Traders in Financial Futures - Futures Only Positions as of September 18, 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 150,538
Positions
50,609 6,794 2,900 41,431 32,718 2,424 12,290 38,571 4,927 7,468 6,342 468 28,021 55,394
Changes from: September 11, 2018 Total Change is: -8,436
6,281 -16,868 -8,954 1,125 3,581 133 -6,970 -6,719 910 -593 241 -5 -363 19,245
Percent of Open Interest Represented by Each Category of Trader
33.6 4.5 1.9 27.5 21.7 1.6 8.2 25.6 3.3 5.0 4.2 0.3 18.6 36.8
Number of Traders in Each Category Total Traders: 110
10 6 5 11 17 5 16 35 15 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 54,251
Positions
25,806 1,574 0 1,169 8,806 270 12,172 24,787 469 3,297 1,591 1 11,067 16,753
Changes from: September 11, 2018 Total Change is: -25,628
-21,032 -2,557 -1,843 -6 20 -247 -1,758 -13,720 -3,959 1,940 0 -56 1,333 -3,266
Percent of Open Interest Represented by Each Category of Trader
47.6 2.9 0.0 2.2 16.2 0.5 22.4 45.7 0.9 6.1 2.9 0.0 20.4 30.9
Number of Traders in Each Category Total Traders: 49
. 4 0 . 10 . 9 17 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 229,637
Positions
117,634 7,467 708 46,023 102,530 1,966 38,226 55,493 4,774 1,655 13,619 3 18,648 43,077
Changes from: September 11, 2018 Total Change is: -49,866
4,346 -62 -25,630 -2,628 3,146 -313 -15,633 -17,365 -6,378 371 -1,674 -98 -3,903 -1,492
Percent of Open Interest Represented by Each Category of Trader
51.2 3.3 0.3 20.0 44.6 0.9 16.6 24.2 2.1 0.7 5.9 0.0 8.1 18.8
Number of Traders in Each Category Total Traders: 121
10 5 5 12 27 8 24 35 13 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 200,221
Positions
85,279 2,846 982 36,973 46,987 4,644 45,131 82,561 4,295 2,239 7,809 90 20,588 50,007
Changes from: September 11, 2018 Total Change is: 6,793
8,648 -1,274 -9,671 2,997 2,625 446 11,820 7,180 -1,376 -2,031 3,895 -36 -4,004 5,004
Percent of Open Interest Represented by Each Category of Trader
42.6 1.4 0.5 18.5 23.5 2.3 22.5 41.2 2.1 1.1 3.9 0.0 10.3 25.0
Number of Traders in Each Category Total Traders: 123
10 . . 16 25 7 22 38 14 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 465,130
Positions
22,031 105,077 3,198 268,003 128,818 29,338 33,698 110,361 7,759 19,107 19,905 886 81,110 59,788
Changes from: September 11, 2018 Total Change is: -85,362
-37,673 -37,440 -36,988 3,970 5,636 -1,973 3,750 4,456 -8,206 386 -3,138 -40 -8,588 -7,669
Percent of Open Interest Represented by Each Category of Trader
4.7 22.6 0.7 57.6 27.7 6.3 7.2 23.7 1.7 4.1 4.3 0.2 17.4 12.9
Number of Traders in Each Category Total Traders: 278
15 13 8 86 37 46 35 53 18 22 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 35,679
Positions
0 21,631 0 15,837 7,389 2,400 2,280 0 0 0 778 5 15,157 3,476
Changes from: September 11, 2018 Total Change is: -511
0 4,957 0 533 116 157 1,753 -3,325 -994 0 7 0 -1,960 -1,429
Percent of Open Interest Represented by Each Category of Trader
0.0 60.6 0.0 44.4 20.7 6.7 6.4 0.0 0.0 0.0 2.2 0.0 42.5 9.7
Number of Traders in Each Category Total Traders: 24
0 . 0 13 5 7 . 0 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 29,914
Positions
6,317 0 596 5,313 14,786 2,327 5,298 0 2,185 0 0 0 7,878 10,020
