Traders in Financial Futures - Futures Only Positions as of August 28, 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 147,679
Positions
32,591 23,399 330 42,894 25,354 2,404 21,718 53,867 9,005 7,726 1,688 479 30,532 31,153
Changes from: August 21, 2018 Total Change is: 2,002
-3,626 2,408 -304 3,718 -4,218 -33 1,719 2,578 1,654 -312 -119 34 -848 2
Percent of Open Interest Represented by Each Category of Trader
22.1 15.8 0.2 29.0 17.2 1.6 14.7 36.5 6.1 5.2 1.1 0.3 20.7 21.1
Number of Traders in Each Category Total Traders: 112
8 6 . 11 16 4 21 39 18 7 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 85,366
Positions
61,731 2,424 60 1,175 16,667 213 12,618 42,330 450 963 1,591 0 8,156 21,631
Changes from: August 21, 2018 Total Change is: -5,539
-6,002 116 3 57 -2,776 0 635 -621 -494 510 -34 0 -248 -1,733
Percent of Open Interest Represented by Each Category of Trader
72.3 2.8 0.1 1.4 19.5 0.2 14.8 49.6 0.5 1.1 1.9 0.0 9.6 25.3
Number of Traders in Each Category Total Traders: 63
7 . . . 13 . 8 27 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 260,228
Positions
124,109 5,186 3,216 43,149 93,705 3,280 55,104 96,437 5,273 1,212 8,216 339 24,546 44,576
Changes from: August 21, 2018 Total Change is: -6,991
609 -161 665 507 -1,482 -155 -10,063 -2,162 -566 -241 -474 26 2,227 -2,682
Percent of Open Interest Represented by Each Category of Trader
47.7 2.0 1.2 16.6 36.0 1.3 21.2 37.1 2.0 0.5 3.2 0.1 9.4 17.1
Number of Traders in Each Category Total Traders: 128
11 . 4 12 27 9 23 45 17 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 185,082
Positions
73,192 10,986 2,592 36,341 45,488 3,973 38,592 69,591 7,394 2,373 1,901 90 20,535 43,067
Changes from: August 21, 2018 Total Change is: -4,616
358 -821 1,034 1,449 1,352 -385 -6,214 -6,886 723 13 723 -72 -1,522 -284
Percent of Open Interest Represented by Each Category of Trader
39.5 5.9 1.4 19.6 24.6 2.1 20.9 37.6 4.0 1.3 1.0 0.0 11.1 23.3
Number of Traders in Each Category Total Traders: 123
9 5 5 17 22 8 29 34 18 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 529,124
Positions
61,976 139,448 14,057 271,226 125,907 31,316 33,041 132,771 13,587 17,982 6,892 1,139 84,800 64,007
Changes from: August 21, 2018 Total Change is: -3,013
-7,013 7,865 9,151 -2,397 -5,054 377 -12,287 -14,831 5,380 -3,174 -650 -18 6,968 -5,233
Percent of Open Interest Represented by Each Category of Trader
11.7 26.4 2.7 51.3 23.8 5.9 6.2 25.1 2.6 3.4 1.3 0.2 16.0 12.1
Number of Traders in Each Category Total Traders: 276
21 10 13 87 38 43 28 59 22 21 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 36,084
Positions
482 17,308 0 16,225 6,263 2,336 1,104 6,247 84 0 771 5 15,848 3,070
Changes from: August 21, 2018 Total Change is: 27
-15 27 0 -116 -1 74 -40 -55 83 0 0 0 41 -101
Percent of Open Interest Represented by Each Category of Trader
1.3 48.0 0.0 45.0 17.4 6.5 3.1 17.3 0.2 0.0 2.1 0.0 43.9 8.5
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 28, 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 141,344
Positions
85,362 5,502 4,907 6,586 35,673 1,152 20,509 49,496 2,441 943 1,155 0 19,444 41,018
Changes from: August 21, 2018 Total Change is: -3,955
-8,700 2,099 3,298 391 -3,376 -64 1,217 -2,331 -752 -856 72 0 1,511 -2,901
Percent of Open Interest Represented by Each Category of Trader
60.4 3.9 3.5 4.7 25.2 0.8 14.5 35.0 1.7 0.7 0.8 0.0 13.8 29.0
Number of Traders in Each Category Total Traders: 94
