Traders in Financial Futures - Futures Only Positions as of August 7, 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 144,934
Positions
38,721 20,771 544 35,984 26,519 2,602 21,633 51,288 7,715 8,374 1,304 446 28,915 33,745
Changes from: July 31, 2018 Total Change is: 4,681
-6,269 1,533 5 4,873 577 160 5,551 918 -408 199 31 -36 606 1,901
Percent of Open Interest Represented by Each Category of Trader
26.7 14.3 0.4 24.8 18.3 1.8 14.9 35.4 5.3 5.8 0.9 0.3 20.0 23.3
Number of Traders in Each Category Total Traders: 113
10 4 . 12 16 4 23 36 17 8 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 90,930
Positions
71,893 2,232 1 1,147 18,107 283 10,854 42,383 228 453 1,625 0 6,071 26,071
Changes from: July 31, 2018 Total Change is: -169
1,145 -363 0 31 311 0 -717 962 -117 0 0 0 -511 -962
Percent of Open Interest Represented by Each Category of Trader
79.1 2.5 0.0 1.3 19.9 0.3 11.9 46.6 0.3 0.5 1.8 0.0 6.7 28.7
Number of Traders in Each Category Total Traders: 57
7 . . . 12 . 8 23 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 219,746
Positions
93,463 6,763 5,646 41,830 84,304 2,887 45,646 65,266 3,804 1,580 8,799 25 24,865 42,252
Changes from: July 31, 2018 Total Change is: 29,450
16,121 -827 4,411 113 2,033 -994 8,515 19,451 149 -507 404 -100 1,742 4,923
Percent of Open Interest Represented by Each Category of Trader
42.5 3.1 2.6 19.0 38.4 1.3 20.8 29.7 1.7 0.7 4.0 0.0 11.3 19.2
Number of Traders in Each Category Total Traders: 125
9 4 . 13 25 9 24 42 16 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 187,902
Positions
86,028 4,702 415 34,557 43,786 4,086 35,328 84,488 5,615 2,202 1,588 119 19,552 43,103
Changes from: July 31, 2018 Total Change is: -9,664
-181 535 -42 -543 -2,557 -482 -7,623 -5,102 222 -776 -900 17 -256 -1,355
Percent of Open Interest Represented by Each Category of Trader
45.8 2.5 0.2 18.4 23.3 2.2 18.8 45.0 3.0 1.2 0.8 0.1 10.4 22.9
Number of Traders in Each Category Total Traders: 123
10 . . 13 25 8 26 39 17 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 507,186
Positions
52,529 146,536 5,465 272,927 122,203 32,210 35,743 118,267 7,568 18,520 8,242 1,074 81,150 65,621
Changes from: July 31, 2018 Total Change is: 7,465
5,042 -22,275 1,211 961 6,563 -694 1,475 16,907 889 824 -1,133 197 -2,440 5,800
Percent of Open Interest Represented by Each Category of Trader
10.4 28.9 1.1 53.8 24.1 6.4 7.0 23.3 1.5 3.7 1.6 0.2 16.0 12.9
Number of Traders in Each Category Total Traders: 279
19 10 12 87 37 41 27 64 20 22 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 34,915
Positions
489 17,340 0 16,557 6,934 2,342 1,144 4,087 0 0 771 5 14,378 3,436
Changes from: July 31, 2018 Total Change is: 532
3 -402 0 -429 250 26 617 1,157 0 0 0 0 315 -499
Percent of Open Interest Represented by Each Category of Trader
1.4 49.7 0.0 47.4 19.9 6.7 3.3 11.7 0.0 0.0 2.2 0.0 41.2 9.8
Number of Traders in Each Category Total Traders: 32
. . 0 15 6 8 . 5 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 25,898
Positions
3,793 6,212 545 8,614 11,842 2,156 4,843 0 0 0 0 0 5,947 5,143
Changes from: July 31, 2018 Total Change is: 203
-18 0 17 -8 -133 135 794 0 0 0 0 0 -717 184
Percent of Open Interest Represented by Each Category of Trader
14.6 24.0 2.1 33.3 45.7 8.3 18.7 0.0 0.0 0.0 0.0 0.0 23.0 19.9
Number of Traders in Each Category Total Traders: 21
. . . 6 8 8 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 141,237
Positions