Changes from: September 11, 2018 Total Change is: -5,034
844 -4,897 -7,430 -1,586 -191 284 -541 0 1,788 0 0 0 1,607 5,412
Percent of Open Interest Represented by Each Category of Trader
21.1 0.0 2.0 17.8 49.4 7.8 17.7 0.0 7.3 0.0 0.0 0.0 26.3 33.5
Number of Traders in Each Category Total Traders: 20
. 0 . 5 9 9 . 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 162,860
Positions
98,927 3,558 14 7,009 57,169 1,666 31,816 49,179 3,459 1,467 3,531 10 18,492 44,274
Changes from: September 11, 2018 Total Change is: -13,901
11,824 -2,103 -8,223 182 7,619 180 -9,384 -8,666 -1,658 -1,341 1,182 -1 -5,480 -2,231
Percent of Open Interest Represented by Each Category of Trader
60.7 2.2 0.0 4.3 35.1 1.0 19.5 30.2 2.1 0.9 2.2 0.0 11.4 27.2
Number of Traders in Each Category Total Traders: 94
11 . . 4 19 5 20 29 12 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 25,468
Positions
0 15,077 0 12,209 6,261 0 11,446 2,086 0 339 292 0 1,474 1,752
Changes from: September 11, 2018 Total Change is: -6,819
0 -5,340 -3,122 -167 3,312 0 -3,218 -1,360 0 20 192 0 -332 -501
Percent of Open Interest Represented by Each Category of Trader
0.0 59.2 0.0 47.9 24.6 0.0 44.9 8.2 0.0 1.3 1.1 0.0 5.8 6.9
Number of Traders in Each Category Total Traders: 33
0 . 0 4 6 0 11 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 200,192
Positions
7,353 126,294 400 114,213 1,194 0 64,090 46,732 802 5,707 21,409 0 7,627 3,361
Changes from: September 11, 2018 Total Change is: -44,851
6,728 10,437 -31,620 -13,161 -515 0 -1,657 -16,179 -7,199 1,715 564 -215 558 -124
Percent of Open Interest Represented by Each Category of Trader
3.7 63.1 0.2 57.1 0.6 0.0 32.0 23.3 0.4 2.9 10.7 0.0 3.8 1.7
Number of Traders in Each Category Total Traders: 140
. 5 . 25 5 0 44 34 6 13 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 41,305
Positions
26,765 831 0 0 29,412 0 11,136 5,722 63 1,565 2,630 0 1,776 2,647
Changes from: September 11, 2018 Total Change is: -532
0 2 0 0 -658 0 -466 396 -104 287 -65 0 -249 -103
Percent of Open Interest Represented by Each Category of Trader
64.8 2.0 0.0 0.0 71.2 0.0 27.0 13.9 0.2 3.8 6.4 0.0 4.3 6.4
Number of Traders in Each Category Total Traders: 45
. . 0 0 7 0 11 14 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 57,429
Positions
40,540 0 0 591 17,718 0 11,864 27,727 2,050 0 3,614 224 2,160 6,096
Changes from: September 11, 2018 Total Change is: -2,240
3,481 -256 -1,859 -101 3,409 -1 -2,474 -2,265 -681 0 383 33 -638 -1,003
Percent of Open Interest Represented by Each Category of Trader
70.6 0.0 0.0 1.0 30.9 0.0 20.7 48.3 3.6 0.0 6.3 0.4 3.8 10.6
Number of Traders in Each Category Total Traders: 96
8 0 0 . 23 0 19 36 5 0 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 9,256
Positions
3,516 0 0 0 4,920 10 4,906 2,062 0 150 180 0 674 2,084
Changes from: September 11, 2018 Total Change is: -4,155
146 -428 -1,222 0 249 0 -857 -287 -2,199 0 0 0 -23 -268
Percent of Open Interest Represented by Each Category of Trader
38.0 0.0 0.0 0.0 53.2 0.1 53.0 22.3 0.0 1.6 1.9 0.0 7.3 22.5
Number of Traders in Each Category Total Traders: 24
. 0 0 0 6 . 8 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 64,537
Positions
