Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 168,795
Positions
34,066 23,363 5,196 42,714 26,034 4,007 19,901 52,987 21,859 7,746 1,609 1,254 32,051 32,485
Changes from: August 21, 2018 Total Change is: 4,175
-1,570 2,372 -467 2,986 -3,852 312 1,137 2,795 2,982 -308 -134 118 -1,016 49
Percent of Open Interest Represented by Each Category of Trader
20.2 13.8 3.1 25.3 15.4 2.4 11.8 31.4 13.0 4.6 1.0 0.7 19.0 19.2
Number of Traders in Each Category Total Traders: 114
8 6 6 10 17 5 21 39 24 7 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 86,580
Positions
61,777 2,424 339 1,175 16,667 213 12,618 42,053 1,202 963 1,591 0 8,293 22,091
Changes from: August 21, 2018 Total Change is: -5,713
-6,188 116 15 57 -2,776 0 635 -837 -498 510 -34 0 -245 -1,699
Percent of Open Interest Represented by Each Category of Trader
71.4 2.8 0.4 1.4 19.3 0.2 14.6 48.6 1.4 1.1 1.8 0.0 9.6 25.5
Number of Traders in Each Category Total Traders: 64
7 . . . 13 . 8 28 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 314,502
Positions
121,850 5,317 19,711 45,567 92,237 5,433 48,795 92,998 38,622 1,893 8,343 4,474 28,157 47,367
Changes from: August 21, 2018 Total Change is: -3,647
374 188 2,945 736 -1,418 -541 -10,790 -2,835 733 -61 -402 420 2,537 -2,737
Percent of Open Interest Represented by Each Category of Trader
38.7 1.7 6.3 14.5 29.3 1.7 15.5 29.6 12.3 0.6 2.7 1.4 9.0 15.1
Number of Traders in Each Category Total Traders: 135
11 . 8 14 26 11 23 48 24 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 215,754
Positions
73,072 8,136 13,134 37,927 44,570 5,995 33,847 70,251 25,103 2,155 1,805 2,278 22,243 44,482
Changes from: August 21, 2018 Total Change is: -3,857
-1,313 -1,645 3,284 1,863 -95 16 -6,636 -6,001 761 -50 730 -176 -1,606 -731
Percent of Open Interest Represented by Each Category of Trader
33.9 3.8 6.1 17.6 20.7 2.8 15.7 32.6 11.6 1.0 0.8 1.1 10.3 20.6
Number of Traders in Each Category Total Traders: 131
9 5 10 20 21 10 28 38 25 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 615,823
Positions
63,668 139,003 37,409 274,417 125,815 34,921 29,482 131,034 59,008 17,826 7,526 7,958 91,134 73,151
Changes from: August 21, 2018 Total Change is: -5,223
-4,614 7,428 7,581 -1,443 -3,133 -1,144 -10,902 -12,174 2,639 -2,776 -1,059 -271 5,708 -5,089
Percent of Open Interest Represented by Each Category of Trader
10.3 22.6 6.1 44.6 20.4 5.7 4.8 21.3 9.6 2.9 1.2 1.3 14.8 11.9
Number of Traders in Each Category Total Traders: 291
20 11 19 89 39 50 26 65 36 22 18 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 36,084
Positions
482 17,308 0 16,225 6,263 2,336 1,104 6,247 84 0 771 5 15,848 3,070
Changes from: August 21, 2018 Total Change is: 27
-15 27 0 -116 -1 74 -40 -55 83 0 0 0 41 -101
Percent of Open Interest Represented by Each Category of Trader
1.3 48.0 0.0 45.0 17.4 6.5 3.1 17.3 0.2 0.0 2.1 0.0 43.9 8.5
Number of Traders in Each Category Total Traders: 30
. . 0 14 5 8 . 5 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 161,808
Positions
86,491 6,265 10,051 7,590 34,967 2,587 18,243 50,429 12,449 1,017 447 1,934 21,445 42,678
Changes from: August 21, 2018 Total Change is: -3,916
-9,392 2,543 3,728 871 -3,844 38 1,260 -2,112 -828 -902 -33 93 1,216 -3,502
Percent of Open Interest Represented by Each Category of Trader
53.5 3.9 6.2 4.7 21.6 1.6 11.3 31.2 7.7 0.6 0.3 1.2 13.3 26.4
Number of Traders in Each Category Total Traders: 97