90,903 4,125 442 6,496 40,459 1,016 20,513 51,130 3,489 444 565 0 17,934 40,011
Changes from: July 31, 2018 Total Change is: 3,912
4,625 -277 84 418 -1,802 6 -831 3,668 -548 -33 184 0 191 2,597
Percent of Open Interest Represented by Each Category of Trader
64.4 2.9 0.3 4.6 28.6 0.7 14.5 36.2 2.5 0.3 0.4 0.0 12.7 28.3
Number of Traders in Each Category Total Traders: 88
11 . 4 6 16 4 13 36 17 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 25,429
Positions
0 15,802 0 21,576 158 0 1,885 8,215 4 100 0 0 1,864 1,250
Changes from: July 31, 2018 Total Change is: -1,229
0 107 0 -406 4 0 -279 -1,440 -14 -411 0 0 -119 114
Percent of Open Interest Represented by Each Category of Trader
0.0 62.1 0.0 84.8 0.6 0.0 7.4 32.3 0.0 0.4 0.0 0.0 7.3 4.9
Number of Traders in Each Category Total Traders: 25
0 5 0 5 . 0 6 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 198,476
Positions
550 106,032 4,999 113,364 2,294 154 68,598 66,398 1,323 2,154 12,686 0 7,334 4,590
Changes from: July 31, 2018 Total Change is: 8,709
-485 3,371 316 -2,347 -2,106 -14 11,677 6,466 199 -1,587 124 0 950 353
Percent of Open Interest Represented by Each Category of Trader
0.3 53.4 2.5 57.1 1.2 0.1 34.6 33.5 0.7 1.1 6.4 0.0 3.7 2.3
Number of Traders in Each Category Total Traders: 134
. 11 . 22 6 . 39 32 10 11 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 30,896
Positions
21,051 2,123 0 0 19,297 0 7,306 6,112 62 962 1,005 3 1,512 2,294
Changes from: July 31, 2018 Total Change is: -10,447
-5,949 -1,932 -1,071 -1,853 -4,201 0 -382 -972 -1,458 202 -789 0 64 -24
Percent of Open Interest Represented by Each Category of Trader
68.1 6.9 0.0 0.0 62.5 0.0 23.6 19.8 0.2 3.1 3.3 0.0 4.9 7.4
Number of Traders in Each Category Total Traders: 36
. . 0 0 . 0 10 13 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 51,319
Positions
36,732 300 0 654 10,831 0 9,558 30,703 1,469 0 989 5 2,901 7,022
Changes from: July 31, 2018 Total Change is: -497
385 -175 -10 43 -1,581 0 -487 1,946 -952 -110 105 1 633 169
Percent of Open Interest Represented by Each Category of Trader
71.6 0.6 0.0 1.3 21.1 0.0 18.6 59.8 2.9 0.0 1.9 0.0 5.7 13.7
Number of Traders in Each Category Total Traders: 88
9 . 0 . 19 0 15 36 8 0 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 10,900
Positions
3,934 1,530 0 5,762 2,076 0 0 5,381 10 0 664 0 1,194 1,239
Changes from: July 31, 2018 Total Change is: 151
-79 0 0 888 -57 0 -661 -90 -25 -170 314 0 198 9
Percent of Open Interest Represented by Each Category of Trader
36.1 14.0 0.0 52.9 19.0 0.0 0.0 49.4 0.1 0.0 6.1 0.0 11.0 11.4
Number of Traders in Each Category Total Traders: 21
. . 0 . . 0 0 8 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 50,128
Positions
10,313 30,973 885 8,956 0 360 18,109 8,602 1,336 1,407 984 20 8,744 6,969
Changes from: July 31, 2018 Total Change is: 3,464
-6 2,413 12 -249 0 -3 3,129 809 303 188 107 -61 151 -116
Percent of Open Interest Represented by Each Category of Trader
20.6 61.8 1.8 17.9 0.0 0.7 36.1 17.2 2.7 2.8 2.0 0.0 17.4 13.9
Number of Traders in Each Category Total Traders: 105
12 24 5 16 0 . 32 12 7 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 100,255
Positions
20,626 61,946 1,769 17,912 0 719 36,217 17,204 2,672 2,814 1,968 39 17,487 13,938
Changes from: July 31, 2018 Total Change is: 6,927
-12 4,825 24 -497 0 -6 6,258 1,618 605 376 214 -122 301 -231
Percent of Open Interest Represented by Each Category of Trader
20.6 61.8 1.8 17.9 0.0 0.7 36.1 17.2 2.7 2.8 2.0 0.0 17.4 13.9
