Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 132,577 Positions 10,492 10,408 3,445 42,525 25,460 3,967 19,125 41,966 13,980 7,011 4,412 1,248 30,783 27,692 Changes from: September 18, 2018 Total Change is: -35,705 -40,028 4,251 -4,603 1,197 -8,086 568 7,244 4,112 -845 -457 -1,851 32 1,185 -29,285 Percent of Open Interest Represented by Each Category of Trader 7.9 7.9 2.6 32.1 19.2 3.0 14.4 31.7 10.5 5.3 3.3 0.9 23.2 20.9 Number of Traders in Each Category Total Traders: 103 5 8 6 13 16 5 18 29 17 7 7 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 55,093 Positions 24,287 3,431 276 1,169 7,121 270 13,360 23,990 1,113 2,710 1,303 0 11,908 17,589 Changes from: September 18, 2018 Total Change is: -284 -1,519 1,734 -5 0 -1,685 0 1,182 -466 72 -587 -288 -1 574 355 Percent of Open Interest Represented by Each Category of Trader 44.1 6.2 0.5 2.1 12.9 0.5 24.3 43.5 2.0 4.9 2.4 0.0 21.6 31.9 Number of Traders in Each Category Total Traders: 51 . 5 . . 10 . 10 18 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 285,878 Positions 116,179 13,205 18,705 48,137 93,486 4,536 30,458 55,305 40,658 866 11,837 4,848 21,492 43,298 Changes from: September 18, 2018 Total Change is: 3,146 -12,693 5,954 5,496 3,058 -9,454 674 -324 -1,404 5,884 8 -2,021 225 817 -2,208 Percent of Open Interest Represented by Each Category of Trader 40.6 4.6 6.5 16.8 32.7 1.6 10.7 19.3 14.2 0.3 4.1 1.7 7.5 15.1 Number of Traders in Each Category Total Traders: 133 8 7 8 14 25 10 24 43 23 4 8 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 243,669 Positions 103,445 757 8,433 34,761 52,916 6,509 43,490 91,248 19,196 2,085 10,952 2,347 23,404 51,311 Changes from: September 18, 2018 Total Change is: 15,966 18,250 -667 -979 -2,875 7,025 225 1,332 8,094 -1,027 10 3,479 79 951 -264 Percent of Open Interest Represented by Each Category of Trader 42.5 0.3 3.5 14.3 21.7 2.7 17.8 37.4 7.9 0.9 4.5 1.0 9.6 21.1 Number of Traders in Each Category Total Traders: 129 11 . 6 17 27 9 24 39 23 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 544,300 Positions 22,093 124,366 19,714 276,252 127,563 31,834 30,857 117,892 44,178 20,655 10,652 6,780 91,936 61,320 Changes from: September 18, 2018 Total Change is: 19,001 126 17,832 927 6,313 -1,758 -238 -2,277 9,373 5,820 1,101 -9,070 801 6,428 -4,687 Percent of Open Interest Represented by Each Category of Trader 4.1 22.8 3.6 50.8 23.4 5.8 5.7 21.7 8.1 3.8 2.0 1.2 16.9 11.3 Number of Traders in Each Category Total Traders: 297 13 16 17 89 39 54 27 63 37 30 19 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 36,712 Positions 0 22,638 0 17,082 8,067 1,931 1,864 0 0 0 778 5 15,830 3,293 Changes from: September 18, 2018 Total Change is: 1,033 0 1,007 0 1,245 678 -469 -416 0 0 0 0 0 673 -183 Percent of Open Interest Represented by Each Category of Trader 0.0 61.7 0.0 46.5 22.0 5.3 5.1 0.0 0.0 0.0 2.1 0.0 43.1 9.0 Number of Traders in Each Category Total Traders: 25 0 . 0 14 5 7 . 0 0 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 181,988 Positions 103,680 3,533 4,578 7,828 56,178 3,141 21,147 49,168 17,250 966 3,465 2,065 21,333 42,610 Changes from: September 18, 2018 Total Change is: -4,444 -80 34 456 459 -247 -315 -5,189 -198 -788 6 106 -71 1,078 -3,422 Percent of Open Interest Represented by Each Category of Trader 57.0 1.9 2.5 4.3 30.9 1.7 11.6 27.0 9.5 0.5 1.9 1.1 11.7 23.4 Number of Traders in Each Category Total Traders: 98 11 . 