Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 164,620
Positions
35,635 20,991 5,663 39,728 29,886 3,695 18,764 50,193 18,878 8,054 1,743 1,136 33,067 32,435
Changes from: August 14, 2018 Total Change is: 1,612
-4,666 382 528 2,137 2,118 66 2,727 2,592 -561 69 369 92 1,220 -3,975
Percent of Open Interest Represented by Each Category of Trader
21.6 12.8 3.4 24.1 18.2 2.2 11.4 30.5 11.5 4.9 1.1 0.7 20.1 19.7
Number of Traders in Each Category Total Traders: 110
9 4 6 11 18 5 18 37 19 7 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 92,293
Positions
67,964 2,308 324 1,118 19,443 213 11,983 42,890 1,700 453 1,625 0 8,538 23,790
Changes from: August 14, 2018 Total Change is: -575
-4,895 321 31 -1 590 -70 2,013 1,162 351 0 0 0 1,995 -2,961
Percent of Open Interest Represented by Each Category of Trader
73.6 2.5 0.4 1.2 21.1 0.2 13.0 46.5 1.8 0.5 1.8 0.0 9.3 25.8
Number of Traders in Each Category Total Traders: 64
8 . . . 13 . 9 27 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 318,149
Positions
121,476 5,129 16,766 44,831 93,655 5,974 59,585 95,833 37,889 1,954 8,746 4,053 25,620 50,104
Changes from: August 14, 2018 Total Change is: 22,053
20,907 -1,298 -665 -1,193 3,851 228 4,050 18,772 1,134 187 85 37 -2,633 -91
Percent of Open Interest Represented by Each Category of Trader
38.2 1.6 5.3 14.1 29.4 1.9 18.7 30.1 11.9 0.6 2.7 1.3 8.1 15.7
Number of Traders in Each Category Total Traders: 138
11 . 8 14 26 11 21 52 25 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 219,611
Positions
74,385 9,780 9,851 36,064 44,665 5,978 40,483 76,252 24,342 2,205 1,075 2,455 23,849 45,213
Changes from: August 14, 2018 Total Change is: 5,454
-5,036 6,756 1,105 -1,705 3,083 -420 6,475 -8,911 3,328 119 -631 441 1,148 704
Percent of Open Interest Represented by Each Category of Trader
33.9 4.5 4.5 16.4 20.3 2.7 18.4 34.7 11.1 1.0 0.5 1.1 10.9 20.6
Number of Traders in Each Category Total Traders: 134
8 5 8 19 23 10 29 40 26 4 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 621,046
Positions
68,282 131,574 29,828 275,859 128,948 36,065 40,385 143,208 56,370 20,602 8,585 8,229 85,426 78,240
Changes from: August 14, 2018 Total Change is: -6,838
18,853 -5,386 -5,823 1,980 2,421 -1,623 -5,983 9,402 -6,159 -2,158 -1,201 -203 -5,721 1,735
Percent of Open Interest Represented by Each Category of Trader
11.0 21.2 4.8 44.4 20.8 5.8 6.5 23.1 9.1 3.3 1.4 1.3 13.8 12.6
Number of Traders in Each Category Total Traders: 294
22 10 17 86 40 49 28 67 37 24 16 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 36,057
Positions
497 17,281 0 16,341 6,264 2,262 1,144 6,302 1 0 771 5 15,807 3,171
Changes from: August 14, 2018 Total Change is: -370
-7 9 0 -37 -25 -29 0 -361 1 0 0 0 -298 35
Percent of Open Interest Represented by Each Category of Trader
1.4 47.9 0.0 45.3 17.4 6.3 3.2 17.5 0.0 0.0 2.1 0.0 43.8 8.8
Number of Traders in Each Category Total Traders: 30
. . 0 14 5 8 . 5 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 29,084
Positions
4,811 6,212 545 8,243 13,061 2,016 7,240 0 0 0 0 0 6,229 7,250
Changes from: August 14, 2018 Total Change is: 1,098
925 0 0 43 1,257 -143 392 -650 0 0 0 0 -119 634
Percent of Open Interest Represented by Each Category of Trader
16.5 21.4 1.9 28.3 44.9 6.9 24.9 0.0 0.0 0.0 0.0 0.0 21.4 24.9
Number of Traders in Each Category Total Traders: 20
. . . 5 8 8 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 165,724
Positions
95,883 3,722 6,323 6,719 38,811 2,549 16,983 52,540 13,277 1,920 480 1,841 20,228 46,180