Number of Traders in Each Category Total Traders: 105
12 24 5 16 0 . 32 12 7 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 29,130
Positions
4,679 23,283 0 22,482 1,582 257 0 3,275 0 0 461 0 1,712 272
Changes from: July 31, 2018 Total Change is: 1,362
1,190 469 0 351 -1 1 0 801 0 0 0 0 -180 92
Percent of Open Interest Represented by Each Category of Trader
16.1 79.9 0.0 77.2 5.4 0.9 0.0 11.2 0.0 0.0 1.6 0.0 5.9 0.9
Number of Traders in Each Category Total Traders: 26
4 7 0 11 . 4 0 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 631,017
Positions
46,636 99,090 42,545 279,316 188,170 53,437 68,888 92,792 21,644 21,790 41,778 7,468 89,293 84,093
Changes from: July 31, 2018 Total Change is: 15,758
4,218 -2,503 83 6,072 -788 -179 1,118 9,575 1,407 217 828 476 2,346 6,858
Percent of Open Interest Represented by Each Category of Trader
7.4 15.7 6.7 44.3 29.8 8.5 10.9 14.7 3.4 3.5 6.6 1.2 14.2 13.3
Number of Traders in Each Category Total Traders: 590
29 38 20 164 92 104 78 119 81 31 39 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 64,923
Positions
33,838 13,985 0 6,368 17,847 193 5,713 1,097 133 4,106 3 32 14,540 31,633
Changes from: July 31, 2018 Total Change is: 2,190
2,517 35 0 53 -415 177 163 -1,011 133 312 3 0 -1,165 3,268
Percent of Open Interest Represented by Each Category of Trader
52.1 21.5 0.0 9.8 27.5 0.3 8.8 1.7 0.2 6.3 0.0 0.0 22.4 48.7
Number of Traders in Each Category Total Traders: 45
8 8 0 4 4 . 10 6 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 25,516
Positions
1,068 24,406 0 8,621 0 290 12,187 325 0 767 0 0 2,583 495
Changes from: July 31, 2018 Total Change is: -1,031
0 -888 0 -373 0 0 -4 -86 0 -400 0 0 -254 -57
Percent of Open Interest Represented by Each Category of Trader
4.2 95.6 0.0 33.8 0.0 1.1 47.8 1.3 0.0 3.0 0.0 0.0 10.1 1.9
Number of Traders in Each Category Total Traders: 28
4 9 0 6 0 . 7 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 2,830,470
Positions
192,084 553,619 84,632 1,373,200 860,077 257,757 339,650 482,248 83,779 90,801 211,256 34,801 373,766 262,301
Changes from: July 31, 2018 Total Change is: 67,838
18,126 -3,067 -9,206 30,090 -1,869 -1,777 6,593 54,751 4,551 992 5,588 915 17,554 17,952
Percent of Open Interest Represented by Each Category of Trader
6.8 19.6 3.0 48.5 30.4 9.1 12.0 17.0 3.0 3.2 7.5 1.2 13.2 9.3
Number of Traders in Each Category Total Traders: 586
28 39 20 166 90 103 77 119 78 29 38 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 30,297
Positions
5,380 27,093 0 19,304 0 1,603 961 0 0 721 841 0 2,328 760
Changes from: July 31, 2018 Total Change is: -911
837 -574 -1 -2,020 0 3 22 0 0 0 -280 0 248 -59
Percent of Open Interest Represented by Each Category of Trader
17.8 89.4 0.0 63.7 0.0 5.3 3.2 0.0 0.0 2.4 2.8 0.0 7.7 2.5
Number of Traders in Each Category Total Traders: 22
. 8 0 7 0 . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 8,660
Positions
834 7,759 0 3,999 417 0 267 0 0 1,756 0 0 1,804 484
Changes from: July 31, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
9.6 89.6 0.0 46.2 4.8 0.0 3.1 0.0 0.0 20.3 0.0 0.0 20.8 5.6
Number of Traders in Each Category Total Traders: 20
. 11 0 . . 0 . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 14,426
Positions
6,683 10,295 62 5,415 1,365 427 299 1,324 23 0 365 0 1,517 565
Changes from: July 31, 2018 Total Change is: 136
1,157 -209 0 223 0 141 -28 0 0 -1,035 365 0 -322 -161