6 4 19 7 17 34 19 . 7 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 24,833 Positions 0 14,947 0 12,980 6,214 0 9,852 1,612 1 339 374 0 1,661 1,685 Changes from: September 18, 2018 Total Change is: -635 0 -130 0 771 -47 0 -1,594 -474 1 0 82 0 187 -67 Percent of Open Interest Represented by Each Category of Trader 0.0 60.2 0.0 52.3 25.0 0.0 39.7 6.5 0.0 1.4 1.5 0.0 6.7 6.8 Number of Traders in Each Category Total Traders: 31 0 . 0 5 4 0 10 6 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 205,480 Positions 7,547 137,304 628 117,694 1,535 0 65,581 34,762 578 5,978 27,473 11 7,463 3,190 Changes from: September 18, 2018 Total Change is: 4,481 -21 10,916 35 3,481 341 0 1,645 -11,947 -703 271 6,064 11 -238 -236 Percent of Open Interest Represented by Each Category of Trader 3.7 66.8 0.3 57.3 0.7 0.0 31.9 16.9 0.3 2.9 13.4 0.0 3.6 1.6 Number of Traders in Each Category Total Traders: 138 . 7 . 25 5 0 37 35 6 11 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 46,266 Positions 29,037 831 3,516 116 28,207 0 9,197 7,647 543 1,586 2,570 602 1,669 2,350 Changes from: September 18, 2018 Total Change is: 4,961 2,272 0 3,516 116 -1,205 0 -1,939 1,925 480 21 -60 602 -107 -297 Percent of Open Interest Represented by Each Category of Trader 62.8 1.8 7.6 0.3 61.0 0.0 19.9 16.5 1.2 3.4 5.6 1.3 3.6 5.1 Number of Traders in Each Category Total Traders: 47 . . . . 8 0 12 13 . 5 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 56,994 Positions 40,662 0 3 591 20,164 1 11,427 26,494 1,818 0 2,331 472 2,020 5,711 Changes from: September 18, 2018 Total Change is: -435 122 0 3 0 2,446 1 -437 -1,233 -232 0 -1,283 248 -140 -385 Percent of Open Interest Represented by Each Category of Trader 71.3 0.0 0.0 1.0 35.4 0.0 20.0 46.5 3.2 0.0 4.1 0.8 3.5 10.0 Number of Traders in Each Category Total Traders: 98 7 0 . . 24 . 22 34 6 0 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 8,541 Positions 5,450 0 0 0 4,506 10 2,339 1,895 0 0 0 0 742 2,130 Changes from: September 18, 2018 Total Change is: -715 1,934 0 0 0 -414 0 -2,567 -167 0 -150 -180 0 68 46 Percent of Open Interest Represented by Each Category of Trader 63.8 0.0 0.0 0.0 52.8 0.1 27.4 22.2 0.0 0.0 0.0 0.0 8.7 24.9 Number of Traders in Each Category Total Traders: 21 . 0 0 0 5 . 7 7 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 54,634 Positions 6,130 33,524 914 15,020 3,960 271 17,800 5,152 2,295 2,719 1,522 435 9,049 6,561 Changes from: September 18, 2018 Total Change is: -11,548 -3,673 1,568 -7,572 -276 2,059 -790 3,218 -1,857 -1,613 1,095 -198 -449 -1,487 -2,695 Percent of Open Interest Represented by Each Category of Trader 11.2 61.4 1.7 27.5 7.2 0.5 32.6 9.4 4.2 5.0 2.8 0.8 16.6 12.0 Number of Traders in Each Category Total Traders: 112 11 20 4 17 4 4 35 9 8 5 11 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 109,267 Positions 12,261 67,048 1,827 30,039 7,920 541 35,600 10,303 4,591 5,438 3,044 871 18,099 13,122 Changes from: September 18, 2018 Total Change is: -23,095 -7,347 3,137 -15,145 -552 4,118 -1,579 