9,700 31,949 8,214 15,296 1,901 1,060 14,296 7,119 3,483 1,942 1,635 123 10,425 9,055
Changes from: September 11, 2018 Total Change is: 10,100
67 200 6,721 1,761 870 835 -2,275 -1,203 1,665 -201 316 107 1,420 589
Percent of Open Interest Represented by Each Category of Trader
15.0 49.5 12.7 23.7 2.9 1.6 22.2 11.0 5.4 3.0 2.5 0.2 16.2 14.0
Number of Traders in Each Category Total Traders: 108
15 21 14 17 4 5 27 12 11 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 129,073
Positions
19,399 63,897 16,428 30,591 3,802 2,120 28,592 14,237 6,965 3,883 3,269 246 20,849 18,109
Changes from: September 11, 2018 Total Change is: 20,200
133 400 13,442 3,521 1,739 1,670 -4,549 -2,405 3,330 -401 632 214 2,840 1,178
Percent of Open Interest Represented by Each Category of Trader
15.0 49.5 12.7 23.7 2.9 1.6 22.2 11.0 5.4 3.0 2.5 0.2 16.2 14.0
Number of Traders in Each Category Total Traders: 108
15 21 14 17 4 5 27 12 11 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 39,493
Positions
4,042 22,870 8,076 24,034 1,524 282 450 4,862 0 0 461 0 2,609 1,418
Changes from: September 11, 2018 Total Change is: 9,842
-1,071 302 8,076 1,731 -36 13 0 364 0 0 0 0 1,093 1,123
Percent of Open Interest Represented by Each Category of Trader
10.2 57.9 20.4 60.9 3.9 0.7 1.1 12.3 0.0 0.0 1.2 0.0 6.6 3.6
Number of Traders in Each Category Total Traders: 24
. 7 . 11 . 4 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 726,708
Positions
43,093 126,642 94,978 298,056 165,095 78,394 46,783 88,798 36,674 25,619 41,143 8,945 94,168 86,039
Changes from: September 11, 2018 Total Change is: 73,350
-5,169 4,219 38,514 12,737 835 22,322 -9,206 -8,784 10,791 1,283 1,015 2,055 25 2,383
Percent of Open Interest Represented by Each Category of Trader
5.9 17.4 13.1 41.0 22.7 10.8 6.4 12.2 5.0 3.5 5.7 1.2 13.0 11.8
Number of Traders in Each Category Total Traders: 611
30 46 40 164 103 120 80 111 93 34 41 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 66,861
Positions
33,366 17,746 702 5,668 16,826 66 9,546 4,655 398 496 0 32 16,587 26,436
Changes from: September 11, 2018 Total Change is: -2,820
-2,196 1,687 702 -1,035 0 40 2,190 115 398 -2,918 -46 0 -1 -5,716
Percent of Open Interest Represented by Each Category of Trader
49.9 26.5 1.0 8.5 25.2 0.1 14.3 7.0 0.6 0.7 0.0 0.0 24.8 39.5
Number of Traders in Each Category Total Traders: 47
7 11 . . . . 8 10 5 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 21,898
Positions
7,184 17,280 3,212 3,694 220 483 1,842 0 7 3,149 0 0 2,327 696
Changes from: September 11, 2018 Total Change is: 2,798
3,314 -213 3,212 10 0 0 -3,985 0 7 0 0 0 240 -208
Percent of Open Interest Represented by Each Category of Trader
32.8 78.9 14.7 16.9 1.0 2.2 8.4 0.0 0.0 14.4 0.0 0.0 10.6 3.2
Number of Traders in Each Category Total Traders: 23
. 10 5 . . . 5 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 25,248
Positions
9,891 19,406 4,625 6,529 0 512 742 0 0 767 0 0 2,182 705
Changes from: September 11, 2018 Total Change is: 4,352
-69 -523 4,625 -394 0 222 80 0 0 0 0 0 -112 28
Percent of Open Interest Represented by Each Category of Trader
39.2 76.9 18.3 25.9 0.0 2.0 2.9 0.0 0.0 3.0 0.0 0.0 8.6 2.8
Number of Traders in Each Category Total Traders: 23
