Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 175,656
Positions
42,998 23,249 16,738 40,707 29,137 3,207 16,789 43,148 15,621 8,061 5,916 1,175 30,360 37,465
Changes from: September 4, 2018 Total Change is: 4,477
5,444 -18 9,597 -1,908 1,797 -712 -2,042 -8,139 -3,485 -233 3,823 -296 -1,889 1,911
Percent of Open Interest Represented by Each Category of Trader
24.5 13.2 9.5 23.2 16.6 1.8 9.6 24.6 8.9 4.6 3.4 0.7 17.3 21.3
Number of Traders in Each Category Total Traders: 109
9 4 10 12 16 5 15 37 18 8 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 80,993
Positions
46,715 4,131 2,241 1,175 8,786 517 13,978 38,168 4,994 1,357 1,591 57 9,959 20,508
Changes from: September 4, 2018 Total Change is: -1,124
-5,783 1,576 559 0 -4,705 247 -831 -3,639 3,388 394 0 57 845 1,394
Percent of Open Interest Represented by Each Category of Trader
57.7 5.1 2.8 1.5 10.8 0.6 17.3 47.1 6.2 1.7 2.0 0.1 12.3 25.3
Number of Traders in Each Category Total Traders: 56
6 5 4 . 9 . 11 19 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 327,778
Positions
120,764 8,535 38,346 48,578 99,473 3,541 49,959 75,834 35,588 1,943 15,518 4,414 24,644 46,529
Changes from: September 4, 2018 Total Change is: 9,360
-335 4,117 17,385 -464 1,362 -1,437 834 -13,214 -5,251 34 6,807 -498 -908 90
Percent of Open Interest Represented by Each Category of Trader
36.8 2.6 11.7 14.8 30.3 1.1 15.2 23.1 10.9 0.6 4.7 1.3 7.5 14.2
Number of Traders in Each Category Total Traders: 132
9 5 11 13 27 12 24 42 26 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 217,088
Positions
76,548 2,902 17,626 34,181 43,839 5,481 31,529 75,542 19,383 3,982 3,679 2,152 26,206 46,484
Changes from: September 4, 2018 Total Change is: 1,788
-296 -969 5,639 -2,218 -954 -1,368 571 2,722 -4,460 1,935 1,858 -226 2,212 -455
Percent of Open Interest Represented by Each Category of Trader
35.3 1.3 8.1 15.7 20.2 2.5 14.5 34.8 8.9 1.8 1.7 1.0 12.1 21.4
Number of Traders in Each Category Total Traders: 127
9 4 9 17 22 11 28 38 28 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 612,486
Positions
56,575 142,677 59,790 266,623 123,512 33,293 28,794 102,814 48,172 19,020 23,121 6,042 94,177 73,065
Changes from: September 4, 2018 Total Change is: -9,862
1,078 -4,437 17,361 -10,109 -1,779 -2,349 -1,331 -19,157 -13,305 695 15,917 -2,772 869 660
Percent of Open Interest Represented by Each Category of Trader
9.2 23.3 9.8 43.5 20.2 5.4 4.7 16.8 7.9 3.1 3.8 1.0 15.4 11.9
Number of Traders in Each Category Total Traders: 282
16 8 18 89 37 55 26 59 36 26 20 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 36,190
Positions
0 16,674 0 15,304 7,273 2,243 527 3,325 994 0 771 5 17,117 4,905
Changes from: September 4, 2018 Total Change is: 600
-476 -630 0 -986 1,049 -60 0 -1,706 962 0 0 0 1,160 985
Percent of Open Interest Represented by Each Category of Trader
0.0 46.1 0.0 42.3 20.1 6.2 1.5 9.2 2.7 0.0 2.1 0.0 47.3 13.6
Number of Traders in Each Category Total Traders: 24
0 . 0 12 5 7 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 34,948
Positions
5,473 4,897 8,026 6,899 14,977 2,043 5,839 0 397 0 0 0 6,271 4,608
