Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 168,282 Positions 50,520 6,157 8,047 41,328 33,546 3,398 11,881 37,854 14,825 7,468 6,262 1,216 29,598 56,976 Changes from: September 11, 2018 Total Change is: -7,374 7,522 -17,092 -8,691 621 4,409 191 -4,908 -5,295 -796 -593 347 42 -762 19,512 Percent of Open Interest Represented by Each Category of Trader 30.0 3.7 4.8 24.6 19.9 2.0 7.1 22.5 8.8 4.4 3.7 0.7 17.6 33.9 Number of Traders in Each Category Total Traders: 112 11 5 7 10 18 6 16 35 22 8 8 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 55,377 Positions 25,806 1,697 280 1,169 8,806 270 12,178 24,456 1,041 3,297 1,591 1 11,334 17,234 Changes from: September 11, 2018 Total Change is: -25,616 -20,909 -2,434 -1,960 -6 20 -247 -1,800 -13,712 -3,953 1,940 0 -56 1,375 -3,274 Percent of Open Interest Represented by Each Category of Trader 46.6 3.1 0.5 2.1 15.9 0.5 22.0 44.2 1.9 6.0 2.9 0.0 20.5 31.1 Number of Traders in Each Category Total Traders: 49 . 4 . . 10 . 10 16 6 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 282,732 Positions 128,872 7,251 13,209 45,078 102,940 3,862 30,782 56,709 34,774 858 13,858 4,623 20,675 45,506 Changes from: September 11, 2018 Total Change is: -45,046 8,107 -1,285 -25,137 -3,499 3,467 321 -19,177 -19,125 -814 -1,086 -1,659 209 -3,970 -1,023 Percent of Open Interest Represented by Each Category of Trader 45.6 2.6 4.7 15.9 36.4 1.4 10.9 20.1 12.3 0.3 4.9 1.6 7.3 16.1 Number of Traders in Each Category Total Traders: 128 10 6 9 12 27 10 23 39 21 4 7 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 227,703 Positions 85,194 1,424 9,412 37,636 45,891 6,284 42,158 83,153 20,223 2,076 7,473 2,268 22,453 51,575 Changes from: September 11, 2018 Total Change is: 10,615 8,646 -1,479 -8,214 3,455 2,053 802 10,629 7,611 840 -1,906 3,794 116 -3,753 5,091 Percent of Open Interest Represented by Each Category of Trader 37.4 0.6 4.1 16.5 20.2 2.8 18.5 36.5 8.9 0.9 3.3 1.0 9.9 22.7 Number of Traders in Each Category Total Traders: 127 10 . 7 18 24 9 23 39 21 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 525,299 Positions 21,967 106,534 18,787 269,939 129,321 32,072 33,133 108,519 38,359 19,554 19,722 5,980 85,509 66,006 Changes from: September 11, 2018 Total Change is: -87,187 -34,609 -36,143 -41,003 3,316 5,809 -1,220 4,339 5,705 -9,813 534 -3,399 -63 -8,668 -7,059 Percent of Open Interest Represented by Each Category of Trader 4.2 20.3 3.6 51.4 24.6 6.1 6.3 20.7 7.3 3.7 3.8 1.1 16.3 12.6 Number of Traders in Each Category Total Traders: 294 13 15 15 88 39 54 33 59 36 25 21 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #299741 Open Interest is 35,679 Positions 0 21,631 0 15,837 7,389 2,400 2,280 0 0 0 778 5 15,157 3,476 Changes from: September 11, 2018 Total Change is: -511 0 4,957 0 533 116 157 1,753 -3,325 -994 0 7 0 -1,960 -1,429 Percent of Open Interest Represented by Each Category of Trader 0.0 60.6 0.0 44.4 20.7 6.7 6.4 0.0 0.0 0.0 2.2 0.0 42.5 9.7 Number of Traders in Each Category Total Traders: 24 0 . 0 13 5 7 . 