Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 163,008
Positions
40,301 20,609 5,135 37,591 27,768 3,630 16,037 47,600 19,438 7,985 1,374 1,044 31,847 36,410
Changes from: August 7, 2018 Total Change is: -172
1,234 -162 485 1,154 1,249 -61 -3,326 -2,833 -331 -411 36 102 982 1,343
Percent of Open Interest Represented by Each Category of Trader
24.7 12.6 3.2 23.1 17.0 2.2 9.8 29.2 11.9 4.9 0.8 0.6 19.5 22.3
Number of Traders in Each Category Total Traders: 107
9 4 6 11 17 5 20 34 23 7 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 92,868
Positions
72,859 1,987 293 1,119 18,853 283 9,970 41,728 1,348 453 1,625 0 6,543 26,751
Changes from: August 7, 2018 Total Change is: -148
67 -245 93 -28 746 0 -884 -1,269 479 0 0 0 126 49
Percent of Open Interest Represented by Each Category of Trader
78.5 2.1 0.3 1.2 20.3 0.3 10.7 44.9 1.5 0.5 1.7 0.0 7.0 28.8
Number of Traders in Each Category Total Traders: 56
8 . . . 13 . 6 22 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 296,096
Positions
100,569 6,427 17,431 46,024 89,804 5,745 55,535 77,062 36,755 1,767 8,660 4,016 28,253 50,195
Changes from: August 7, 2018 Total Change is: 38,599
8,995 -938 1,505 2,578 5,526 1,996 12,298 13,039 9,487 -14 367 1,282 473 6,335
Percent of Open Interest Represented by Each Category of Trader
34.0 2.2 5.9 15.5 30.3 1.9 18.8 26.0 12.4 0.6 2.9 1.4 9.5 17.0
Number of Traders in Each Category Total Traders: 133
8 5 7 15 25 11 24 45 22 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 214,157
Positions
79,421 3,024 8,745 37,768 41,582 6,399 34,008 85,163 21,015 2,087 1,707 2,014 22,701 44,509
Changes from: August 7, 2018 Total Change is: -690
-7,726 -80 909 2,265 -985 109 2,181 -824 98 20 23 256 1,199 -196
Percent of Open Interest Represented by Each Category of Trader
37.1 1.4 4.1 17.6 19.4 3.0 15.9 39.8 9.8 1.0 0.8 0.9 10.6 20.8
Number of Traders in Each Category Total Traders: 134
11 . 8 19 22 10 30 39 26 . 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 627,884
Positions
49,428 136,961 35,652 273,879 126,527 37,688 46,368 133,806 62,529 22,761 9,785 8,432 91,147 76,505
Changes from: August 7, 2018 Total Change is: 52,915
-723 -10,063 10,741 -1,385 5,036 1,742 13,235 18,519 19,197 3,878 493 2,351 3,879 4,898
Percent of Open Interest Represented by Each Category of Trader
7.9 21.8 5.7 43.6 20.2 6.0 7.4 21.3 10.0 3.6 1.6 1.3 14.5 12.2
Number of Traders in Each Category Total Traders: 302
18 11 15 90 39 48 32 68 38 27 16 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 36,427
Positions
504 17,272 0 16,378 6,289 2,291 1,144 6,663 0 0 771 5 16,105 3,136
Changes from: August 7, 2018 Total Change is: 1,512
15 -68 0 -179 -645 -51 0 2,576 0 0 0 0 1,727 -300
Percent of Open Interest Represented by Each Category of Trader
1.4 47.4 0.0 45.0 17.3 6.3 3.1 18.3 0.0 0.0 2.1 0.0 44.2 8.6
Number of Traders in Each Category Total Traders: 30
. . 0 14 5 8 . 5 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 27,986
Positions
3,886 6,212 545 8,200 11,804 2,159 6,848 650 0 0 0 0 6,348 6,616
Changes from: August 7, 2018 Total Change is: 2,088
93 0 0 -414 -38 3 2,005 650 0 0 0 0 401 1,473
Percent of Open Interest Represented by Each Category of Trader
13.9 22.2 1.9 29.3 42.2 7.7 24.5 2.3 0.0 0.0 0.0 0.0 22.7 23.6
Number of Traders in Each Category Total Traders: 21
. . . 5 8 8 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 169,011
Positions
89,523 4,382 7,150 7,610 40,296 2,261 20,246 53,659 12,626 3,911 0 1,741 23,943 46,897
