Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 163,180
Positions
39,067 20,771 4,650 36,437 26,519 3,690 19,363 50,434 19,769 8,396 1,338 942 30,866 35,067
Changes from: July 31, 2018 Total Change is: 141
-8,641 1,533 -223 3,855 82 -61 6,407 -1,025 -2,130 193 152 68 672 1,745
Percent of Open Interest Represented by Each Category of Trader
23.9 12.7 2.8 22.3 16.3 2.3 11.9 30.9 12.1 5.1 0.8 0.6 18.9 21.5
Number of Traders in Each Category Total Traders: 114
10 4 7 12 16 5 22 37 24 8 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 93,016
Positions
72,792 2,232 200 1,147 18,107 283 10,854 42,997 870 453 1,625 0 6,417 26,702
Changes from: July 31, 2018 Total Change is: 20
1,283 -363 -15 31 311 0 -655 1,153 -290 0 0 0 -333 -776
Percent of Open Interest Represented by Each Category of Trader
78.3 2.4 0.2 1.2 19.5 0.3 11.7 46.2 0.9 0.5 1.7 0.0 6.9 28.7
Number of Traders in Each Category Total Traders: 58
7 . . . 12 . 8 24 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 257,497
Positions
91,574 7,365 15,927 43,446 84,278 3,749 43,237 64,022 27,268 1,781 8,293 2,735 27,780 43,860
Changes from: July 31, 2018 Total Change is: 26,765
17,667 -1,333 4,031 -1,072 2,944 -1,431 9,459 20,024 -2,284 -437 429 -160 992 4,547
Percent of Open Interest Represented by Each Category of Trader
35.6 2.9 6.2 16.9 32.7 1.5 16.8 24.9 10.6 0.7 3.2 1.1 10.8 17.0
Number of Traders in Each Category Total Traders: 131
8 5 7 14 25 10 27 42 22 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 214,847
Positions
87,147 3,104 7,836 35,503 42,567 6,290 31,827 85,987 20,917 2,067 1,684 1,758 21,502 44,704
Changes from: July 31, 2018 Total Change is: -17,213
-1,741 -189 -1,329 -1,240 -1,401 -1,311 -3,233 -3,885 -6,670 -626 -904 -302 -762 -1,222
Percent of Open Interest Represented by Each Category of Trader
40.6 1.4 3.6 16.5 19.8 2.9 14.8 40.0 9.7 1.0 0.8 0.8 10.0 20.8
Number of Traders in Each Category Total Traders: 128
10 . 7 15 24 11 26 40 23 . 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 574,969
Positions
50,151 147,023 24,911 275,264 121,491 35,946 33,133 115,286 43,331 18,883 9,292 6,081 87,268 71,607
Changes from: July 31, 2018 Total Change is: 6,652
4,382 -22,228 3,542 1,212 6,276 -2,010 38 14,793 466 779 -372 -55 -1,702 6,241
Percent of Open Interest Represented by Each Category of Trader
8.7 25.6 4.3 47.9 21.1 6.3 5.8 20.1 7.5 3.3 1.6 1.1 15.2 12.5
Number of Traders in Each Category Total Traders: 293
18 11 17 90 37 46 30 64 32 26 17 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 34,915
Positions
489 17,340 0 16,557 6,934 2,342 1,144 4,087 0 0 771 5 14,378 3,436
Changes from: July 31, 2018 Total Change is: 532
3 -402 0 -429 250 26 617 1,157 0 0 0 0 315 -499
Percent of Open Interest Represented by Each Category of Trader
1.4 49.7 0.0 47.4 19.9 6.7 3.3 11.7 0.0 0.0 2.2 0.0 41.2 9.8
Number of Traders in Each Category Total Traders: 32
. . 0 15 6 8 . 5 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 25,898
Positions
3,793 6,212 545 8,614 11,842 2,156 4,843 0 0 0 0 0 5,947 5,143
Changes from: July 31, 2018 Total Change is: 203
-18 0 17 -8 -133 135 794 0 0 0 0 0 -717 184
Percent of Open Interest Represented by Each Category of Trader
14.6 24.0 2.1 33.3 45.7 8.3 18.7 0.0 0.0 0.0 0.0 0.0 23.0 19.9
Number of Traders in Each Category Total Traders: 21
. . . 6 8 8 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 155,035
Positions