9 7 9 6 15 4 13 40 19 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 23,634
Positions
0 17,799 9 10,259 619 0 11,281 3,052 116 450 100 0 1,519 1,939
Changes from: August 21, 2018 Total Change is: 3,685
0 3,025 0 -425 478 0 4,180 201 -26 40 0 0 -84 7
Percent of Open Interest Represented by Each Category of Trader
0.0 75.3 0.0 43.4 2.6 0.0 47.7 12.9 0.5 1.9 0.4 0.0 6.4 8.2
Number of Traders in Each Category Total Traders: 30
0 5 . . . 0 10 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 217,252
Positions
686 117,670 4,896 131,401 2,610 0 67,525 67,661 2,131 3,037 18,369 0 7,576 3,916
Changes from: August 21, 2018 Total Change is: 3,731
136 5,677 -172 6,835 320 0 -3,966 -8,428 1,065 -82 4,587 0 -85 681
Percent of Open Interest Represented by Each Category of Trader
0.3 54.2 2.3 60.5 1.2 0.0 31.1 31.1 1.0 1.4 8.5 0.0 3.5 1.8
Number of Traders in Each Category Total Traders: 137
. 11 4 22 6 0 38 35 11 10 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 46,621
Positions
21,447 1,864 6,269 0 25,519 0 15,650 7,027 239 1,315 2,555 3 1,698 3,145
Changes from: August 21, 2018 Total Change is: 9,512
0 0 6,249 0 1,481 0 2,827 1,179 88 110 35 0 238 480
Percent of Open Interest Represented by Each Category of Trader
46.0 4.0 13.4 0.0 54.7 0.0 33.6 15.1 0.5 2.8 5.5 0.0 3.6 6.7
Number of Traders in Each Category Total Traders: 44
. . . 0 7 0 11 14 . 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 54,564
Positions
38,019 486 146 2,207 10,682 0 9,772 33,808 2,047 100 888 5 2,268 6,502
Changes from: August 21, 2018 Total Change is: -909
-1,016 231 83 -553 -53 0 1,038 -49 -562 100 39 0 1 -598
Percent of Open Interest Represented by Each Category of Trader
69.7 0.9 0.3 4.0 19.6 0.0 17.9 62.0 3.8 0.2 1.6 0.0 4.2 11.9
Number of Traders in Each Category Total Traders: 97
10 . . 4 19 0 15 40 8 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 7,969
Positions
3,955 441 0 0 2,503 0 2,435 1,958 540 243 280 0 796 2,247
Changes from: August 21, 2018 Total Change is: -91
45 -378 0 0 -49 0 -673 -252 530 0 0 0 7 58
Percent of Open Interest Represented by Each Category of Trader
49.6 5.5 0.0 0.0 31.4 0.0 30.6 24.6 6.8 3.0 3.5 0.0 10.0 28.2
Number of Traders in Each Category Total Traders: 25
. . 0 0 4 0 4 8 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 54,138
Positions
10,396 31,122 1,327 9,269 410 332 20,673 9,564 1,964 1,289 1,190 630 8,257 7,598
Changes from: August 21, 2018 Total Change is: 1,557
-49 1,641 82 692 395 -39 1,750 62 -168 -78 -225 -32 -600 -159
Percent of Open Interest Represented by Each Category of Trader
19.2 57.5 2.5 17.1 0.8 0.6 38.2 17.7 3.6 2.4 2.2 1.2 15.3 14.0
Number of Traders in Each Category Total Traders: 113
13 23 5 16 . . 36 12 12 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 108,275
Positions
20,792 62,244 2,654 18,537 820 664 41,345 19,128 3,929 2,578 2,379 1,260 16,515 15,195
Changes from: August 21, 2018 Total Change is: 3,113
-99 3,283 164 1,384 789 -78 3,500 125 -337 -157 -451 -64 -1,200 -318
Percent of Open Interest Represented by Each Category of Trader
19.2 57.5 2.5 17.1 0.8 0.6 38.2 17.7 3.6 2.4 2.2 1.2 15.3 14.0
Number of Traders in Each Category Total Traders: 113
13 23 5 16 . . 36 12 12 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 31,607
Positions
4,111 24,103 0 25,441 1,590 249 0 4,896 0 0 461 0 1,806 308
Changes from: August 21, 2018 Total Change is: 1,479
-313 820 0 1,832 0 0 0 650 0 0 0 0 -40 9
Percent of Open Interest Represented by Each Category of Trader