Changes from: August 7, 2018 Total Change is: 13,976
-1,362 287 2,799 1,114 -195 395 -142 2,595 2,568 3,463 -53 472 4,669 5,109
Percent of Open Interest Represented by Each Category of Trader
53.0 2.6 4.2 4.5 23.8 1.3 12.0 31.7 7.5 2.3 0.0 1.0 14.2 27.7
Number of Traders in Each Category Total Traders: 96
10 4 6 7 17 4 19 34 19 5 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 20,030
Positions
0 15,284 4 11,797 151 0 6,016 2,746 4 385 100 0 1,824 1,741
Changes from: August 7, 2018 Total Change is: -5,399
0 -518 4 -9,779 -7 0 4,131 -5,469 0 285 100 0 -40 491
Percent of Open Interest Represented by Each Category of Trader
0.0 76.3 0.0 58.9 0.8 0.0 30.0 13.7 0.0 1.9 0.5 0.0 9.1 8.7
Number of Traders in Each Category Total Traders: 28
0 5 . 4 . 0 8 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 207,701
Positions
550 110,452 4,601 120,345 2,126 0 71,880 73,557 1,151 1,565 12,431 0 7,609 3,383
Changes from: August 7, 2018 Total Change is: 8,888
0 4,243 -410 6,981 -168 -154 3,282 7,252 -346 -653 -255 0 188 -1,274
Percent of Open Interest Represented by Each Category of Trader
0.3 53.2 2.2 57.9 1.0 0.0 34.6 35.4 0.6 0.8 6.0 0.0 3.7 1.6
Number of Traders in Each Category Total Traders: 136
. 11 4 24 5 0 47 27 12 8 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 31,400
Positions
21,051 2,108 0 0 20,479 0 7,470 5,052 145 1,200 1,040 3 1,531 2,573
Changes from: August 7, 2018 Total Change is: 504
0 -15 0 0 1,182 0 164 -1,060 83 238 35 0 19 279
Percent of Open Interest Represented by Each Category of Trader
67.0 6.7 0.0 0.0 65.2 0.0 23.8 16.1 0.5 3.8 3.3 0.0 4.9 8.2
Number of Traders in Each Category Total Traders: 41
. . 0 0 6 0 12 11 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 56,128
Positions
39,485 255 0 1,557 10,774 0 9,779 34,683 2,077 0 1,216 5 3,225 7,118
Changes from: August 7, 2018 Total Change is: 4,809
2,753 -45 0 903 -57 0 221 3,980 608 0 227 0 324 96
Percent of Open Interest Represented by Each Category of Trader
70.3 0.5 0.0 2.8 19.2 0.0 17.4 61.8 3.7 0.0 2.2 0.0 5.7 12.7
Number of Traders in Each Category Total Traders: 100
10 . 0 4 20 0 18 41 11 0 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 10,889
Positions
3,910 1,519 0 5,948 2,254 0 134 4,732 10 118 250 0 769 2,124
Changes from: August 7, 2018 Total Change is: -11
-24 -11 0 186 178 0 134 -649 0 118 -414 0 -425 885
Percent of Open Interest Represented by Each Category of Trader
35.9 13.9 0.0 54.6 20.7 0.0 1.2 43.5 0.1 1.1 2.3 0.0 7.1 19.5
Number of Traders in Each Category Total Traders: 24
. . 0 . 4 0 . 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 50,410
Positions
10,207 29,472 1,234 8,404 346 334 16,760 8,513 1,837 1,259 770 598 9,778 7,307
Changes from: August 7, 2018 Total Change is: -1,088
-106 -1,376 42 -552 346 -26 -1,539 -49 158 -9 -386 33 911 171
Percent of Open Interest Represented by Each Category of Trader
20.2 58.5 2.4 16.7 0.7 0.7 33.2 16.9 3.6 2.5 1.5 1.2 19.4 14.5
Number of Traders in Each Category Total Traders: 96
12 22 6 13 . . 27 9 12 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 100,820
Positions
20,414 58,943 2,468 16,808 691 668 33,520 17,026 3,673 2,518 1,540 1,196 19,555 14,615
Changes from: August 7, 2018 Total Change is: -2,175
-212 -2,751 84 -1,104 691 -51 -3,079 -98 315 -17 -772 66 1,822 341
Percent of Open Interest Represented by Each Category of Trader
20.2 58.5 2.4 16.7 0.7 0.7 33.2 16.9 3.6 2.5 1.5 1.2 19.4 14.5
