Traders in Financial Futures - Futures Only Positions as of September 11, 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 158,974
Positions
44,328 23,662 11,854 40,306 29,137 2,291 19,260 45,290 4,017 8,061 6,101 473 28,384 36,149
Changes from: September 4, 2018 Total Change is: 7,736
4,562 1,236 10,681 -1,543 1,058 -229 -1,557 -8,619 -2,184 -216 4,073 -16 -1,762 1,736
Percent of Open Interest Represented by Each Category of Trader
27.9 14.9 7.5 25.4 18.3 1.4 12.1 28.5 2.5 5.1 3.8 0.3 17.9 22.7
Number of Traders in Each Category Total Traders: 108
8 5 7 12 16 4 16 36 14 8 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 79,879
Positions
46,838 4,131 1,843 1,175 8,786 517 13,930 38,507 4,428 1,357 1,591 57 9,734 20,019
Changes from: September 4, 2018 Total Change is: -854
-5,761 1,576 577 0 -4,705 247 -879 -3,704 3,725 394 0 57 786 1,373
Percent of Open Interest Represented by Each Category of Trader
58.6 5.2 2.3 1.5 11.0 0.6 17.4 48.2 5.5 1.7 2.0 0.1 12.2 25.1
Number of Traders in Each Category Total Traders: 56
6 5 4 . 9 . 10 20 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 279,503
Positions
113,288 7,529 26,338 48,651 99,384 2,279 53,859 72,858 11,152 1,284 15,293 101 22,551 44,569
Changes from: September 4, 2018 Total Change is: 17,803
-9,242 3,399 22,505 1,944 395 -1,098 -2,342 -20,092 5,212 330 6,659 -172 666 995
Percent of Open Interest Represented by Each Category of Trader
40.5 2.7 9.4 17.4 35.6 0.8 19.3 26.1 4.0 0.5 5.5 0.0 8.1 15.9
Number of Traders in Each Category Total Traders: 126
9 5 7 13 27 12 25 39 21 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 193,428
Positions
76,631 4,120 10,653 33,976 44,362 4,198 33,311 75,381 5,671 4,270 3,914 126 24,592 45,003
Changes from: September 4, 2018 Total Change is: 8,081
-1,247 -2,438 8,957 -1,079 -2,495 64 -1,187 3,735 -1,662 1,863 2,229 36 2,336 -345
Percent of Open Interest Represented by Each Category of Trader
39.6 2.1 5.5 17.6 22.9 2.2 17.2 39.0 2.9 2.2 2.0 0.1 12.7 23.3
Number of Traders in Each Category Total Traders: 123
9 4 4 15 23 10 25 39 20 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 550,492
Positions
59,704 142,517 40,186 264,033 123,182 31,311 29,948 105,905 15,965 18,721 23,043 926 89,698 67,457
Changes from: September 4, 2018 Total Change is: 22,913
-1,451 -4,392 28,499 -9,552 -3,525 495 -3,974 -22,912 6,257 365 16,662 -902 3,176 2,731
Percent of Open Interest Represented by Each Category of Trader
10.8 25.9 7.3 48.0 22.4 5.7 5.4 19.2 2.9 3.4 4.2 0.2 16.3 12.3
Number of Traders in Each Category Total Traders: 268
16 8 13 86 36 48 25 57 20 22 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 36,190
Positions
0 16,674 0 15,304 7,273 2,243 527 3,325 994 0 771 5 17,117 4,905
Changes from: September 4, 2018 Total Change is: 600
-476 -630 0 -986 1,049 -60 0 -1,706 962 0 0 0 1,160 985
Percent of Open Interest Represented by Each Category of Trader
0.0 46.1 0.0 42.3 20.1 6.2 1.5 9.2 2.7 0.0 2.1 0.0 47.3 13.6
Number of Traders in Each Category Total Traders: 24
0 . 0 12 5 7 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 34,948
Positions
5,473 4,897 8,026 6,899 14,977 2,043 5,839 0 397 0 0 0 6,271 4,608
Changes from: September 4, 2018 Total Change is: 7,048
66 -1,315 7,447 -1,295 934 -26 771 0 380 0 0 0 -295 -372
Percent of Open Interest Represented by Each Category of Trader
15.7 14.0 23.0 19.7 42.9 5.8 16.7 0.0 1.1 0.0 0.0 0.0 17.9 13.2
Number of Traders in Each Category Total Traders: 21
. . . 5 9 8 4 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 176,761