Percent of Open Interest Represented by Each Category of Trader
46.3 71.4 0.4 37.5 9.5 3.0 2.1 9.2 0.2 0.0 2.5 0.0 10.5 3.9
Number of Traders in Each Category Total Traders: 24
5 9 . 6 . . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 30,358
Positions
18,963 24,492 0 8,312 1,038 395 695 651 0 0 2,476 0 1,993 1,306
Changes from: July 31, 2018 Total Change is: 1,828
-920 5,255 0 2,780 -3,511 0 0 -172 -106 0 0 0 74 362
Percent of Open Interest Represented by Each Category of Trader
62.5 80.7 0.0 27.4 3.4 1.3 2.3 2.1 0.0 0.0 8.2 0.0 6.6 4.3
Number of Traders in Each Category Total Traders: 29
7 7 0 7 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 82,913
Positions
4,316 39,177 538 40,340 29,886 4,422 19,662 2,941 1,008 0 824 0 12,627 4,117
Changes from: July 31, 2018 Total Change is: 340
394 203 -2 -760 -345 -100 1,232 285 -107 0 0 0 -317 406
Percent of Open Interest Represented by Each Category of Trader
5.2 47.3 0.6 48.7 36.0 5.3 23.7 3.5 1.2 0.0 1.0 0.0 15.2 5.0
Number of Traders in Each Category Total Traders: 84
5 10 . 33 13 11 16 5 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 48,994
Positions
13,272 14,469 325 13,903 10,009 950 10,790 12,978 716 2,252 1,733 40 6,746 7,775
Changes from: July 31, 2018 Total Change is: 1,073
1,788 601 -26 602 61 -121 -1,450 -268 -54 657 301 15 -337 564
Percent of Open Interest Represented by Each Category of Trader
27.1 29.5 0.7 28.4 20.4 1.9 22.0 26.5 1.5 4.6 3.5 0.1 13.8 15.9
Number of Traders in Each Category Total Traders: 282
22 21 7 55 33 23 33 74 23 19 25 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 244,972
Positions
66,362 72,344 1,624 69,515 50,045 4,751 53,948 64,889 3,582 11,260 8,665 198 33,732 38,874
Changes from: July 31, 2018 Total Change is: 5,364
8,938 3,003 -132 3,009 307 -607 -7,250 -1,338 -271 3,285 1,504 76 -1,684 2,822
Percent of Open Interest Represented by Each Category of Trader
27.1 29.5 0.7 28.4 20.4 1.9 22.0 26.5 1.5 4.6 3.5 0.1 13.8 15.9
Number of Traders in Each Category Total Traders: 282
22 21 7 55 33 23 33 74 23 19 25 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 549,595
Positions
51,423 170,415 2,870 256,075 158,085 36,035 148,427 140,854 12,947 16,924 9,950 271 24,623 18,168
Changes from: July 31, 2018 Total Change is: -5,631
2,445 -12,034 -182 -2,152 20,854 -1,673 362 -7,284 -2,771 -333 -205 0 -1,327 -2,336
Percent of Open Interest Represented by Each Category of Trader
9.4 31.0 0.5 46.6 28.8 6.6 27.0 25.6 2.4 3.1 1.8 0.0 4.5 3.3
Number of Traders in Each Category Total Traders: 316
18 26 4 85 48 37 63 56 30 13 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 30,058
Positions
2,113 19,215 1 17,927 971 523 2,803 5,687 284 904 923 0 5,503 2,454
Changes from: July 31, 2018 Total Change is: 501
-90 3,000 0 -681 1 -3 1,384 -1,508 11 0 -76 0 -120 -924
Percent of Open Interest Represented by Each Category of Trader
7.0 63.9 0.0 59.6 3.2 1.7 9.3 18.9 0.9 3.0 3.1 0.0 18.3 8.2
Number of Traders in Each Category Total Traders: 48
. 4 . 18 . . 8 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 51,610
Positions
5,722 9,361 387 23,891 7,084 2,026 10,253 9,688 184 1,260 1,343 0 7,887 21,537
Changes from: July 31, 2018 Total Change is: -2,816
1,169 -1,384 0 305 -14,622 294 -3,341 2,475 -147 -359 0 0 -737 10,568
Percent of Open Interest Represented by Each Category of Trader
11.1 18.1 0.7 46.3 13.7 3.9 19.9 18.8 0.4 2.4 2.6 0.0 15.3 41.7
Number of Traders in Each Category Total Traders: 67