Changes from: September 4, 2018 Total Change is: 7,048
66 -1,315 7,447 -1,295 934 -26 771 0 380 0 0 0 -295 -372
Percent of Open Interest Represented by Each Category of Trader
15.7 14.0 23.0 19.7 42.9 5.8 16.7 0.0 1.1 0.0 0.0 0.0 17.9 13.2
Number of Traders in Each Category Total Traders: 21
. . . 5 9 8 4 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 199,574
Positions
87,228 5,937 13,674 7,802 48,618 2,820 38,493 58,039 18,129 2,732 2,351 2,077 26,619 47,928
Changes from: September 4, 2018 Total Change is: 19,524
483 545 792 -755 9,756 -963 14,052 2,973 2,454 235 1,894 -269 3,495 2,342
Percent of Open Interest Represented by Each Category of Trader
43.7 3.0 6.9 3.9 24.4 1.4 19.3 29.1 9.1 1.4 1.2 1.0 13.3 24.0
Number of Traders in Each Category Total Traders: 105
11 5 8 6 20 7 22 31 24 6 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 32,287
Positions
0 20,417 3,122 12,376 2,949 0 14,664 3,446 0 319 100 0 1,806 2,253
Changes from: September 4, 2018 Total Change is: 4,534
0 -539 3,113 2,107 1,956 0 -478 257 -456 0 0 0 248 203
Percent of Open Interest Represented by Each Category of Trader
0.0 63.2 9.7 38.3 9.1 0.0 45.4 10.7 0.0 1.0 0.3 0.0 5.6 7.0
Number of Traders in Each Category Total Traders: 31
0 5 . . 6 0 8 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 245,578
Positions
640 115,935 32,213 127,374 1,709 0 65,746 62,854 8,289 3,992 20,845 215 7,110 3,518
Changes from: September 4, 2018 Total Change is: 24,818
490 -4,501 28,743 -12,854 -721 0 584 -8,463 6,807 1,407 3,353 215 -574 -615
Percent of Open Interest Represented by Each Category of Trader
0.3 47.2 13.1 51.9 0.7 0.0 26.8 25.6 3.4 1.6 8.5 0.1 2.9 1.4
Number of Traders in Each Category Total Traders: 135
. 11 5 24 5 0 45 25 13 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 41,837
Positions
26,765 829 0 0 30,070 0 11,602 5,326 167 1,278 2,695 0 2,025 2,750
Changes from: September 4, 2018 Total Change is: -8,347
6,577 -1,082 -9,810 0 4,146 0 -5,113 -805 -261 -86 64 0 346 -599
Percent of Open Interest Represented by Each Category of Trader
64.0 2.0 0.0 0.0 71.9 0.0 27.7 12.7 0.4 3.1 6.4 0.0 4.8 6.6
Number of Traders in Each Category Total Traders: 45
. . 0 0 8 0 12 13 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 59,669
Positions
37,059 256 1,859 692 14,309 1 14,338 29,992 2,731 0 3,231 191 2,798 7,099
Changes from: September 4, 2018 Total Change is: 3,888
-1,786 0 1,699 -121 -275 1 3,117 -779 562 0 1,888 186 230 606
Percent of Open Interest Represented by Each Category of Trader
62.1 0.4 3.1 1.2 24.0 0.0 24.0 50.3 4.6 0.0 5.4 0.3 4.7 11.9
Number of Traders in Each Category Total Traders: 102
11 . . . 24 . 20 34 12 0 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 13,411
Positions
3,370 428 1,222 0 4,671 10 5,763 2,349 2,199 150 180 0 697 2,352
Changes from: September 4, 2018 Total Change is: 3,822
-585 -13 1,222 0 883 10 1,414 266 1,764 0 -219 0 -3 -91
Percent of Open Interest Represented by Each Category of Trader
25.1 3.2 9.1 0.0 34.8 0.1 43.0 17.5 16.4 1.1 1.3 0.0 5.2 17.5