6,437 -3,714 -3,227 2,190 -397 -898 -2,974 -5,390 Percent of Open Interest Represented by Each Category of Trader 11.2 61.4 1.7 27.5 7.2 0.5 32.6 9.4 4.2 5.0 2.8 0.8 16.6 12.0 Number of Traders in Each Category Total Traders: 112 11 20 4 17 4 4 35 9 8 5 11 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 26,105 Positions 576 21,529 0 23,193 1,522 280 435 2,087 0 0 454 0 1,621 233 Changes from: September 18, 2018 Total Change is: -13,388 -3,466 -1,341 -8,076 -841 -2 -2 -15 -2,775 0 0 -7 0 -988 -1,185 Percent of Open Interest Represented by Each Category of Trader 2.2 82.5 0.0 88.8 5.8 1.1 1.7 8.0 0.0 0.0 1.7 0.0 6.2 0.9 Number of Traders in Each Category Total Traders: 22 . 5 0 11 . 4 . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 795,796 Positions 27,007 133,182 65,396 314,890 159,298 63,296 37,407 89,021 120,028 25,620 36,611 60,767 81,384 68,197 Changes from: September 18, 2018 Total Change is: -189,336 -19,691 5,834 -59,173 14,162 -7,268 -28,457 -13,999 -8,349 -47,998 1,881 -1,724 -9,286 -26,774 -32,915 Percent of Open Interest Represented by Each Category of Trader 3.4 16.7 8.2 39.6 20.0 8.0 4.7 11.2 15.1 3.2 4.6 7.6 10.2 8.6 Number of Traders in Each Category Total Traders: 640 30 42 43 165 106 129 83 104 99 52 57 58 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 63,720 Positions 13,501 10,929 2,475 5,605 13,815 4,709 2,529 2,044 13,404 414 87 2,697 18,386 13,559 Changes from: September 18, 2018 Total Change is: -46,993 -19,898 -6,493 -2,209 -63 -4,477 -2,538 -6,691 -2,225 -8,799 -1,031 -43 -385 -5,378 -19,824 Percent of Open Interest Represented by Each Category of Trader 21.2 17.2 3.9 8.8 21.7 7.4 4.0 3.2 21.0 0.6 0.1 4.2 28.9 21.3 Number of Traders in Each Category Total Traders: 58 7 8 7 . 4 . 12 11 20 5 8 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 3,660,381 Positions 171,377 715,111 210,763 1,554,076 735,059 285,285 182,062 442,559 525,450 126,029 182,618 290,346 314,993 273,190 Changes from: September 18, 2018 Total Change is: -711,715 -60,925 -327 -222,857 70,901 -14,179 -129,372 -73,127 -67,204 -159,408 7,348 -15,613 -37,297 -106,977 -65,458 Percent of Open Interest Represented by Each Category of Trader 4.7 19.5 5.8 42.5 20.1 7.8 5.0 12.1 14.4 3.4 5.0 7.9 8.6 7.5 Number of Traders in Each Category Total Traders: 623 30 41 41 167 103 127 82 99 94 50 50 51 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 27,589 Positions 5,205 21,955 0 17,169 2,167 1,426 934 353 0 0 841 0 2,855 847 Changes from: September 18, 2018 Total Change is: -10,149 -2,046 -2,484 -7,272 -8 0 0 -82 0 0 0 0 0 -741 -393 Percent of Open Interest Represented by Each Category of Trader 18.9 79.6 0.0 62.2 7.9 5.2 3.4 1.3 0.0 0.0 3.0 0.0 10.3 3.1 Number of Traders in Each Category Total Traders: 21 . 7 0 7 . . . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 13,706 Positions 2,343 12,277 0 5,881 889 0 1,395 0 0 1,756 0 0 2,331 540 Changes from: September 18, 2018 Total Change is: -3,244 1,379 1,152 -3,846 -39 0 0 -234 0 -530 0 0 0 26 -20 Percent of Open Interest Represented by Each Category of Trader 17.1 89.6 0.0 42.9 6.5 0.0 10.2 0.0 0.0 12.8 0.0 0.0 17.0 3.9 Number of Traders in Each Category Total Traders: 25 4 9 0 5 . 0 . 