7 7 . 6 0 . . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,299,237
Positions
214,677 710,525 305,334 1,469,812 749,218 383,767 243,478 478,012 124,087 128,069 208,170 42,109 387,904 298,015
Changes from: September 11, 2018 Total Change is: 380,850
-1,758 25,770 175,949 68,860 4,179 111,407 -47,621 -35,134 42,605 23,460 7,758 7,820 128 40,496
Percent of Open Interest Represented by Each Category of Trader
6.5 21.5 9.3 44.6 22.7 11.6 7.4 14.5 3.8 3.9 6.3 1.3 11.8 9.0
Number of Traders in Each Category Total Traders: 606
30 45 38 166 101 119 79 110 87 32 41 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 37,738
Positions
7,251 24,439 7,272 17,177 2,167 1,426 1,016 353 0 0 841 0 3,596 1,240
Changes from: September 11, 2018 Total Change is: 8,001
-4 -30 7,272 -53 0 0 282 0 0 0 0 0 504 759
Percent of Open Interest Represented by Each Category of Trader
19.2 64.8 19.3 45.5 5.7 3.8 2.7 0.9 0.0 0.0 2.2 0.0 9.5 3.3
Number of Traders in Each Category Total Traders: 26
6 8 4 7 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 16,950
Positions
964 11,125 3,846 5,920 889 0 1,629 0 530 1,756 0 0 2,305 560
Changes from: September 11, 2018 Total Change is: 4,533
80 815 3,329 1,506 2 0 -883 0 530 0 0 0 -29 -143
Percent of Open Interest Represented by Each Category of Trader
5.7 65.6 22.7 34.9 5.2 0.0 9.6 0.0 3.1 10.4 0.0 0.0 13.6 3.3
Number of Traders in Each Category Total Traders: 27
. 11 6 5 . 0 5 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 14,161
Positions
5,073 10,355 2,695 3,728 495 123 0 0 0 995 0 0 1,547 493
Changes from: September 11, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
35.8 73.1 19.0 26.3 3.5 0.9 0.0 0.0 0.0 7.0 0.0 0.0 10.9 3.5
Number of Traders in Each Category Total Traders: 20
. 9 5 5 . . 0 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 20,092
Positions
8,095 11,468 4,140 4,754 1,232 401 529 1,324 41 0 1,065 0 2,132 421
Changes from: September 11, 2018 Total Change is: 4,293
33 9 4,140 -309 6 141 200 0 32 0 0 0 56 -35
Percent of Open Interest Represented by Each Category of Trader
40.3 57.1 20.6 23.7 6.1 2.0 2.6 6.6 0.2 0.0 5.3 0.0 10.6 2.1
Number of Traders in Each Category Total Traders: 24
5 8 5 5 . . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 40,164
Positions
19,107 24,005 8,539 8,427 1,154 605 638 1,148 896 0 2,476 0 1,952 1,341
Changes from: September 11, 2018 Total Change is: 8,959
0 -1,159 8,539 -429 144 183 0 260 896 0 0 0 -230 96
Percent of Open Interest Represented by Each Category of Trader
47.6 59.8 21.3 21.0 2.9 1.5 1.6 2.9 2.2 0.0 6.2 0.0 4.9 3.3
Number of Traders in Each Category Total Traders: 30
6 7 6 7 . . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 94,442
Positions
3,262 39,994 7,768 55,315 31,624 4,219 7,461 3,433 1,587 638 905 59 14,133 4,853
Changes from: September 11, 2018 Total Change is: 8,820
-730 -873 7,104 4,406 1,275 -646 -3,822 318 920 142 0 59 1,387 663
Percent of Open Interest Represented by Each Category of Trader
3.5 42.3 8.2 58.6 33.5 4.5 7.9 3.6 1.7 0.7 1.0 0.1 15.0 5.1
Number of Traders in Each Category Total Traders: 91
4 11 6 37 15 14 13 7 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 61,679
Positions