Number of Traders in Each Category Total Traders: 96
12 22 6 13 . . 27 9 12 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 29,742
Positions
4,474 23,283 0 23,266 1,593 263 0 3,922 0 0 461 0 1,739 220
Changes from: August 7, 2018 Total Change is: 612
-205 0 0 784 11 6 0 647 0 0 0 0 27 -52
Percent of Open Interest Represented by Each Category of Trader
15.0 78.3 0.0 78.2 5.4 0.9 0.0 13.2 0.0 0.0 1.5 0.0 5.8 0.7
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 14, 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 829,668
Positions
48,958 99,568 67,142 274,499 188,274 61,805 68,618 91,444 136,242 24,860 41,206 43,661 103,885 100,327
Changes from: August 7, 2018 Total Change is: 2,929
-261 -554 963 -4,882 -1,088 -2,859 669 -2,731 4,023 631 160 3,620 1,024 1,395
Percent of Open Interest Represented by Each Category of Trader
5.9 12.0 8.1 33.1 22.7 7.4 8.3 11.0 16.4 3.0 5.0 5.3 12.5 12.1
Number of Traders in Each Category Total Traders: 650
36 38 47 167 100 124 89 116 122 56 48 61
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 96,744
Positions
34,326 12,971 2,235 6,359 17,552 3,359 5,639 1,053 15,585 4,463 43 3,099 21,680 40,848
Changes from: August 7, 2018 Total Change is: -3,440
291 -877 -414 -9 -1,363 -845 -234 -19 -1,627 -88 -68 -554 39 2,326
Percent of Open Interest Represented by Each Category of Trader
35.5 13.4 2.3 6.6 18.1 3.5 5.8 1.1 16.1 4.6 0.0 3.2 22.4 42.2
Number of Traders in Each Category Total Traders: 56
9 7 8 4 4 . 13 8 20 7 4 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 25,533
Positions
833 24,591 0 8,706 0 290 12,191 326 0 767 0 0 2,746 326
Changes from: August 7, 2018 Total Change is: 17
-235 185 0 85 0 0 4 1 0 0 0 0 163 -169
Percent of Open Interest Represented by Each Category of Trader
3.3 96.3 0.0 34.1 0.0 1.1 47.7 1.3 0.0 3.0 0.0 0.0 10.8 1.3
Number of Traders in Each Category Total Traders: 27
. 9 0 6 0 . 7 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 3,664,621
Positions
198,899 558,725 198,798 1,348,745 861,652 284,186 337,255 474,315 580,926 103,473 207,306 201,318 411,021 297,394
Changes from: August 7, 2018 Total Change is: 31,844
-5,226 -853 9,356 -24,780 955 -9,657 3,923 -14,152 28,840 3,400 947 21,064 4,924 -4,656
Percent of Open Interest Represented by Each Category of Trader
5.4 15.2 5.4 36.8 23.5 7.8 9.2 12.9 15.9 2.8 5.7 5.5 11.2 8.1
Number of Traders in Each Category Total Traders: 638
35 39 46 169 97 122 87 114 118 53 44 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 30,284
Positions
5,494 25,463 0 18,824 1,644 1,499 734 0 0 689 841 0 3,044 837
Changes from: August 7, 2018 Total Change is: -13
114 -1,630 0 -480 1,644 -104 -227 0 0 -32 0 0 716 77
Percent of Open Interest Represented by Each Category of Trader
18.1 84.1 0.0 62.2 5.4 4.9 2.4 0.0 0.0 2.3 2.8 0.0 10.1 2.8
Number of Traders in Each Category Total Traders: 20
. 8 0 6 . . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 8,877
Positions
794 7,976 0 4,167 417 0 267 0 0 1,756 0 0 1,893 484
Changes from: August 7, 2018 Total Change is: 217
-40 217 0 168 0 0 0 0 0 0 0 0 89 0
Percent of Open Interest Represented by Each Category of Trader
8.9 89.9 0.0 46.9 4.7 0.0 3.0 0.0 0.0 19.8 0.0 0.0 21.3 5.5
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 14, 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 15,443
Positions
7,630 10,552 62 5,439 1,365 286 299 1,324 23 0 1,065 0 1,704 766
Changes from: August 7, 2018 Total Change is: 1,017