0 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 17,967 Positions 5,946 10,849 0 8,241 2,283 422 1,153 910 0 0 2,476 0 2,205 1,027 Changes from: September 18, 2018 Total Change is: -22,197 -13,161 -13,156 -8,539 -186 1,129 -183 515 -238 -896 0 0 0 253 -314 Percent of Open Interest Represented by Each Category of Trader 33.1 60.4 0.0 45.9 12.7 2.3 6.4 5.1 0.0 0.0 13.8 0.0 12.3 5.7 Number of Traders in Each Category Total Traders: 28 5 5 0 6 4 . 4 . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 84,484 Positions 3,225 40,527 506 55,318 29,932 3,815 6,386 3,321 1,448 559 705 88 13,139 4,142 Changes from: September 18, 2018 Total Change is: -9,958 -37 533 -7,262 3 -1,692 -404 -1,075 -112 -139 -79 -200 29 -994 -711 Percent of Open Interest Represented by Each Category of Trader 3.8 48.0 0.6 65.5 35.4 4.5 7.6 3.9 1.7 0.7 0.8 0.1 15.6 4.9 Number of Traders in Each Category Total Traders: 86 . 13 . 37 14 12 11 6 7 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 52,630 Positions 9,865 16,706 414 21,284 10,237 880 7,542 11,393 2,621 2,079 1,944 1,006 6,940 7,430 Changes from: September 18, 2018 Total Change is: -13,530 -6,594 3,836 -5,940 5,162 -3,495 -4,995 579 -846 -360 374 -113 -755 -1,001 -861 Percent of Open Interest Represented by Each Category of Trader 18.7 31.7 0.8 40.4 19.5 1.7 14.3 21.6 5.0 3.9 3.7 1.9 13.2 14.1 Number of Traders in Each Category Total Traders: 288 18 26 7 57 36 29 36 73 27 16 26 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 263,151 Positions 49,326 83,530 2,068 106,418 51,185 4,399 37,710 56,964 13,104 10,393 9,720 5,031 34,701 37,148 Changes from: September 18, 2018 Total Change is: -67,649 -32,972 19,178 -29,702 25,812 -17,476 -24,973 2,897 -4,232 -1,799 1,868 -565 -3,774 -5,005 -4,305 Percent of Open Interest Represented by Each Category of Trader 18.7 31.7 0.8 40.4 19.5 1.7 14.3 21.6 5.0 3.9 3.7 1.9 13.2 14.1 Number of Traders in Each Category Total Traders: 288 18 26 7 57 36 29 36 73 27 16 26 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 533,153 Positions 40,521 151,052 720 312,622 151,123 36,181 82,705 147,081 13,914 19,372 10,595 1,701 25,419 20,788 Changes from: September 18, 2018 Total Change is: -119,212 -9,075 -6,226 -71,761 149 -155 -15,796 -1,720 -11,198 -6,210 -3,731 -72 -763 -10,305 -7,030 Percent of Open Interest Represented by Each Category of Trader 7.6 28.3 0.1 58.6 28.3 6.8 15.5 27.6 2.6 3.6 2.0 0.3 4.8 3.9 Number of Traders in Each Category Total Traders: 318 23 21 5 91 52 41 52 53 31 16 10 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 31,793 Positions 1,393 9,452 0 14,594 1,913 39 7,505 14,456 29 1,302 2,094 0 6,931 3,810 Changes from: September 18, 2018 Total Change is: 40 500 1,095 0 -50 860 -325 -50 -661 -21 3 -456 0 -17 -452 Percent of Open Interest Represented by Each Category of Trader 4.4 29.7 0.0 45.9 6.0 0.1 23.6 45.5 0.1 4.1 6.6 0.0 21.8 12.0 Number of Traders in Each Category Total Traders: 45 . 4 0 16 . . 9 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 70,422 Positions 3,798 13,306 77 31,291 8,290 1,341 21,984 8,760 176 2,584 1,350 0 9,171 37,122 Changes from: September 18, 2018 Total Change is: 7,446 977 970 -950 6,136 -720 -595 1,483 -1,134 -237 -275 -96 0 907 10,208 Percent of Open Interest Represented by Each Category of Trader 5.4 18.9 0.1 44.4 11.8 1.9 31.2 12.4 0.2 3.7 1.9 0.0 13.0 52.7 Number of Traders in Each Category Total Traders: 72 7 11 . 