0 0 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #399741 Open Interest is 29,914 Positions 6,317 0 596 5,313 14,786 2,327 5,298 0 2,185 0 0 0 7,878 10,020 Changes from: September 11, 2018 Total Change is: -5,034 844 -4,897 -7,430 -1,586 -191 284 -541 0 1,788 0 0 0 1,607 5,412 Percent of Open Interest Represented by Each Category of Trader 21.1 0.0 2.0 17.8 49.4 7.8 17.7 0.0 7.3 0.0 0.0 0.0 26.3 33.5 Number of Traders in Each Category Total Traders: 20 . 0 . 5 9 9 . 0 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 186,432 Positions 103,760 3,499 4,122 7,369 56,425 3,455 26,336 49,366 18,038 960 3,359 2,136 20,255 46,032 Changes from: September 11, 2018 Total Change is: -13,142 16,532 -2,438 -9,552 -433 7,807 635 -12,157 -8,673 -91 -1,772 1,007 59 -6,364 -1,896 Percent of Open Interest Represented by Each Category of Trader 55.7 1.9 2.2 4.0 30.3 1.9 14.1 26.5 9.7 0.5 1.8 1.1 10.9 24.7 Number of Traders in Each Category Total Traders: 96 11 . 5 6 17 6 19 31 18 . 6 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 25,468 Positions 0 15,077 0 12,209 6,261 0 11,446 2,086 0 339 292 0 1,474 1,752 Changes from: September 11, 2018 Total Change is: -6,819 0 -5,340 -3,122 -167 3,312 0 -3,218 -1,360 0 20 192 0 -332 -501 Percent of Open Interest Represented by Each Category of Trader 0.0 59.2 0.0 47.9 24.6 0.0 44.9 8.2 0.0 1.3 1.1 0.0 5.8 6.9 Number of Traders in Each Category Total Traders: 33 0 . 0 4 6 0 11 6 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 200,999 Positions 7,567 126,387 593 114,213 1,194 0 63,936 46,708 1,281 5,707 21,409 0 7,702 3,427 Changes from: September 11, 2018 Total Change is: -44,579 6,928 10,452 -31,620 -13,161 -515 0 -1,809 -16,146 -7,008 1,715 564 -215 591 -92 Percent of Open Interest Represented by Each Category of Trader 3.8 62.9 0.3 56.8 0.6 0.0 31.8 23.2 0.6 2.8 10.7 0.0 3.8 1.7 Number of Traders in Each Category Total Traders: 141 . 6 . 25 5 0 44 34 8 13 11 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 41,305 Positions 26,765 831 0 0 29,412 0 11,136 5,722 63 1,565 2,630 0 1,776 2,647 Changes from: September 11, 2018 Total Change is: -532 0 2 0 0 -658 0 -466 396 -104 287 -65 0 -249 -103 Percent of Open Interest Represented by Each Category of Trader 64.8 2.0 0.0 0.0 71.2 0.0 27.0 13.9 0.2 3.8 6.4 0.0 4.3 6.4 Number of Traders in Each Category Total Traders: 45 . . 0 0 7 0 11 14 . 5 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 57,429 Positions 40,540 0 0 591 17,718 0 11,864 27,727 2,050 0 3,614 224 2,160 6,096 Changes from: September 11, 2018 Total Change is: -2,240 3,481 -256 -1,859 -101 3,409 -1 -2,474 -2,265 -681 0 383 33 -638 -1,003 Percent of Open Interest Represented by Each Category of Trader 70.6 0.0 0.0 1.0 30.9 0.0 20.7 48.3 3.6 0.0 6.3 0.4 3.8 10.6 Number of Traders in Each Category Total Traders: 96 8 0 0 . 23 0 19 36 5 0 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000) CFTC Code #122741 Open Interest is 9,256 Positions 3,516 0 0 0 4,920 10 4,906 2,062 0 150 180 0 674 2,084 Changes from: September 11, 2018 Total Change is: -4,155 146 -428 -1,222 0 249 0 -857 -287 -2,199 0 0 0 -23 -268 Percent of Open Interest Represented by Each Category of Trader 38.0 0.0 0.0 0.0 53.2 0.1 53.0 22.3 0.0 1.6 1.9 0.0 7.3 22.5 Number of Traders in Each Category Total Traders: 24 . 0 0 0 6 . 