13.0 76.3 0.0 80.5 5.0 0.8 0.0 15.5 0.0 0.0 1.5 0.0 5.7 1.0
Number of Traders in Each Category Total Traders: 26
. 8 0 11 . 4 0 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 889,141
Positions
52,201 112,493 74,650 286,996 179,730 63,083 67,923 102,069 157,530 22,670 39,489 58,626 105,460 101,469
Changes from: August 21, 2018 Total Change is: 50,141
-1,535 17,396 5,878 8,962 -8,923 2,974 1,714 1,049 20,345 -1,068 -2,290 12,227 646 1,486
Percent of Open Interest Represented by Each Category of Trader
5.9 12.7 8.4 32.3 20.2 7.1 7.6 11.5 17.7 2.5 4.4 6.6 11.9 11.4
Number of Traders in Each Category Total Traders: 661
37 41 50 168 100 130 86 120 120 51 58 60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 115,044
Positions
36,106 18,477 4,610 6,475 18,438 5,963 7,723 2,671 21,701 5,187 144 3,498 23,781 39,544
Changes from: August 21, 2018 Total Change is: 13,632
1,745 4,829 1,300 70 380 2,152 2,338 366 4,272 759 82 566 429 -316
Percent of Open Interest Represented by Each Category of Trader
31.4 16.1 4.0 5.6 16.0 5.2 6.7 2.3 18.9 4.5 0.1 3.0 20.7 34.4
Number of Traders in Each Category Total Traders: 55
7 10 10 4 4 . 12 8 19 5 5 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 18,207
Positions
4,096 14,723 0 2,136 1,534 480 6,191 0 0 3,149 0 0 2,155 1,470
Changes from: August 21, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
22.5 80.9 0.0 11.7 8.4 2.6 34.0 0.0 0.0 17.3 0.0 0.0 11.8 8.1
Number of Traders in Each Category Total Traders: 20
. 8 0 . . . 4 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 21,112
Positions
8,697 20,085 0 8,197 0 290 946 0 0 767 0 0 2,215 737
Changes from: August 21, 2018 Total Change is: -60
-48 -409 0 5 0 0 -132 0 0 0 0 0 115 349
Percent of Open Interest Represented by Each Category of Trader
41.2 95.1 0.0 38.8 0.0 1.4 4.5 0.0 0.0 3.6 0.0 0.0 10.5 3.5
Number of Traders in Each Category Total Traders: 23
7 7 0 5 0 . . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 3,870,483
Positions
203,800 593,412 226,874 1,411,181 815,038 277,025 341,527 537,520 638,623 93,092 202,405 269,963 408,398 309,624
Changes from: August 21, 2018 Total Change is: 182,546
-13,961 65,275 20,447 44,769 -46,207 3,796 12,319 18,852 64,925 -3,463 -6,180 52,629 1,085 9,009
Percent of Open Interest Represented by Each Category of Trader
5.3 15.3 5.9 36.5 21.1 7.2 8.8 13.9 16.5 2.4 5.2 7.0 10.6 8.0
Number of Traders in Each Category Total Traders: 650
36 41 48 170 97 128 84 119 117 46 56 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 31,017
Positions
7,149 24,734 0 18,105 2,163 1,499 734 746 0 678 841 0 2,852 1,034
Changes from: August 21, 2018 Total Change is: 842
122 480 0 876 0 0 0 257 0 -11 0 0 -145 105
Percent of Open Interest Represented by Each Category of Trader
23.0 79.7 0.0 58.4 7.0 4.8 2.4 2.4 0.0 2.2 2.7 0.0 9.2 3.3
Number of Traders in Each Category Total Traders: 27
4 8 0 9 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 11,177
Positions
734 9,978 0 4,039 417 0 2,316 270 0 1,756 0 0 2,332 512
Changes from: August 21, 2018 Total Change is: 862
0 605 0 497 0 0 2 270 0 0 0 0 363 -13
Percent of Open Interest Represented by Each Category of Trader
6.6 89.3 0.0 36.1 3.7 0.0 20.7 2.4 0.0 15.7 0.0 0.0 20.9 4.6
Number of Traders in Each Category Total Traders: 24
. 11 0 . . 0 4 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 11,237
Positions
4,901 8,084 0 3,992 2,026 190 0 0 0 995 0 0 1,159 937