Positions
87,103 5,661 8,237 6,827 49,550 1,486 41,200 57,845 5,117 2,808 2,349 11 23,972 46,505
Changes from: September 4, 2018 Total Change is: 20,527
-1,271 963 1,774 -508 8,281 300 14,014 3,570 1,469 362 1,033 10 4,377 3,127
Percent of Open Interest Represented by Each Category of Trader
49.3 3.2 4.7 3.9 28.0 0.8 23.3 32.7 2.9 1.6 1.3 0.0 13.6 26.3
Number of Traders in Each Category Total Traders: 100
11 4 5 5 21 6 20 31 19 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 32,287
Positions
0 20,417 3,122 12,376 2,949 0 14,664 3,446 0 319 100 0 1,806 2,253
Changes from: September 4, 2018 Total Change is: 4,534
0 -539 3,113 2,107 1,956 0 -478 257 -456 0 0 0 248 203
Percent of Open Interest Represented by Each Category of Trader
0.0 63.2 9.7 38.3 9.1 0.0 45.4 10.7 0.0 1.0 0.3 0.0 5.6 7.0
Number of Traders in Each Category Total Traders: 31
0 5 . . 6 0 8 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 245,043
Positions
625 115,857 32,020 127,374 1,709 0 65,747 62,911 8,001 3,992 20,845 215 7,069 3,485
Changes from: September 4, 2018 Total Change is: 24,613
475 -4,468 28,588 -12,854 -721 0 548 -8,467 6,715 1,407 3,353 215 -481 -602
Percent of Open Interest Represented by Each Category of Trader
0.3 47.3 13.1 52.0 0.7 0.0 26.8 25.7 3.3 1.6 8.5 0.1 2.9 1.4
Number of Traders in Each Category Total Traders: 135
. 11 5 24 5 0 45 25 11 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 41,837
Positions
26,765 829 0 0 30,070 0 11,602 5,326 167 1,278 2,695 0 2,025 2,750
Changes from: September 4, 2018 Total Change is: -8,347
6,577 -1,082 -9,810 0 4,146 0 -5,113 -805 -261 -86 64 0 346 -599
Percent of Open Interest Represented by Each Category of Trader
64.0 2.0 0.0 0.0 71.9 0.0 27.7 12.7 0.4 3.1 6.4 0.0 4.8 6.6
Number of Traders in Each Category Total Traders: 45
. . 0 0 8 0 12 13 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 59,669
Positions
37,059 256 1,859 692 14,309 1 14,338 29,992 2,731 0 3,231 191 2,798 7,099
Changes from: September 4, 2018 Total Change is: 3,888
-1,786 0 1,699 -121 -275 1 3,117 -779 562 0 1,888 186 230 606
Percent of Open Interest Represented by Each Category of Trader
62.1 0.4 3.1 1.2 24.0 0.0 24.0 50.3 4.6 0.0 5.4 0.3 4.7 11.9
Number of Traders in Each Category Total Traders: 102
11 . . . 24 . 20 34 12 0 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 13,411
Positions
3,370 428 1,222 0 4,671 10 5,763 2,349 2,199 150 180 0 697 2,352
Changes from: September 4, 2018 Total Change is: 3,822
-585 -13 1,222 0 883 10 1,414 266 1,764 0 -219 0 -3 -91
Percent of Open Interest Represented by Each Category of Trader
25.1 3.2 9.1 0.0 34.8 0.1 43.0 17.5 16.4 1.1 1.3 0.0 5.2 17.5
Number of Traders in Each Category Total Traders: 30
. . . 0 5 . 6 10 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 54,437
Positions
9,633 31,749 1,493 13,535 1,032 225 16,571 8,321 1,818 2,142 1,319 16 9,005 8,466
Changes from: September 4, 2018 Total Change is: 1,291
-399 -740 431 47 124 -42 434 53 -96 552 310 16 347 1,235
Percent of Open Interest Represented by Each Category of Trader
17.7 58.3 2.7 24.9 1.9 0.4 30.4 15.3 3.3 3.9 2.4 0.0 16.5 15.6
Number of Traders in Each Category Total Traders: 109
12 24 7 16 . 4 28 16 11 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 108,873
Positions
19,266 63,497 2,986 27,070 2,063 450 33,141 16,642 3,635 4,284 2,637 32 18,009 16,931
Changes from: September 4, 2018 Total Change is: 2,581
-797 -1,479 861 94 247 -83 868 105 -191 1,104 619 32 693 2,470