90,885 4,095 4,351 6,496 40,491 1,866 20,388 51,063 10,058 448 53 1,269 19,274 41,788
Changes from: July 31, 2018 Total Change is: -246
3,878 -188 -318 341 -1,189 -562 916 3,150 -3,436 -190 11 -52 -822 2,337
Percent of Open Interest Represented by Each Category of Trader
58.6 2.6 2.8 4.2 26.1 1.2 13.2 32.9 6.5 0.3 0.0 0.8 12.4 27.0
Number of Traders in Each Category Total Traders: 91
11 . 6 6 16 5 15 36 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 25,429
Positions
0 15,802 0 21,576 158 0 1,885 8,215 4 100 0 0 1,864 1,250
Changes from: July 31, 2018 Total Change is: -1,229
0 107 0 -406 4 0 -279 -1,440 -14 -411 0 0 -119 114
Percent of Open Interest Represented by Each Category of Trader
0.0 62.1 0.0 84.8 0.6 0.0 7.4 32.3 0.0 0.4 0.0 0.0 7.3 4.9
Number of Traders in Each Category Total Traders: 25
0 5 0 5 . 0 6 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 198,813
Positions
550 106,209 5,011 113,364 2,294 154 68,598 66,304 1,497 2,217 12,686 0 7,421 4,657
Changes from: July 31, 2018 Total Change is: 7,771
-885 3,018 317 -2,256 -2,144 -105 11,677 6,587 -354 -1,588 124 0 964 328
Percent of Open Interest Represented by Each Category of Trader
0.3 53.4 2.5 57.0 1.2 0.1 34.5 33.4 0.8 1.1 6.4 0.0 3.7 2.3
Number of Traders in Each Category Total Traders: 135
. 11 4 22 6 . 39 32 12 12 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 30,896
Positions
21,051 2,123 0 0 19,297 0 7,306 6,112 62 962 1,005 3 1,512 2,294
Changes from: July 31, 2018 Total Change is: -10,447
-5,949 -1,932 -1,071 -1,853 -4,201 0 -382 -972 -1,458 202 -789 0 64 -24
Percent of Open Interest Represented by Each Category of Trader
68.1 6.9 0.0 0.0 62.5 0.0 23.6 19.8 0.2 3.1 3.3 0.0 4.9 7.4
Number of Traders in Each Category Total Traders: 36
. . 0 0 . 0 10 13 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 51,319
Positions
36,732 300 0 654 10,831 0 9,558 30,703 1,469 0 989 5 2,901 7,022
Changes from: July 31, 2018 Total Change is: -497
385 -175 -10 43 -1,581 0 -487 1,946 -952 -110 105 1 633 169
Percent of Open Interest Represented by Each Category of Trader
71.6 0.6 0.0 1.3 21.1 0.0 18.6 59.8 2.9 0.0 1.9 0.0 5.7 13.7
Number of Traders in Each Category Total Traders: 88
9 . 0 . 19 0 15 36 8 0 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 10,900
Positions
3,934 1,530 0 5,762 2,076 0 0 5,381 10 0 664 0 1,194 1,239
Changes from: July 31, 2018 Total Change is: 151
-79 0 0 888 -57 0 -661 -90 -25 -170 314 0 198 9
Percent of Open Interest Represented by Each Category of Trader
36.1 14.0 0.0 52.9 19.0 0.0 0.0 49.4 0.1 0.0 6.1 0.0 11.0 11.4
Number of Traders in Each Category Total Traders: 21
. . 0 . . 0 0 8 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 51,498
Positions
10,313 30,847 1,192 8,956 0 360 18,299 8,562 1,679 1,268 1,156 565 8,867 7,137
Changes from: July 31, 2018 Total Change is: 3,502
-50 2,349 74 -249 0 -3 3,090 803 356 120 36 9 154 -123
Percent of Open Interest Represented by Each Category of Trader
20.0 59.9 2.3 17.4 0.0 0.7 35.5 16.6 3.3 2.5 2.2 1.1 17.2 13.9
Number of Traders in Each Category Total Traders: 107
12 24 6 16 0 . 33 11 10 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 102,995
Positions
20,626 61,694 2,384 17,912 0 719 36,598 17,124 3,358 2,535 2,312 1,130 17,733 14,274
Changes from: July 31, 2018 Total Change is: 7,003
-100 4,699 148 -497 0 -6 6,181 1,606 713 240 72 17 307 -246
Percent of Open Interest Represented by Each Category of Trader
20.0 59.9 2.3 17.4 0.0 0.7 35.5 16.6 3.3 2.5 2.2 1.1 17.2 13.9