Changes from: August 21, 2018 Total Change is: 298
-81 461 0 231 -188 70 0 0 0 0 0 0 78 -45
Percent of Open Interest Represented by Each Category of Trader
43.6 71.9 0.0 35.5 18.0 1.7 0.0 0.0 0.0 8.9 0.0 0.0 10.3 8.3
Number of Traders in Each Category Total Traders: 21
4 8 0 5 . . 0 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 16,559
Positions
7,887 11,579 110 5,977 1,365 260 299 1,324 23 0 1,065 0 2,003 833
Changes from: August 21, 2018 Total Change is: 138
-369 192 10 296 0 -26 0 0 0 0 0 0 227 -38
Percent of Open Interest Represented by Each Category of Trader
47.6 69.9 0.7 36.1 8.2 1.6 1.8 8.0 0.1 0.0 6.4 0.0 12.1 5.0
Number of Traders in Each Category Total Traders: 24
5 9 . 6 . . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 30,667
Positions
18,753 24,951 0 8,537 1,010 438 792 651 0 0 2,476 0 2,147 1,141
Changes from: August 21, 2018 Total Change is: -16
0 238 0 26 0 -2 -222 0 0 0 0 0 182 -252
Percent of Open Interest Represented by Each Category of Trader
61.2 81.4 0.0 27.8 3.3 1.4 2.6 2.1 0.0 0.0 8.1 0.0 7.0 3.7
Number of Traders in Each Category Total Traders: 28
6 8 0 7 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 85,048
Positions
3,986 39,611 532 40,760 30,273 4,478 20,823 3,919 1,258 0 804 0 13,211 4,173
Changes from: August 21, 2018 Total Change is: -168
12 680 2 -355 -370 180 -70 10 -81 0 -20 0 144 -569
Percent of Open Interest Represented by Each Category of Trader
4.7 46.6 0.6 47.9 35.6 5.3 24.5 4.6 1.5 0.0 0.9 0.0 15.5 4.9
Number of Traders in Each Category Total Traders: 86
4 11 . 32 13 12 18 6 9 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 53,338
Positions
13,791 14,856 945 12,860 10,657 949 11,745 11,225 2,823 1,846 2,408 1,081 7,299 8,394
Changes from: August 21, 2018 Total Change is: 1,611
307 959 91 159 356 -220 1,157 -475 52 61 316 95 -89 438
Percent of Open Interest Represented by Each Category of Trader
25.9 27.9 1.8 24.1 20.0 1.8 22.0 21.0 5.3 3.5 4.5 2.0 13.7 15.7
Number of Traders in Each Category Total Traders: 280
21 22 11 56 29 24 44 62 33 14 32 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 266,692
Positions
68,954 74,278 4,727 64,298 53,285 4,744 58,726 56,127 14,115 9,229 12,042 5,405 36,496 41,970
Changes from: August 21, 2018 Total Change is: 8,057
1,533 4,794 456 793 1,779 -1,101 5,783 -2,373 258 306 1,580 474 -445 2,190
Percent of Open Interest Represented by Each Category of Trader
25.9 27.9 1.8 24.1 20.0 1.8 22.0 21.0 5.3 3.5 4.5 2.0 13.7 15.7
Number of Traders in Each Category Total Traders: 280
21 22 11 56 29 24 44 62 33 14 32 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 565,113
Positions
49,342 165,869 2,272 259,079 156,677 34,495 157,925 152,011 15,530 17,618 14,962 2,492 26,360 20,805
Changes from: August 21, 2018 Total Change is: 4,335
-2,229 -2,224 -16 165 -3,735 3,099 2,073 7,242 -428 852 -113 396 423 114
Percent of Open Interest Represented by Each Category of Trader
8.7 29.4 0.4 45.8 27.7 6.1 27.9 26.9 2.7 3.1 2.6 0.4 4.7 3.7
Number of Traders in Each Category Total Traders: 325
19 26 5 84 51 32 56 60 39 17 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 32,555
Positions
5,123 17,415 1 16,359 971 531 3,087 9,270 47 883 813 0 6,524 3,507
Changes from: August 21, 2018 Total Change is: 529
10 0 0 586 -248 -40 30 417 -90 0 -131 0 33 621
Percent of Open Interest Represented by Each Category of Trader
15.7 53.5 0.0 50.3 3.0 1.6 9.5 28.5 0.1 2.7 2.5 0.0 20.0 10.8
Number of Traders in Each Category Total Traders: 46
