Traders in Financial Futures - Futures Only Positions as of August 21, 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 145,677
Positions
36,217 20,991 634 39,176 29,572 2,437 19,999 51,289 7,351 8,038 1,807 445 31,380 31,151
Changes from: August 14, 2018 Total Change is: 972
-4,575 382 86 2,295 1,804 -31 2,271 2,760 -661 73 432 9 1,505 -3,809
Percent of Open Interest Represented by Each Category of Trader
24.9 14.4 0.4 26.9 20.3 1.7 13.7 35.2 5.0 5.5 1.2 0.3 21.5 21.4
Number of Traders in Each Category Total Traders: 109
9 4 . 11 18 4 19 36 13 7 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 90,905
Positions
67,733 2,308 57 1,118 19,443 213 11,983 42,951 944 453 1,625 0 8,404 23,364
Changes from: August 14, 2018 Total Change is: 137
-4,265 321 0 -1 590 -70 2,013 1,802 229 0 0 0 2,231 -2,735
Percent of Open Interest Represented by Each Category of Trader
74.5 2.5 0.1 1.2 21.4 0.2 13.2 47.2 1.0 0.5 1.8 0.0 9.2 25.7
Number of Traders in Each Category Total Traders: 63
8 . . . 13 . 9 26 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 267,219
Positions
123,500 5,347 2,551 42,642 95,187 3,435 65,167 98,599 5,839 1,453 8,690 313 22,319 47,258
Changes from: August 14, 2018 Total Change is: 21,729
18,280 -463 -209 -257 4,194 -232 3,968 17,618 1,861 -1 -485 223 -1,904 -778
Percent of Open Interest Represented by Each Category of Trader
46.2 2.0 1.0 16.0 35.6 1.3 24.4 36.9 2.2 0.5 3.3 0.1 8.4 17.7
Number of Traders in Each Category Total Traders: 132
11 . 4 12 27 9 22 48 17 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 189,698
Positions
72,834 11,807 1,558 34,892 44,136 4,358 44,806 76,477 6,671 2,360 1,178 162 22,057 43,351
Changes from: August 14, 2018 Total Change is: 3,864
-4,889 6,709 1,030 -1,786 1,933 111 6,224 -7,750 2,125 253 -542 26 770 222
Percent of Open Interest Represented by Each Category of Trader
38.4 6.2 0.8 18.4 23.3 2.3 23.6 40.3 3.5 1.2 0.6 0.1 11.6 22.9
Number of Traders in Each Category Total Traders: 125
8 5 . 17 23 9 29 37 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 532,137
Positions
68,989 131,583 4,906 273,623 130,961 30,939 45,328 147,602 8,207 21,156 7,542 1,157 77,832 69,240
Changes from: August 14, 2018 Total Change is: 5,566
9,306 1,490 -735 1,904 332 263 196 4,612 -267 -1,776 -308 68 -3,393 111
Percent of Open Interest Represented by Each Category of Trader
13.0 24.7 0.9 51.4 24.6 5.8 8.5 27.7 1.5 4.0 1.4 0.2 14.6 13.0
Number of Traders in Each Category Total Traders: 282
23 9 11 84 39 42 28 64 25 23 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 36,057
Positions
497 17,281 0 16,341 6,264 2,262 1,144 6,302 1 0 771 5 15,807 3,171
Changes from: August 14, 2018 Total Change is: -370
-7 9 0 -37 -25 -29 0 -361 1 0 0 0 -298 35
Percent of Open Interest Represented by Each Category of Trader
1.4 47.9 0.0 45.3 17.4 6.3 3.2 17.5 0.0 0.0 2.1 0.0 43.8 8.8
Number of Traders in Each Category Total Traders: 30
. . 0 14 5 8 . 5 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 29,084
Positions
4,811 6,212 545 8,243 13,061 2,016 7,240 0 0 0 0 0 6,229 7,250
Changes from: August 14, 2018 Total Change is: 1,098
925 0 0 43 1,257 -143 392 -650 0 0 0 0 -119 634
Percent of Open Interest Represented by Each Category of Trader
16.5 21.4 1.9 28.3 44.9 6.9 24.9 0.0 0.0 0.0 0.0 0.0 21.4 24.9
Number of Traders in Each Category Total Traders: 20
. . . 5 8 8 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 145,299
Positions
94,062 3,403 1,609 6,195 39,049 1,216 19,292 51,827 3,193 1,799 1,083 0 17,933 43,919