Number of Traders in Each Category Total Traders: 30
. . . 0 5 . 6 10 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 55,980
Positions
9,671 31,697 1,797 13,535 1,032 225 16,809 8,180 2,237 1,797 1,379 773 9,134 8,660
Changes from: September 4, 2018 Total Change is: 1,369
-464 -786 501 47 124 -42 506 89 -111 509 290 62 360 1,242
Percent of Open Interest Represented by Each Category of Trader
17.3 56.6 3.2 24.2 1.8 0.4 30.0 14.6 4.0 3.2 2.5 1.4 16.3 15.5
Number of Traders in Each Category Total Traders: 110
13 23 7 16 . 4 30 14 13 4 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 111,959
Positions
19,342 63,394 3,594 27,070 2,063 450 33,619 16,360 4,475 3,595 2,758 1,547 18,268 17,319
Changes from: September 4, 2018 Total Change is: 2,738
-929 -1,573 1,003 94 247 -83 1,012 177 -222 1,019 581 124 720 2,485
Percent of Open Interest Represented by Each Category of Trader
17.3 56.6 3.2 24.2 1.8 0.4 30.0 14.6 4.0 3.2 2.5 1.4 16.3 15.5
Number of Traders in Each Category Total Traders: 110
13 23 7 16 . 4 30 14 13 4 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 29,651
Positions
5,113 22,568 0 22,303 1,560 269 450 4,498 0 0 461 0 1,516 295
Changes from: September 4, 2018 Total Change is: 260
93 99 0 204 -17 24 196 377 0 0 0 0 -257 -223
Percent of Open Interest Represented by Each Category of Trader
17.2 76.1 0.0 75.2 5.3 0.9 1.5 15.2 0.0 0.0 1.6 0.0 5.1 1.0
Number of Traders in Each Category Total Traders: 24
. 7 0 10 . 4 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 899,743
Positions
51,386 122,919 84,220 286,843 165,424 69,414 57,704 102,469 153,439 23,029 38,052 65,130 108,579 98,677
Changes from: September 4, 2018 Total Change is: 3,057
1,669 6,933 705 -1,480 -5,684 1,689 -613 -891 2,456 -136 -662 9 -1,243 -1,499
Percent of Open Interest Represented by Each Category of Trader
5.7 13.7 9.4 31.9 18.4 7.7 6.4 11.4 17.1 2.6 4.2 7.2 12.1 11.0
Number of Traders in Each Category Total Traders: 664
36 40 50 165 110 135 82 123 124 53 54 60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 108,124
Positions
35,522 15,830 3,277 6,703 18,087 5,565 7,000 4,167 18,646 4,020 79 2,890 24,501 39,583
Changes from: September 4, 2018 Total Change is: -3,341
-663 -2,285 -830 5 -115 -707 90 930 -554 56 -41 -122 -615 382
Percent of Open Interest Represented by Each Category of Trader
32.9 14.6 3.0 6.2 16.7 5.1 6.5 3.9 17.2 3.7 0.1 2.7 22.7 36.6
Number of Traders in Each Category Total Traders: 57
9 9 10 4 4 . 10 12 21 6 . 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 19,100
Positions
3,870 17,493 0 3,684 220 483 5,827 0 0 3,149 0 0 2,087 904
Changes from: September 4, 2018 Total Change is: -1,121
-200 -1 0 1,542 -1,314 0 0 0 0 0 0 0 -2,463 194
Percent of Open Interest Represented by Each Category of Trader
20.3 91.6 0.0 19.3 1.2 2.5 30.5 0.0 0.0 16.5 0.0 0.0 10.9 4.7
Number of Traders in Each Category Total Traders: 20
. 9 0 . . . . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 20,896
Positions
9,960 19,929 0 6,923 0 290 662 0 0 767 0 0 2,294 677
Changes from: September 4, 2018 Total Change is: -110