Percent of Open Interest Represented by Each Category of Trader
17.7 58.3 2.7 24.9 1.9 0.4 30.4 15.3 3.3 3.9 2.4 0.0 16.5 15.6
Number of Traders in Each Category Total Traders: 109
12 24 7 16 . 4 28 16 11 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 29,651
Positions
5,113 22,568 0 22,303 1,560 269 450 4,498 0 0 461 0 1,516 295
Changes from: September 4, 2018 Total Change is: 260
93 99 0 204 -17 24 196 377 0 0 0 0 -257 -223
Percent of Open Interest Represented by Each Category of Trader
17.2 76.1 0.0 75.2 5.3 0.9 1.5 15.2 0.0 0.0 1.6 0.0 5.1 1.0
Number of Traders in Each Category Total Traders: 24
. 7 0 10 . 4 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 653,358
Positions
48,262 122,423 56,464 285,319 164,260 56,072 55,989 97,582 25,883 24,336 40,128 6,890 94,143 83,656
Changes from: September 4, 2018 Total Change is: 4,860
871 6,734 1,264 -1,676 -5,811 2,875 -1,038 -1,803 2,304 -359 -1,361 -251 870 909
Percent of Open Interest Represented by Each Category of Trader
7.4 18.7 8.6 43.7 25.1 8.6 8.6 14.9 4.0 3.7 6.1 1.1 14.4 12.8
Number of Traders in Each Category Total Traders: 604
32 44 29 164 106 116 78 110 81 32 37 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 69,681
Positions
35,562 16,059 0 6,703 16,826 26 7,356 4,540 0 3,414 46 32 16,588 32,152
Changes from: September 4, 2018 Total Change is: -154
-750 -2,258 0 5 0 10 -40 400 0 0 19 0 621 1,675
Percent of Open Interest Represented by Each Category of Trader
51.0 23.0 0.0 9.6 24.1 0.0 10.6 6.5 0.0 4.9 0.1 0.0 23.8 46.1
Number of Traders in Each Category Total Traders: 42
7 9 0 4 . . 9 7 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 19,100
Positions
3,870 17,493 0 3,684 220 483 5,827 0 0 3,149 0 0 2,087 904
Changes from: September 4, 2018 Total Change is: -1,121
-200 -1 0 1,542 -1,314 0 0 0 0 0 0 0 -2,463 194
Percent of Open Interest Represented by Each Category of Trader
20.3 91.6 0.0 19.3 1.2 2.5 30.5 0.0 0.0 16.5 0.0 0.0 10.9 4.7
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 11, 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 20,896
Positions
9,960 19,929 0 6,923 0 290 662 0 0 767 0 0 2,294 677
Changes from: September 4, 2018 Total Change is: -110
1,032 -56 0 -1,267 0 0 -32 0 0 0 0 0 157 -54
Percent of Open Interest Represented by Each Category of Trader
47.7 95.4 0.0 33.1 0.0 1.4 3.2 0.0 0.0 3.7 0.0 0.0 11.0 3.2
Number of Traders in Each Category Total Traders: 21
6 7 0 5 0 . . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 2,918,387
Positions
216,435 684,755 129,385 1,400,952 745,039 272,360 291,099 513,146 81,482 104,609 200,412 34,289 387,776 257,519
Changes from: September 4, 2018 Total Change is: 25,071
7,386 44,244 7,037 -8,894 -29,546 14,816 -4,235 -10,262 10,766 -1,794 -6,898 -1,257 1,246 -3,829
Percent of Open Interest Represented by Each Category of Trader
7.4 23.5 4.4 48.0 25.5 9.3 10.0 17.6 2.8 3.6 6.9 1.2 13.3 8.8
Number of Traders in Each Category Total Traders: 600
32 43 27 166 104 115 77 110 76 30 37 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 29,737
Positions
7,255 24,469 0 17,230 2,167 1,426 734 353 0 0 841 0 3,092 481
Changes from: September 4, 2018 Total Change is: -862
-407 -218 0 -37 4 -188 0 0 0 0 0 0 -230 -460
Percent of Open Interest Represented by Each Category of Trader
24.4 82.3 0.0 57.9 7.3 4.8 2.5 1.2 0.0 0.0 2.8 0.0 10.4 1.6
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 11, 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 12,417
Positions
884 10,310 517 4,414 887 0 2,512 0 0 1,756 0 0 2,334 703