16,541 12,800 5,814 16,138 13,730 5,826 6,962 12,691 769 1,675 2,046 374 7,581 7,630
Changes from: September 11, 2018 Total Change is: 8,953
138 -901 5,435 -322 -444 5,227 -1,745 -781 -69 -233 -35 303 220 219
Percent of Open Interest Represented by Each Category of Trader
26.8 20.8 9.4 26.2 22.3 9.4 11.3 20.6 1.2 2.7 3.3 0.6 12.3 12.4
Number of Traders in Each Category Total Traders: 284
28 20 22 54 39 31 43 62 24 14 23 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 308,395
Positions
82,706 64,001 29,069 80,690 68,652 29,128 34,810 63,453 3,843 8,377 10,231 1,869 37,903 38,149
Changes from: September 11, 2018 Total Change is: 44,764
688 -4,506 27,173 -1,612 -2,220 26,134 -8,723 -3,903 -347 -1,163 -173 1,513 1,101 1,093
Percent of Open Interest Represented by Each Category of Trader
26.8 20.8 9.4 26.2 22.3 9.4 11.3 20.6 1.2 2.7 3.3 0.6 12.3 12.4
Number of Traders in Each Category Total Traders: 284
28 20 22 54 39 31 43 62 24 14 23 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 645,381
Positions
49,596 157,591 71,740 312,473 151,278 51,977 84,217 158,578 16,709 22,886 10,408 667 35,116 26,433
Changes from: September 11, 2018 Total Change is: 98,721
2,122 -8,558 68,733 -1,651 3,938 18,287 -4,082 3,123 7,300 1,868 -599 -351 6,495 6,848
Percent of Open Interest Represented by Each Category of Trader
7.7 24.4 11.1 48.4 23.4 8.1 13.0 24.6 2.6 3.5 1.6 0.1 5.4 4.1
Number of Traders in Each Category Total Traders: 308
19 26 21 86 50 46 51 47 34 19 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 31,753
Positions
893 8,357 0 14,644 1,053 364 7,555 15,117 50 1,299 2,550 0 6,948 4,262
Changes from: September 11, 2018 Total Change is: -4,822
-4,260 -9,123 -1 -1,144 -30 -905 4,291 6,230 -1,969 -10 1,784 -919 95 111
Percent of Open Interest Represented by Each Category of Trader
2.8 26.3 0.0 46.1 3.3 1.1 23.8 47.6 0.2 4.1 8.0 0.0 21.9 13.4
Number of Traders in Each Category Total Traders: 45
. 4 0 16 . . 8 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 62,976
Positions
2,821 12,336 1,027 25,155 9,010 1,936 20,501 9,894 413 2,859 1,446 0 8,264 26,914
Changes from: September 11, 2018 Total Change is: -328
-4,380 -2,260 -926 4,413 231 -308 8,239 -945 -3,906 2,007 -106 -789 -4,678 8,681
Percent of Open Interest Represented by Each Category of Trader
4.5 19.6 1.6 39.9 14.3 3.1 32.6 15.7 0.7 4.5 2.3 0.0 13.1 42.7
Number of Traders in Each Category Total Traders: 67
. 10 . 13 7 7 15 15 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 339,552
Positions
42,945 175,764 33,645 209,544 78,844 18,501 18,025 14,464 3,572 2,758 3,717 0 10,562 11,045
Changes from: September 11, 2018 Total Change is: 38,769
223 -502 29,475 6,716 -2,077 163 -859 5,551 2,674 365 9 0 12 3,476
Percent of Open Interest Represented by Each Category of Trader
12.6 51.8 9.9 61.7 23.2 5.4 5.3 4.3 1.1 0.8 1.1 0.0 3.1 3.3
Number of Traders in Each Category Total Traders: 156
10 13 10 57 39 26 14 11 8 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 1,324,692
Positions
60,130 575,766 179,299 807,844 299,403 111,173 62,891 64,271 10,301 33,603 16,708 593 58,858 67,178
Changes from: September 11, 2018 Total Change is: 231,111