Changes from: August 14, 2018 Total Change is: -3,939
2,488 -577 379 -319 -2,127 202 -1,770 -1,412 -126 -2,067 453 0 -2,726 -731
Percent of Open Interest Represented by Each Category of Trader
64.7 2.3 1.1 4.3 26.9 0.8 13.3 35.7 2.2 1.2 0.7 0.0 12.3 30.2
Number of Traders in Each Category Total Traders: 97
12 . . 6 17 4 17 36 15 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 19,949
Positions
0 14,774 9 10,684 141 0 7,101 2,851 142 410 100 0 1,603 1,932
Changes from: August 14, 2018 Total Change is: -81
0 -510 5 -1,113 -10 0 1,085 105 138 25 0 0 -221 191
Percent of Open Interest Represented by Each Category of Trader
0.0 74.1 0.0 53.6 0.7 0.0 35.6 14.3 0.7 2.1 0.5 0.0 8.0 9.7
Number of Traders in Each Category Total Traders: 28
0 5 . 4 . 0 8 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 213,196
Positions
550 111,816 5,061 124,566 2,290 0 71,522 76,206 864 3,070 13,782 0 7,563 3,177
Changes from: August 14, 2018 Total Change is: 5,842
0 1,552 468 4,221 164 0 -390 2,522 -69 1,554 1,351 0 58 -146
Percent of Open Interest Represented by Each Category of Trader
0.3 52.4 2.4 58.4 1.1 0.0 33.5 35.7 0.4 1.4 6.5 0.0 3.5 1.5
Number of Traders in Each Category Total Traders: 135
. 10 . 22 6 0 44 31 8 9 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 37,109
Positions
21,447 1,864 20 0 24,038 0 12,823 5,848 151 1,205 2,520 3 1,460 2,665
Changes from: August 14, 2018 Total Change is: 5,709
396 -244 20 0 3,559 0 5,353 796 6 5 1,480 0 -71 92
Percent of Open Interest Represented by Each Category of Trader
57.8 5.0 0.1 0.0 64.8 0.0 34.6 15.8 0.4 3.2 6.8 0.0 3.9 7.2
Number of Traders in Each Category Total Traders: 47
. . . 0 6 0 13 15 . 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 55,473
Positions
39,035 255 63 2,760 10,735 0 8,734 33,857 2,609 0 849 5 2,267 7,100
Changes from: August 14, 2018 Total Change is: -655
-450 0 63 1,203 -39 0 -1,045 -826 532 0 -367 0 -958 -18
Percent of Open Interest Represented by Each Category of Trader
70.4 0.5 0.1 5.0 19.4 0.0 15.7 61.0 4.7 0.0 1.5 0.0 4.1 12.8
Number of Traders in Each Category Total Traders: 98
11 . . 4 19 0 15 44 9 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 8,060
Positions
3,910 819 0 0 2,552 0 3,108 2,210 10 243 280 0 789 2,189
Changes from: August 14, 2018 Total Change is: -2,829
0 -700 0 -5,948 298 0 2,974 -2,522 0 125 30 0 20 65
Percent of Open Interest Represented by Each Category of Trader
48.5 10.2 0.0 0.0 31.7 0.0 38.6 27.4 0.1 3.0 3.5 0.0 9.8 27.2
Number of Traders in Each Category Total Traders: 25
. . 0 0 5 0 . 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 51,229
Positions
10,357 29,513 997 8,577 16 371 18,668 9,543 1,824 1,703 1,359 0 8,734 7,608
Changes from: August 14, 2018 Total Change is: 2,219
150 -67 58 173 -330 37 2,114 991 338 257 717 0 -907 476
Percent of Open Interest Represented by Each Category of Trader
20.2 57.6 1.9 16.7 0.0 0.7 36.4 18.6 3.6 3.3 2.7 0.0 17.0 14.9
Number of Traders in Each Category Total Traders: 104
12 26 5 15 . . 30 11 7 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 102,458
Positions
20,713 59,026 1,993 17,153 31 742 37,336 19,085 3,648 3,406 2,717 0 17,467 15,216
Changes from: August 14, 2018 Total Change is: 4,438
299 -133 116 345 -660 74 4,228 1,981 675 514 1,434 0 -1,813 951
Percent of Open Interest Represented by Each Category of Trader
20.2 57.6 1.9 16.7 0.0 0.7 36.4 18.6 3.6 3.3 2.7 0.0 17.0 14.9
Number of Traders in Each Category Total Traders: 104
12 26 5 15 . . 30 11 7 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 30,128