Changes from: September 4, 2018 Total Change is: 358
50 5 -22 425 517 0 31 0 0 0 0 0 -126 -142
Percent of Open Interest Represented by Each Category of Trader
7.1 83.0 4.2 35.5 7.1 0.0 20.2 0.0 0.0 14.1 0.0 0.0 18.8 5.7
Number of Traders in Each Category Total Traders: 25
. 11 . 4 . 0 4 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 15,799
Positions
8,062 11,459 0 5,063 1,226 260 329 1,324 9 0 1,065 0 2,076 456
Changes from: September 4, 2018 Total Change is: -1,081
-36 0 -110 -16 0 -991 0 0 0 0 0 0 72 20
Percent of Open Interest Represented by Each Category of Trader
51.0 72.5 0.0 32.0 7.8 1.6 2.1 8.4 0.1 0.0 6.7 0.0 13.1 2.9
Number of Traders in Each Category Total Traders: 22
5 8 0 5 . . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 31,205
Positions
19,107 25,164 0 8,856 1,010 422 638 888 0 0 2,476 0 2,182 1,245
Changes from: September 4, 2018 Total Change is: -2,112
-20 104 0 44 0 0 -50 27 -23 0 0 0 -2,063 -2,220
Percent of Open Interest Represented by Each Category of Trader
61.2 80.6 0.0 28.4 3.2 1.4 2.0 2.8 0.0 0.0 7.9 0.0 7.0 4.0
Number of Traders in Each Category Total Traders: 28
6 7 0 7 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 85,622
Positions
3,992 40,867 664 50,909 30,349 4,865 11,283 3,115 667 496 905 0 12,746 4,190
Changes from: September 4, 2018 Total Change is: 720
8 383 135 1,319 -292 16 -549 -523 -161 496 0 0 -544 1,162
Percent of Open Interest Represented by Each Category of Trader
4.7 47.7 0.8 59.5 35.4 5.7 13.2 3.6 0.8 0.6 1.1 0.0 14.9 4.9
Number of Traders in Each Category Total Traders: 88
4 10 . 33 15 13 17 6 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 52,726
Positions
16,404 13,701 379 16,460 14,174 599 8,707 13,471 838 1,908 2,081 71 7,360 7,411
Changes from: September 4, 2018 Total Change is: -530
2,551 -1,549 5 -920 3,194 -212 -2,297 -289 -120 330 -594 49 83 -1,015
Percent of Open Interest Represented by Each Category of Trader
31.1 26.0 0.7 31.2 26.9 1.1 16.5 25.5 1.6 3.6 3.9 0.1 14.0 14.1
Number of Traders in Each Category Total Traders: 274
22 21 10 50 37 26 47 63 25 13 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 263,631
Positions
82,018 68,507 1,896 82,302 70,872 2,994 43,533 67,356 4,190 9,540 10,404 356 36,802 37,056
Changes from: September 4, 2018 Total Change is: -2,652
12,753 -7,744 27 -4,599 15,969 -1,059 -11,486 -1,445 -598 1,650 -2,969 244 416 -5,077
Percent of Open Interest Represented by Each Category of Trader
31.1 26.0 0.7 31.2 26.9 1.1 16.5 25.5 1.6 3.6 3.9 0.1 14.0 14.1
Number of Traders in Each Category Total Traders: 274
22 21 10 50 37 26 47 63 25 13 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 546,660
Positions
47,474 166,149 3,007 314,124 147,340 33,690 88,299 155,455 9,409 21,018 11,007 1,018 28,621 19,585
Changes from: September 4, 2018 Total Change is: -357
756 2,634 1,212 30,109 -5,410 624 -39,492 3,634 195 3,535 -3,715 302 2,402 167
Percent of Open Interest Represented by Each Category of Trader
8.7 30.4 0.6 57.5 27.0 6.2 16.2 28.4 1.7 3.8 2.0 0.2 5.2 3.6
Number of Traders in Each Category Total Traders: 315
17 27 10 85 51 34 51 55 31 18 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 36,575
Positions
5,153 17,480 1 15,788 1,083 1,269 3,264 8,887 2,019 1,309 766 919 6,853 4,151
Changes from: September 4, 2018 Total Change is: 2,478
-420 -13 0 -188 18 923 -1,625 -1,175 1,572 452 -248 919 845 482
Percent of Open Interest Represented by Each Category of Trader
14.1 47.8 0.0 43.2 3.0 3.5 8.9 24.3 5.5 3.6 2.1 2.5 18.7 11.3