Number of Traders in Each Category Total Traders: 107
12 24 6 16 0 . 33 11 10 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 29,130
Positions
4,679 23,283 0 22,482 1,582 257 0 3,275 0 0 461 0 1,712 272
Changes from: July 31, 2018 Total Change is: 1,362
1,190 469 0 351 -1 1 0 801 0 0 0 0 -180 92
Percent of Open Interest Represented by Each Category of Trader
16.1 79.9 0.0 77.2 5.4 0.9 0.0 11.2 0.0 0.0 1.6 0.0 5.9 0.9
Number of Traders in Each Category Total Traders: 26
4 7 0 11 . 4 0 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 826,739
Positions
49,219 100,122 66,179 279,381 189,362 64,664 67,949 94,175 132,219 24,229 41,046 40,041 102,861 98,932
Changes from: July 31, 2018 Total Change is: 38,254
5,272 -2,963 2,579 4,692 -539 4,333 2,200 11,527 11,361 435 287 2,352 5,029 9,316
Percent of Open Interest Represented by Each Category of Trader
6.0 12.1 8.0 33.8 22.9 7.8 8.2 11.4 16.0 2.9 5.0 4.8 12.4 12.0
Number of Traders in Each Category Total Traders: 648
34 34 43 165 98 121 86 123 127 50 58 64
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 100,184
Positions
34,035 13,848 2,649 6,368 18,915 4,203 5,872 1,072 17,212 4,551 111 3,653 21,641 38,522
Changes from: July 31, 2018 Total Change is: 11,827
2,653 -30 1,061 53 -202 1,958 153 -541 4,265 431 93 597 656 4,626
Percent of Open Interest Represented by Each Category of Trader
34.0 13.8 2.6 6.4 18.9 4.2 5.9 1.1 17.2 4.5 0.1 3.6 21.6 38.5
Number of Traders in Each Category Total Traders: 58
9 8 8 4 5 . 13 7 19 6 6 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 25,516
Positions
1,068 24,406 0 8,621 0 290 12,187 325 0 767 0 0 2,583 495
Changes from: July 31, 2018 Total Change is: -1,031
0 -888 0 -373 0 0 -4 -86 0 -400 0 0 -254 -57
Percent of Open Interest Represented by Each Category of Trader
4.2 95.6 0.0 33.8 0.0 1.1 47.8 1.3 0.0 3.0 0.0 0.0 10.1 1.9
Number of Traders in Each Category Total Traders: 28
4 9 0 6 0 . 7 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,632,777
Positions
204,125 559,579 189,442 1,373,525 860,697 293,843 333,332 488,467 552,086 100,074 206,359 180,254 406,097 302,051
Changes from: July 31, 2018 Total Change is: 132,133
22,390 -5,371 -1,709 23,192 -1,690 11,883 13,043 63,149 32,675 366 1,315 8,429 21,863 23,451
Percent of Open Interest Represented by Each Category of Trader
5.6 15.4 5.2 37.8 23.7 8.1 9.2 13.4 15.2 2.8 5.7 5.0 11.2 8.3
Number of Traders in Each Category Total Traders: 635
32 35 42 167 95 119 83 122 124 46 55 58
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 30,297
Positions
5,380 27,093 0 19,304 0 1,603 961 0 0 721 841 0 2,328 760
Changes from: July 31, 2018 Total Change is: -911
837 -574 -1 -2,020 0 3 22 0 0 0 -280 0 248 -59
Percent of Open Interest Represented by Each Category of Trader
17.8 89.4 0.0 63.7 0.0 5.3 3.2 0.0 0.0 2.4 2.8 0.0 7.7 2.5
Number of Traders in Each Category Total Traders: 22
. 8 0 7 0 . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 8,660
Positions
834 7,759 0 3,999 417 0 267 0 0 1,756 0 0 1,804 484
Changes from: July 31, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
9.6 89.6 0.0 46.2 4.8 0.0 3.1 0.0 0.0 20.3 0.0 0.0 20.8 5.6
Number of Traders in Each Category Total Traders: 20
. 11 0 . . 0 . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 14,426
Positions
6,683 10,295 62 5,415 1,365 427 299 1,324 23 0 365 0 1,517 565
Changes from: July 31, 2018 Total Change is: 136