Positions
4,424 23,283 0 23,609 1,590 249 0 4,246 0 0 461 0 1,846 299
Changes from: August 14, 2018 Total Change is: 386
-50 0 0 343 -3 -14 0 324 0 0 0 0 107 79
Percent of Open Interest Represented by Each Category of Trader
14.7 77.3 0.0 78.4 5.3 0.8 0.0 14.1 0.0 0.0 1.5 0.0 6.1 1.0
Number of Traders in Each Category Total Traders: 25
4 7 0 11 . 4 0 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 632,271
Positions
51,764 95,339 43,350 276,040 187,532 50,762 67,542 98,345 22,049 21,852 42,282 7,480 91,431 85,131
Changes from: August 14, 2018 Total Change is: 3,431
3,942 -3,816 928 3,141 238 -2,434 -2,239 7,534 -93 -1,243 489 465 965 120
Percent of Open Interest Represented by Each Category of Trader
8.2 15.1 6.9 43.7 29.7 8.0 10.7 15.6 3.5 3.5 6.7 1.2 14.5 13.5
Number of Traders in Each Category Total Traders: 602
35 40 26 163 97 108 81 117 79 30 39 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 66,474
Positions
34,362 13,859 0 6,405 16,826 16 5,450 3,047 0 4,132 0 32 16,077 32,694
Changes from: August 14, 2018 Total Change is: 1,555
84 819 0 46 0 -8 -242 1,708 0 112 -3 0 1,563 -961
Percent of Open Interest Represented by Each Category of Trader
51.7 20.8 0.0 9.6 25.3 0.0 8.2 4.6 0.0 6.2 0.0 0.0 24.2 49.2
Number of Traders in Each Category Total Traders: 38
7 9 0 4 . . 6 6 0 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 21,172
Positions
8,745 20,494 0 8,192 0 290 1,078 0 0 767 0 0 2,100 388
Changes from: August 14, 2018 Total Change is: -4,361
7,912 -4,097 0 -514 0 0 -11,113 -326 0 0 0 0 -646 62
Percent of Open Interest Represented by Each Category of Trader
41.3 96.8 0.0 38.7 0.0 1.4 5.1 0.0 0.0 3.6 0.0 0.0 9.9 1.8
Number of Traders in Each Category Total Traders: 23
7 7 0 5 0 . . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 2,828,985
Positions
207,470 527,857 96,292 1,356,441 861,797 245,466 340,436 506,464 80,272 89,395 212,207 36,444 376,769 262,186
Changes from: August 14, 2018 Total Change is: 9,379
14,350 -28,114 9,580 15,693 1,408 -12,351 -4,445 34,672 -6,005 -6,522 2,714 2,069 -2,990 5,406
Percent of Open Interest Represented by Each Category of Trader
7.3 18.7 3.4 47.9 30.5 8.7 12.0 17.9 2.8 3.2 7.5 1.3 13.3 9.3
Number of Traders in Each Category Total Traders: 598
35 39 25 165 95 107 80 117 77 27 40 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 30,175
Positions
7,027 24,254 0 17,229 2,163 1,499 734 489 0 689 841 0 2,997 929
Changes from: August 14, 2018 Total Change is: -109
1,533 -1,209 0 -1,595 519 0 0 489 0 0 0 0 -47 92
Percent of Open Interest Represented by Each Category of Trader
23.3 80.4 0.0 57.1 7.2 5.0 2.4 1.6 0.0 2.3 2.8 0.0 9.9 3.1
Number of Traders in Each Category Total Traders: 22
4 7 0 6 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 10,315
Positions
734 9,373 0 3,542 417 0 2,314 0 0 1,756 0 0 1,969 525
Changes from: August 14, 2018 Total Change is: 1,438
-60 1,397 0 -625 0 0 2,047 0 0 0 0 0 76 41
Percent of Open Interest Represented by Each Category of Trader
7.1 90.9 0.0 34.3 4.0 0.0 22.4 0.0 0.0 17.0 0.0 0.0 19.1 5.1
Number of Traders in Each Category Total Traders: 23
. 11 0 . . 0 4 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 10,939
Positions
4,982 7,623 0 3,761 2,214 120 0 0 0 995 0 0 1,081 982
Changes from: August 14, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
45.5 69.7 0.0 34.4 20.2 1.1 0.0 0.0 0.0 9.1 0.0 0.0 9.9 9.0
Number of Traders in Each Category Total Traders: 20