Changes from: August 14, 2018 Total Change is: -3,287
6,360 -660 -827 -892 -1,485 288 -3,263 -1,118 652 -1,991 480 100 -3,714 -717
Percent of Open Interest Represented by Each Category of Trader
57.9 2.2 3.8 4.1 23.4 1.5 10.2 31.7 8.0 1.2 0.3 1.1 12.2 27.9
Number of Traders in Each Category Total Traders: 98
11 4 6 6 17 4 16 38 20 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 19,949
Positions
0 14,774 9 10,684 141 0 7,101 2,851 142 410 100 0 1,603 1,932
Changes from: August 14, 2018 Total Change is: -81
0 -510 5 -1,113 -10 0 1,085 105 138 25 0 0 -221 191
Percent of Open Interest Represented by Each Category of Trader
0.0 74.1 0.0 53.6 0.7 0.0 35.6 14.3 0.7 2.1 0.5 0.0 8.0 9.7
Number of Traders in Each Category Total Traders: 28
0 5 . 4 . 0 8 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 213,521
Positions
550 111,992 5,068 124,566 2,290 0 71,491 76,088 1,066 3,119 13,782 0 7,661 3,235
Changes from: August 14, 2018 Total Change is: 5,820
0 1,540 467 4,221 164 0 -388 2,532 -85 1,554 1,351 0 51 -148
Percent of Open Interest Represented by Each Category of Trader
0.3 52.5 2.4 58.3 1.1 0.0 33.5 35.6 0.5 1.5 6.5 0.0 3.6 1.5
Number of Traders in Each Category Total Traders: 136
. 10 4 22 6 0 44 31 10 10 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 37,109
Positions
21,447 1,864 20 0 24,038 0 12,823 5,848 151 1,205 2,520 3 1,460 2,665
Changes from: August 14, 2018 Total Change is: 5,709
396 -244 20 0 3,559 0 5,353 796 6 5 1,480 0 -71 92
Percent of Open Interest Represented by Each Category of Trader
57.8 5.0 0.1 0.0 64.8 0.0 34.6 15.8 0.4 3.2 6.8 0.0 3.9 7.2
Number of Traders in Each Category Total Traders: 47
. . . 0 6 0 13 15 . 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 55,473
Positions
39,035 255 63 2,760 10,735 0 8,734 33,857 2,609 0 849 5 2,267 7,100
Changes from: August 14, 2018 Total Change is: -655
-450 0 63 1,203 -39 0 -1,045 -826 532 0 -367 0 -958 -18
Percent of Open Interest Represented by Each Category of Trader
70.4 0.5 0.1 5.0 19.4 0.0 15.7 61.0 4.7 0.0 1.5 0.0 4.1 12.8
Number of Traders in Each Category Total Traders: 98
11 . . 4 19 0 15 44 9 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 8,060
Positions
3,910 819 0 0 2,552 0 3,108 2,210 10 243 280 0 789 2,189
Changes from: August 14, 2018 Total Change is: -2,829
0 -700 0 -5,948 298 0 2,974 -2,522 0 125 30 0 20 65
Percent of Open Interest Represented by Each Category of Trader
48.5 10.2 0.0 0.0 31.7 0.0 38.6 27.4 0.1 3.0 3.5 0.0 9.8 27.2
Number of Traders in Each Category Total Traders: 25
. . 0 0 5 0 . 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 52,581
Positions
10,446 29,481 1,245 8,577 16 371 18,923 9,502 2,133 1,367 1,415 662 8,858 7,757
Changes from: August 14, 2018 Total Change is: 2,171
239 9 11 173 -330 37 2,163 989 296 108 645 64 -920 449
Percent of Open Interest Represented by Each Category of Trader
19.9 56.1 2.4 16.3 0.0 0.7 36.0 18.1 4.1 2.6 2.7 1.3 16.8 14.8
Number of Traders in Each Category Total Traders: 105
13 25 5 15 . . 31 10 10 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 105,162
Positions
20,891 58,961 2,491 17,153 31 742 37,845 19,004 4,265 2,735 2,830 1,324 17,715 15,513
Changes from: August 14, 2018 Total Change is: 4,342
477 18 23 345 -660 74 4,326 1,978 592 217 1,290 128 -1,840 899
Percent of Open Interest Represented by Each Category of Trader
19.9 56.1 2.4 16.3 0.0 0.7 36.0 18.1 4.1 2.6 2.7 1.3 16.8 14.8
Number of Traders in Each Category Total Traders: 105
13 25 5 15 . . 31 10 10 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 30,128