1,157 -209 0 223 0 141 -28 0 0 -1,035 365 0 -322 -161
Percent of Open Interest Represented by Each Category of Trader
46.3 71.4 0.4 37.5 9.5 3.0 2.1 9.2 0.2 0.0 2.5 0.0 10.5 3.9
Number of Traders in Each Category Total Traders: 24
5 9 . 6 . . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 30,358
Positions
18,963 24,492 0 8,312 1,038 395 695 651 0 0 2,476 0 1,993 1,306
Changes from: July 31, 2018 Total Change is: 1,828
-920 5,255 0 2,780 -3,511 0 0 -172 -106 0 0 0 74 362
Percent of Open Interest Represented by Each Category of Trader
62.5 80.7 0.0 27.4 3.4 1.3 2.3 2.1 0.0 0.0 8.2 0.0 6.6 4.3
Number of Traders in Each Category Total Traders: 29
7 7 0 7 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 82,913
Positions
4,316 39,177 538 40,340 29,886 4,422 19,662 2,941 1,008 0 824 0 12,627 4,117
Changes from: July 31, 2018 Total Change is: 340
394 203 -2 -760 -345 -100 1,232 285 -107 0 0 0 -317 406
Percent of Open Interest Represented by Each Category of Trader
5.2 47.3 0.6 48.7 36.0 5.3 23.7 3.5 1.2 0.0 1.0 0.0 15.2 5.0
Number of Traders in Each Category Total Traders: 84
5 10 . 33 13 11 16 5 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 52,844
Positions
13,255 14,393 863 13,888 10,009 984 10,755 12,551 2,690 2,245 1,818 1,061 7,104 8,475
Changes from: July 31, 2018 Total Change is: 930
1,765 541 66 601 61 -143 -1,617 -574 103 497 213 42 -384 620
Percent of Open Interest Represented by Each Category of Trader
25.1 27.2 1.6 26.3 18.9 1.9 20.4 23.8 5.1 4.2 3.4 2.0 13.4 16.0
Number of Traders in Each Category Total Traders: 294
21 22 10 55 33 24 34 75 32 21 33 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 264,220
Positions
66,273 71,965 4,315 69,440 50,045 4,919 53,773 62,755 13,451 11,226 9,090 5,303 35,521 42,377
Changes from: July 31, 2018 Total Change is: 4,652
8,826 2,706 330 3,003 307 -713 -8,085 -2,870 515 2,484 1,066 212 -1,919 3,099
Percent of Open Interest Represented by Each Category of Trader
25.1 27.2 1.6 26.3 18.9 1.9 20.4 23.8 5.1 4.2 3.4 2.0 13.4 16.0
Number of Traders in Each Category Total Traders: 294
21 22 10 55 33 24 34 75 32 21 33 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 554,861
Positions
51,423 170,182 3,459 256,075 158,085 36,035 148,308 140,836 15,932 17,128 10,189 1,681 24,820 18,462
Changes from: July 31, 2018 Total Change is: -5,593
2,445 -12,127 -96 -2,152 20,854 -1,673 393 -7,208 -2,810 -379 -243 25 -1,348 -2,316
Percent of Open Interest Represented by Each Category of Trader
9.3 30.7 0.6 46.2 28.5 6.5 26.7 25.4 2.9 3.1 1.8 0.3 4.5 3.3
Number of Traders in Each Category Total Traders: 317
18 26 5 85 48 37 62 57 36 13 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 30,058
Positions
2,113 19,215 1 17,927 971 523 2,803 5,687 284 904 923 0 5,503 2,454
Changes from: July 31, 2018 Total Change is: 501
-90 3,000 0 -681 1 -3 1,384 -1,508 11 0 -76 0 -120 -924
Percent of Open Interest Represented by Each Category of Trader
7.0 63.9 0.0 59.6 3.2 1.7 9.3 18.9 0.9 3.0 3.1 0.0 18.3 8.2
Number of Traders in Each Category Total Traders: 48
. 4 . 18 . . 8 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 51,610
Positions
5,722 9,361 387 23,891 7,084 2,026 10,253 9,688 184 1,260 1,343 0 7,887 21,537
Changes from: July 31, 2018 Total Change is: -2,816
1,169 -1,384 0 305 -14,622 294 -3,341 2,475 -147 -359 0 0 -737 10,568
Percent of Open Interest Represented by Each Category of Trader
11.1 18.1 0.7 46.3 13.7 3.9 19.9 18.8 0.4 2.4 2.6 0.0 15.3 41.7