4 7 0 5 . . 0 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 16,421
Positions
8,256 11,387 100 5,681 1,365 286 299 1,324 23 0 1,065 0 1,776 871
Changes from: August 14, 2018 Total Change is: 978
626 835 38 242 0 0 0 0 0 0 0 0 72 105
Percent of Open Interest Represented by Each Category of Trader
50.3 69.3 0.6 34.6 8.3 1.7 1.8 8.1 0.1 0.0 6.5 0.0 10.8 5.3
Number of Traders in Each Category Total Traders: 24
5 9 . 6 . . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 30,683
Positions
18,753 24,713 0 8,511 1,010 440 1,014 651 0 0 2,476 0 1,965 1,393
Changes from: August 14, 2018 Total Change is: 650
0 284 -8 281 -28 43 319 0 0 0 0 0 15 359
Percent of Open Interest Represented by Each Category of Trader
61.1 80.5 0.0 27.7 3.3 1.4 3.3 2.1 0.0 0.0 8.1 0.0 6.4 4.5
Number of Traders in Each Category Total Traders: 28
6 7 0 7 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 85,216
Positions
3,974 38,931 530 41,115 30,643 4,298 20,893 3,909 1,339 0 824 0 13,067 4,742
Changes from: August 14, 2018 Total Change is: 805
5 -520 -28 1,484 19 -182 -678 -59 515 0 0 0 -311 1,060
Percent of Open Interest Represented by Each Category of Trader
4.7 45.7 0.6 48.2 36.0 5.0 24.5 4.6 1.6 0.0 1.0 0.0 15.3 5.6
Number of Traders in Each Category Total Traders: 85
4 11 . 32 13 11 17 6 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 47,967
Positions
13,484 13,892 370 12,789 10,301 960 10,552 12,059 1,041 1,726 2,007 22 7,022 7,314
Changes from: August 14, 2018 Total Change is: 453
-105 -496 -19 -152 631 135 16 119 239 199 698 -204 344 -649
Percent of Open Interest Represented by Each Category of Trader
28.1 29.0 0.8 26.7 21.5 2.0 22.0 25.1 2.2 3.6 4.2 0.0 14.6 15.2
Number of Traders in Each Category Total Traders: 259
21 21 8 53 32 24 36 62 28 13 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 239,836
Positions
67,421 69,458 1,852 63,945 51,506 4,802 52,761 60,297 5,203 8,631 10,036 112 35,109 36,570
Changes from: August 14, 2018 Total Change is: 2,264
-523 -2,481 -95 -759 3,154 674 80 593 1,195 994 3,490 -1,021 1,719 -3,245
Percent of Open Interest Represented by Each Category of Trader
28.1 29.0 0.8 26.7 21.5 2.0 22.0 25.1 2.2 3.6 4.2 0.0 14.6 15.2
Number of Traders in Each Category Total Traders: 259
21 21 8 53 32 24 36 62 28 13 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 555,383
Positions
51,420 168,293 1,769 258,914 160,412 31,396 155,868 144,889 13,017 16,781 14,875 512 25,706 20,220
Changes from: August 14, 2018 Total Change is: 8,141
1,307 -1,241 -729 6,253 -561 -4,985 3,755 11,303 284 -220 4,374 240 2,236 -544
Percent of Open Interest Represented by Each Category of Trader
9.3 30.3 0.3 46.6 28.9 5.7 28.1 26.1 2.3 3.0 2.7 0.1 4.6 3.6
Number of Traders in Each Category Total Traders: 320
17 27 . 80 50 34 58 61 30 16 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 32,026
Positions
5,113 17,415 1 15,773 1,219 571 3,057 8,853 137 883 944 0 6,491 2,886
Changes from: August 14, 2018 Total Change is: 110
0 -600 0 -1,070 248 46 515 706 90 0 -141 0 529 -239
Percent of Open Interest Represented by Each Category of Trader
16.0 54.4 0.0 49.3 3.8 1.8 9.5 27.6 0.4 2.8 2.9 0.0 20.3 9.0
Number of Traders in Each Category Total Traders: 43
. 4 . 16 . . 6 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 50,970
Positions
6,045 14,192 365 21,904 7,738 1,969 11,660 9,111 414 1,044 1,186 0 7,569 15,995
Changes from: August 14, 2018 Total Change is: 1,093
760 563 -43 -576 -146 21 1,632 718 -136 -642 -33 0 77 149
Percent of Open Interest Represented by Each Category of Trader