14 7 7 17 11 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 256,413 Positions 7,079 138,748 639 197,413 74,127 16,987 22,416 15,389 212 3,260 3,717 6 8,401 6,588 Changes from: September 18, 2018 Total Change is: -83,139 -35,866 -37,016 -33,006 -12,131 -4,717 -1,514 4,391 925 -3,360 502 0 6 -2,161 -4,457 Percent of Open Interest Represented by Each Category of Trader 2.8 54.1 0.2 77.0 28.9 6.6 8.7 6.0 0.1 1.3 1.4 0.0 3.3 2.6 Number of Traders in Each Category Total Traders: 154 8 11 . 57 36 23 19 12 5 6 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 1,162,631 Positions 95,996 670,656 6,240 799,103 298,482 107,542 82,057 45,664 4,310 35,980 14,907 205 31,198 14,625 Changes from: September 18, 2018 Total Change is: -162,061 35,866 94,890 -173,059 -8,741 -921 -3,631 19,166 -18,607 -5,991 2,377 -1,801 -388 -27,660 -52,553 Percent of Open Interest Represented by Each Category of Trader 8.3 57.7 0.5 68.7 25.7 9.2 7.1 3.9 0.4 3.1 1.3 0.0 2.7 1.3 Number of Traders in Each Category Total Traders: 414 22 20 7 152 77 78 62 32 13 38 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 115,666 Positions 23,175 47,494 67,581 12,360 0 270 11,460 0 198 590 30 0 32 93 Changes from: September 18, 2018 Total Change is: -135 -160 1,090 -1,015 0 0 0 1,250 0 -210 0 0 0 0 0 Percent of Open Interest Represented by Each Category of Trader 20.0 41.1 58.4 10.7 0.0 0.2 9.9 0.0 0.2 0.5 0.0 0.0 0.0 0.1 Number of Traders in Each Category Total Traders: 33 4 13 8 7 0 . 5 0 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 1,063,053 Positions 13,384 50,124 22,968 428,706 289,041 220,168 45,069 71,277 120,267 31,753 66,963 17,154 163,583 205,091 Changes from: September 18, 2018 Total Change is: -12,107 -2,510 -408 -5,216 11,443 -776 -8,788 -821 10,933 -10,400 3,346 -3,411 -48 887 6,007 Percent of Open Interest Represented by Each Category of Trader 1.3 4.7 2.2 40.3 27.2 20.7 4.2 6.7 11.3 3.0 6.3 1.6 15.4 19.3 Number of Traders in Each Category Total Traders: 191 10 15 16 60 34 56 23 26 39 9 14 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 1,048,756 Positions 11,147 187,151 1,932 605,731 61,931 175,416 34,094 474,105 10,097 63,961 21,659 599 145,779 115,866 Changes from: September 18, 2018 Total Change is: 8,296 973 15,541 304 7,816 -13,572 5,284 -1,252 2,229 -4,697 1,104 2,865 -1,000 -236 1,342 Percent of Open Interest Represented by Each Category of Trader 1.1 17.8 0.2 57.8 5.9 16.7 3.3 45.2 1.0 6.1 2.1 0.1 13.9 11.0 Number of Traders in Each Category Total Traders: 128 . 14 . 60 13 45 7 23 13 5 4 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 2,279,834 Positions 97,484 108,289 29,042 1,048,862 527,198 336,023 318,170 723,787 78,914 220,853 290,080 6,247 144,239 180,254 Changes from: September 18, 2018 Total Change is: 23,668 24,278 20,896 -102 22,871 39,691 -4,009 -22,220 123,393 -19,167 12,803 -133,149 -2,814 12,027 -1,072 Percent of Open Interest Represented by Each Category of Trader 4.3 4.7 1.3 46.0 23.1 14.7 14.0 31.7 3.5 9.7 12.7 0.3 6.3 7.9 Number of Traders in Each Category Total Traders: 