947 257 0 24 0 -141 0 0 0 0 700 0 187 201
Percent of Open Interest Represented by Each Category of Trader
49.4 68.3 0.4 35.2 8.8 1.9 1.9 8.6 0.1 0.0 6.9 0.0 11.0 5.0
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 14, 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 30,033
Positions
18,753 24,429 8 8,230 1,038 397 695 651 0 0 2,476 0 1,950 1,034
Changes from: August 7, 2018 Total Change is: -325
-210 -63 8 -82 0 2 0 0 0 0 0 0 -43 -272
Percent of Open Interest Represented by Each Category of Trader
62.4 81.3 0.0 27.4 3.5 1.3 2.3 2.2 0.0 0.0 8.2 0.0 6.5 3.4
Number of Traders in Each Category Total Traders: 28
6 7 . 7 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 84,411
Positions
3,969 39,451 558 39,631 30,624 4,480 21,571 3,968 824 0 824 0 13,378 3,682
Changes from: August 7, 2018 Total Change is: 1,498
-347 274 20 -709 738 58 1,909 1,027 -184 0 0 0 751 -435
Percent of Open Interest Represented by Each Category of Trader
4.7 46.7 0.7 47.0 36.3 5.3 25.6 4.7 1.0 0.0 1.0 0.0 15.8 4.4
Number of Traders in Each Category Total Traders: 83
4 10 . 31 14 10 16 6 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 51,539
Positions
13,581 14,368 915 12,867 9,670 1,007 10,495 11,487 2,759 1,794 1,598 1,083 7,038 8,652
Changes from: August 7, 2018 Total Change is: -1,305
326 -25 52 -1,021 -339 23 -259 -1,064 68 -451 -220 23 -66 177
Percent of Open Interest Represented by Each Category of Trader
26.4 27.9 1.8 25.0 18.8 2.0 20.4 22.3 5.4 3.5 3.1 2.1 13.7 16.8
Number of Traders in Each Category Total Traders: 272
22 22 10 54 31 22 32 66 37 15 29 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 257,697
Positions
67,904 71,842 4,576 64,334 48,352 5,035 52,477 57,433 13,793 8,971 7,988 5,416 35,191 43,261
Changes from: August 7, 2018 Total Change is: -6,523
1,631 -123 262 -5,106 -1,693 115 -1,296 -5,321 342 -2,254 -1,102 113 -330 884
Percent of Open Interest Represented by Each Category of Trader
26.4 27.9 1.8 25.0 18.8 2.0 20.4 22.3 5.4 3.5 3.1 2.1 13.7 16.8
Number of Traders in Each Category Total Traders: 272
22 22 10 54 31 22 32 66 37 15 29 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 553,040
Positions
50,113 169,326 3,162 252,661 160,973 36,381 151,938 133,464 16,061 17,195 10,751 1,880 23,649 21,042
Changes from: August 7, 2018 Total Change is: -1,821
-1,310 -856 -298 -3,414 2,888 346 3,630 -7,372 130 67 562 199 -1,171 2,580
Percent of Open Interest Represented by Each Category of Trader
9.1 30.6 0.6 45.7 29.1 6.6 27.5 24.1 2.9 3.1 1.9 0.3 4.3 3.8
Number of Traders in Each Category Total Traders: 322
18 26 5 80 51 36 63 58 31 15 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 31,916
Positions
5,113 18,015 1 16,843 971 525 2,542 8,147 47 883 1,085 0 5,962 3,125
Changes from: August 7, 2018 Total Change is: 1,858
3,000 -1,200 0 -1,084 0 2 -261 2,460 -237 -21 162 0 459 671
Percent of Open Interest Represented by Each Category of Trader
16.0 56.4 0.0 52.8 3.0 1.6 8.0 25.5 0.1 2.8 3.4 0.0 18.7 9.8
Number of Traders in Each Category Total Traders: 45
. 4 . 17 . . 8 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 49,877
Positions
5,285 13,629 408 22,480 7,884 1,948 10,028 8,393 550 1,686 1,219 0 7,492 15,846
Changes from: August 7, 2018 Total Change is: -1,733
-437 4,268 21 -1,411 800 -78 -225 -1,295 366 426 -124 0 -395 -5,691
Percent of Open Interest Represented by Each Category of Trader
10.6 27.3 0.8 45.1 15.8 3.9 20.1 16.8 1.1 3.4 2.4 0.0 15.0 31.8
Number of Traders in Each Category Total Traders: 68