Number of Traders in Each Category Total Traders: 67
8 10 . 12 5 6 15 13 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 287,744
Positions
35,128 175,315 2,736 183,971 76,421 17,521 35,249 7,908 1,099 2,562 1,697 0 9,478 5,047
Changes from: July 31, 2018 Total Change is: -7,410
-331 -11,100 20 -4,041 3,059 1,253 -5,197 641 518 4 -352 0 364 -1,449
Percent of Open Interest Represented by Each Category of Trader
12.2 60.9 1.0 63.9 26.6 6.1 12.3 2.7 0.4 0.9 0.6 0.0 3.3 1.8
Number of Traders in Each Category Total Traders: 154
9 14 . 56 31 24 25 11 5 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,012,893
Positions
44,384 562,846 6,668 667,344 219,119 97,886 117,124 72,726 9,187 40,418 28,707 770 29,112 14,984
Changes from: July 31, 2018 Total Change is: 9,365
1,666 20,750 31 11,861 -8,630 -2,924 -428 -3,957 1,365 -1,906 671 22 -322 2,037
Percent of Open Interest Represented by Each Category of Trader
4.4 55.6 0.7 65.9 21.6 9.7 11.6 7.2 0.9 4.0 2.8 0.1 2.9 1.5
Number of Traders in Each Category Total Traders: 415
25 22 9 150 74 72 57 39 15 38 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 114,156
Positions
22,393 42,546 70,809 10,639 0 270 8,985 0 408 620 30 0 32 93
Changes from: July 31, 2018 Total Change is: 279
-20 221 58 1 0 0 240 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
19.6 37.3 62.0 9.3 0.0 0.2 7.9 0.0 0.4 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 33
. 14 8 8 0 . 5 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,014,408
Positions
15,345 74,750 29,268 345,176 225,744 218,805 105,004 116,845 100,803 32,410 41,625 14,543 153,055 192,026
Changes from: July 31, 2018 Total Change is: 28,894
-1,548 3,396 2,639 11,484 -4,570 556 8,982 21,369 5,913 -64 869 1,608 -675 -2,886
Percent of Open Interest Represented by Each Category of Trader
1.5 7.4 2.9 34.0 22.3 21.6 10.4 11.5 9.9 3.2 4.1 1.4 15.1 18.9
Number of Traders in Each Category Total Traders: 196
6 21 18 56 30 50 36 25 46 9 13 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,034,858
Positions
8,562 198,941 4,322 567,961 70,058 160,151 79,962 460,745 15,533 62,608 23,539 606 135,153 100,963
Changes from: July 31, 2018 Total Change is: 11,412
1,232 -13,314 3,196 -9,303 -644 5,409 5,705 4,182 8,565 527 3,108 46 -3,965 864
Percent of Open Interest Represented by Each Category of Trader
0.8 19.2 0.4 54.9 6.8 15.5 7.7 44.5 1.5 6.0 2.3 0.1 13.1 9.8
Number of Traders in Each Category Total Traders: 134
. 19 4 57 9 40 12 26 22 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,994,925
Positions
56,990 197,577 18,861 824,970 324,233 259,954 396,223 526,034 140,428 173,346 343,865 5,655 118,498 178,318
Changes from: July 31, 2018 Total Change is: -17,073
-8,695 20,914 3,774 6,294 -8,455 -12,722 -130 -18,908 -6,254 5,747 11,073 -528 -4,559 -5,967
Percent of Open Interest Represented by Each Category of Trader
2.9 9.9 0.9 41.4 16.3 13.0 19.9 26.4 7.0 8.7 17.2 0.3 5.9 8.9
Number of Traders in Each Category Total Traders: 342
13 29 9 89 42 65 56 67 61 20 26 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,377,247
Positions
98,043 313,837 147,584 1,679,560 846,601 579,979 509,960 1,124,056 485,224 440,786 251,006 74,325 361,786 554,635
Changes from: July 31, 2018 Total Change is: 37,834
-23,181 73,225 -5,719 50,603 9,173 -15,196 45,669 -16,209 -1,941 -16,188 -1,880 -1,082 4,869 -2,536
Percent of Open Interest Represented by Each Category of Trader