10,590 31,699 140,396 64,221 16,613 15,250 -26,261 -22,611 -1,794 -1,783 -781 -341 30,833 52,680
Percent of Open Interest Represented by Each Category of Trader
4.5 43.5 13.5 61.0 22.6 8.4 4.7 4.9 0.8 2.5 1.3 0.0 4.4 5.1
Number of Traders in Each Category Total Traders: 420
22 25 21 148 76 78 51 43 23 39 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 115,801
Positions
23,335 46,404 68,596 12,360 0 270 10,210 0 408 590 30 0 32 93
Changes from: September 11, 2018 Total Change is: 2,336
-1,586 635 1,701 2,001 0 0 220 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
20.2 40.1 59.2 10.7 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
. 13 8 7 0 . 5 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 857,405
Positions
12,130 54,685 10,889 401,995 293,532 176,545 71,150 61,600 4,611 31,186 70,922 2,581 146,318 182,040
Changes from: September 11, 2018 Total Change is: 12,661
1,870 -3,306 540 5,047 19,508 -4,994 277 -36,999 439 3,841 32,648 1,305 4,336 3,520
Percent of Open Interest Represented by Each Category of Trader
1.4 6.4 1.3 46.9 34.2 20.6 8.3 7.2 0.5 3.6 8.3 0.3 17.1 21.2
Number of Traders in Each Category Total Traders: 186
9 17 5 59 35 50 25 20 11 11 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 1,039,500
Positions
10,174 171,610 1,628 597,941 75,503 170,106 35,678 471,657 14,283 62,857 18,794 1,599 145,234 114,320
Changes from: September 11, 2018 Total Change is: 7,738
1,218 2,768 -3,239 26,679 3,658 1,786 -16,020 -2,527 -5,945 374 2,260 253 2,632 8,724
Percent of Open Interest Represented by Each Category of Trader
1.0 16.5 0.2 57.5 7.3 16.4 3.4 45.4 1.4 6.0 1.8 0.2 14.0 11.0
Number of Traders in Each Category Total Traders: 127
. 14 . 60 13 44 9 20 12 5 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 2,189,374
Positions
72,845 87,928 26,468 1,025,539 486,208 339,682 336,556 602,257 42,568 213,434 422,462 1,189 131,093 180,612
Changes from: September 11, 2018 Total Change is: 116,695
6,414 -20,079 2,010 49,467 79,741 -2,973 47,328 -3,800 -14,377 21,913 59,664 326 6,587 16,183
Percent of Open Interest Represented by Each Category of Trader
3.3 4.0 1.2 46.8 22.2 15.5 15.4 27.5 1.9 9.7 19.3 0.1 6.0 8.2
Number of Traders in Each Category Total Traders: 345
19 30 8 95 39 67 54 54 28 26 28 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 3,986,241
Positions
162,287 254,523 25,013 1,898,393 908,113 623,598 298,271 1,309,437 115,875 431,465 272,288 30,682 400,657 446,712
Changes from: September 11, 2018 Total Change is: 117,593
7,896 6,604 8,922 157,716 114,217 -5,650 -49,366 26,739 -39,105 45,574 22,116 2,823 -11,217 -19,073
Percent of Open Interest Represented by Each Category of Trader
4.1 6.4 0.6 47.6 22.8 15.6 7.5 32.8 2.9 10.8 6.8 0.8 10.1 11.2
Number of Traders in Each Category Total Traders: 463
25 42 11 109 88 114 62 79 43 32 26 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 609,132
Positions
32,783 35,621 3,798 211,531 221,922 90,587 104,249 33,420 16,896 47,708 37,838 500 101,080 168,550
Changes from: September 11, 2018 Total Change is: 33,602
2,927 -4,478 -2,062 10,925 25,199 8,551 4,963 -1,357 4,591 -416 2,878 0 4,123 280
Percent of Open Interest Represented by Each Category of Trader