7 13 . 12 5 6 11 14 7 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 298,985
Positions
42,165 180,311 2,519 190,179 78,752 18,042 33,354 10,518 1,306 2,514 1,691 0 8,906 5,846
Changes from: August 7, 2018 Total Change is: 11,241
7,037 4,996 -217 6,208 2,331 521 -1,895 2,610 207 -48 -6 0 -572 799
Percent of Open Interest Represented by Each Category of Trader
14.1 60.3 0.8 63.6 26.3 6.0 11.2 3.5 0.4 0.8 0.6 0.0 3.0 2.0
Number of Traders in Each Category Total Traders: 156
11 13 . 56 33 25 22 13 9 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 1,004,146
Positions
49,923 558,217 6,635 650,774 210,881 106,161 114,595 69,814 8,902 38,608 27,555 603 27,945 15,378
Changes from: August 7, 2018 Total Change is: -8,747
5,539 -4,629 -33 -16,570 -8,238 8,275 -2,529 -2,912 -285 -1,810 -1,152 -167 -1,167 394
Percent of Open Interest Represented by Each Category of Trader
5.0 55.6 0.7 64.8 21.0 10.6 11.4 7.0 0.9 3.8 2.7 0.1 2.8 1.5
Number of Traders in Each Category Total Traders: 416
24 23 9 152 76 75 57 40 17 35 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 113,758
Positions
22,406 42,939 70,018 10,539 0 270 9,465 0 408 620 30 0 32 93
Changes from: August 7, 2018 Total Change is: -398
13 393 -791 -100 0 0 480 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
19.7 37.7 61.5 9.3 0.0 0.2 8.3 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 14, 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 1,048,014
Positions
16,246 80,414 26,890 348,482 226,273 225,509 94,761 114,868 127,327 31,704 41,793 17,985 159,110 186,955
Changes from: August 7, 2018 Total Change is: 33,606
901 5,664 -2,377 3,306 529 6,705 -10,244 -1,977 26,524 -706 168 3,442 6,055 -5,071
Percent of Open Interest Represented by Each Category of Trader
1.6 7.7 2.6 33.3 21.6 21.5 9.0 11.0 12.1 3.0 4.0 1.7 15.2 17.8
Number of Traders in Each Category Total Traders: 196
9 18 19 55 30 50 34 29 46 8 13 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 1,070,551
Positions
7,273 198,378 24,437 584,912 73,286 155,269 72,137 473,456 20,236 62,421 22,793 602 143,263 102,094
Changes from: August 7, 2018 Total Change is: 35,693
-1,289 -563 20,115 16,952 3,228 -4,882 -7,825 12,711 4,703 -187 -746 -4 8,110 1,131
Percent of Open Interest Represented by Each Category of Trader
0.7 18.5 2.3 54.6 6.8 14.5 6.7 44.2 1.9 5.8 2.1 0.1 13.4 9.5
Number of Traders in Each Category Total Traders: 134
. 18 4 58 10 42 12 25 21 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 2,096,621
Positions
62,624 203,771 38,083 866,231 348,228 281,796 428,218 560,413 128,616 170,641 348,855 7,608 112,805 179,252
Changes from: August 7, 2018 Total Change is: 101,696
5,634 6,194 19,222 41,261 23,995 21,842 31,995 34,379 -11,812 -2,705 4,990 1,952 -5,693 934
Percent of Open Interest Represented by Each Category of Trader
3.0 9.7 1.8 41.3 16.6 13.4 20.4 26.7 6.1 8.1 16.6 0.4 5.4 8.5
Number of Traders in Each Category Total Traders: 357
17 32 14 85 49 63 63 64 61 21 26 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 4,607,508
Positions
94,088 366,185 170,730 1,718,189 792,330 621,826 552,886 1,239,197 568,913 425,839 246,349 73,876 381,162 528,102
Changes from: August 7, 2018 Total Change is: 230,261
-3,955 52,348 23,146 38,629 -54,271 41,846 42,926 115,141 83,689 -14,948 -4,657 -449 19,376 -26,533
Percent of Open Interest Represented by Each Category of Trader
2.0 7.9 3.7 37.3 17.2 13.5 12.0 26.9 12.3 9.2 5.3 1.6 8.3 11.5