349 19 29 11 97 38 68 43 66 40 29 28 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 4,740,290 Positions 138,707 280,134 171,105 2,003,392 958,346 718,501 327,844 1,263,842 416,928 432,929 304,645 97,768 433,115 529,020 Changes from: September 18, 2018 Total Change is: -17,300 -33,194 22,945 -24,573 88,693 42,727 -16,397 68,414 -20,537 -82,470 -24,506 15,767 4,285 2,449 40,954 Percent of Open Interest Represented by Each Category of Trader 2.9 5.9 3.6 42.3 20.2 15.2 6.9 26.7 8.8 9.1 6.4 2.1 9.1 11.2 Number of Traders in Each Category Total Traders: 466 22 39 44 111 93 124 49 87 82 33 32 31 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 608,107 Positions 35,690 37,542 2,027 206,346 225,606 87,490 104,091 33,489 12,871 52,686 39,234 500 106,406 169,348 Changes from: September 18, 2018 Total Change is: -1,025 2,907 1,921 -1,771 -5,185 3,684 -3,097 -158 69 -4,025 4,978 1,396 0 5,326 798 Percent of Open Interest Represented by Each Category of Trader 5.9 6.2 0.3 33.9 37.1 14.4 17.1 5.5 2.1 8.7 6.5 0.1 17.5 27.8 Number of Traders in Each Category Total Traders: 102 4 7 . 22 41 41 7 10 6 5 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 4,632,901 Positions 61,637 423,996 66,800 2,454,095 653,223 820,215 376,170 1,489,567 248,880 233,697 432,118 45,586 325,821 452,515 Changes from: September 18, 2018 Total Change is: -96,205 -15,608 -569 -18,296 76,053 9,541 -58,315 30,310 6,742 -67,087 -46,460 24,681 -4,598 7,797 11,695 Percent of Open Interest Represented by Each Category of Trader 1.3 9.2 1.4 53.0 14.1 17.7 8.1 32.2 5.4 5.0 9.3 1.0 7.0 9.8 Number of Traders in Each Category Total Traders: 357 11 34 17 99 58 86 34 70 56 28 23 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 1,842,397 Positions 502,846 315,888 545,426 19,295 45,008 32,898 150,216 289,399 354,718 41,480 47,639 159,156 36,362 52,265 Changes from: September 18, 2018 Total Change is: 46,349 -3,352 49,559 -3,534 -1,078 -626 1,104 53,280 -1,028 -17,042 1,326 2,631 12,720 2,925 2,565 Percent of Open Interest Represented by Each Category of Trader 27.3 17.1 29.6 1.0 2.4 1.8 8.2 15.7 19.3 2.3 2.6 8.6 2.0 2.8 Number of Traders in Each Category Total Traders: 148 29 22 46 6 5 5 30 32 46 6 12 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is26,234,169 Positions 5,215,792 1,280,195 4,476,396 472,419 2,385,636 2,097,950 1,177,843 2,259,720 10,442,562 116,303 385,824 1,618,938 615,967 1,286,948 Changes from: September 18, 2018 Total Change is: 1,061,663 -166,759 -44,335 270,690 31,903 77,335 95,855 170,212 -46,795 590,963 -20,045 30,644 67,517 21,327 19,789 Percent of Open Interest Represented by Each Category of Trader 19.9 4.9 17.1 1.8 9.1 8.0 4.5 8.6 39.8 0.4 1.5 6.2 2.3 4.9 Number of Traders in Each Category Total Traders: 332 33 49 75 12 38 43 62 78 114 22 26 35 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 21,478 Positions 5,341 2,826 7,647 0 0 0 1,197 3,955 6,965 250 0 0 78 85 Changes from: September 18, 2018 Total Change is: 3,945 -87 -986 2,742 0 0 0 623 1,619 607 50 0 0 10 -37 Percent of Open Interest Represented by Each Category of Trader 24.9 13.2 35.6 0.0 0.0 0.0 5.6 18.4 32.4 1.2 0.0 0.0 0.4 0.4 Number of Traders in Each Category Total Traders: 24 5 4 5 0 0 0 5 9 10 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 30,600 Positions 910 4,700 0 1,217 10,075 0 16,781 12,013 0 11,458 1,353 214 20 2,245 Changes from: September 18, 2018 Total Change is: -819 130 -54 0 -5 -238 0 -148 -14 0 -781 -434 2 -17 -81 Percent of Open Interest Represented by Each Category of Trader 3.0 15.4 0.0 4.0 32.9 0.0 54.8 39.3 0.0 37.4 4.4 0.7 0.1 7.3 Number of Traders in Each Category Total Traders: 38 . 