,081 183,528
Changes from: August 28, 2018 Total Change is: -46,468
42 -22,929 7,057 17,504 4,424 -3,804 -9,207 7,746 -27,941 671 3,064 -402 -30,388 -13,683
Percent of Open Interest Represented by Each Category of Trader
1.3 7.1 1.7 41.2 28.9 20.6 10.3 11.4 4.2 3.0 5.0 0.2 17.5 21.0
Number of Traders in Each Category Total Traders: 182
8 17 9 58 29 48 31 23 23 8 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 1,055,047
Positions
8,672 174,377 8,004 556,845 72,192 170,654 71,320 482,057 25,010 63,476 14,488 1,355 149,711 106,910
Changes from: August 28, 2018 Total Change is: -57,610
-605 -28,054 1,423 -7,384 5,312 5,608 2,955 5,550 -23,861 -1,395 -4,743 153 -34,504 -18,998
Percent of Open Interest Represented by Each Category of Trader
0.8 16.5 0.8 52.8 6.8 16.2 6.8 45.7 2.4 6.0 1.4 0.1 14.2 10.1
Number of Traders in Each Category Total Traders: 127
. 13 8 57 10 40 11 25 20 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 2,127,907
Positions
62,602 116,279 25,124 939,800 416,507 323,497 395,567 630,763 77,394 171,050 354,717 843 132,030 182,783
Changes from: August 28, 2018 Total Change is: -87,533
13,543 -31,200 -9,042 92,874 57,309 27,589 -64,804 15,294 -146,680 4,618 8,887 -2,698 -2,933 -6,992
Percent of Open Interest Represented by Each Category of Trader
2.9 5.5 1.2 44.2 19.6 15.2 18.6 29.6 3.6 8.0 16.7 0.0 6.2 8.6
Number of Traders in Each Category Total Traders: 339
15 27 12 88 37 63 58 68 48 23 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 3,991,152
Positions
141,086 313,016 39,519 1,719,906 748,656 646,810 445,171 1,333,741 176,528 365,013 219,613 29,151 427,968 484,118
Changes from: August 28, 2018 Total Change is: -143,350
16,087 -80,949 -4,347 76,278 7,141 18,246 -165,007 59,843 -13,217 -44,454 -21,219 -8,702 -18,234 -100,146
Percent of Open Interest Represented by Each Category of Trader
3.5 7.8 1.0 43.1 18.8 16.2 11.2 33.4 4.4 9.1 5.5 0.7 10.7 12.1
Number of Traders in Each Category Total Traders: 447
28 40 24 99 87 105 54 88 61 27 24 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 579,786
Positions
27,270 38,184 13,172 194,595 186,170 76,808 87,444 48,243 23,577 50,005 34,027 502 106,413 159,103
Changes from: August 28, 2018 Total Change is: -64,638
1,791 21,147 2,729 -8,938 5,169 -3,413 -7,289 -17,808 -37,342 1,778 -2,505 2 -13,956 -32,617
Percent of Open Interest Represented by Each Category of Trader
4.7 6.6 2.3 33.6 32.1 13.2 15.1 8.3 4.1 8.6 5.9 0.1 18.4 27.4
Number of Traders in Each Category Total Traders: 104
4 10 5 20 36 37 13 12 12 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 4,277,516
Positions
69,989 385,257 50,048 2,216,275 513,277 735,695 424,232 1,584,396 208,325 228,460 375,490 25,081 319,411 399,947
Changes from: August 28, 2018 Total Change is: -136,636
-12,062 -15,247 -30,391 88,595 15,340 36,776 2,943 -26,430 -110,040 -25,554 20,106 476 -87,379 -27,226
Percent of Open Interest Represented by Each Category of Trader
1.6 9.0 1.2 51.8 12.0 17.2 9.9 37.0 4.9 5.3 8.8 0.6 7.5 9.3
Number of Traders in Each Category Total Traders: 351
14 38 19 87 51 74 43 75 51 20 23 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 1,825,371
Positions
499,916 246,318 508,680 13,220 35,492 29,464 110,893 277,632 500,402 31,636 57,201 99,512 31,648 70,670
Changes from: August 28, 2018 Total Change is: -186,659
-14,870 -76,887 -75,918 -271 5,335 -7,073 20,483 -24,273 -24,818 -83,551 7,337 666 -1,307 8,972
Percent of Open Interest Represented by Each Category of Trader
27.4 13.5 27.9 0.7 1.9 1.6 6.1 15.2 27.4 1.7 3.1 5.5 1.7 3.9
Number of Traders in Each Category Total Traders: 149
31 21 42 5 5 5 31 32 46 6 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is14,276,081
Positions
5,620,601 1,341,689 2,013,698 371,410 2,078,249 1,304,032 1,223,133 3,117,777 2,395,934 270,549 275,209 507,705 569,019 1,241,788
Changes from: August 28, 2018 Total Change is: 134,416
-64,059 -35,510 59,084 45,514 297,448 -47,902 108,190 -230,616 35,717 7,901 15,925 -5,550 -4,479 45,820
Percent of Open Interest Represented by Each Category of Trader
39.4 9.4 14.1 2.6 14.6 9.1 8.6 21.8 16.8 1.9 1.9 3.6 4.0 8.7