Positions
4,424 23,283 0 23,609 1,590 249 0 4,246 0 0 461 0 1,846 299
Changes from: August 14, 2018 Total Change is: 386
-50 0 0 343 -3 -14 0 324 0 0 0 0 107 79
Percent of Open Interest Represented by Each Category of Trader
14.7 77.3 0.0 78.4 5.3 0.8 0.0 14.1 0.0 0.0 1.5 0.0 6.1 1.0
Number of Traders in Each Category Total Traders: 25
4 7 0 11 . 4 0 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 838,999
Positions
53,736 95,097 68,772 278,034 188,653 60,110 66,210 101,020 137,186 23,738 41,779 46,399 104,814 99,982
Changes from: August 14, 2018 Total Change is: 9,331
4,778 -4,471 1,630 3,535 380 -1,695 -2,408 9,576 943 -1,121 573 2,738 930 -344
Percent of Open Interest Represented by Each Category of Trader
6.4 11.3 8.2 33.1 22.5 7.2 7.9 12.0 16.4 2.8 5.0 5.5 12.5 11.9
Number of Traders in Each Category Total Traders: 657
39 36 48 164 102 126 85 127 125 50 54 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 101,412
Positions
34,361 13,647 3,309 6,405 18,057 3,811 5,386 2,304 17,429 4,427 62 2,932 23,352 39,860
Changes from: August 14, 2018 Total Change is: 4,668
35 676 1,075 46 505 453 -253 1,251 1,844 -36 19 -166 1,671 -988
Percent of Open Interest Represented by Each Category of Trader
33.9 13.5 3.3 6.3 17.8 3.8 5.3 2.3 17.2 4.4 0.1 2.9 23.0 39.3
Number of Traders in Each Category Total Traders: 52
7 9 8 4 4 . 8 9 15 8 . 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 21,172
Positions
8,745 20,494 0 8,192 0 290 1,078 0 0 767 0 0 2,100 388
Changes from: August 14, 2018 Total Change is: -4,361
7,912 -4,097 0 -514 0 0 -11,113 -326 0 0 0 0 -646 62
Percent of Open Interest Represented by Each Category of Trader
41.3 96.8 0.0 38.7 0.0 1.4 5.1 0.0 0.0 3.6 0.0 0.0 9.9 1.8
Number of Traders in Each Category Total Traders: 23
7 7 0 5 0 . . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,687,937
Positions
217,761 528,137 206,428 1,366,411 861,245 273,229 329,208 518,668 573,698 96,555 208,585 217,335 407,314 300,615
Changes from: August 14, 2018 Total Change is: 23,316
18,862 -30,589 7,630 17,667 -407 -10,957 -8,047 44,353 -7,229 -6,918 1,279 16,017 -3,708 3,220
Percent of Open Interest Represented by Each Category of Trader
5.9 14.3 5.6 37.1 23.4 7.4 8.9 14.1 15.6 2.6 5.7 5.9 11.0 8.2
Number of Traders in Each Category Total Traders: 643
38 36 47 166 99 124 83 124 122 46 51 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 30,175
Positions
7,027 24,254 0 17,229 2,163 1,499 734 489 0 689 841 0 2,997 929
Changes from: August 14, 2018 Total Change is: -109
1,533 -1,209 0 -1,595 519 0 0 489 0 0 0 0 -47 92
Percent of Open Interest Represented by Each Category of Trader
23.3 80.4 0.0 57.1 7.2 5.0 2.4 1.6 0.0 2.3 2.8 0.0 9.9 3.1
Number of Traders in Each Category Total Traders: 22
4 7 0 6 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 10,315
Positions
734 9,373 0 3,542 417 0 2,314 0 0 1,756 0 0 1,969 525
Changes from: August 14, 2018 Total Change is: 1,438
-60 1,397 0 -625 0 0 2,047 0 0 0 0 0 76 41
Percent of Open Interest Represented by Each Category of Trader
7.1 90.9 0.0 34.3 4.0 0.0 22.4 0.0 0.0 17.0 0.0 0.0 19.1 5.1
Number of Traders in Each Category Total Traders: 23
. 11 0 . . 0 4 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 10,939
Positions
4,982 7,623 0 3,761 2,214 120 0 0 0 995 0 0 1,081 982
Changes from: August 14, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
45.5 69.7 0.0 34.4 20.2 1.1 0.0 0.0 0.0 9.1 0.0 0.0 9.9 9.0
Number of Traders in Each Category Total Traders: 20