5.4 5.8 0.6 34.7 36.4 14.9 17.1 5.5 2.8 7.8 6.2 0.1 16.6 27.7
Number of Traders in Each Category Total Traders: 107
4 8 . 22 42 40 10 11 8 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 4,429,991
Positions
78,560 412,911 41,899 2,370,068 665,876 821,060 384,125 1,510,383 117,382 282,385 401,780 24,511 310,001 434,189
Changes from: September 11, 2018 Total Change is: 92,790
-1,223 -31,520 -504 4,132 119,729 111,491 -5,749 -73,308 -57,453 50,313 4,587 4,577 -12,794 15,191
Percent of Open Interest Represented by Each Category of Trader
1.8 9.3 0.9 53.5 15.0 18.5 8.7 34.1 2.6 6.4 9.1 0.6 7.0 9.8
Number of Traders in Each Category Total Traders: 353
14 38 12 92 59 82 33 67 33 26 24 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 1,795,587
Positions
506,198 266,329 548,960 20,373 45,634 31,794 96,978 290,427 371,508 40,154 45,008 146,436 33,186 49,491
Changes from: September 11, 2018 Total Change is: -12,195
-113 -361 45,665 2,016 2,967 5,886 -12,455 -13,457 -113,729 12,295 9,588 47,675 565 3,571
Percent of Open Interest Represented by Each Category of Trader
28.2 14.8 30.6 1.1 2.5 1.8 5.4 16.2 20.7 2.2 2.5 8.2 1.8 2.8
Number of Traders in Each Category Total Traders: 151
31 20 46 6 6 5 33 30 46 7 10 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is13,640,300
Positions
5,524,271 1,118,576 1,837,894 411,739 2,244,900 1,158,134 886,583 2,674,030 2,415,956 264,526 387,073 582,469 558,728 1,221,268
Changes from: September 11, 2018 Total Change is: -806,308
-70,439 -164,837 -221,431 36,893 153,440 -112,183 -448,322 -614,614 47,532 -67,343 57,678 77,960 -48,975 -29,853
Percent of Open Interest Represented by Each Category of Trader
40.5 8.2 13.5 3.0 16.5 8.5 6.5 19.6 17.7 1.9 2.8 4.3 4.1 9.0
Number of Traders in Each Category Total Traders: 303
34 47 69 6 36 34 34 89 97 17 21 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 12,440
Positions
3,960 5,082 1,810 0 0 0 2,985 1,528 3,580 67 200 0 38 240
Changes from: September 11, 2018 Total Change is: 691
-350 385 498 0 0 0 1,179 318 -505 -132 0 -1 2 -4
Percent of Open Interest Represented by Each Category of Trader
31.8 40.9 14.5 0.0 0.0 0.0 24.0 12.3 28.8 0.5 1.6 0.0 0.3 1.9
Number of Traders in Each Category Total Traders: 24
. 5 4 0 0 0 6 6 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 17,533
Positions
5,428 3,812 4,905 0 0 0 574 2,336 6,358 200 0 0 68 122
Changes from: September 11, 2018 Total Change is: 2,085
-1,154 -659 1,866 0 0 0 124 -383 1,222 0 0 0 27 39
Percent of Open Interest Represented by Each Category of Trader
31.0 21.7 28.0 0.0 0.0 0.0 3.3 13.3 36.3 1.1 0.0 0.0 0.4 0.7
Number of Traders in Each Category Total Traders: 21
. 5 4 0 0 0 . 8 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 31,419
Positions
780 4,754 0 1,222 10,313 0 16,929 12,027 0 12,239 1,787 212 37 2,326
Changes from: September 11, 2018 Total Change is: -2
-572 680 -1,033 -9 227 0 2,407 630 -460 -314 130 0 -21 -176
Percent of Open Interest Represented by Each Category of Trader
2.5 15.1 0.0 3.9 32.8 0.0 53.9 38.3 0.0 39.0 5.7 0.7 0.1 7.4
Number of Traders in Each Category Total Traders: 37
. 4 0 . 11 0 . 8 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 16,770