2.2 7.2 3.4 38.4 19.3 13.2 11.7 25.7 11.1 10.1 5.7 1.7 8.3 12.7
Number of Traders in Each Category Total Traders: 455
19 44 39 89 97 107 60 92 93 27 27 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 572,410
Positions
30,861 16,131 6,296 190,016 195,784 74,050 102,833 53,306 15,035 48,222 40,116 511 104,586 171,181
Changes from: July 31, 2018 Total Change is: -10,979
581 -9,997 78 -13,167 -2,536 4,703 -4,487 4,997 -2,803 0 2,303 5 4,111 -7,729
Percent of Open Interest Represented by Each Category of Trader
5.4 2.8 1.1 33.2 34.2 12.9 18.0 9.3 2.6 8.4 7.0 0.1 18.3 29.9
Number of Traders in Each Category Total Traders: 104
6 5 . 19 38 36 13 12 9 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,394,957
Positions
83,594 331,246 107,175 2,106,905 536,388 703,419 414,349 1,572,357 352,845 297,535 325,836 34,049 295,085 431,641
Changes from: July 31, 2018 Total Change is: 238,367
2,946 66,724 10,359 114,442 26,903 3,370 29,561 72,615 66,479 -454 2,648 5,101 6,563 -15,832
Percent of Open Interest Represented by Each Category of Trader
1.9 7.5 2.4 47.9 12.2 16.0 9.4 35.8 8.0 6.8 7.4 0.8 6.7 9.8
Number of Traders in Each Category Total Traders: 346
13 37 18 82 59 77 35 74 60 24 22 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,779,097
Positions
432,867 327,630 531,137 10,350 15,056 37,518 60,759 234,853 442,170 152,592 52,641 77,810 33,894 60,282
Changes from: July 31, 2018 Total Change is: -210,226
-25,297 -138,170 -26,155 -24,863 -5,899 -5,038 -33,298 34,241 -48,927 -32,344 -1,574 -17,072 2,768 -1,631
Percent of Open Interest Represented by Each Category of Trader
24.3 18.4 29.9 0.6 0.8 2.1 3.4 13.2 24.9 8.6 3.0 4.4 1.9 3.4
Number of Traders in Each Category Total Traders: 144
25 26 43 . 4 5 28 38 47 8 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is26,558,808
Positions
6,071,447 1,313,109 4,479,382 375,006 2,159,575 2,136,626 788,504 2,803,007 10,505,659 68,294 309,537 1,536,269 597,621 1,315,645
Changes from: July 31, 2018 Total Change is: -155,990
-34,677 61,219 -54,769 35,539 13,337 -85,698 58,619 53,635 -68,844 17,065 -40,304 -51,429 28,206 16,865
Percent of Open Interest Represented by Each Category of Trader
22.9 4.9 16.9 1.4 8.1 8.0 3.0 10.6 39.6 0.3 1.2 5.8 2.3 5.0
Number of Traders in Each Category Total Traders: 318
32 42 68 12 32 39 50 96 115 17 24 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 9,674
Positions
3,179 2,912 3,014 0 0 0 1,253 1,146 2,161 0 200 0 67 241
Changes from: July 31, 2018 Total Change is: 857
121 421 -167 0 0 0 179 -134 706 0 0 0 18 31
Percent of Open Interest Represented by Each Category of Trader
32.9 30.1 31.2 0.0 0.0 0.0 13.0 11.8 22.3 0.0 2.1 0.0 0.7 2.5
Number of Traders in Each Category Total Traders: 22
. . 4 0 0 0 6 5 10 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 13,100
Positions
8,186 3,737 1,523 0 0 0 189 4,676 2,899 200 0 0 103 265
Changes from: July 31, 2018 Total Change is: -1,265
-1,390 -996 729 0 0 0 -53 -510 -437 200 0 0 -314 -51
Percent of Open Interest Represented by Each Category of Trader
62.5 28.5 11.6 0.0 0.0 0.0 1.4 35.7 22.1 1.5 0.0 0.0 0.8 2.0
Number of Traders in Each Category Total Traders: 22
4 . . 0 0 0 . 12 10 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 29,675
Positions
1,332 2,667 0 146 9,730 0 15,905 14,376 0 12,021 2,595 208 63 99
Changes from: July 31, 2018 Total Change is: -2,376
-1,516 -520 0 0 -130 0 -1,267 -1,138 0 450 -620 -7 -36 39
Percent of Open Interest Represented by Each Category of Trader