11.9 27.8 0.7 43.0 15.2 3.9 22.9 17.9 0.8 2.0 2.3 0.0 14.8 31.4
Number of Traders in Each Category Total Traders: 65
10 11 . 14 5 7 10 11 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 296,198
Positions
40,009 177,644 2,642 193,183 77,507 17,664 29,045 9,511 1,212 2,512 3,781 0 9,931 6,237
Changes from: August 14, 2018 Total Change is: -2,787
-2,156 -2,667 123 3,004 -1,245 -378 -4,309 -1,007 -94 -2 2,090 0 1,025 391
Percent of Open Interest Represented by Each Category of Trader
13.5 60.0 0.9 65.2 26.2 6.0 9.8 3.2 0.4 0.8 1.3 0.0 3.4 2.1
Number of Traders in Each Category Total Traders: 150
10 14 . 53 32 23 20 12 7 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 1,014,601
Positions
59,785 549,135 5,727 656,873 228,964 107,428 109,601 76,827 7,128 38,457 23,615 634 28,968 15,143
Changes from: August 14, 2018 Total Change is: 10,455
9,862 -9,082 -908 6,099 18,083 1,267 -4,994 7,013 -1,774 -151 -3,940 31 1,023 -235
Percent of Open Interest Represented by Each Category of Trader
5.9 54.1 0.6 64.7 22.6 10.6 10.8 7.6 0.7 3.8 2.3 0.1 2.9 1.5
Number of Traders in Each Category Total Traders: 415
23 23 9 150 78 75 55 40 16 36 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 114,319
Positions
22,707 43,364 70,154 10,543 0 270 9,585 0 408 620 30 0 32 93
Changes from: August 14, 2018 Total Change is: 561
301 425 136 4 0 0 120 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
19.9 37.9 61.4 9.2 0.0 0.2 8.4 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 21, 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 889,576
Positions
17,655 94,717 13,962 358,544 258,904 174,884 113,131 114,687 20,286 33,926 39,916 883 156,305 171,337
Changes from: August 14, 2018 Total Change is: 41,207
2,107 12,057 9,235 16,539 18,954 -388 1,128 656 4,940 -1,777 -2,489 -36 9,459 -1,722
Percent of Open Interest Represented by Each Category of Trader
2.0 10.6 1.6 40.3 29.1 19.7 12.7 12.9 2.3 3.8 4.5 0.1 17.6 19.3
Number of Traders in Each Category Total Traders: 191
9 20 9 54 29 46 39 20 23 9 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 1,092,162
Positions
7,994 209,955 17,510 589,084 77,143 154,228 72,148 467,155 36,268 63,388 19,563 602 150,940 109,738
Changes from: August 14, 2018 Total Change is: 22,064
721 11,577 -6,927 4,175 3,857 -1,039 -247 -6,275 16,376 967 -3,230 0 8,038 7,725
Percent of Open Interest Represented by Each Category of Trader
0.7 19.2 1.6 53.9 7.1 14.1 6.6 42.8 3.3 5.8 1.8 0.1 13.8 10.0
Number of Traders in Each Category Total Traders: 129
. 17 7 56 9 40 12 25 22 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 2,119,709
Positions
55,758 162,396 27,645 896,497 397,842 281,033 462,551 614,451 105,037 164,021 353,200 2,432 124,735 175,673
Changes from: August 14, 2018 Total Change is: 82,057
-7,268 -43,135 -7,012 33,545 49,754 300 33,664 54,543 24,980 -9,498 4,353 837 12,509 -2,563
Percent of Open Interest Represented by Each Category of Trader
2.6 7.7 1.3 42.3 18.8 13.3 21.8 29.0 5.0 7.7 16.7 0.1 5.9 8.3
Number of Traders in Each Category Total Traders: 356
17 33 13 82 43 61 59 71 47 23 28 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 4,123,752
Positions
132,533 358,938 44,830 1,799,857 738,380 583,175 536,804 1,394,104 227,098 405,626 231,013 28,732 365,097 517,482
Changes from: August 14, 2018 Total Change is: 158,622
18,957 40,479 10,023 70,153 -23,017 33,678 -9,027 65,350 27,011 1,943 -8,108 -1,317 7,201 14,523
Percent of Open Interest Represented by Each Category of Trader