Number of Traders in Each Category Total Traders: 299
30 49 68 9 28 34 38 95 106 12 21 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 11,192
Positions
4,042 4,011 1,904 0 0 0 1,551 1,390 3,452 199 200 1 43 234
Changes from: August 28, 2018 Total Change is: 876
195 610 -90 0 0 0 13 -188 552 199 0 1 6 -9
Percent of Open Interest Represented by Each Category of Trader
36.1 35.8 17.0 0.0 0.0 0.0 13.9 12.4 30.8 1.8 1.8 0.0 0.4 2.1
Number of Traders in Each Category Total Traders: 24
4 4 5 0 0 0 7 5 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 11,785
Positions
5,661 3,981 1,769 0 0 0 524 2,248 3,729 50 0 0 52 58
Changes from: August 28, 2018 Total Change is: -5,011
-4,331 -1,859 142 0 0 0 -1,158 -3,076 508 -150 0 0 -22 -726
Percent of Open Interest Represented by Each Category of Trader
48.0 33.8 15.0 0.0 0.0 0.0 4.4 19.1 31.6 0.4 0.0 0.0 0.4 0.5
Number of Traders in Each Category Total Traders: 20
. 5 4 0 0 0 . 7 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 30,232
Positions
1,343 3,354 0 147 9,828 0 16,062 12,436 0 12,410 1,790 212 58 2,612
Changes from: August 28, 2018 Total Change is: 126
9 328 0 0 29 0 297 -2,786 0 -200 0 0 20 2,555
Percent of Open Interest Represented by Each Category of Trader
4.4 11.1 0.0 0.5 32.5 0.0 53.1 41.1 0.0 41.0 5.9 0.7 0.2 8.6
Number of Traders in Each Category Total Traders: 37
. 5 0 . 10 0 . 8 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 19,947
Positions
3,280 6,073 0 716 2,442 9 15,889 7,800 0 0 1,833 0 53 1,790
Changes from: August 28, 2018 Total Change is: 606
12 711 0 0 0 0 552 -1,811 0 0 0 0 42 1,706
Percent of Open Interest Represented by Each Category of Trader
16.4 30.4 0.0 3.6 12.2 0.0 79.7 39.1 0.0 0.0 9.2 0.0 0.3 9.0
Number of Traders in Each Category Total Traders: 28
. 5 0 . 6 . 4 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 3,940
Positions
55 0 0 83 0 0 836 1,378 52 908 1,872 32 1,974 606
Changes from: August 28, 2018 Total Change is: -149
0 0 0 -9 0 0 27 -382 -26 -110 186 -15 -16 88
Percent of Open Interest Represented by Each Category of Trader
1.4 0.0 0.0 2.1 0.0 0.0 21.2 35.0 1.3 23.0 47.5 0.8 50.1 15.4
Number of Traders in Each Category Total Traders: 41
. 0 0 . 0 0 8 9 . 15 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 2,707
Positions
0 0 0 99 140 8 1,187 1,657 17 576 532 0 820 353
Changes from: August 28, 2018 Total Change is: -133
0 0 0 32 -30 -5 -501 -88 -36 416 3 0 -39 23
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 3.7 5.2 0.3 43.8 61.2 0.6 21.3 19.7 0.0 30.3 13.0
Number of Traders in Each Category Total Traders: 36
0 0 0 . . . 6 13 . 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 55,783
Positions
713 38,109 0 18,033 485 460 17,768 11,513 2,534 8,606 1,170 67 7,602 1,445
Changes from: August 28, 2018 Total Change is: 2,981
-870 617 0 260 -370 -15 1,726 3,482 217 1,415 -115 -68 316 -767
Percent of Open Interest Represented by Each Category of Trader
1.3 68.3 0.0 32.3 0.9 0.8 31.9 20.6 4.5 15.4 2.1 0.1 13.6 2.6
Number of Traders in Each Category Total Traders: 120
. . 0 14 . . 34 16 11 39 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 500,107
Positions
70,247 6,056 29,199 122,996 64,435 24,388 54,119 187,179 138,635 16,817 4,431 19,367 24,339 26,417
Changes from: August 28, 2018 Total Change is: 2,976
6,080 2,002 -640 4,158 -2,557 -754 -9,435 3,461 7,161 -1,962 -175 -2,133 501 -3,389
Percent of Open Interest Represented by Each Category of Trader
14.0 1.2 5.8 24.6 12.9 4.9 10.8 37.4 27.7 3.4 0.9 3.9 4.9 5.3
Number of Traders in Each Category Total Traders: 232
17 8 20 25 33 25 39 66 56 13 15 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 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 33,958
Positions
2,452 3,146 0 15,794 0 1,583 10,372 25,358 242 1,329 2,219 1,292 894 118
Changes from: August 28, 2018 Total Change is: 2,782
1,381 -28 0 600 -28 0 63 2,853 -3 -12 -98 64 689 22
Percent of Open Interest Represented by Each Category of Trader
7.2 9.3 0.0 46.5 0.0 4.7 30.5 74.7 0.7 3.9 6.5 3.8 2.6 0.3
Number of Traders in Each Category Total Traders: 45
4 . 0 11 0 . 6 11 . 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 7, 2018