4 0 . 11 0 . 8 0 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 16,966 Positions 2,345 3,797 0 1,054 2,427 9 13,532 7,357 0 0 1,580 0 26 1,796 Changes from: September 18, 2018 Total Change is: 196 -2 492 0 0 -1 0 178 70 0 0 -250 0 20 -115 Percent of Open Interest Represented by Each Category of Trader 13.8 22.4 0.0 6.2 14.3 0.1 79.8 43.4 0.0 0.0 9.3 0.0 0.2 10.6 Number of Traders in Each Category Total Traders: 26 . . 0 . 7 . . 6 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 3,815 Positions 55 0 0 27 0 0 721 1,948 281 989 1,017 18 1,724 551 Changes from: September 18, 2018 Total Change is: -1,029 0 0 0 -51 0 0 -483 -115 -239 24 -540 -37 -243 -98 Percent of Open Interest Represented by Each Category of Trader 1.4 0.0 0.0 0.7 0.0 0.0 18.9 51.1 7.4 25.9 26.7 0.5 45.2 14.4 Number of Traders in Each Category Total Traders: 46 . 0 0 . 0 0 9 12 5 18 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 2,746 Positions 0 1 35 0 131 18 1,412 1,420 277 213 539 2 789 323 Changes from: September 18, 2018 Total Change is: 4 0 1 35 0 -9 8 -154 38 74 123 -115 -13 -69 -15 Percent of Open Interest Represented by Each Category of Trader 0.0 0.0 1.3 0.0 4.8 0.7 51.4 51.7 10.1 7.8 19.6 0.1 28.7 11.8 Number of Traders in Each Category Total Traders: 35 0 . . 0 . . 9 12 . 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 52,822 Positions 4,780 41,147 0 14,325 606 406 15,198 5,728 1,622 10,786 1,168 62 5,643 2,084 Changes from: September 18, 2018 Total Change is: -4,165 200 0 0 -2,393 193 0 -849 -5,077 242 -837 231 -14 -514 260 Percent of Open Interest Represented by Each Category of Trader 9.0 77.9 0.0 27.1 1.1 0.8 28.8 10.8 3.1 20.4 2.2 0.1 10.7 3.9 Number of Traders in Each Category Total Traders: 115 . . 0 13 4 . 31 19 13 34 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 527,409 Positions 94,213 2,468 28,924 118,853 92,540 31,779 66,086 188,998 121,131 16,492 7,447 23,771 26,160 30,351 Changes from: September 18, 2018 Total Change is: -12,701 17,977 -8,944 -9,555 -4,332 16,827 2,367 -1,637 6,143 -20,255 2,256 1,409 32 446 -725 Percent of Open Interest Represented by Each Category of Trader 17.9 0.5 5.5 22.5 17.5 6.0 12.5 35.8 23.0 3.1 1.4 4.5 5.0 5.8 Number of Traders in Each Category Total Traders: 235 21 4 19 19 44 25 39 62 54 15 17 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 25,242 Positions 996 0 0 20,350 31 274 580 23,684 242 1,816 133 775 209 103 Changes from: September 18, 2018 Total Change is: -11,436 -317 -3,146 -210 -12 0 0 -9,452 -5,548 -1,373 456 -645 -517 -11 3 Percent of Open Interest Represented by Each Category of Trader 3.9 0.0 0.0 80.6 0.1 1.1 2.3 93.8 1.0 7.2 0.5 3.1 0.8 0.4 Number of Traders in Each Category Total Traders: 43 . 0 0 12 . . 4 13 . 9 . . -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 29, 2018