. 4 . 18 . . 7 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 53,253
Positions
6,789 15,343 444 23,122 6,922 1,940 11,012 7,859 285 904 1,186 0 8,757 19,274
Changes from: August 21, 2018 Total Change is: 2,283
744 1,151 79 1,218 -816 -29 -648 -1,252 -129 -140 0 0 1,188 3,279
Percent of Open Interest Represented by Each Category of Trader
12.7 28.8 0.8 43.4 13.0 3.6 20.7 14.8 0.5 1.7 2.2 0.0 16.4 36.2
Number of Traders in Each Category Total Traders: 66
9 13 . 16 5 7 8 11 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 300,756
Positions
39,996 178,293 2,679 196,594 78,106 18,705 29,154 13,004 1,018 3,240 3,361 0 9,370 5,590
Changes from: August 21, 2018 Total Change is: 4,558
-13 649 37 3,411 599 1,041 109 3,493 -194 728 -420 0 -561 -647
Percent of Open Interest Represented by Each Category of Trader
13.3 59.3 0.9 65.4 26.0 6.2 9.7 4.3 0.3 1.1 1.1 0.0 3.1 1.9
Number of Traders in Each Category Total Traders: 154
10 16 . 55 31 23 21 12 8 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 1,019,499
Positions
50,009 556,674 5,572 681,825 222,073 99,569 108,417 88,798 7,607 38,268 23,901 579 27,653 14,726
Changes from: August 21, 2018 Total Change is: 4,898
-9,776 7,539 -155 24,952 -6,891 -7,859 -1,184 11,971 479 -189 286 -55 -1,315 -417
Percent of Open Interest Represented by Each Category of Trader
4.9 54.6 0.5 66.9 21.8 9.8 10.6 8.7 0.7 3.8 2.3 0.1 2.7 1.4
Number of Traders in Each Category Total Traders: 418
22 24 7 153 75 77 55 41 17 36 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 113,665
Positions
24,422 45,170 67,694 10,614 0 270 9,605 0 408 620 30 0 32 93
Changes from: August 21, 2018 Total Change is: -654
1,715 1,806 -2,460 71 0 0 20 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
21.5 39.7 59.6 9.3 0.0 0.2 8.5 0.0 0.4 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 34
. 14 8 8 0 . 5 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,050,314
Positions
11,478 84,819 15,928 354,574 243,101 216,005 82,005 90,967 138,260 25,728 40,156 10,011 196,326 211,068
Changes from: August 21, 2018 Total Change is: -55,692
425 -4,820 -24,683 -6,901 10,273 -27,880 -1,317 -9,906 -12,501 -4,983 -4,664 -5,790 27,938 24,278
Percent of Open Interest Represented by Each Category of Trader
1.1 8.1 1.5 33.8 23.1 20.6 7.8 8.7 13.2 2.4 3.8 1.0 18.7 20.1
Number of Traders in Each Category Total Traders: 177
7 15 16 55 26 49 27 29 42 11 7 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 1,112,883
Positions
9,277 202,431 6,581 564,230 66,880 165,046 68,365 476,542 48,872 64,871 19,231 1,202 184,439 126,098
Changes from: August 21, 2018 Total Change is: 20,103
1,283 -7,524 -10,929 -24,852 -10,263 10,814 -3,461 9,384 12,132 1,483 -332 600 33,033 16,221
Percent of Open Interest Represented by Each Category of Trader
0.8 18.2 0.6 50.7 6.0 14.8 6.1 42.8 4.4 5.8 1.7 0.1 16.6 11.3
Number of Traders in Each Category Total Traders: 130
. 18 10 58 7 42 11 24 23 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 2,243,768
Positions
48,956 147,090 34,841 846,658 359,506 296,176 466,330 617,440 243,703 163,830 345,894 7,534 135,739 191,583
Changes from: August 21, 2018 Total Change is: 73,019
-8,108 -14,419 5,981 -50,921 -38,344 13,934 401 -608 99,067 2,115 -7,323 -267 10,817 14,998
Percent of Open Interest Represented by Each Category of Trader
2.2 6.6 1.6 37.7 16.0 13.2 20.8 27.5 10.9 7.3 15.4 0.3 6.0 8.5
Number of Traders in Each Category Total Traders: 339