10 5 5 5 16 4 14 37 12 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 23,634
Positions
0 17,799 9 10,259 619 0 11,281 3,052 116 450 100 0 1,519 1,939
Changes from: August 21, 2018 Total Change is: 3,685
0 3,025 0 -425 478 0 4,180 201 -26 40 0 0 -84 7
Percent of Open Interest Represented by Each Category of Trader
0.0 75.3 0.0 43.4 2.6 0.0 47.7 12.9 0.5 1.9 0.4 0.0 6.4 8.2
Number of Traders in Each Category Total Traders: 30
0 5 . . . 0 10 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 217,019
Positions
686 117,577 4,892 131,401 2,610 0 67,565 67,707 2,003 2,996 18,369 0 7,476 3,861
Changes from: August 21, 2018 Total Change is: 3,823
136 5,761 -169 6,835 320 0 -3,957 -8,499 1,139 -74 4,587 0 -87 684
Percent of Open Interest Represented by Each Category of Trader
0.3 54.2 2.3 60.5 1.2 0.0 31.1 31.2 0.9 1.4 8.5 0.0 3.4 1.8
Number of Traders in Each Category Total Traders: 136
. 11 . 22 6 0 38 35 9 9 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 46,621
Positions
21,447 1,864 6,269 0 25,519 0 15,650 7,027 239 1,315 2,555 3 1,698 3,145
Changes from: August 21, 2018 Total Change is: 9,512
0 0 6,249 0 1,481 0 2,827 1,179 88 110 35 0 238 480
Percent of Open Interest Represented by Each Category of Trader
46.0 4.0 13.4 0.0 54.7 0.0 33.6 15.1 0.5 2.8 5.5 0.0 3.6 6.7
Number of Traders in Each Category Total Traders: 44
. . . 0 7 0 11 14 . 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 54,564
Positions
38,019 486 146 2,207 10,682 0 9,772 33,808 2,047 100 888 5 2,268 6,502
Changes from: August 21, 2018 Total Change is: -909
-1,016 231 83 -553 -53 0 1,038 -49 -562 100 39 0 1 -598
Percent of Open Interest Represented by Each Category of Trader
69.7 0.9 0.3 4.0 19.6 0.0 17.9 62.0 3.8 0.2 1.6 0.0 4.2 11.9
Number of Traders in Each Category Total Traders: 97
10 . . 4 19 0 15 40 8 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 7,969
Positions
3,955 441 0 0 2,503 0 2,435 1,958 540 243 280 0 796 2,247
Changes from: August 21, 2018 Total Change is: -91
45 -378 0 0 -49 0 -673 -252 530 0 0 0 7 58
Percent of Open Interest Represented by Each Category of Trader
49.6 5.5 0.0 0.0 31.4 0.0 30.6 24.6 6.8 3.0 3.5 0.0 10.0 28.2
Number of Traders in Each Category Total Traders: 25
. . 0 0 4 0 4 8 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 52,653
Positions
10,293 31,178 1,043 9,269 410 332 20,495 9,683 1,534 1,548 1,058 0 8,140 7,416
Changes from: August 21, 2018 Total Change is: 1,424
-64 1,665 47 692 395 -39 1,827 140 -291 -155 -301 0 -594 -193
Percent of Open Interest Represented by Each Category of Trader
19.5 59.2 2.0 17.6 0.8 0.6 38.9 18.4 2.9 2.9 2.0 0.0 15.5 14.1
Number of Traders in Each Category Total Traders: 112
12 24 5 16 . . 34 14 10 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 105,305
Positions
20,586 62,356 2,086 18,537 820 664 40,990 19,365 3,067 3,096 2,116 0 16,279 14,831
Changes from: August 21, 2018 Total Change is: 2,847
-127 3,330 93 1,384 789 -78 3,654 280 -581 -310 -601 0 -1,188 -385
Percent of Open Interest Represented by Each Category of Trader
19.5 59.2 2.0 17.6 0.8 0.6 38.9 18.4 2.9 2.9 2.0 0.0 15.5 14.1
Number of Traders in Each Category Total Traders: 112
12 24 5 16 . . 34 14 10 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 31,607
Positions
4,111 24,103 0 25,441 1,590 249 0 4,896 0 0 461 0 1,806 308
Changes from: August 21, 2018 Total Change is: 1,479
-313 820 0 1,832 0 0 0 650 0 0 0 0 -40 9