Number of Traders in Each Category Total Traders: 42
. 4 . 15 . . 5 8 5 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 63,304
Positions
7,201 14,596 1,953 20,742 8,779 2,244 12,262 10,839 4,319 852 1,552 789 12,942 18,233
Changes from: September 4, 2018 Total Change is: 8,415
491 -1,479 1,452 -2,315 1,391 241 -147 1,452 3,201 -277 366 789 4,980 1,002
Percent of Open Interest Represented by Each Category of Trader
11.4 23.1 3.1 32.8 13.9 3.5 19.4 17.1 6.8 1.3 2.5 1.2 20.4 28.8
Number of Traders in Each Category Total Traders: 74
9 14 8 13 5 7 12 17 12 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 300,783
Positions
42,722 176,266 4,170 202,828 80,921 18,338 18,884 8,913 898 2,393 3,708 0 10,550 7,569
Changes from: September 4, 2018 Total Change is: 5,730
1,461 -648 1,288 9,278 3,607 -1,300 -6,902 375 730 -42 0 0 1,217 1,678
Percent of Open Interest Represented by Each Category of Trader
14.2 58.6 1.4 67.4 26.9 6.1 6.3 3.0 0.3 0.8 1.2 0.0 3.5 2.5
Number of Traders in Each Category Total Traders: 155
11 13 . 57 35 23 16 14 8 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 1,093,581
Positions
49,540 544,067 38,903 743,623 282,790 95,923 89,152 86,882 12,095 35,386 17,489 934 28,025 14,498
Changes from: September 4, 2018 Total Change is: 45,798
-3,410 -24,485 34,883 38,304 45,523 -5,807 -15,316 1,820 4,081 -3,581 -7,001 326 -3,682 -3,542
Percent of Open Interest Represented by Each Category of Trader
4.5 49.8 3.6 68.0 25.9 8.8 8.2 7.9 1.1 3.2 1.6 0.1 2.6 1.3
Number of Traders in Each Category Total Traders: 428
20 27 13 148 78 76 50 53 19 38 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 113,465
Positions
24,921 45,769 66,895 10,359 0 270 9,990 0 408 590 30 0 32 93
Changes from: September 4, 2018 Total Change is: -230
250 19 -249 -285 0 0 84 0 0 -30 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
22.0 40.3 59.0 9.1 0.0 0.2 8.8 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 7 0 . 5 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 844,744
Positions
10,260 57,991 10,349 396,948 274,024 181,539 70,873 98,599 4,172 27,345 38,274 1,276 141,982 178,520
Changes from: September 4, 2018 Total Change is: -29,870
-1,191 -4,302 -4,811 36,437 21,092 1,583 -19,042 -850 -32,290 675 -5,152 -132 -11,099 -5,008
Percent of Open Interest Represented by Each Category of Trader
1.2 6.9 1.2 47.0 32.4 21.5 8.4 11.7 0.5 3.2 4.5 0.2 16.8 21.1
Number of Traders in Each Category Total Traders: 184
8 17 8 58 35 50 29 21 15 8 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 1,031,762
Positions
8,956 168,842 4,867 571,262 71,845 168,320 51,698 474,184 20,228 62,483 16,534 1,346 142,602 105,596
Changes from: September 4, 2018 Total Change is: -23,285
284 -5,535 -3,137 14,417 -347 -2,334 -19,622 -7,873 -4,782 -993 2,046 -9 -7,109 -1,314
Percent of Open Interest Represented by Each Category of Trader
0.9 16.4 0.5 55.4 7.0 16.3 5.0 46.0 2.0 6.1 1.6 0.1 13.8 10.2
Number of Traders in Each Category Total Traders: 126
. 14 7 58 10 41 11 21 18 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 2,072,679
Positions
66,431 108,007 24,458 976,072 406,467 342,655 289,228 606,057 56,945 191,521 362,798 863 124,506 164,429
Changes from: September 4, 2018 Total Change is: -55,228
3,829 -8,272 -666 36,272 -10,040 19,158 -106,339 -24,706 -20,449 20,471 8,081 20 -7,524 -18,354
Percent of Open Interest Represented by Each Category of Trader
3.2 5.2 1.2 47.1 19.6 16.5 14.0 29.2 2.7 9.2 17.5 0.0 6.0 7.9
Number of Traders in Each Category Total Traders: 347