Positions
2,347 3,305 0 1,054 2,428 9 13,354 7,287 0 0 1,830 0 6 1,911
Changes from: September 11, 2018 Total Change is: -3,394
-995 -2,845 0 0 4 0 -2,347 -439 -40 0 0 0 -12 -74
Percent of Open Interest Represented by Each Category of Trader
14.0 19.7 0.0 6.3 14.5 0.1 79.6 43.5 0.0 0.0 10.9 0.0 0.0 11.4
Number of Traders in Each Category Total Traders: 27
. 4 0 . 7 . . 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 4,844
Positions
55 0 0 78 0 0 1,204 2,063 520 965 1,557 55 1,967 649
Changes from: September 11, 2018 Total Change is: 566
0 0 0 -18 -47 0 231 564 166 162 -63 -17 42 -37
Percent of Open Interest Represented by Each Category of Trader
1.1 0.0 0.0 1.6 0.0 0.0 24.9 42.6 10.7 19.9 32.1 1.1 40.6 13.4
Number of Traders in Each Category Total Traders: 43
. 0 0 . 0 0 7 11 5 17 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 18, 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 2,742
Positions
0 0 0 0 140 10 1,566 1,382 203 90 654 15 858 338
Changes from: September 11, 2018 Total Change is: 31
0 0 0 0 -59 0 -64 60 5 -26 -73 1 115 97
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 5.1 0.4 57.1 50.4 7.4 3.3 23.9 0.5 31.3 12.3
Number of Traders in Each Category Total Traders: 30
0 0 0 0 . . 8 12 . . 5 .
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Traders in Financial Futures - Futures Only Positions as of September 18, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 56,908
Positions
4,580 41,147 0 16,718 413 406 16,047 10,771 1,369 11,599 936 54 6,135 1,812
Changes from: September 11, 2018 Total Change is: -2,024
2,500 1,549 -50 -1,159 136 34 -489 760 -3,725 2,686 -80 42 -1,863 -690
Percent of Open Interest Represented by Each Category of Trader
8.0 72.3 0.0 29.4 0.7 0.7 28.2 18.9 2.4 20.4 1.6 0.1 10.8 3.2
Number of Traders in Each Category Total Traders: 116
. . 0 14 . . 32 20 11 36 5 .
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Traders in Financial Futures - Futures Only Positions as of September 18, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 540,110
Positions
76,236 11,412 38,479 123,185 75,713 29,412 67,723 182,855 141,386 14,236 6,038 23,739 25,714 31,076
Changes from: September 11, 2018 Total Change is: 18,850
5,598 5,088 3,957 -3,120 12,675 5,265 12,390 -6,330 -6,947 -2,399 1,539 4,751 -645 -1,148
Percent of Open Interest Represented by Each Category of Trader
14.1 2.1 7.1 22.8 14.0 5.4 12.5 33.9 26.2 2.6 1.1 4.4 4.8 5.8
Number of Traders in Each Category Total Traders: 247
17 11 23 28 37 26 45 63 65 13 17 17
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Traders in Financial Futures - Futures Only Positions as of September 18, 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 36,678
Positions
1,313 3,146 210 20,362 31 274 10,032 29,232 1,615 1,360 778 1,292 220 100
Changes from: September 11, 2018 Total Change is: -312
-1,092 0 210 1,163 3 -1,309 -529 -372 1,181 31 -27 0 33 2
Percent of Open Interest Represented by Each Category of Trader
3.6 8.6 0.6 55.5 0.1 0.7 27.4 79.7 4.4 3.7 2.1 3.5 0.6 0.3
Number of Traders in Each Category Total Traders: 48
. . . 12 . . 8 9 . 9 4 .
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Updated September 21, 2018