3.2 8.7 1.1 43.6 17.9 14.1 13.0 33.8 5.5 9.8 5.6 0.7 8.9 12.5
Number of Traders in Each Category Total Traders: 462
22 47 23 101 85 103 61 90 66 23 32 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 617,194
Positions
26,381 30,226 8,123 197,699 193,356 80,127 123,436 70,136 30,580 48,423 38,313 500 101,925 165,833
Changes from: August 14, 2018 Total Change is: 20,878
-6,847 4,331 1,766 5,958 -8,418 2,376 701 1,618 18,300 467 3 -4 -1,839 906
Percent of Open Interest Represented by Each Category of Trader
4.3 4.9 1.3 32.0 31.3 13.0 20.0 11.4 5.0 7.8 6.2 0.1 16.5 26.9
Number of Traders in Each Category Total Traders: 110
5 7 4 20 38 39 16 14 16 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 4,317,064
Positions
79,056 440,433 42,661 2,234,501 515,562 645,432 462,051 1,627,593 279,072 258,238 335,892 22,165 293,888 408,254
Changes from: August 14, 2018 Total Change is: 87,139
8,747 28,965 9,710 67,578 -2,105 -18,870 -1,030 2,344 51,098 -25,383 7,005 141 -4,852 8,851
Percent of Open Interest Represented by Each Category of Trader
1.8 10.2 1.0 51.8 11.9 15.0 10.7 37.7 6.5 6.0 7.8 0.5 6.8 9.5
Number of Traders in Each Category Total Traders: 345
16 36 15 81 57 74 39 73 54 20 23 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 1,924,435
Positions
478,231 324,548 575,199 9,523 29,120 31,601 95,148 301,556 475,061 143,669 44,734 81,553 34,450 61,063
Changes from: August 14, 2018 Total Change is: 19,938
11,136 1,299 16,074 1,492 11,456 -7,569 13,609 10,455 -14,130 -2,461 3,227 -1,653 3,440 779
Percent of Open Interest Represented by Each Category of Trader
24.9 16.9 29.9 0.5 1.5 1.6 4.9 15.7 24.7 7.5 2.3 4.2 1.8 3.2
Number of Traders in Each Category Total Traders: 150
30 25 45 . 5 5 30 35 42 8 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 is14,046,440
Positions
5,695,533 1,336,626 2,002,366 314,423 1,783,569 1,359,898 1,032,602 3,289,432 2,332,197 293,535 253,928 482,364 533,522 1,206,060
Changes from: August 14, 2018 Total Change is: 100,348
-146,618 131,615 70,444 -48,847 -131,679 32,117 190,617 -27,410 7,538 20,807 14,379 -7,796 -17,914 11,140
Percent of Open Interest Represented by Each Category of Trader
40.5 9.5 14.3 2.2 12.7 9.7 7.4 23.4 16.6 2.1 1.8 3.4 3.8 8.6
Number of Traders in Each Category Total Traders: 295
33 45 68 8 28 33 41 88 103 13 20 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 10,647
Positions
3,719 3,038 2,432 0 0 0 1,401 1,657 3,074 0 200 0 21 246
Changes from: August 14, 2018 Total Change is: 453
-225 -31 77 0 0 0 278 43 362 0 0 0 -39 2
Percent of Open Interest Represented by Each Category of Trader
34.9 28.5 22.8 0.0 0.0 0.0 13.2 15.6 28.9 0.0 1.9 0.0 0.2 2.3
Number of Traders in Each Category Total Traders: 22
4 . 5 0 0 0 6 6 9 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 16,121
Positions
9,969 4,700 1,661 0 0 0 233 5,540 3,955 200 0 0 103 265
Changes from: August 14, 2018 Total Change is: -906
-428 -1,475 109 0 0 0 -26 1,051 -616 0 0 0 55 25
Percent of Open Interest Represented by Each Category of Trader
61.8 29.2 10.3 0.0 0.0 0.0 1.4 34.4 24.5 1.2 0.0 0.0 0.6 1.6
Number of Traders in Each Category Total Traders: 22
. 6 . 0 0 0 4 10 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 30,084
Positions
1,492 2,871 0 152 9,772 0 14,821 15,042 0 13,350 2,117 213 56 69
Changes from: August 14, 2018 Total Change is: 3
50 -756 0 6 119 0 140 600 0 -220 14 5 22 21
Percent of Open Interest Represented by Each Category of Trader
5.0 9.5 0.0 0.5 32.5 0.0 49.3 50.0 0.0 44.4 7.0 0.7 0.2 0.2