16 36 7 94 38 68 51 65 36 23 24 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 3,868,648
Positions
154,391 247,919 16,091 1,740,677 793,896 629,248 347,637 1,282,698 154,980 385,891 250,172 27,859 411,874 465,785
Changes from: September 4, 2018 Total Change is: -122,504
13,305 -65,097 -23,428 20,771 45,240 -17,562 -97,534 -51,043 -21,548 20,878 30,559 -1,292 -16,094 -18,333
Percent of Open Interest Represented by Each Category of Trader
4.0 6.4 0.4 45.0 20.5 16.3 9.0 33.2 4.0 10.0 6.5 0.7 10.6 12.0
Number of Traders in Each Category Total Traders: 457
28 37 19 104 89 108 55 86 50 29 29 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 575,530
Positions
29,856 40,099 5,860 200,606 196,723 82,036 99,286 34,777 12,305 48,124 34,960 500 96,957 168,270
Changes from: September 4, 2018 Total Change is: -4,256
2,586 1,915 -7,312 6,011 10,553 5,228 11,842 -13,466 -11,272 -1,881 933 -2 -9,456 9,167
Percent of Open Interest Represented by Each Category of Trader
5.2 7.0 1.0 34.9 34.2 14.3 17.3 6.0 2.1 8.4 6.1 0.1 16.8 29.2
Number of Traders in Each Category Total Traders: 100
4 9 . 19 39 38 12 8 8 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 4,337,201
Positions
79,783 444,431 42,403 2,365,936 546,147 709,569 389,874 1,583,691 174,835 232,072 397,193 19,934 322,795 418,998
Changes from: September 4, 2018 Total Change is: 59,685
9,794 59,174 -7,645 149,661 32,870 -26,126 -34,358 -705 -33,490 3,612 21,703 -5,147 3,384 19,051
Percent of Open Interest Represented by Each Category of Trader
1.8 10.2 1.0 54.5 12.6 16.4 9.0 36.5 4.0 5.4 9.2 0.5 7.4 9.7
Number of Traders in Each Category Total Traders: 349
16 36 14 91 54 78 35 72 40 22 23 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 1,807,782
Positions
506,311 266,690 503,295 18,357 42,667 25,908 109,433 303,884 485,237 27,859 35,420 98,761 32,621 45,920
Changes from: September 4, 2018 Total Change is: -17,589
6,395 20,372 -5,385 5,137 7,175 -3,556 -1,460 26,252 -15,165 -3,777 -21,781 -751 973 -24,750
Percent of Open Interest Represented by Each Category of Trader
28.0 14.8 27.8 1.0 2.4 1.4 6.1 16.8 26.8 1.5 2.0 5.5 1.8 2.5
Number of Traders in Each Category Total Traders: 153
32 22 44 4 7 4 33 34 47 7 10 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 is14,446,608
Positions
5,594,710 1,283,413 2,059,325 374,846 2,091,460 1,270,317 1,334,905 3,288,644 2,368,424 331,869 329,395 504,509 607,703 1,251,121
Changes from: September 4, 2018 Total Change is: 170,527
-25,891 -58,276 45,627 3,436 13,211 -33,715 111,772 170,867 -27,510 61,320 54,186 -3,196 38,684 9,333
Percent of Open Interest Represented by Each Category of Trader
38.7 8.9 14.3 2.6 14.5 8.8 9.2 22.8 16.4 2.3 2.3 3.5 4.2 8.7
Number of Traders in Each Category Total Traders: 305
31 49 68 8 31 33 40 94 103 14 22 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 11,749
Positions
4,310 4,697 1,312 0 0 0 1,806 1,210 4,085 199 200 1 36 244
Changes from: September 4, 2018 Total Change is: 557
268 686 -592 0 0 0 255 -180 633 0 0 0 -7 10
Percent of Open Interest Represented by Each Category of Trader
36.7 40.0 11.2 0.0 0.0 0.0 15.4 10.3 34.8 1.7 1.7 0.0 0.3 2.1
Number of Traders in Each Category Total Traders: 24
. 5 4 0 0 0 7 4 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 15,448
Positions
6,582 4,471 3,039 0 0 0 450 2,719 5,136 200 0 0 41 83
Changes from: September 4, 2018 Total Change is: 3,663
921 490 1,270 0 0 0 -74 471 1,407 150 0 0 -11 25
Percent of Open Interest Represented by Each Category of Trader