1,032 -56 0 -1,267 0 0 -32 0 0 0 0 0 157 -54
Percent of Open Interest Represented by Each Category of Trader
47.7 95.4 0.0 33.1 0.0 1.4 3.2 0.0 0.0 3.7 0.0 0.0 11.0 3.2
Number of Traders in Each Category Total Traders: 21
6 7 0 5 0 . . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,958,095
Positions
232,527 688,654 251,502 1,408,569 744,553 311,375 293,224 531,210 634,263 96,294 191,115 309,952 420,389 295,471
Changes from: September 4, 2018 Total Change is: 31,988
10,593 45,021 8,742 -7,914 -28,338 12,471 -2,903 -8,496 14,438 -2,409 -4,557 2,110 -3,140 -9,402
Percent of Open Interest Represented by Each Category of Trader
5.9 17.4 6.4 35.6 18.8 7.9 7.4 13.4 16.0 2.4 4.8 7.8 10.6 7.5
Number of Traders in Each Category Total Traders: 651
36 39 47 167 107 133 81 119 119 49 52 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 29,737
Positions
7,255 24,469 0 17,230 2,167 1,426 734 353 0 0 841 0 3,092 481
Changes from: September 4, 2018 Total Change is: -862
-407 -218 0 -37 4 -188 0 0 0 0 0 0 -230 -460
Percent of Open Interest Represented by Each Category of Trader
24.4 82.3 0.0 57.9 7.3 4.8 2.5 1.2 0.0 0.0 2.8 0.0 10.4 1.6
Number of Traders in Each Category Total Traders: 24
5 8 0 7 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 12,417
Positions
884 10,310 517 4,414 887 0 2,512 0 0 1,756 0 0 2,334 703
Changes from: September 4, 2018 Total Change is: 358
50 5 -22 425 517 0 31 0 0 0 0 0 -126 -142
Percent of Open Interest Represented by Each Category of Trader
7.1 83.0 4.2 35.5 7.1 0.0 20.2 0.0 0.0 14.1 0.0 0.0 18.8 5.7
Number of Traders in Each Category Total Traders: 25
. 11 . 4 . 0 4 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 15,799
Positions
8,062 11,459 0 5,063 1,226 260 329 1,324 9 0 1,065 0 2,076 456
Changes from: September 4, 2018 Total Change is: -1,081
-36 0 -110 -16 0 -991 0 0 0 0 0 0 72 20
Percent of Open Interest Represented by Each Category of Trader
51.0 72.5 0.0 32.0 7.8 1.6 2.1 8.4 0.1 0.0 6.7 0.0 13.1 2.9
Number of Traders in Each Category Total Traders: 22
5 8 0 5 . . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 31,205
Positions
19,107 25,164 0 8,856 1,010 422 638 888 0 0 2,476 0 2,182 1,245
Changes from: September 4, 2018 Total Change is: -2,112
-20 104 0 44 0 0 -50 27 -23 0 0 0 -2,063 -2,220
Percent of Open Interest Represented by Each Category of Trader
61.2 80.6 0.0 28.4 3.2 1.4 2.0 2.8 0.0 0.0 7.9 0.0 7.0 4.0
Number of Traders in Each Category Total Traders: 28
6 7 0 7 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 85,622
Positions
3,992 40,867 664 50,909 30,349 4,865 11,283 3,115 667 496 905 0 12,746 4,190
Changes from: September 4, 2018 Total Change is: 720
8 383 135 1,319 -292 16 -549 -523 -161 496 0 0 -544 1,162
Percent of Open Interest Represented by Each Category of Trader
4.7 47.7 0.8 59.5 35.4 5.7 13.2 3.6 0.8 0.6 1.1 0.0 14.9 4.9
Number of Traders in Each Category Total Traders: 88
4 10 . 33 15 13 17 6 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 57,163
Positions
16,291 13,643 997 16,440 14,206 651 8,657 13,000 3,048 1,907 2,112 1,433 7,738 8,074