Number of Traders in Each Category Total Traders: 40
. 5 0 . 11 0 4 9 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 18,594
Positions
3,263 4,788 0 723 2,442 9 14,582 9,425 0 0 1,825 0 17 105
Changes from: August 14, 2018 Total Change is: 1,296
45 1,413 0 0 -6 0 1,256 -146 0 0 29 0 -5 6
Percent of Open Interest Represented by Each Category of Trader
17.5 25.8 0.0 3.9 13.1 0.0 78.4 50.7 0.0 0.0 9.8 0.0 0.1 0.6
Number of Traders in Each Category Total Traders: 31
. 5 0 . 6 . 5 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 100,000 USD notional principal
CFTC Code #ZB9105 Open Interest is 78,562
Positions
3,020 1,230 37,649 590 0 0 3,703 12,775 26,407 6,925 243 246 22 12
Changes from: August 14, 2018 Total Change is: -122
17 1,230 -17 0 0 0 -132 -255 0 0 -1,080 0 10 0
Percent of Open Interest Represented by Each Category of Trader
3.8 1.6 47.9 0.8 0.0 0.0 4.7 16.3 33.6 8.8 0.3 0.3 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. . . . 0 0 . 4 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 4,069
Positions
55 0 0 73 0 0 943 1,749 71 1,089 1,677 49 1,789 523
Changes from: August 14, 2018 Total Change is: -479
0 0 0 25 -58 0 68 -96 -120 -37 -56 45 -460 -194
Percent of Open Interest Represented by Each Category of Trader
1.4 0.0 0.0 1.8 0.0 0.0 23.2 43.0 1.7 26.8 41.2 1.2 44.0 12.9
Number of Traders in Each Category Total Traders: 47
. 0 0 . 0 0 11 8 . 19 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 2,981
Positions
0 0 0 0 191 13 2,104 1,838 68 85 515 0 711 356
Changes from: August 14, 2018 Total Change is: -2
0 0 0 0 -24 5 39 72 1 -53 -6 0 6 -50
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 6.4 0.4 70.6 61.7 2.3 2.9 17.3 0.0 23.9 11.9
Number of Traders in Each Category Total Traders: 33
0 0 0 0 4 . 10 13 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 55,935
Positions
653 36,983 0 18,625 324 414 20,441 13,095 1,674 6,403 1,204 135 7,590 2,106
Changes from: August 14, 2018 Total Change is: -1,153
99 1,987 0 2 -40 -3 -1,005 -2,378 102 335 -715 6 -689 -112
Percent of Open Interest Represented by Each Category of Trader
1.2 66.1 0.0 33.3 0.6 0.7 36.5 23.4 3.0 11.4 2.2 0.2 13.6 3.8
Number of Traders in Each Category Total Traders: 125
. . 0 13 . . 38 20 11 40 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 21, 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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 507,815
Positions
65,248 5,305 40,009 108,684 61,640 21,016 63,837 177,450 141,849 18,321 5,805 22,318 26,533 32,423
Changes from: August 14, 2018 Total Change is: 14,894
-3,961 -3,433 8,581 -15,274 -3,647 -2,333 7,969 -5,792 20,889 -146 232 2,364 -3,195 -1,967
Percent of Open Interest Represented by Each Category of Trader
12.8 1.0 7.9 21.4 12.1 4.1 12.6 34.9 27.9 3.6 1.1 4.4 5.2 6.4
Number of Traders in Each Category Total Traders: 240
15 11 18 24 40 23 42 67 62 12 17 19
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Traders in Financial Futures - Futures Only Positions as of August 21, 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 29,033
Positions
1,487 3,146 0 15,194 28 1,583 7,705 20,275 345 1,341 2,385 1,175 203 96
Changes from: August 14, 2018 Total Change is: -4,391
264 0 0 -5,184 0 1,373 -960 -5,975 102 0 18 0 14 91
Percent of Open Interest Represented by Each Category of Trader
5.1 10.8 0.0 52.3 0.1 5.5 26.5 69.8 1.2 4.6 8.2 4.0 0.7 0.3
Number of Traders in Each Category Total Traders: 46
4 . 0 10 . . 8 10 . 8 4 .
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Updated August 24, 2018