Percent of Open Interest Represented by Each Category of Trader
13.0 76.3 0.0 80.5 5.0 0.8 0.0 15.5 0.0 0.0 1.5 0.0 5.7 1.0
Number of Traders in Each Category Total Traders: 26
. 8 0 11 . 4 0 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 646,116
Positions
48,795 112,231 46,306 285,061 178,469 50,030 68,281 98,897 25,948 21,975 41,227 8,864 90,857 84,144
Changes from: August 21, 2018 Total Change is: 13,845
-2,970 16,893 2,956 9,021 -9,063 -732 739 552 3,898 123 -1,055 1,385 -574 -987
Percent of Open Interest Represented by Each Category of Trader
7.6 17.4 7.2 44.1 27.6 7.7 10.6 15.3 4.0 3.4 6.4 1.4 14.1 13.0
Number of Traders in Each Category Total Traders: 613
33 45 26 168 94 108 81 117 78 32 43 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 70,812
Positions
36,062 18,648 0 6,475 16,826 16 7,535 3,809 200 4,882 0 32 15,610 31,281
Changes from: August 21, 2018 Total Change is: 4,338
1,700 4,789 0 70 0 0 2,085 762 200 750 0 0 -467 -1,413
Percent of Open Interest Represented by Each Category of Trader
50.9 26.3 0.0 9.1 23.8 0.0 10.6 5.4 0.3 6.9 0.0 0.0 22.0 44.2
Number of Traders in Each Category Total Traders: 42
7 10 0 4 . . 8 7 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 18,207
Positions
4,096 14,723 0 2,136 1,534 480 6,191 0 0 3,149 0 0 2,155 1,470
Changes from: August 21, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
22.5 80.9 0.0 11.7 8.4 2.6 34.0 0.0 0.0 17.3 0.0 0.0 11.8 8.1
Number of Traders in Each Category Total Traders: 20
. 8 0 . . . 4 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 21,112
Positions
8,697 20,085 0 8,197 0 290 946 0 0 767 0 0 2,215 737
Changes from: August 21, 2018 Total Change is: -60
-48 -409 0 5 0 0 -132 0 0 0 0 0 115 349
Percent of Open Interest Represented by Each Category of Trader
41.2 95.1 0.0 38.8 0.0 1.4 4.5 0.0 0.0 3.6 0.0 0.0 10.5 3.5
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 28, 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 2,876,521
Positions
185,637 589,891 109,554 1,401,508 816,791 241,495 347,694 519,404 84,773 92,010 212,681 37,617 376,233 264,315
Changes from: August 21, 2018 Total Change is: 47,536
-21,833 62,034 13,262 45,067 -45,006 -3,971 7,258 12,940 4,501 2,615 474 1,173 -536 2,129
Percent of Open Interest Represented by Each Category of Trader
6.5 20.5 3.8 48.7 28.4 8.4 12.1 18.1 2.9 3.2 7.4 1.3 13.1 9.2
Number of Traders in Each Category Total Traders: 609
33 44 25 170 92 107 80 117 74 30 43 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 31,017
Positions
7,149 24,734 0 18,105 2,163 1,499 734 746 0 678 841 0 2,852 1,034
Changes from: August 21, 2018 Total Change is: 842
122 480 0 876 0 0 0 257 0 -11 0 0 -145 105
Percent of Open Interest Represented by Each Category of Trader
23.0 79.7 0.0 58.4 7.0 4.8 2.4 2.4 0.0 2.2 2.7 0.0 9.2 3.3
Number of Traders in Each Category Total Traders: 27
4 8 0 9 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 11,177
Positions
734 9,978 0 4,039 417 0 2,316 270 0 1,756 0 0 2,332 512
Changes from: August 21, 2018 Total Change is: 862
0 605 0 497 0 0 2 270 0 0 0 0 363 -13
Percent of Open Interest Represented by Each Category of Trader
6.6 89.3 0.0 36.1 3.7 0.0 20.7 2.4 0.0 15.7 0.0 0.0 20.9 4.6
Number of Traders in Each Category Total Traders: 24
. 11 0 . . 0 4 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 11,237
Positions
4,901 8,084 0 3,992 2,026 190 0 0 0 995 0 0 1,159 937
Changes from: August 21, 2018 Total Change is: 298