8 10 . 12 5 6 15 13 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 287,744
Positions
35,128 175,315 2,736 183,971 76,421 17,521 35,249 7,908 1,099 2,562 1,697 0 9,478 5,047
Changes from: July 31, 2018 Total Change is: -7,410
-331 -11,100 20 -4,041 3,059 1,253 -5,197 641 518 4 -352 0 364 -1,449
Percent of Open Interest Represented by Each Category of Trader
12.2 60.9 1.0 63.9 26.6 6.1 12.3 2.7 0.4 0.9 0.6 0.0 3.3 1.8
Number of Traders in Each Category Total Traders: 154
9 14 . 56 31 24 25 11 5 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 1,012,893
Positions
44,384 562,846 6,668 667,344 219,119 97,886 117,124 72,726 9,187 40,418 28,707 770 29,112 14,984
Changes from: July 31, 2018 Total Change is: 9,365
1,666 20,750 31 11,861 -8,630 -2,924 -428 -3,957 1,365 -1,906 671 22 -322 2,037
Percent of Open Interest Represented by Each Category of Trader
4.4 55.6 0.7 65.9 21.6 9.7 11.6 7.2 0.9 4.0 2.8 0.1 2.9 1.5
Number of Traders in Each Category Total Traders: 415
25 22 9 150 74 72 57 39 15 38 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 114,156
Positions
22,393 42,546 70,809 10,639 0 270 8,985 0 408 620 30 0 32 93
Changes from: July 31, 2018 Total Change is: 279
-20 221 58 1 0 0 240 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
19.6 37.3 62.0 9.3 0.0 0.2 7.9 0.0 0.4 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 33
. 14 8 8 0 . 5 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 844,657
Positions
15,633 76,662 6,139 333,571 230,877 182,619 116,304 114,907 11,635 35,675 41,367 1,183 141,898 179,268
Changes from: July 31, 2018 Total Change is: 19,356
-644 3,331 -1,428 6,099 -3,448 1,509 11,871 20,267 1,550 547 1,329 183 -331 -3,937
Percent of Open Interest Represented by Each Category of Trader
1.9 9.1 0.7 39.5 27.3 21.6 13.8 13.6 1.4 4.2 4.9 0.1 16.8 21.2
Number of Traders in Each Category Total Traders: 188
8 19 5 52 32 44 39 18 29 10 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 1,034,439
Positions
8,562 198,941 4,322 567,954 70,058 160,150 80,235 460,724 15,195 62,608 23,539 606 134,807 100,904
Changes from: July 31, 2018 Total Change is: 11,427
1,232 -13,314 3,196 -9,306 -644 5,410 5,685 4,185 8,586 527 3,108 46 -3,949 854
Percent of Open Interest Represented by Each Category of Trader
0.8 19.2 0.4 54.9 6.8 15.5 7.8 44.5 1.5 6.1 2.3 0.1 13.0 9.8
Number of Traders in Each Category Total Traders: 134
. 19 4 57 9 39 13 25 21 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 1,950,521
Positions
56,716 200,192 15,203 821,738 323,796 259,234 396,887 523,055 106,598 174,680 343,905 1,543 117,922 176,995
Changes from: July 31, 2018 Total Change is: -9,354
-8,363 23,429 1,614 6,328 -8,384 -12,686 1,106 -16,722 -1,521 5,867 11,037 -173 -1,526 -5,948
Percent of Open Interest Represented by Each Category of Trader
2.9 10.3 0.8 42.1 16.6 13.3 20.3 26.8 5.5 9.0 17.6 0.1 6.0 9.1
Number of Traders in Each Category Total Traders: 338
13 29 7 88 41 63 56 65 46 21 25 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,779,842
Positions
100,860 287,302 30,853 1,672,015 831,868 530,509 479,264 1,130,604 172,988 424,896 239,532 27,723 340,734 528,463
Changes from: July 31, 2018 Total Change is: 18,838
-30,598 56,113 -5,024 52,720 5,581 -18,070 35,731 -22,685 3,684 -25,708 -1,705 -67 6,170 1,011
Percent of Open Interest Represented by Each Category of Trader
2.7 7.6 0.8 44.2 22.0 14.0 12.7 29.9 4.6 11.2 6.3 0.7 9.0 14.0