Changes from: September 4, 2018 Total Change is: -430
2,497 -1,564 -27 -930 3,161 -202 -2,269 -326 -33 293 -570 183 59 -1,051
Percent of Open Interest Represented by Each Category of Trader
28.5 23.9 1.7 28.8 24.9 1.1 15.1 22.7 5.3 3.3 3.7 2.5 13.5 14.1
Number of Traders in Each Category Total Traders: 287
21 22 13 49 38 29 48 66 36 15 28 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 285,816
Positions
81,455 68,214 4,987 82,202 71,028 3,256 43,287 64,999 15,239 9,533 10,559 7,165 38,692 40,368
Changes from: September 4, 2018 Total Change is: -2,148
12,483 -7,822 -137 -4,652 15,804 -1,008 -11,344 -1,631 -166 1,467 -2,849 913 295 -5,253
Percent of Open Interest Represented by Each Category of Trader
28.5 23.9 1.7 28.8 24.9 1.1 15.1 22.7 5.3 3.3 3.7 2.5 13.5 14.1
Number of Traders in Each Category Total Traders: 287
21 22 13 49 38 29 48 66 36 15 28 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 553,630
Positions
47,474 165,891 3,679 314,124 147,340 33,690 88,651 155,166 12,706 21,234 11,276 2,880 29,192 21,003
Changes from: September 4, 2018 Total Change is: -113
756 2,709 1,240 30,109 -5,410 624 -39,108 4,046 -151 3,554 -3,646 352 2,512 122
Percent of Open Interest Represented by Each Category of Trader
8.6 30.0 0.7 56.7 26.6 6.1 16.0 28.0 2.3 3.8 2.0 0.5 5.3 3.8
Number of Traders in Each Category Total Traders: 316
17 27 11 85 51 34 51 55 36 18 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 36,575
Positions
5,153 17,480 1 15,788 1,083 1,269 3,264 8,887 2,019 1,309 766 919 6,853 4,151
Changes from: September 4, 2018 Total Change is: 2,478
-420 -13 0 -188 18 923 -1,625 -1,175 1,572 452 -248 919 845 482
Percent of Open Interest Represented by Each Category of Trader
14.1 47.8 0.0 43.2 3.0 3.5 8.9 24.3 5.5 3.6 2.1 2.5 18.7 11.3
Number of Traders in Each Category Total Traders: 42
. 4 . 15 . . 5 8 5 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 63,304
Positions
7,201 14,596 1,953 20,742 8,779 2,244 12,262 10,839 4,319 852 1,552 789 12,942 18,233
Changes from: September 4, 2018 Total Change is: 8,415
491 -1,479 1,452 -2,315 1,391 241 -147 1,452 3,201 -277 366 789 4,980 1,002
Percent of Open Interest Represented by Each Category of Trader
11.4 23.1 3.1 32.8 13.9 3.5 19.4 17.1 6.8 1.3 2.5 1.2 20.4 28.8
Number of Traders in Each Category Total Traders: 74
9 14 8 13 5 7 12 17 12 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 300,783
Positions
42,722 176,266 4,170 202,828 80,921 18,338 18,884 8,913 898 2,393 3,708 0 10,550 7,569
Changes from: September 4, 2018 Total Change is: 5,730
1,461 -648 1,288 9,278 3,607 -1,300 -6,902 375 730 -42 0 0 1,217 1,678
Percent of Open Interest Represented by Each Category of Trader
14.2 58.6 1.4 67.4 26.9 6.1 6.3 3.0 0.3 0.8 1.2 0.0 3.5 2.5
Number of Traders in Each Category Total Traders: 155
11 13 . 57 35 23 16 14 8 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,093,581
Positions
49,540 544,067 38,903 743,623 282,790 95,923 89,152 86,882 12,095 35,386 17,489 934 28,025 14,498
Changes from: September 4, 2018 Total Change is: 45,798