8 7 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 66,181 Positions 9,804 31,956 8,486 15,296 1,901 1,060 14,581 7,009 3,909 1,624 1,720 885 10,537 9,256 Changes from: September 11, 2018 Total Change is: 10,202 133 259 6,689 1,761 870 835 -2,228 -1,171 1,671 -173 342 111 1,403 596 Percent of Open Interest Represented by Each Category of Trader 14.8 48.3 12.8 23.1 2.9 1.6 22.0 10.6 5.9 2.5 2.6 1.3 15.9 14.0 Number of Traders in Each Category Total Traders: 109 15 21 16 17 4 5 29 10 13 4 8 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 132,362 Positions 19,608 63,911 16,972 30,591 3,802 2,120 29,163 14,017 7,818 3,248 3,441 1,769 21,073 18,511 Changes from: September 11, 2018 Total Change is: 20,403 266 518 13,378 3,521 1,739 1,670 -4,456 -2,342 3,343 -347 683 223 2,805 1,192 Percent of Open Interest Represented by Each Category of Trader 14.8 48.3 12.8 23.1 2.9 1.6 22.0 10.6 5.9 2.5 2.6 1.3 15.9 14.0 Number of Traders in Each Category Total Traders: 109 15 21 16 17 4 5 29 10 13 4 8 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX) CFTC Code #124606 Open Interest is 39,493 Positions 4,042 22,870 8,076 24,034 1,524 282 450 4,862 0 0 461 0 2,609 1,418 Changes from: September 11, 2018 Total Change is: 9,842 -1,071 302 8,076 1,731 -36 13 0 364 0 0 0 0 1,093 1,123 Percent of Open Interest Represented by Each Category of Trader 10.2 57.9 20.4 60.9 3.9 0.7 1.1 12.3 0.0 0.0 1.2 0.0 6.6 3.6 Number of Traders in Each Category Total Traders: 24 . 7 . 11 . 4 . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 985,132 Positions 46,698 127,348 124,570 300,728 166,565 91,753 51,407 97,370 168,026 23,739 38,335 70,053 108,158 101,112 Changes from: September 11, 2018 Total Change is: 85,389 -4,688 4,429 40,350 13,886 1,141 22,340 -6,298 -5,099 14,588 710 282 4,923 -421 2,435 Percent of Open Interest Represented by Each Category of Trader 4.7 12.9 12.6 30.5 16.9 9.3 5.2 9.9 17.1 2.4 3.9 7.1 11.0 10.3 Number of Traders in Each Category Total Traders: 675 35 41 56 163 110 135 89 120 135 56 60 69 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 110,713 Positions 33,399 17,422 4,685 5,668 18,292 7,247 9,220 4,269 22,204 1,445 130 3,082 23,764 33,383 Changes from: September 11, 2018 Total Change is: 2,589 -2,124 1,591 1,407 -1,035 205 1,683 2,220 101 3,558 -2,576 51 193 -738 -6,200 Percent of Open Interest Represented by Each Category of Trader 30.2 15.7 4.2 5.1 16.5 6.5 8.3 3.9 20.1 1.3 0.1 2.8 21.5 30.2 Number of Traders in Each Category Total Traders: 64 9 10 11 . 4 . 11 15 23 5 7 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price) CFTC Code #138748 Open Interest is 21,898 Positions 7,184 17,280 3,212 3,694 220 483 1,842 0 7 3,149 0 0 2,327 696 Changes from: September 11, 2018 Total Change is: 2,798 3,314 -213 3,212 10 0 0 -3,985 0 7 0 0 0 240 -208 Percent of Open Interest Represented by Each Category of Trader 32.8 78.9 14.7 16.9 1.0 2.2 8.4 0.0 0.0 14.4 0.0 0.0 10.6 3.2 Number of Traders in Each Category Total Traders: 23 . 10 5 . . . 5 0 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price) CFTC Code #138749 Open Interest is 25,248 Positions 9,891 19,406 4,625 6,529 0 512 742 0 0 767 0 0 2,182 705 Changes from: September 11, 2018 Total Change is: 4,352 -69 -523 4,625 -394 0 222 80 0 0 0 0 0 -112 28 Percent of Open Interest Represented by Each Category of Trader 39.2 76.9 18.3 25.9 0.0 2.0 2.9 0.0 0.0 3.0 0.0 0.0 8.6 2.8 Number of Traders in Each Category Total Traders: 23 7 7 . 