42.6 28.9 19.7 0.0 0.0 0.0 2.9 17.6 33.2 1.3 0.0 0.0 0.3 0.5
Number of Traders in Each Category Total Traders: 22
4 5 5 0 0 0 . 7 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 31,421
Positions
1,352 4,074 1,033 1,231 10,086 0 14,522 11,397 460 12,553 1,657 212 58 2,502
Changes from: September 4, 2018 Total Change is: 1,189
9 720 1,033 1,084 258 0 -1,540 -1,039 460 143 -133 0 0 -110
Percent of Open Interest Represented by Each Category of Trader
4.3 13.0 3.3 3.9 32.1 0.0 46.2 36.3 1.5 40.0 5.3 0.7 0.2 8.0
Number of Traders in Each Category Total Traders: 37
. 5 . . 11 0 . 7 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 20,164
Positions
3,342 6,150 0 1,054 2,424 9 15,701 7,726 40 0 1,830 0 18 1,985
Changes from: September 4, 2018 Total Change is: 217
62 77 0 338 -18 0 -188 -74 40 0 -3 0 -35 195
Percent of Open Interest Represented by Each Category of Trader
16.6 30.5 0.0 5.2 12.0 0.0 77.9 38.3 0.2 0.0 9.1 0.0 0.1 9.8
Number of Traders in Each Category Total Traders: 28
. 5 0 . 6 . . 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 4,278
Positions
55 0 0 96 47 0 973 1,499 354 803 1,620 72 1,925 686
Changes from: September 4, 2018 Total Change is: 338
0 0 0 13 47 0 137 121 302 -105 -252 40 -49 80
Percent of Open Interest Represented by Each Category of Trader
1.3 0.0 0.0 2.2 1.1 0.0 22.7 35.0 8.3 18.8 37.9 1.7 45.0 16.0
Number of Traders in Each Category Total Traders: 42
. 0 0 . . 0 9 9 4 14 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 2,711
Positions
0 0 0 0 199 10 1,630 1,322 198 116 727 14 743 241
Changes from: September 4, 2018 Total Change is: 4
0 0 0 -99 59 2 443 -335 181 -460 195 14 -77 -112
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 7.3 0.4 60.1 48.8 7.3 4.3 26.8 0.5 27.4 8.9
Number of Traders in Each Category Total Traders: 35
0 0 0 0 4 . 10 12 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 58,932
Positions
2,080 39,598 50 17,877 277 372 16,536 10,011 5,094 8,913 1,016 12 7,998 2,502
Changes from: September 4, 2018 Total Change is: 3,149
1,367 1,489 50 -156 -208 -88 -1,232 -1,502 2,560 307 -154 -55 396 1,057
Percent of Open Interest Represented by Each Category of Trader
3.5 67.2 0.1 30.3 0.5 0.6 28.1 17.0 8.6 15.1 1.7 0.0 13.6 4.2
Number of Traders in Each Category Total Traders: 119
. . . 14 . . 35 18 17 37 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 11, 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 521,260
Positions
70,638 6,324 34,522 126,305 63,038 24,147 55,333 189,185 148,333 16,635 4,499 18,988 26,359 32,224
Changes from: September 4, 2018 Total Change is: 21,153
391 268 5,323 3,309 -1,397 -241 1,214 2,006 9,698 -182 68 -379 2,020 5,807
Percent of Open Interest Represented by Each Category of Trader
13.6 1.2 6.6 24.2 12.1 4.6 10.6 36.3 28.5 3.2 0.9 3.6 5.1 6.2
Number of Traders in Each Category Total Traders: 230
17 9 19 25 33 27 41 66 60 12 13 17
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Traders in Financial Futures - Futures Only Positions as of September 11, 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 36,990
Positions
2,405 3,146 0 19,199 28 1,583 10,561 29,604 434 1,329 805 1,292 187 98
Changes from: September 4, 2018 Total Change is: 3,032
-47 0 0 3,405 28 0 189 4,246 192 0 -1,414 0 -707 -20
Percent of Open Interest Represented by Each Category of Trader
6.5 8.5 0.0 51.9 0.1 4.3 28.6 80.0 1.2 3.6 2.2 3.5 0.5 0.3
Number of Traders in Each Category Total Traders: 47
4 . 0 12 . . 8 9 . 8 4 .
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Updated September 14, 2018