-3,410 -24,485 34,883 38,304 45,523 -5,807 -15,316 1,820 4,081 -3,581 -7,001 326 -3,682 -3,542
Percent of Open Interest Represented by Each Category of Trader
4.5 49.8 3.6 68.0 25.9 8.8 8.2 7.9 1.1 3.2 1.6 0.1 2.6 1.3
Number of Traders in Each Category Total Traders: 428
20 27 13 148 78 76 50 53 19 38 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 113,465
Positions
24,921 45,769 66,895 10,359 0 270 9,990 0 408 590 30 0 32 93
Changes from: September 4, 2018 Total Change is: -230
250 19 -249 -285 0 0 84 0 0 -30 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
22.0 40.3 59.0 9.1 0.0 0.2 8.8 0.0 0.4 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 33
. 14 8 7 0 . 5 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,014,616
Positions
12,199 54,748 21,173 409,658 275,119 218,469 57,607 99,475 99,365 25,710 38,231 12,577 157,858 195,460
Changes from: September 4, 2018 Total Change is: -4,894
-508 -6,126 -2,071 31,940 22,621 4,045 -16,289 -945 -16,925 -82 -5,204 2,763 -7,767 -3,053
Percent of Open Interest Represented by Each Category of Trader
1.2 5.4 2.1 40.4 27.1 21.5 5.7 9.8 9.8 2.5 3.8 1.2 15.6 19.3
Number of Traders in Each Category Total Traders: 191
9 16 16 62 33 58 33 21 40 9 8 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,032,334
Positions
8,956 168,842 4,867 571,262 71,845 168,320 51,431 474,286 20,567 62,483 16,534 1,346 143,102 105,727
Changes from: September 4, 2018 Total Change is: -23,111
284 -5,535 -3,137 14,417 -347 -2,334 -19,889 -7,822 -4,443 -993 2,046 -9 -7,007 -1,530
Percent of Open Interest Represented by Each Category of Trader
0.9 16.4 0.5 55.3 7.0 16.3 5.0 45.9 2.0 6.1 1.6 0.1 13.9 10.2
Number of Traders in Each Category Total Traders: 126
. 14 7 58 10 41 10 22 19 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,112,618
Positions
66,704 107,228 27,509 975,519 406,621 343,244 289,435 603,075 90,788 188,027 362,987 5,747 125,644 165,419
Changes from: September 4, 2018 Total Change is: -48,294
4,229 -8,396 -1,225 36,151 -10,195 19,309 -108,373 -26,837 -11,528 18,921 8,227 1,578 -7,357 -19,228
Percent of Open Interest Represented by Each Category of Trader
3.2 5.1 1.3 46.2 19.2 16.2 13.7 28.5 4.3 8.9 17.2 0.3 5.9 7.8
Number of Traders in Each Category Total Traders: 349
16 36 9 94 38 68 45 72 48 23 25 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,439,952
Positions
157,552 270,338 143,574 1,753,371 797,150 709,444 337,320 1,251,495 431,758 389,696 259,443 78,272 438,965 498,477
Changes from: September 4, 2018 Total Change is: -49,136
20,251 -47,632 -17,375 36,722 41,982 -8,278 -104,696 -54,078 7,849 22,832 33,478 6,558 -13,001 -11,641
Percent of Open Interest Represented by Each Category of Trader
3.5 6.1 3.2 39.5 18.0 16.0 7.6 28.2 9.7 8.8 5.8 1.8 9.9 11.2
Number of Traders in Each Category Total Traders: 469
25 40 46 105 91 121 49 96 96 29 34 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 575,530
Positions
29,856 40,099 5,860 200,606 196,723 82,036 99,286 34,777 12,305 48,124 34,960 500 96,957 168,270
Changes from: September 4, 2018 Total Change is: -4,256