6 0 . . 0 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 4,372,096 Positions 232,301 715,438 433,620 1,483,175 749,238 414,657 255,189 509,763 684,858 118,681 198,230 327,644 421,970 338,648 Changes from: September 11, 2018 Total Change is: 414,001 -225 26,785 182,119 74,607 4,685 103,282 -38,035 -21,447 50,595 22,388 7,115 17,691 1,581 43,177 Percent of Open Interest Represented by Each Category of Trader 5.3 16.4 9.9 33.9 17.1 9.5 5.8 11.7 15.7 2.7 4.5 7.5 9.7 7.7 Number of Traders in Each Category Total Traders: 660 35 40 53 165 107 133 87 116 128 54 55 64 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price) CFTC Code #13874C Open Interest is 37,738 Positions 7,251 24,439 7,272 17,177 2,167 1,426 1,016 353 0 0 841 0 3,596 1,240 Changes from: September 11, 2018 Total Change is: 8,001 -4 -30 7,272 -53 0 0 282 0 0 0 0 0 504 759 Percent of Open Interest Represented by Each Category of Trader 19.2 64.8 19.3 45.5 5.7 3.8 2.7 0.9 0.0 0.0 2.2 0.0 9.5 3.3 Number of Traders in Each Category Total Traders: 26 6 8 4 7 . . . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price) CFTC Code #13874E Open Interest is 16,950 Positions 964 11,125 3,846 5,920 889 0 1,629 0 530 1,756 0 0 2,305 560 Changes from: September 11, 2018 Total Change is: 4,533 80 815 3,329 1,506 2 0 -883 0 530 0 0 0 -29 -143 Percent of Open Interest Represented by Each Category of Trader 5.7 65.6 22.7 34.9 5.2 0.0 9.6 0.0 3.1 10.4 0.0 0.0 13.6 3.3 Number of Traders in Each Category Total Traders: 27 . 11 6 5 . 0 5 0 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price) CFTC Code #13874F Open Interest is 14,161 Positions 5,073 10,355 2,695 3,728 495 123 0 0 0 995 0 0 1,547 493 Changes from: September 11, 2018 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 35.8 73.1 19.0 26.3 3.5 0.9 0.0 0.0 0.0 7.0 0.0 0.0 10.9 3.5 Number of Traders in Each Category Total Traders: 20 . 9 5 5 . . 0 0 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price) CFTC Code #13874I Open Interest is 20,092 Positions 8,095 11,468 4,140 4,754 1,232 401 529 1,324 41 0 1,065 0 2,132 421 Changes from: September 11, 2018 Total Change is: 4,293 33 9 4,140 -309 6 141 200 0 32 0 0 0 56 -35 Percent of Open Interest Represented by Each Category of Trader 40.3 57.1 20.6 23.7 6.1 2.0 2.6 6.6 0.2 0.0 5.3 0.0 10.6 2.1 Number of Traders in Each Category Total Traders: 24 5 8 5 5 . . . . . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price) CFTC Code #13874J Open Interest is 40,164 Positions 19,107 24,005 8,539 8,427 1,154 605 638 1,148 896 0 2,476 0 1,952 1,341 Changes from: September 11, 2018 Total Change is: 8,959 0 -1,159 8,539 -429 144 183 0 260 896 0 0 0 -230 96 Percent of Open Interest Represented by Each Category of Trader 47.6 59.8 21.3 21.0 2.9 1.5 1.6 2.9 2.2 0.0 6.2 0.0 4.9 3.3 Number of Traders in Each Category Total Traders: 30 6 7 6 7 . . . . . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 94,442 Positions 3,262 39,994 7,768 55,315 31,624 4,219 7,461 3,433 1,587 638 905 59 14,133 4,853 Changes from: September 11, 2018 Total Change is: 8,820 -730 -873 7,104 4,406 1,275 -646 -3,822 318 920 142 0 59 1,387 663 Percent of Open Interest Represented by Each Category of Trader 3.5 42.3 8.2 58.6 33.5 4.5 7.9 3.6 1.7 0.7 1.0 0.1 15.0 5.1 Number of Traders in Each Category Total Traders: 91 4 11 6 37 15 14 13 7 7 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 66,160 Positions 16,460 12,870 6,354 16,121 13,732 5,874 6,963 12,239 2,981 1,705 2,057 1,761 7,941 8,291 Changes from: September 11, 2018 Total Change is: 8,997 169 -772 5,357 -319 -474 5,223 -1,695 -760 -67 -201 -55 328 203 217 Percent of Open Interest Represented by Each Category of Trader 24.9 19.5 9.6 24.4 20.8 8.9 10.5 18.5 4.5 2.6 3.1 2.7 12.0 12.5 Number of Traders in Each Category Total Traders: 294 27 21 23 52 41 33 42 65 33 17 29 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 330,800 Positions 82,298 64,352 31,771 80,606 68,660 29,372 34,813 61,197 14,903 8,526 10,285 8,806 39,706 41,454 Changes from: September 11, 2018 Total Change is: 44,984 843 -3,861 26,784 -1,596 -2,368 26,116 -8,474 -3,802 -336 -1,007 -274 1,641 1,014 1,086 Percent of Open Interest Represented by Each Category of Trader 24.9 19.5 9.6 24.4 20.8 8.9 10.5 18.5 4.5 2.6 3.1 2.7 12.0 12.5 Number of Traders in Each Category Total Traders: 294 27 21 23 52 41 33 42 65 33 17 29 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50) CFTC Code #239742 Open Interest is 652,365 Positions 49,596 157,278 72,481 312,473 151,278 51,977 84,425 158,279 20,124 23,102 10,667 2,464 35,724 27,818 Changes from: September 11, 2018 Total Change is: 98,735 2,122 -8,613 68,802 -1,651 3,938 18,287 -4,226 3,113 7,417 1,869 -608 -416 6,532 6,816 Percent of Open Interest Represented by Each Category of Trader 7.6 24.1 11.1 47.9 23.2 8.0 12.9 24.3 3.1 3.5 1.6 0.4 5.5 4.3 Number of Traders in Each Category Total Traders: 310 19 26 22 86 50 46 51 48 38 19 10 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 31,753 Positions 893 8,357 0 14,644 1,053 364 7,555 15,117 50 1,299 2,550 0 6,948 4,262 Changes from: September 11, 2018 Total Change is: -4,822 -4,260 -9,123 -1 -1,144 -30 -905 4,291 6,230 -1,969 -10 1,784 -919 95 111 Percent of Open Interest Represented by Each Category of Trader 2.8 26.3 0.0 46.1 3.3 1.1 23.8 47.6 0.2 4.1 8.0 0.0 21.9 13.4 Number of Traders in Each Category Total Traders: 45 . 4 0 16 . . 8 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 62,976 Positions 2,821 12,336 1,027 25,155 9,010 1,936 20,501 9,894 413 2,859 1,446 0 8,264 26,914 Changes from: September 11, 2018 Total Change is: -328 -4,380 -2,260 -926 4,413 231 -308 8,239 -945 -3,906 2,007 -106 -789 -4,678 8,681 Percent of Open Interest Represented by Each Category of Trader 4.5 19.6 1.6 39.9 14.3 3.1 32.6 15.7 0.7 4.5 2.3 0.0 13.1 42.7 Number of Traders in Each Category Total Traders: 67 . 10 . 13 7 7 15 15 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 339,552 Positions 42,945 175,764 33,645 209,544 78,844 18,501 18,025 14,464 3,572 2,758 3,717 0 10,562 11,045 Changes from: September 11, 2018 Total Change is: 38,769 223 -502 29,475 6,716 -2,077 163 -859 5,551 2,674 365 9 0 12 3,476 Percent of Open Interest Represented by Each Category of Trader 12.6 51.8 9.9 61.7 23.2 5.4 5.3 4.3 1.1 0.8 1.1 0.0 3.1 3.3 Number of Traders in Each Category Total Traders: 156 10 13 10 57 39 26 14 11 8 5 