-81 461 0 231 -188 70 0 0 0 0 0 0 78 -45
Percent of Open Interest Represented by Each Category of Trader
43.6 71.9 0.0 35.5 18.0 1.7 0.0 0.0 0.0 8.9 0.0 0.0 10.3 8.3
Number of Traders in Each Category Total Traders: 21
4 8 0 5 . . 0 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 16,559
Positions
7,887 11,579 110 5,977 1,365 260 299 1,324 23 0 1,065 0 2,003 833
Changes from: August 21, 2018 Total Change is: 138
-369 192 10 296 0 -26 0 0 0 0 0 0 227 -38
Percent of Open Interest Represented by Each Category of Trader
47.6 69.9 0.7 36.1 8.2 1.6 1.8 8.0 0.1 0.0 6.4 0.0 12.1 5.0
Number of Traders in Each Category Total Traders: 24
5 9 . 6 . . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 30,667
Positions
18,753 24,951 0 8,537 1,010 438 792 651 0 0 2,476 0 2,147 1,141
Changes from: August 21, 2018 Total Change is: -16
0 238 0 26 0 -2 -222 0 0 0 0 0 182 -252
Percent of Open Interest Represented by Each Category of Trader
61.2 81.4 0.0 27.8 3.3 1.4 2.6 2.1 0.0 0.0 8.1 0.0 7.0 3.7
Number of Traders in Each Category Total Traders: 28
6 8 0 7 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 85,048
Positions
3,986 39,611 532 40,760 30,273 4,478 20,823 3,919 1,258 0 804 0 13,211 4,173
Changes from: August 21, 2018 Total Change is: -168
12 680 2 -355 -370 180 -70 10 -81 0 -20 0 144 -569
Percent of Open Interest Represented by Each Category of Trader
4.7 46.6 0.6 47.9 35.6 5.3 24.5 4.6 1.5 0.0 0.9 0.0 15.5 4.9
Number of Traders in Each Category Total Traders: 86
4 11 . 32 13 12 18 6 9 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 49,255
Positions
13,791 14,895 316 12,872 10,604 875 11,799 11,642 843 1,840 2,365 22 6,897 7,693
Changes from: August 21, 2018 Total Change is: 1,287
307 1,003 -55 83 302 -86 1,247 -418 -197 114 358 0 -125 379
Percent of Open Interest Represented by Each Category of Trader
28.0 30.2 0.6 26.1 21.5 1.8 24.0 23.6 1.7 3.7 4.8 0.0 14.0 15.6
Number of Traders in Each Category Total Traders: 273
21 22 9 56 29 22 45 60 26 14 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 246,273
Positions
68,954 74,474 1,579 64,359 53,018 4,373 58,996 58,209 4,217 9,200 11,826 112 34,483 38,465
Changes from: August 21, 2018 Total Change is: 6,437
1,533 5,016 -273 414 1,512 -429 6,235 -2,088 -986 569 1,790 0 -626 1,895
Percent of Open Interest Represented by Each Category of Trader
28.0 30.2 0.6 26.1 21.5 1.8 24.0 23.6 1.7 3.7 4.8 0.0 14.0 15.6
Number of Traders in Each Category Total Traders: 273
21 22 9 56 29 22 45 60 26 14 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 558,385
Positions
49,217 166,109 1,720 259,079 156,677 34,495 157,961 152,532 11,968 17,415 14,809 680 25,850 19,395
Changes from: August 21, 2018 Total Change is: 3,002
-2,203 -2,184 -49 165 -3,735 3,099 2,093 7,643 -1,049 634 -66 168 144 -825
Percent of Open Interest Represented by Each Category of Trader
8.8 29.7 0.3 46.4 28.1 6.2 28.3 27.3 2.1 3.1 2.7 0.1 4.6 3.5
Number of Traders in Each Category Total Traders: 324
18 27 4 84 51 32 56 60 32 17 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 32,555
Positions
5,123 17,415 1 16,359 971 531 3,087 9,270 47 883 813 0 6,524 3,507
Changes from: August 21, 2018 Total Change is: 529
10 0 0 586 -248 -40 30 417 -90 0 -131 0 33 621
Percent of Open Interest Represented by Each Category of Trader
15.7 53.5 0.0 50.3 3.0 1.6 9.5 28.5 0.1 2.7 2.5 0.0 20.0 10.8
Number of Traders in Each Category Total Traders: 46