4.5 9.0 0.0 0.5 32.8 0.0 53.6 48.4 0.0 40.5 8.7 0.7 0.2 0.3
Number of Traders in Each Category Total Traders: 43
. 5 0 . 11 0 4 10 0 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 17,143
Positions
3,230 3,448 0 723 2,493 9 13,119 9,346 0 0 1,796 0 62 51
Changes from: July 31, 2018 Total Change is: 1,646
13 -104 0 0 45 0 1,605 2,217 0 0 -470 0 28 -42
Percent of Open Interest Represented by Each Category of Trader
18.8 20.1 0.0 4.2 14.5 0.1 76.5 54.5 0.0 0.0 10.5 0.0 0.4 0.3
Number of Traders in Each Category Total Traders: 30
. 4 0 . 7 . 4 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-Year Eris Standard- Initial - ERIS FUTURES EXCHANGE 1 million USD notional principal
CFTC Code #ZB9105 Open Interest is 79,763
Positions
2,782 0 37,887 1,707 0 0 3,803 13,914 26,407 6,900 1,303 246 31 6
Changes from: July 31, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
3.5 0.0 47.5 2.1 0.0 0.0 4.8 17.4 33.1 8.7 1.6 0.3 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. 0 . . 0 0 . 4 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 4,454
Positions
55 0 0 26 0 0 754 1,795 438 1,019 1,670 2 2,160 549
Changes from: July 31, 2018 Total Change is: -217
0 0 0 1 -79 0 -599 -595 202 123 207 0 56 48
Percent of Open Interest Represented by Each Category of Trader
1.2 0.0 0.0 0.6 0.0 0.0 16.9 40.3 9.8 22.9 37.5 0.0 48.5 12.3
Number of Traders in Each Category Total Traders: 45
. 0 0 . 0 0 7 11 4 18 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 2,732
Positions
0 0 0 0 143 23 1,481 1,454 293 135 470 0 800 349
Changes from: July 31, 2018 Total Change is: -331
0 0 0 0 -66 14 -241 -515 35 -124 130 0 -15 71
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 5.2 0.8 54.2 53.2 10.7 4.9 17.2 0.0 29.3 12.8
Number of Traders in Each Category Total Traders: 33
0 0 0 0 4 . 8 13 4 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 54,101
Positions
1,304 33,874 0 16,455 440 422 17,817 13,641 2,011 7,623 1,468 135 8,333 2,110
Changes from: July 31, 2018 Total Change is: 824
-2,420 1,513 0 1,782 -134 -48 2,876 -125 -450 -1,147 -210 -35 266 313
Percent of Open Interest Represented by Each Category of Trader
2.4 62.6 0.0 30.4 0.8 0.8 32.9 25.2 3.7 14.1 2.7 0.2 15.4 3.9
Number of Traders in Each Category Total Traders: 132
. . 0 15 4 . 41 17 12 39 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 476,020
Positions
58,341 9,591 28,805 123,616 71,112 21,258 71,447 182,355 107,738 20,612 4,362 17,465 26,738 33,334
Changes from: July 31, 2018 Total Change is: 60,555
4,639 2,641 4,217 5,696 7,701 5,951 11,374 14,232 23,997 2,544 -828 1,911 226 733
Percent of Open Interest Represented by Each Category of Trader
12.3 2.0 6.1 26.0 14.9 4.5 15.0 38.3 22.6 4.3 0.9 3.7 5.6 7.0
Number of Traders in Each Category Total Traders: 246
16 7 16 26 40 23 51 65 59 13 11 19
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Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2018
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 32,343
Positions
1,041 3,146 0 22,612 0 210 5,523 25,178 242 1,341 2,363 1,175 199 29
Changes from: July 31, 2018 Total Change is: -385
35 0 0 -495 0 0 18 -1,524 0 0 1,096 44 13 -1
Percent of Open Interest Represented by Each Category of Trader
3.2 9.7 0.0 69.9 0.0 0.6 17.1 77.8 0.7 4.1 7.3 3.6 0.6 0.1
Number of Traders in Each Category Total Traders: 41
. . 0 10 0 . 6 10 . 8 . .
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Updated August 10, 2018