2,586 1,915 -7,312 6,011 10,553 5,228 11,842 -13,466 -11,272 -1,881 933 -2 -9,456 9,167
Percent of Open Interest Represented by Each Category of Trader
5.2 7.0 1.0 34.9 34.2 14.3 17.3 6.0 2.1 8.4 6.1 0.1 16.8 29.2
Number of Traders in Each Category Total Traders: 100
4 9 . 19 39 38 12 8 8 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,596,688
Positions
74,704 449,020 81,138 2,370,861 531,420 755,620 371,226 1,572,244 338,611 233,594 400,443 41,950 328,985 426,244
Changes from: September 4, 2018 Total Change is: 121,965
3,235 64,873 274 146,517 19,285 -4,081 -40,590 -6,846 5,760 7,029 21,993 -726 4,548 21,434
Percent of Open Interest Represented by Each Category of Trader
1.6 9.8 1.8 51.6 11.6 16.4 8.1 34.2 7.4 5.1 8.7 0.9 7.2 9.3
Number of Traders in Each Category Total Traders: 354
17 35 24 90 55 80 35 73 65 26 23 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,808,177
Positions
506,311 266,690 503,295 18,357 42,667 25,908 109,433 303,913 485,420 27,859 35,420 98,761 32,833 46,103
Changes from: September 4, 2018 Total Change is: -17,630
6,395 20,372 -5,385 5,137 7,175 -3,556 -1,460 26,267 -15,193 -3,777 -21,781 -751 960 -24,778
Percent of Open Interest Represented by Each Category of Trader
28.0 14.7 27.8 1.0 2.4 1.4 6.1 16.8 26.8 1.5 2.0 5.5 1.8 2.5
Number of Traders in Each Category Total Traders: 153
32 22 44 4 7 4 33 34 47 7 10 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is27,904,769
Positions
5,680,349 1,472,954 4,698,613 389,342 2,226,915 2,148,918 1,291,678 2,754,837 11,362,603 66,278 309,228 1,629,812 637,176 1,300,889
Changes from: September 4, 2018 Total Change is: 1,252,815
116,864 387 153,049 3,079 -37,878 64,116 199,190 376,195 537,771 39,035 43,964 107,198 32,513 8,013
Percent of Open Interest Represented by Each Category of Trader
20.4 5.3 16.8 1.4 8.0 7.7 4.6 9.9 40.7 0.2 1.1 5.8 2.3 4.7
Number of Traders in Each Category Total Traders: 334
33 47 73 11 37 41 58 88 119 21 28 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 11,749
Positions
4,310 4,697 1,312 0 0 0 1,806 1,210 4,085 199 200 1 36 244
Changes from: September 4, 2018 Total Change is: 557
268 686 -592 0 0 0 255 -180 633 0 0 0 -7 10
Percent of Open Interest Represented by Each Category of Trader
36.7 40.0 11.2 0.0 0.0 0.0 15.4 10.3 34.8 1.7 1.7 0.0 0.3 2.1
Number of Traders in Each Category Total Traders: 24
. 5 4 0 0 0 7 4 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 15,448
Positions
6,582 4,471 3,039 0 0 0 450 2,719 5,136 200 0 0 41 83
Changes from: September 4, 2018 Total Change is: 3,663
921 490 1,270 0 0 0 -74 471 1,407 150 0 0 -11 25
Percent of Open Interest Represented by Each Category of Trader
42.6 28.9 19.7 0.0 0.0 0.0 2.9 17.6 33.2 1.3 0.0 0.0 0.3 0.5
Number of Traders in Each Category Total Traders: 22
4 5 5 0 0 0 . 7 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 31,421
Positions
1,352 4,074 1,033 1,231 10,086 0 14,522 11,397 460 12,553 1,657 212 58 2,502
Changes from: September 4, 2018 Total Change is: 1,189
9 720 1,033 1,084 258 0 -1,540 -1,039 460 143 -133 0 0 -110
Percent of Open Interest Represented by Each Category of Trader