. 4 . 18 . . 7 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 53,253
Positions
6,789 15,343 444 23,122 6,922 1,940 11,012 7,859 285 904 1,186 0 8,757 19,274
Changes from: August 21, 2018 Total Change is: 2,283
744 1,151 79 1,218 -816 -29 -648 -1,252 -129 -140 0 0 1,188 3,279
Percent of Open Interest Represented by Each Category of Trader
12.7 28.8 0.8 43.4 13.0 3.6 20.7 14.8 0.5 1.7 2.2 0.0 16.4 36.2
Number of Traders in Each Category Total Traders: 66
9 13 . 16 5 7 8 11 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 300,756
Positions
39,996 178,293 2,679 196,594 78,106 18,705 29,154 13,004 1,018 3,240 3,361 0 9,370 5,590
Changes from: August 21, 2018 Total Change is: 4,558
-13 649 37 3,411 599 1,041 109 3,493 -194 728 -420 0 -561 -647
Percent of Open Interest Represented by Each Category of Trader
13.3 59.3 0.9 65.4 26.0 6.2 9.7 4.3 0.3 1.1 1.1 0.0 3.1 1.9
Number of Traders in Each Category Total Traders: 154
10 16 . 55 31 23 21 12 8 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 1,019,499
Positions
50,009 556,674 5,572 681,825 222,073 99,569 108,417 88,798 7,607 38,268 23,901 579 27,653 14,726
Changes from: August 21, 2018 Total Change is: 4,898
-9,776 7,539 -155 24,952 -6,891 -7,859 -1,184 11,971 479 -189 286 -55 -1,315 -417
Percent of Open Interest Represented by Each Category of Trader
4.9 54.6 0.5 66.9 21.8 9.8 10.6 8.7 0.7 3.8 2.3 0.1 2.7 1.4
Number of Traders in Each Category Total Traders: 418
22 24 7 153 75 77 55 41 17 36 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 113,665
Positions
24,422 45,170 67,694 10,614 0 270 9,605 0 408 620 30 0 32 93
Changes from: August 21, 2018 Total Change is: -654
1,715 1,806 -2,460 71 0 0 20 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
21.5 39.7 59.6 9.3 0.0 0.2 8.5 0.0 0.4 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 34
. 14 8 8 0 . 5 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 921,082
Positions
11,409 85,222 8,103 343,007 248,508 183,760 99,122 91,703 64,403 25,999 40,362 1,810 183,469 197,211
Changes from: August 21, 2018 Total Change is: 31,506
-6,246 -9,495 -5,859 -15,537 -10,396 8,876 -14,009 -22,984 44,117 -7,927 446 927 27,164 25,874
Percent of Open Interest Represented by Each Category of Trader
1.2 9.3 0.9 37.2 27.0 20.0 10.8 10.0 7.0 2.8 4.4 0.2 19.9 21.4
Number of Traders in Each Category Total Traders: 169
7 15 8 53 27 45 28 24 24 8 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 1,112,657
Positions
9,277 202,431 6,581 564,229 66,880 165,046 68,365 476,507 48,871 64,871 19,231 1,202 184,215 125,908
Changes from: August 21, 2018 Total Change is: 20,495
1,283 -7,524 -10,929 -24,855 -10,263 10,818 -3,783 9,352 12,603 1,483 -332 600 33,275 16,170
Percent of Open Interest Represented by Each Category of Trader
0.8 18.2 0.6 50.7 6.0 14.8 6.1 42.8 4.4 5.8 1.7 0.1 16.6 11.3
Number of Traders in Each Category Total Traders: 130
. 18 10 58 7 42 11 24 23 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 2,215,440
Positions
49,059 147,479 34,166 846,926 359,198 295,908 460,371 615,469 224,074 166,432 345,830 3,541 134,963 189,775
Changes from: August 21, 2018 Total Change is: 95,731
-6,699 -14,917 6,521 -49,571 -38,644 14,875 -2,180 1,018 119,037 2,411 -7,370 1,109 10,228 14,102
Percent of Open Interest Represented by Each Category of Trader
2.2 6.7 1.5 38.2 16.2 13.4 20.8 27.8 10.1 7.5 15.6 0.2 6.1 8.6
Number of Traders in Each Category Total Traders: 337