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50) CFTC Code #244042 Open Interest is 1,324,692 Positions 60,130 575,766 179,299 807,844 299,403 111,173 62,891 64,271 10,301 33,603 16,708 593 58,858 67,178 Changes from: September 11, 2018 Total Change is: 231,111 10,590 31,699 140,396 64,221 16,613 15,250 -26,261 -22,611 -1,794 -1,783 -781 -341 30,833 52,680 Percent of Open Interest Represented by Each Category of Trader 4.5 43.5 13.5 61.0 22.6 8.4 4.7 4.9 0.8 2.5 1.3 0.0 4.4 5.1 Number of Traders in Each Category Total Traders: 420 22 25 21 148 76 78 51 43 23 39 15 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250) CFTC Code #43874A Open Interest is 115,801 Positions 23,335 46,404 68,596 12,360 0 270 10,210 0 408 590 30 0 32 93 Changes from: September 11, 2018 Total Change is: 2,336 -1,586 635 1,701 2,001 0 0 220 0 0 0 0 0 0 0 Percent of Open Interest Represented by Each Category of Trader 20.2 40.1 59.2 10.7 0.0 0.2 8.8 0.0 0.4 0.5 0.0 0.0 0.0 0.1 Number of Traders in Each Category Total Traders: 33 . 13 8 7 0 . 5 0 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 1,075,160 Positions 15,894 50,533 28,184 417,264 289,817 228,956 45,890 60,344 130,667 28,407 70,374 17,202 162,696 199,084 Changes from: September 11, 2018 Total Change is: 60,544 3,695 -4,216 7,011 7,605 14,698 10,487 -11,717 -39,131 31,302 2,697 32,143 4,625 4,839 3,624 Percent of Open Interest Represented by Each Category of Trader 1.5 4.7 2.6 38.8 27.0 21.3 4.3 5.6 12.2 2.6 6.5 1.6 15.1 18.5 Number of Traders in Each Category Total Traders: 195 10 16 18 64 33 57 28 21 38 12 11 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 1,040,460 Positions 10,174 171,610 1,628 597,915 75,503 170,132 35,346 471,876 14,794 62,857 18,794 1,599 146,015 114,523 Changes from: September 11, 2018 Total Change is: 8,126 1,218 2,768 -3,239 26,653 3,658 1,812 -16,085 -2,410 -5,773 374 2,260 253 2,913 8,796 Percent of Open Interest Represented by Each Category of Trader 1.0 16.5 0.2 57.5 7.3 16.4 3.4 45.4 1.4 6.0 1.8 0.2 14.0 11.0 Number of Traders in Each Category Total Traders: 127 . 14 . 60 13 44 8 21 13 5 4 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 2,256,166 Positions 73,206 87,393 29,143 1,025,991 487,508 340,032 340,390 600,394 98,081 208,050 423,229 9,062 132,212 181,325 Changes from: September 11, 2018 Total Change is: 143,548 6,501 -19,835 1,634 50,472 80,887 -3,212 50,955 -2,682 7,293 20,023 60,242 3,315 6,568 15,907 Percent of Open Interest Represented by Each Category of Trader 3.2 3.9 1.3 45.5 21.6 15.1 15.1 26.6 4.3 9.2 18.8 0.4 5.9 8.0 Number of Traders in Each Category Total Traders: 347 19 30 11 95 39 67 52 58 40 23 31 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 4,757,590 Positions 171,901 257,189 195,678 1,914,700 915,619 734,898 259,429 1,284,379 499,398 457,436 288,877 93,484 430,666 488,067 Changes from: September 11, 2018 Total Change is: 317,638 14,348 -13,149 52,104 161,329 118,470 25,455 -77,890 32,884 67,640 67,739 29,434 15,211 -8,298 -10,410 Percent of Open Interest Represented by Each Category of Trader 3.6 5.4 4.1 40.2 19.2 15.4 5.5 27.0 10.5 9.6 6.1 2.0 9.1 10.3 Number of Traders in Each Category Total Traders: 474 30 37 44 108 92 124 55 88 93 35 28 33 