14 31 15 84 39 64 59 65 59 21 25 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,607,762
Positions
122,245 394,494 156,444 1,638,148 753,821 692,607 592,777 1,236,232 441,191 416,651 245,133 78,317 469,382 609,525
Changes from: August 21, 2018 Total Change is: -242,414
23,778 -24,529 -37,070 -128,604 -25,311 1,428 50,211 -6,294 -212,408 -7,656 5,447 -6,894 74,802 63,218
Percent of Open Interest Represented by Each Category of Trader
2.7 8.6 3.4 35.6 16.4 15.0 12.9 26.8 9.6 9.0 5.3 1.7 10.2 13.2
Number of Traders in Each Category Total Traders: 462
25 42 46 94 94 118 67 77 98 29 34 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 644,424
Positions
25,479 17,037 10,443 203,533 181,001 80,221 94,733 66,051 60,919 48,227 36,532 500 120,369 191,720
Changes from: August 21, 2018 Total Change is: 27,230
-902 -13,189 2,320 5,834 -12,355 94 -28,703 -4,085 30,339 -196 -1,781 0 18,444 25,887
Percent of Open Interest Represented by Each Category of Trader
4.0 2.6 1.6 31.6 28.1 12.4 14.7 10.2 9.5 7.5 5.7 0.1 18.7 29.8
Number of Traders in Each Category Total Traders: 104
4 7 5 20 36 38 14 13 16 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 4,587,013
Positions
81,488 402,219 106,761 2,132,147 496,647 719,561 402,586 1,591,480 437,433 253,224 357,682 42,034 411,778 433,196
Changes from: August 21, 2018 Total Change is: 17,527
9,594 -37,348 12,549 -94,858 -19,866 37,184 -57,457 -4,837 3,536 -4,010 12,304 57 110,930 13,948
Percent of Open Interest Represented by Each Category of Trader
1.8 8.8 2.3 46.5 10.8 15.7 8.8 34.7 9.5 5.5 7.8 0.9 9.0 9.4
Number of Traders in Each Category Total Traders: 346
20 36 25 83 52 74 32 77 75 24 22 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 2,012,473
Positions
514,786 323,205 584,598 13,491 30,157 36,537 90,410 301,905 525,220 115,187 49,864 98,846 33,398 62,141
Changes from: August 21, 2018 Total Change is: 87,852
36,555 -1,343 9,399 3,968 1,037 4,936 -4,738 349 50,159 -28,482 5,130 17,293 -1,238 892
Percent of Open Interest Represented by Each Category of Trader
25.6 16.1 29.0 0.7 1.5 1.8 4.5 15.0 26.1 5.7 2.5 4.9 1.7 3.1
Number of Traders in Each Category Total Traders: 151
34 20 45 4 5 6 28 37 44 7 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is26,608,820
Positions
5,603,614 1,510,718 4,510,385 332,569 2,010,484 2,136,120 1,045,027 2,564,445 10,816,081 26,090 277,700 1,536,123 602,812 1,246,766
Changes from: August 21, 2018 Total Change is: 571,792
-14,596 46,637 41,939 7,528 -11,747 34,772 145,488 84,498 310,429 -2,200 61,886 6,077 42,356 -2,699
Percent of Open Interest Represented by Each Category of Trader
21.1 5.7 17.0 1.2 7.6 8.0 3.9 9.6 40.6 0.1 1.0 5.8 2.3 4.7
Number of Traders in Each Category Total Traders: 326
32 48 73 10 33 39 57 89 121 16 30 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 10,316
Positions
3,847 3,401 1,994 0 0 0 1,538 1,578 2,900 0 200 0 37 243
Changes from: August 21, 2018 Total Change is: -331
128 363 -438 0 0 0 137 -79 -174 0 0 0 16 -3
Percent of Open Interest Represented by Each Category of Trader
37.3 33.0 19.3 0.0 0.0 0.0 14.9 15.3 28.1 0.0 1.9 0.0 0.4 2.4
Number of Traders in Each Category Total Traders: 23
5 . 5 0 0 0 6 6 10 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 16,796
Positions
9,992 5,840 1,627 0 0 0 1,682 5,324 3,221 200 0 0 74 784
Changes from: August 21, 2018 Total Change is: 675
23 1,140 -34 0 0 0 1,449 -216 -734 0 0 0 -29 519