14 31 14 84 39 64 63 59 53 22 24 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 4,134,502
Positions
124,999 393,965 43,866 1,643,628 741,515 628,564 610,178 1,273,898 189,745 409,467 240,832 37,853 446,202 584,264
Changes from: August 21, 2018 Total Change is: 10,750
-7,534 35,027 -964 -156,229 3,135 45,389 73,374 -120,206 -37,353 3,841 9,819 9,121 81,105 66,782
Percent of Open Interest Represented by Each Category of Trader
3.0 9.5 1.1 39.8 17.9 15.2 14.8 30.8 4.6 9.9 5.8 0.9 10.8 14.1
Number of Traders in Each Category Total Traders: 454
26 41 24 94 92 104 63 80 69 26 32 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 644,424
Positions
25,479 17,037 10,443 203,533 181,001 80,221 94,733 66,051 60,919 48,227 36,532 500 120,369 191,720
Changes from: August 21, 2018 Total Change is: 27,230
-902 -13,189 2,320 5,834 -12,355 94 -28,703 -4,085 30,339 -196 -1,781 0 18,444 25,887
Percent of Open Interest Represented by Each Category of Trader
4.0 2.6 1.6 31.6 28.1 12.4 14.7 10.2 9.5 7.5 5.7 0.1 18.7 29.8
Number of Traders in Each Category Total Traders: 104
4 7 5 20 36 38 14 13 16 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 4,414,152
Positions
82,051 400,504 80,439 2,127,680 497,937 698,919 421,289 1,610,826 318,365 254,014 355,384 24,605 406,790 427,173
Changes from: August 21, 2018 Total Change is: 97,088
2,995 -39,929 37,778 -106,821 -17,625 53,487 -40,762 -16,767 39,293 -4,224 19,492 2,440 112,902 18,919
Percent of Open Interest Represented by Each Category of Trader
1.9 9.1 1.8 48.2 11.3 15.8 9.5 36.5 7.2 5.8 8.1 0.6 9.2 9.7
Number of Traders in Each Category Total Traders: 344
20 36 20 83 52 73 36 73 56 22 22 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 2,012,030
Positions
514,786 323,205 584,598 13,491 30,157 36,537 90,410 301,905 525,220 115,187 49,864 98,846 32,955 61,698
Changes from: August 21, 2018 Total Change is: 87,595
36,555 -1,343 9,399 3,968 1,037 4,936 -4,738 349 50,159 -28,482 5,130 17,293 -1,495 635
Percent of Open Interest Represented by Each Category of Trader
25.6 16.1 29.1 0.7 1.5 1.8 4.5 15.0 26.1 5.7 2.5 4.9 1.6 3.1
Number of Traders in Each Category Total Traders: 151
34 20 45 4 5 6 28 37 44 7 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 is14,141,665
Positions
5,684,660 1,377,199 1,954,614 325,896 1,780,801 1,351,934 1,114,943 3,348,393 2,360,217 262,648 259,284 513,255 573,498 1,195,968
Changes from: August 21, 2018 Total Change is: 95,225
-10,873 40,573 -47,752 11,473 -2,768 -7,964 82,341 58,961 28,020 -30,887 5,356 30,891 39,976 -10,092
Percent of Open Interest Represented by Each Category of Trader
40.2 9.7 13.8 2.3 12.6 9.6 7.9 23.7 16.7 1.9 1.8 3.6 4.1 8.5
Number of Traders in Each Category Total Traders: 298
32 48 69 8 27 33 41 91 103 12 22 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 10,316
Positions
3,847 3,401 1,994 0 0 0 1,538 1,578 2,900 0 200 0 37 243
Changes from: August 21, 2018 Total Change is: -331
128 363 -438 0 0 0 137 -79 -174 0 0 0 16 -3
Percent of Open Interest Represented by Each Category of Trader
37.3 33.0 19.3 0.0 0.0 0.0 14.9 15.3 28.1 0.0 1.9 0.0 0.4 2.4
Number of Traders in Each Category Total Traders: 23
5 . 5 0 0 0 6 6 10 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 16,796
Positions
9,992 5,840 1,627 0 0 0 1,682 5,324 3,221 200 0 0 74 784
Changes from: August 21, 2018 Total Change is: 675
23 1,140 -34 0 0 0 1,449 -216 -734 0 0 0 -29 519
Percent of Open Interest Represented by Each Category of Trader