Number of Traders in Each Category Total Traders: 467
20 51 47 91 93 111 67 87 99 25 33 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 596,316
Positions
33,228 25,895 6,357 191,741 201,774 77,751 122,735 68,518 12,280 47,956 38,310 504 103,764 164,927
Changes from: August 7, 2018 Total Change is: 23,906
2,367 9,764 61 1,725 5,990 3,701 19,902 15,212 -2,755 -266 -1,806 -7 -822 -6,254
Percent of Open Interest Represented by Each Category of Trader
5.6 4.3 1.1 32.2 33.8 13.0 20.6 11.5 2.1 8.0 6.4 0.1 17.4 27.7
Number of Traders in Each Category Total Traders: 111
6 6 . 22 37 38 16 14 9 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 4,469,718
Positions
70,487 421,988 73,723 2,166,256 516,616 694,698 457,983 1,595,628 376,644 276,900 334,833 44,795 308,232 410,794
Changes from: August 7, 2018 Total Change is: 74,761
-13,107 90,742 -33,452 59,351 -19,772 -8,721 43,634 23,271 23,799 -20,635 8,996 10,745 13,147 -20,847
Percent of Open Interest Represented by Each Category of Trader
1.6 9.4 1.6 48.5 11.6 15.5 10.2 35.7 8.4 6.2 7.5 1.0 6.9 9.2
Number of Traders in Each Category Total Traders: 350
11 40 19 86 58 78 38 73 63 20 24 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 1,904,674
Positions
467,095 323,249 559,125 8,031 17,664 39,170 81,507 291,101 489,295 146,130 41,507 83,206 31,115 60,357
Changes from: August 7, 2018 Total Change is: 125,577
34,228 -4,381 27,988 -2,319 2,608 1,652 20,748 56,248 47,125 -6,462 -11,134 5,396 -2,779 75
Percent of Open Interest Represented by Each Category of Trader
24.5 17.0 29.4 0.4 0.9 2.1 4.3 15.3 25.7 7.7 2.2 4.4 1.6 3.2
Number of Traders in Each Category Total Traders: 149
30 26 45 . 4 5 27 40 46 7 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 is25,890,438
Positions
5,833,619 1,356,500 4,348,741 361,813 2,169,314 2,066,483 814,872 2,597,353 10,318,951 33,821 260,927 1,536,831 575,308 1,235,337
Changes from: August 7, 2018 Total Change is: -668,370
-237,829 43,392 -130,641 -13,193 9,740 -70,144 26,369 -205,653 -186,708 -34,473 -48,609 562 -22,313 -80,308
Percent of Open Interest Represented by Each Category of Trader
22.5 5.2 16.8 1.4 8.4 8.0 3.1 10.0 39.9 0.1 1.0 5.9 2.2 4.8
Number of Traders in Each Category Total Traders: 324
32 44 70 12 32 40 58 88 120 18 26 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 10,194
Positions
3,944 3,069 2,355 0 0 0 1,123 1,614 2,712 0 200 0 60 244
Changes from: August 7, 2018 Total Change is: 520
765 157 -659 0 0 0 -130 468 551 0 0 0 -7 3
Percent of Open Interest Represented by Each Category of Trader
38.7 30.1 23.1 0.0 0.0 0.0 11.0 15.8 26.6 0.0 2.0 0.0 0.6 2.4
Number of Traders in Each Category Total Traders: 21
4 . 4 0 0 0 . 9 10 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 17,027
Positions
10,397 6,175 1,552 0 0 0 259 4,489 4,571 200 0 0 48 240
Changes from: August 7, 2018 Total Change is: 3,927
2,211 2,438 29 0 0 0 70 -187 1,672 0 0 0 -55 -25
Percent of Open Interest Represented by Each Category of Trader
61.1 36.3 9.1 0.0 0.0 0.0 1.5 26.4 26.8 1.2 0.0 0.0 0.3 1.4
Number of Traders in Each Category Total Traders: 24
. 4 . 0 0 0 6 10 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 30,081
Positions
1,442 3,627 0 146 9,653 0 14,681 14,442 0 13,570 2,103 208 34 48
Changes from: August 7, 2018 Total Change is: 406
110 960 0 0 -77 0 -1,224 66 0 1,549 -492 0 -29 -51
Percent of Open Interest Represented by Each Category of Trader
4.8 12.1 0.0 0.5 32.1 0.0 48.8 48.0 0.0 45.1 7.0 0.7 0.1 0.2