Number of Traders in Each Category Total Traders: 438
20 42 14 90 92 97 57 90 62 24 23 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 572,410
Positions
30,861 16,131 6,296 190,016 195,784 74,050 102,833 53,306 15,035 48,222 40,116 511 104,586 171,181
Changes from: July 31, 2018 Total Change is: -10,979
581 -9,997 78 -13,167 -2,536 4,703 -4,487 4,997 -2,803 0 2,303 5 4,111 -7,729
Percent of Open Interest Represented by Each Category of Trader
5.4 2.8 1.1 33.2 34.2 12.9 18.0 9.3 2.6 8.4 7.0 0.1 18.3 29.9
Number of Traders in Each Category Total Traders: 104
6 5 . 19 38 36 13 12 9 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 4,184,333
Positions
87,860 312,776 67,537 2,102,933 532,299 684,699 421,494 1,606,910 214,245 297,523 321,390 21,402 286,640 423,075
Changes from: July 31, 2018 Total Change is: 226,543
3,677 67,607 7,696 110,109 27,426 2,498 31,473 69,620 65,182 -23 2,399 325 5,606 -16,210
Percent of Open Interest Represented by Each Category of Trader
2.1 7.5 1.6 50.3 12.7 16.4 10.1 38.4 5.1 7.1 7.7 0.5 6.9 10.1
Number of Traders in Each Category Total Traders: 342
14 36 9 82 59 75 39 68 42 22 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 1,778,908
Positions
432,867 327,630 531,137 10,350 15,056 37,518 60,779 234,853 442,066 152,592 52,641 77,810 33,789 60,197
Changes from: July 31, 2018 Total Change is: -210,219
-25,297 -138,170 -26,155 -24,863 -5,899 -5,038 -33,295 34,238 -48,922 -32,344 -1,574 -17,072 2,767 -1,627
Percent of Open Interest Represented by Each Category of Trader
24.3 18.4 29.9 0.6 0.8 2.1 3.4 13.2 24.9 8.6 3.0 4.4 1.9 3.4
Number of Traders in Each Category Total Traders: 144
25 26 43 . 4 5 28 38 47 8 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 is14,039,548
Positions
6,011,692 1,130,354 1,964,325 375,234 1,916,257 1,348,157 720,833 3,423,225 2,271,695 289,798 233,466 481,583 576,231 1,270,486
Changes from: July 31, 2018 Total Change is: -11,724
-52,383 79,584 -41,904 37,050 25,393 -83,223 33,997 -24,643 44,106 51,764 3,176 -30,850 29,719 16,637
Percent of Open Interest Represented by Each Category of Trader
42.8 8.1 14.0 2.7 13.6 9.6 5.1 24.4 16.2 2.1 1.7 3.4 4.1 9.0
Number of Traders in Each Category Total Traders: 289
35 39 61 8 28 32 33 100 102 12 17 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 9,674
Positions
3,179 2,912 3,014 0 0 0 1,253 1,146 2,161 0 200 0 67 241
Changes from: July 31, 2018 Total Change is: 857
121 421 -167 0 0 0 179 -134 706 0 0 0 18 31
Percent of Open Interest Represented by Each Category of Trader
32.9 30.1 31.2 0.0 0.0 0.0 13.0 11.8 22.3 0.0 2.1 0.0 0.7 2.5
Number of Traders in Each Category Total Traders: 22
. . 4 0 0 0 6 5 10 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 13,100
Positions
8,186 3,737 1,523 0 0 0 189 4,676 2,899 200 0 0 103 265
Changes from: July 31, 2018 Total Change is: -1,265
-1,390 -996 729 0 0 0 -53 -510 -437 200 0 0 -314 -51
Percent of Open Interest Represented by Each Category of Trader
62.5 28.5 11.6 0.0 0.0 0.0 1.4 35.7 22.1 1.5 0.0 0.0 0.8 2.0
Number of Traders in Each Category Total Traders: 22
4 . . 0 0 0 . 12 10 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 29,675
Positions
1,332 2,667 0 146 9,730 0 15,905 14,376 0 12,021 2,595 208 63 99
Changes from: July 31, 2018 Total Change is: -2,376
-1,516 -520 0 0 -130 0 -1,267 -1,138 0 450 -620 -7 -36 39
Percent of Open Interest Represented by Each Category of Trader
4.5 9.0 0.0 0.5 32.8 0.0 53.6 48.4 0.0 40.5 8.7 0.7 0.2 0.3