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043607 Open Interest is 609,132 Positions 32,783 35,621 3,798 211,531 221,922 90,587 104,249 33,420 16,896 47,708 37,838 500 101,080 168,550 Changes from: September 11, 2018 Total Change is: 33,602 2,927 -4,478 -2,062 10,925 25,199 8,551 4,963 -1,357 4,591 -416 2,878 0 4,123 280 Percent of Open Interest Represented by Each Category of Trader 5.4 5.8 0.6 34.7 36.4 14.9 17.1 5.5 2.8 7.8 6.2 0.1 16.6 27.7 Number of Traders in Each Category Total Traders: 107 4 8 . 22 42 40 10 11 8 4 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 4,729,106 Positions 77,245 424,565 85,096 2,378,042 643,682 878,529 345,861 1,482,825 315,968 280,157 407,437 50,184 318,024 440,820 Changes from: September 11, 2018 Total Change is: 132,418 2,541 -24,455 3,958 7,181 112,262 122,910 -25,366 -89,418 -22,643 46,563 6,995 8,235 -10,961 14,576 Percent of Open Interest Represented by Each Category of Trader 1.6 9.0 1.8 50.3 13.6 18.6 7.3 31.4 6.7 5.9 8.6 1.1 6.7 9.3 Number of Traders in Each Category Total Traders: 359 18 35 22 91 60 84 37 65 58 29 24 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 1,796,048 Positions 506,198 266,329 548,960 20,373 45,634 31,794 96,936 290,427 371,760 40,154 45,008 146,436 33,437 49,700 Changes from: September 11, 2018 Total Change is: -12,129 -113 -361 45,665 2,016 2,967 5,886 -12,497 -13,486 -113,661 12,295 9,588 47,675 605 3,597 Percent of Open Interest Represented by Each Category of Trader 28.2 14.8 30.6 1.1 2.5 1.8 5.4 16.2 20.7 2.2 2.5 8.2 1.9 2.8 Number of Traders in Each Category Total Traders: 151 31 20 46 6 6 5 33 30 46 7 10 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is25,172,506 Positions 5,382,550 1,324,531 4,205,707 440,516 2,308,301 2,002,094 1,007,631 2,306,515 9,851,599 136,348 355,180 1,551,420 594,640 1,267,159 Changes from: September 11, 2018 Total Change is:-2,732,263 -297,799 -148,424 -492,907 51,173 81,385 -146,823 -284,047 -448,323 -1,511,004 70,070 45,952 -78,391 -42,536 -33,729 Percent of Open Interest Represented by Each Category of Trader 21.4 5.3 16.7 1.7 9.2 8.0 4.0 9.2 39.1 0.5 1.4 6.2 2.4 5.0 Number of Traders in Each Category Total Traders: 328 30 52 75 11 37 41 49 88 112 22 27 33 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index) CFTC Code #134741 Open Interest is 12,440 Positions 3,960 5,082 1,810 0 0 0 2,985 1,528 3,580 67 200 0 38 240 Changes from: September 11, 2018 Total Change is: 691 -350 385 498 0 0 0 1,179 318 -505 -132 0 -1 2 -4 Percent of Open Interest Represented by Each Category of Trader 31.8 40.9 14.5 0.0 0.0 0.0 24.0 12.3 28.8 0.5 1.6 0.0 0.3 1.9 Number of Traders in Each Category Total Traders: 24 . 5 4 0 0 0 6 6 9 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index) CFTC Code #134742 Open Interest is 17,533 Positions 5,428 3,812 4,905 0 0 0 574 2,336 6,358 200 0 0 68 122 Changes from: September 11, 2018 Total Change is: 2,085 -1,154 -659 1,866 0 0 0 124 -383 1,222 0 0 0 27 39 Percent of Open Interest Represented by Each Category of Trader 31.0 21.7 28.0 0.0 0.0 0.0 3.3 13.3 36.3 1.1 0.0 0.0 0.4 0.7 Number of Traders in Each Category Total Traders: 21 . 5 4 0 0 0 . 