Number of Traders in Each Category Total Traders: 43
. 4 0 . 11 0 4 12 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 17,298
Positions
3,218 3,375 0 723 2,448 9 13,326 9,571 0 0 1,796 0 22 99
Changes from: August 7, 2018 Total Change is: 155
-12 -73 0 0 -45 0 207 225 0 0 0 0 -40 48
Percent of Open Interest Represented by Each Category of Trader
18.6 19.5 0.0 4.2 14.2 0.1 77.0 55.3 0.0 0.0 10.4 0.0 0.1 0.6
Number of Traders in Each Category Total Traders: 29
. 4 0 . 6 . 4 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-Year Eris Standard- Initial - ERIS FUTURES EXCHANGE 100,000 USD notional principal
CFTC Code #ZB9105 Open Interest is 78,684
Positions
3,003 0 37,666 590 0 0 3,835 13,030 26,407 6,925 1,323 246 12 12
Changes from: August 7, 2018 Total Change is: -1,079
221 0 -221 -1,117 0 0 32 -884 0 25 20 0 -19 6
Percent of Open Interest Represented by Each Category of Trader
3.8 0.0 47.9 0.7 0.0 0.0 4.9 16.6 33.6 8.8 1.7 0.3 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. 0 . . 0 0 4 . . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 4,548
Positions
55 0 0 48 58 0 875 1,845 191 1,126 1,733 4 2,249 717
Changes from: August 7, 2018 Total Change is: 94
0 0 0 22 58 0 121 50 -247 107 63 2 89 168
Percent of Open Interest Represented by Each Category of Trader
1.2 0.0 0.0 1.1 1.3 0.0 19.2 40.6 4.2 24.8 38.1 0.1 49.5 15.8
Number of Traders in Each Category Total Traders: 50
. 0 0 . . 0 10 10 4 19 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 2,983
Positions
0 0 0 0 215 8 2,065 1,766 67 138 521 0 705 406
Changes from: August 7, 2018 Total Change is: 251
0 0 0 0 72 -15 584 312 -226 3 51 0 -95 57
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 7.2 0.3 69.2 59.2 2.2 4.6 17.5 0.0 23.6 13.6
Number of Traders in Each Category Total Traders: 37
0 0 0 0 4 . 12 13 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 57,312
Positions
554 34,996 0 18,623 364 417 21,446 15,639 1,587 6,155 1,902 180 8,349 2,226
Changes from: August 7, 2018 Total Change is: 3,211
-750 1,122 0 2,168 -76 -5 3,629 1,999 -424 -1,468 434 45 16 116
Percent of Open Interest Represented by Each Category of Trader
1.0 61.1 0.0 32.5 0.6 0.7 37.4 27.3 2.8 10.7 3.3 0.3 14.6 3.9
Number of Traders in Each Category Total Traders: 139
. . 0 15 . . 41 20 14 45 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 492,921
Positions
69,209 8,738 31,428 123,958 65,287 23,349 55,868 183,242 120,960 18,467 5,573 19,954 29,728 34,390
Changes from: August 7, 2018 Total Change is: 16,901
10,868 -853 2,623 342 -5,825 2,091 -15,579 887 13,222 -2,145 1,211 2,489 2,990 1,056
Percent of Open Interest Represented by Each Category of Trader
14.0 1.8 6.4 25.1 13.2 4.7 11.3 37.2 24.5 3.7 1.1 4.0 6.0 7.0
Number of Traders in Each Category Total Traders: 236
16 10 18 25 36 25 40 70 62 11 14 17
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Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 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 33,424
Positions
1,223 3,146 0 20,378 28 210 8,665 26,250 243 1,341 2,367 1,175 189 5
Changes from: August 7, 2018 Total Change is: 1,081
182 0 0 -2,234 28 0 3,142 1,072 1 0 4 0 -10 -24
Percent of Open Interest Represented by Each Category of Trader
3.7 9.4 0.0 61.0 0.1 0.6 25.9 78.5 0.7 4.0 7.1 3.5 0.6 0.0
Number of Traders in Each Category Total Traders: 45
4 . 0 10 . . 8 9 . 8 4 .
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Updated August 17, 2018