59.5 34.8 9.7 0.0 0.0 0.0 10.0 31.7 19.2 1.2 0.0 0.0 0.4 4.7
Number of Traders in Each Category Total Traders: 23
. 5 . 0 0 0 8 6 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 30,106
Positions
1,334 3,026 0 147 9,799 0 15,765 15,222 0 12,610 1,790 212 38 57
Changes from: August 21, 2018 Total Change is: 22
-158 155 0 -5 27 0 944 180 0 -740 -327 -1 -18 -12
Percent of Open Interest Represented by Each Category of Trader
4.4 10.1 0.0 0.5 32.5 0.0 52.4 50.6 0.0 41.9 5.9 0.7 0.1 0.2
Number of Traders in Each Category Total Traders: 39
. 4 0 . 11 0 4 9 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 19,341
Positions
3,268 5,362 0 716 2,442 9 15,337 9,611 0 0 1,833 0 11 84
Changes from: August 21, 2018 Total Change is: 747
5 574 0 -7 0 0 755 186 0 0 8 0 -6 -21
Percent of Open Interest Represented by Each Category of Trader
16.9 27.7 0.0 3.7 12.6 0.0 79.3 49.7 0.0 0.0 9.5 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 29
. 5 0 . 6 . 4 7 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 4,089
Positions
55 0 0 92 0 0 809 1,760 78 1,018 1,686 47 1,990 518
Changes from: August 21, 2018 Total Change is: 20
0 0 0 19 0 0 -134 11 7 -71 9 -2 201 -5
Percent of Open Interest Represented by Each Category of Trader
1.3 0.0 0.0 2.2 0.0 0.0 19.8 43.0 1.9 24.9 41.2 1.1 48.7 12.7
Number of Traders in Each Category Total Traders: 43
. 0 0 . 0 0 9 9 . 17 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 2,840
Positions
0 0 0 67 170 13 1,688 1,745 53 160 529 0 859 330
Changes from: August 21, 2018 Total Change is: -141
0 0 0 67 -21 0 -416 -93 -15 75 14 0 148 -26
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 2.4 6.0 0.5 59.4 61.4 1.9 5.6 18.6 0.0 30.2 11.6
Number of Traders in Each Category Total Traders: 34
0 0 0 . . . 9 13 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 52,802
Positions
1,583 37,492 0 17,773 855 475 16,042 8,031 2,317 7,191 1,285 135 7,286 2,212
Changes from: August 21, 2018 Total Change is: -3,133
930 509 0 -852 531 61 -4,399 -5,064 643 788 81 0 -304 106
Percent of Open Interest Represented by Each Category of Trader
3.0 71.0 0.0 33.7 1.6 0.9 30.4 15.2 4.4 13.6 2.4 0.3 13.8 4.2
Number of Traders in Each Category Total Traders: 121
. . 0 13 4 . 30 19 12 38 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 497,131
Positions
64,167 4,054 29,839 118,838 66,992 25,142 63,554 183,718 131,474 18,779 4,606 21,500 23,838 29,806
Changes from: August 21, 2018 Total Change is: -10,684
-1,081 -1,251 -10,170 10,154 5,352 4,126 -283 6,268 -10,375 458 -1,199 -818 -2,695 -2,617
Percent of Open Interest Represented by Each Category of Trader
12.9 0.8 6.0 23.9 13.5 5.1 12.8 37.0 26.4 3.8 0.9 4.3 4.8 6.0
Number of Traders in Each Category Total Traders: 235
15 8 17 23 39 24 44 66 55 12 14 19
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Traders in Financial Futures - Futures Only Positions as of August 28, 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 31,176
Positions
1,071 3,174 0 15,194 28 1,583 10,309 22,505 245 1,341 2,317 1,228 205 96
Changes from: August 21, 2018 Total Change is: 2,143
-416 28 0 0 0 0 2,604 2,230 -100 0 -68 53 2 0
Percent of Open Interest Represented by Each Category of Trader
3.4 10.2 0.0 48.7 0.1 5.1 33.1 72.2 0.8 4.3 7.4 3.9 0.7 0.3
Number of Traders in Each Category Total Traders: 45
. . 0 10 . . 7 10 . 8 4 .
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Updated August 31, 2018