Percent of Open Interest Represented by Each Category of Trader
59.5 34.8 9.7 0.0 0.0 0.0 10.0 31.7 19.2 1.2 0.0 0.0 0.4 4.7
Number of Traders in Each Category Total Traders: 23
. 5 . 0 0 0 8 6 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 30,106
Positions
1,334 3,026 0 147 9,799 0 15,765 15,222 0 12,610 1,790 212 38 57
Changes from: August 21, 2018 Total Change is: 22
-158 155 0 -5 27 0 944 180 0 -740 -327 -1 -18 -12
Percent of Open Interest Represented by Each Category of Trader
4.4 10.1 0.0 0.5 32.5 0.0 52.4 50.6 0.0 41.9 5.9 0.7 0.1 0.2
Number of Traders in Each Category Total Traders: 39
. 4 0 . 11 0 4 9 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 19,341
Positions
3,268 5,362 0 716 2,442 9 15,337 9,611 0 0 1,833 0 11 84
Changes from: August 21, 2018 Total Change is: 747
5 574 0 -7 0 0 755 186 0 0 8 0 -6 -21
Percent of Open Interest Represented by Each Category of Trader
16.9 27.7 0.0 3.7 12.6 0.0 79.3 49.7 0.0 0.0 9.5 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 29
. 5 0 . 6 . 4 7 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 4,089
Positions
55 0 0 92 0 0 809 1,760 78 1,018 1,686 47 1,990 518
Changes from: August 21, 2018 Total Change is: 20
0 0 0 19 0 0 -134 11 7 -71 9 -2 201 -5
Percent of Open Interest Represented by Each Category of Trader
1.3 0.0 0.0 2.2 0.0 0.0 19.8 43.0 1.9 24.9 41.2 1.1 48.7 12.7
Number of Traders in Each Category Total Traders: 43
. 0 0 . 0 0 9 9 . 17 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 2,840
Positions
0 0 0 67 170 13 1,688 1,745 53 160 529 0 859 330
Changes from: August 21, 2018 Total Change is: -141
0 0 0 67 -21 0 -416 -93 -15 75 14 0 148 -26
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 2.4 6.0 0.5 59.4 61.4 1.9 5.6 18.6 0.0 30.2 11.6
Number of Traders in Each Category Total Traders: 34
0 0 0 . . . 9 13 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 52,955
Positions
1,583 37,492 0 17,773 855 475 16,044 8,143 2,322 7,243 1,270 181 7,335 2,218
Changes from: August 21, 2018 Total Change is: -3,165
930 509 0 -852 531 61 -4,397 -5,080 628 777 82 -3 -310 106
Percent of Open Interest Represented by Each Category of Trader
3.0 70.8 0.0 33.6 1.6 0.9 30.3 15.4 4.4 13.7 2.4 0.3 13.9 4.2
Number of Traders in Each Category Total Traders: 122
. . 0 13 4 . 31 19 13 41 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 497,131
Positions
64,167 4,054 29,839 118,838 66,992 25,142 63,554 183,718 131,474 18,779 4,606 21,500 23,838 29,806
Changes from: August 21, 2018 Total Change is: -10,684
-1,081 -1,251 -10,170 10,154 5,352 4,126 -283 6,268 -10,375 458 -1,199 -818 -2,695 -2,617
Percent of Open Interest Represented by Each Category of Trader
12.9 0.8 6.0 23.9 13.5 5.1 12.8 37.0 26.4 3.8 0.9 4.3 4.8 6.0
Number of Traders in Each Category Total Traders: 235
15 8 17 23 39 24 44 66 55 12 14 19
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Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 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 31,176
Positions
1,071 3,174 0 15,194 28 1,583 10,309 22,505 245 1,341 2,317 1,228 205 96
Changes from: August 21, 2018 Total Change is: 2,143
-416 28 0 0 0 0 2,604 2,230 -100 0 -68 53 2 0
Percent of Open Interest Represented by Each Category of Trader
3.4 10.2 0.0 48.7 0.1 5.1 33.1 72.2 0.8 4.3 7.4 3.9 0.7 0.3
Number of Traders in Each Category Total Traders: 45
. . 0 10 . . 7 10 . 8 4 .
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Updated August 31, 2018