8 9 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 31,419 Positions 780 4,754 0 1,222 10,313 0 16,929 12,027 0 12,239 1,787 212 37 2,326 Changes from: September 11, 2018 Total Change is: -2 -572 680 -1,033 -9 227 0 2,407 630 -460 -314 130 0 -21 -176 Percent of Open Interest Represented by Each Category of Trader 2.5 15.1 0.0 3.9 32.8 0.0 53.9 38.3 0.0 39.0 5.7 0.7 0.1 7.4 Number of Traders in Each Category Total Traders: 37 . 4 0 . 11 0 . 8 0 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 16,770 Positions 2,347 3,305 0 1,054 2,428 9 13,354 7,287 0 0 1,830 0 6 1,911 Changes from: September 11, 2018 Total Change is: -3,394 -995 -2,845 0 0 4 0 -2,347 -439 -40 0 0 0 -12 -74 Percent of Open Interest Represented by Each Category of Trader 14.0 19.7 0.0 6.3 14.5 0.1 79.6 43.5 0.0 0.0 10.9 0.0 0.0 11.4 Number of Traders in Each Category Total Traders: 27 . 4 0 . 7 . . 6 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin) CFTC Code #1330E1 Open Interest is 4,844 Positions 55 0 0 78 0 0 1,204 2,063 520 965 1,557 55 1,967 649 Changes from: September 11, 2018 Total Change is: 566 0 0 0 -18 -47 0 231 564 166 162 -63 -17 42 -37 Percent of Open Interest Represented by Each Category of Trader 1.1 0.0 0.0 1.6 0.0 0.0 24.9 42.6 10.7 19.9 32.1 1.1 40.6 13.4 Number of Traders in Each Category Total Traders: 43 . 0 0 . 0 0 7 11 5 17 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins) CFTC Code #133741 Open Interest is 2,742 Positions 0 0 0 0 140 10 1,566 1,382 203 90 654 15 858 338 Changes from: September 11, 2018 Total Change is: 31 0 0 0 0 -59 0 -64 60 5 -26 -73 1 115 97 Percent of Open Interest Represented by Each Category of Trader 0.0 0.0 0.0 0.0 5.1 0.4 57.1 50.4 7.4 3.3 23.9 0.5 31.3 12.3 Number of Traders in Each Category Total Traders: 30 0 0 0 0 . . 8 12 . . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 56,987 Positions 4,580 41,147 0 16,718 413 406 16,047 10,805 1,379 11,623 937 77 6,157 1,824 Changes from: September 11, 2018 Total Change is: -2,033 2,500 1,549 -50 -1,159 136 34 -492 739 -3,718 2,673 -80 40 -1,861 -683 Percent of Open Interest Represented by Each Category of Trader 8.0 72.2 0.0 29.3 0.7 0.7 28.2 19.0 2.4 20.4 1.6 0.1 10.8 3.2 Number of Traders in Each Category Total Traders: 117 . . 0 14 . . 32 20 14 36 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 540,110 Positions 76,236 11,412 38,479 123,185 75,713 29,412 67,723 182,855 141,386 14,236 6,038 23,739 25,714 31,076 Changes from: September 11, 2018 Total Change is: 18,850 5,598 5,088 3,957 -3,120 12,675 5,265 12,390 -6,330 -6,947 -2,399 1,539 4,751 -645 -1,148 Percent of Open Interest Represented by Each Category of Trader 14.1 2.1 7.1 22.8 14.0 5.4 12.5 33.9 26.2 2.6 1.1 4.4 4.8 5.8 Number of Traders in Each Category Total Traders: 247 17 11 23 28 37 26 45 63 65 13 17 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 36,678 Positions 1,313 3,146 210 20,362 31 274 10,032 29,232 1,615 1,360 778 1,292 220 100 Changes from: September 11, 2018 Total Change is: -312 -1,092 0 210 1,163 3 -1,309 -529 -372 1,181 31 -27 0 33 2 Percent of Open Interest Represented by Each Category of Trader 3.6 8.6 0.6 55.5 0.1 0.7 27.4 79.7 4.4 3.7 2.1 3.5 0.6 0.3 Number of Traders in Each Category Total Traders: 48 . . . 12 . . 8 9 . 9 4 . -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 21, 2018