Number of Traders in Each Category Total Traders: 43
. 5 0 . 11 0 4 10 0 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 17,143
Positions
3,230 3,448 0 723 2,493 9 13,119 9,346 0 0 1,796 0 62 51
Changes from: July 31, 2018 Total Change is: 1,646
13 -104 0 0 45 0 1,605 2,217 0 0 -470 0 28 -42
Percent of Open Interest Represented by Each Category of Trader
18.8 20.1 0.0 4.2 14.5 0.1 76.5 54.5 0.0 0.0 10.5 0.0 0.4 0.3
Number of Traders in Each Category Total Traders: 30
. 4 0 . 7 . 4 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 Eris Standard- Initial - ERIS FUTURES EXCHANGE 1 million USD notional principal
CFTC Code #ZB9105 Open Interest is 79,763
Positions
2,782 0 37,887 1,707 0 0 3,803 13,914 26,407 6,900 1,303 246 31 6
Changes from: July 31, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
3.5 0.0 47.5 2.1 0.0 0.0 4.8 17.4 33.1 8.7 1.6 0.3 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. 0 . . 0 0 . 4 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 4,454
Positions
55 0 0 26 0 0 754 1,795 438 1,019 1,670 2 2,160 549
Changes from: July 31, 2018 Total Change is: -217
0 0 0 1 -79 0 -599 -595 202 123 207 0 56 48
Percent of Open Interest Represented by Each Category of Trader
1.2 0.0 0.0 0.6 0.0 0.0 16.9 40.3 9.8 22.9 37.5 0.0 48.5 12.3
Number of Traders in Each Category Total Traders: 45
. 0 0 . 0 0 7 11 4 18 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 2,732
Positions
0 0 0 0 143 23 1,481 1,454 293 135 470 0 800 349
Changes from: July 31, 2018 Total Change is: -331
0 0 0 0 -66 14 -241 -515 35 -124 130 0 -15 71
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 5.2 0.8 54.2 53.2 10.7 4.9 17.2 0.0 29.3 12.8
Number of Traders in Each Category Total Traders: 33
0 0 0 0 4 . 8 13 4 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 53,915
Positions
1,304 33,874 0 16,455 440 422 17,817 13,503 1,997 7,520 1,447 129 8,271 2,103
Changes from: July 31, 2018 Total Change is: 855
-2,420 1,513 0 1,782 -134 -48 2,819 -182 -361 -1,163 -245 0 246 312
Percent of Open Interest Represented by Each Category of Trader
2.4 62.8 0.0 30.5 0.8 0.8 33.0 25.0 3.7 13.9 2.7 0.2 15.3 3.9
Number of Traders in Each Category Total Traders: 131
. . 0 15 4 . 41 17 10 38 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 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 476,020
Positions
58,341 9,591 28,805 123,616 71,112 21,258 71,447 182,355 107,738 20,612 4,362 17,465 26,738 33,334
Changes from: July 31, 2018 Total Change is: 60,555
4,639 2,641 4,217 5,696 7,701 5,951 11,374 14,232 23,997 2,544 -828 1,911 226 733
Percent of Open Interest Represented by Each Category of Trader
12.3 2.0 6.1 26.0 14.9 4.5 15.0 38.3 22.6 4.3 0.9 3.7 5.6 7.0
Number of Traders in Each Category Total Traders: 246
16 7 16 26 40 23 51 65 59 13 11 19
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Traders in Financial Futures - Futures Only Positions as of August 7, 2018
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 32,343
Positions
1,041 3,146 0 22,612 0 210 5,523 25,178 242 1,341 2,363 1,175 199 29
Changes from: July 31, 2018 Total Change is: -385
35 0 0 -495 0 0 18 -1,524 0 0 1,096 44 13 -1
Percent of Open Interest Represented by Each Category of Trader
3.2 9.7 0.0 69.9 0.0 0.6 17.1 77.8 0.7 4.1 7.3 3.6 0.6 0.1
Number of Traders in Each Category Total Traders: 41
. . 0 10 0 . 6 10 . 8 . .
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Updated August 10, 2018