4.3 13.0 3.3 3.9 32.1 0.0 46.2 36.3 1.5 40.0 5.3 0.7 0.2 8.0
Number of Traders in Each Category Total Traders: 37
. 5 . . 11 0 . 7 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 20,164
Positions
3,342 6,150 0 1,054 2,424 9 15,701 7,726 40 0 1,830 0 18 1,985
Changes from: September 4, 2018 Total Change is: 217
62 77 0 338 -18 0 -188 -74 40 0 -3 0 -35 195
Percent of Open Interest Represented by Each Category of Trader
16.6 30.5 0.0 5.2 12.0 0.0 77.9 38.3 0.2 0.0 9.1 0.0 0.1 9.8
Number of Traders in Each Category Total Traders: 28
. 5 0 . 6 . . 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 4,278
Positions
55 0 0 96 47 0 973 1,499 354 803 1,620 72 1,925 686
Changes from: September 4, 2018 Total Change is: 338
0 0 0 13 47 0 137 121 302 -105 -252 40 -49 80
Percent of Open Interest Represented by Each Category of Trader
1.3 0.0 0.0 2.2 1.1 0.0 22.7 35.0 8.3 18.8 37.9 1.7 45.0 16.0
Number of Traders in Each Category Total Traders: 42
. 0 0 . . 0 9 9 4 14 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 2,711
Positions
0 0 0 0 199 10 1,630 1,322 198 116 727 14 743 241
Changes from: September 4, 2018 Total Change is: 4
0 0 0 -99 59 2 443 -335 181 -460 195 14 -77 -112
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 7.3 0.4 60.1 48.8 7.3 4.3 26.8 0.5 27.4 8.9
Number of Traders in Each Category Total Traders: 35
0 0 0 0 4 . 10 12 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 59,020
Positions
2,080 39,598 50 17,877 277 372 16,539 10,065 5,098 8,950 1,016 37 8,018 2,507
Changes from: September 4, 2018 Total Change is: 3,023
1,367 1,489 50 -156 -208 -88 -1,232 -1,591 2,558 298 -127 -116 341 1,055
Percent of Open Interest Represented by Each Category of Trader
3.5 67.1 0.1 30.3 0.5 0.6 28.0 17.1 8.6 15.2 1.7 0.1 13.6 4.2
Number of Traders in Each Category Total Traders: 121
. . . 14 . . 36 18 17 37 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 521,260
Positions
70,638 6,324 34,522 126,305 63,038 24,147 55,333 189,185 148,333 16,635 4,499 18,988 26,359 32,224
Changes from: September 4, 2018 Total Change is: 21,153
391 268 5,323 3,309 -1,397 -241 1,214 2,006 9,698 -182 68 -379 2,020 5,807
Percent of Open Interest Represented by Each Category of Trader
13.6 1.2 6.6 24.2 12.1 4.6 10.6 36.3 28.5 3.2 0.9 3.6 5.1 6.2
Number of Traders in Each Category Total Traders: 230
17 9 19 25 33 27 41 66 60 12 13 17
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Traders in Financial Futures - Options and Futures Combined Positions as of September 11, 2018
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 36,990
Positions
2,405 3,146 0 19,199 28 1,583 10,561 29,604 434 1,329 805 1,292 187 98
Changes from: September 4, 2018 Total Change is: 3,032
-47 0 0 3,405 28 0 189 4,246 192 0 -1,414 0 -707 -20
Percent of Open Interest Represented by Each Category of Trader
6.5 8.5 0.0 51.9 0.1 4.3 28.6 80.0 1.2 3.6 2.2 3.5 0.5 0.3
Number of Traders in Each Category Total Traders: 47
4 . 0 12 . . 8 9 . 8 4 .
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Updated September 14, 2018