4 7 0 5 . . 0 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 16,421
Positions
8,256 11,387 100 5,681 1,365 286 299 1,324 23 0 1,065 0 1,776 871
Changes from: August 14, 2018 Total Change is: 978
626 835 38 242 0 0 0 0 0 0 0 0 72 105
Percent of Open Interest Represented by Each Category of Trader
50.3 69.3 0.6 34.6 8.3 1.7 1.8 8.1 0.1 0.0 6.5 0.0 10.8 5.3
Number of Traders in Each Category Total Traders: 24
5 9 . 6 . . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 30,683
Positions
18,753 24,713 0 8,511 1,010 440 1,014 651 0 0 2,476 0 1,965 1,393
Changes from: August 14, 2018 Total Change is: 650
0 284 -8 281 -28 43 319 0 0 0 0 0 15 359
Percent of Open Interest Represented by Each Category of Trader
61.1 80.5 0.0 27.7 3.3 1.4 3.3 2.1 0.0 0.0 8.1 0.0 6.4 4.5
Number of Traders in Each Category Total Traders: 28
6 7 0 7 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 85,216
Positions
3,974 38,931 530 41,115 30,643 4,298 20,893 3,909 1,339 0 824 0 13,067 4,742
Changes from: August 14, 2018 Total Change is: 805
5 -520 -28 1,484 19 -182 -678 -59 515 0 0 0 -311 1,060
Percent of Open Interest Represented by Each Category of Trader
4.7 45.7 0.6 48.2 36.0 5.0 24.5 4.6 1.6 0.0 1.0 0.0 15.3 5.6
Number of Traders in Each Category Total Traders: 85
4 11 . 32 13 11 17 6 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 51,727
Positions
13,484 13,897 854 12,701 10,301 1,169 10,588 11,700 2,771 1,785 2,092 986 7,388 7,956
Changes from: August 14, 2018 Total Change is: 188
-97 -472 -61 -166 631 162 93 213 13 -10 495 -97 350 -696
Percent of Open Interest Represented by Each Category of Trader
26.1 26.9 1.7 24.6 19.9 2.3 20.5 22.6 5.4 3.4 4.0 1.9 14.3 15.4
Number of Traders in Each Category Total Traders: 271
21 21 10 53 32 25 36 64 36 15 29 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 258,635
Positions
67,421 69,485 4,271 63,505 51,506 5,845 52,942 58,500 13,856 8,923 10,461 4,931 36,941 39,780
Changes from: August 14, 2018 Total Change is: 938
-483 -2,358 -306 -829 3,154 810 465 1,067 63 -48 2,473 -485 1,750 -3,481
Percent of Open Interest Represented by Each Category of Trader
26.1 26.9 1.7 24.6 19.9 2.3 20.5 22.6 5.4 3.4 4.0 1.9 14.3 15.4
Number of Traders in Each Category Total Traders: 271
21 21 10 53 32 25 36 64 36 15 29 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 560,778
Positions
51,571 168,093 2,288 258,914 160,412 31,396 155,852 144,769 15,958 16,766 15,075 2,096 25,937 20,691
Changes from: August 14, 2018 Total Change is: 7,738
1,458 -1,233 -874 6,253 -561 -4,985 3,914 11,305 -103 -429 4,324 216 2,288 -351
Percent of Open Interest Represented by Each Category of Trader
9.2 30.0 0.4 46.2 28.6 5.6 27.8 25.8 2.8 3.0 2.7 0.4 4.6 3.7
Number of Traders in Each Category Total Traders: 322
18 26 4 80 50 34 58 61 37 17 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 32,026
Positions
5,113 17,415 1 15,773 1,219 571 3,057 8,853 137 883 944 0 6,491 2,886
Changes from: August 14, 2018 Total Change is: 110
0 -600 0 -1,070 248 46 515 706 90 0 -141 0 529 -239
Percent of Open Interest Represented by Each Category of Trader
16.0 54.4 0.0 49.3 3.8 1.8 9.5 27.6 0.4 2.8 2.9 0.0 20.3 9.0
Number of Traders in Each Category Total Traders: 43
. 4 . 16 . . 6 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 50,970
Positions
6,045 14,192 365 21,904 7,738 1,969 11,660 9,111 414 1,044 1,186 0 7,569 15,995
Changes from: August 14, 2018 Total Change is: 1,093
760 563 -43 -576 -146 21 1,632 718 -136 -642 -33 0 77 149
Percent of Open Interest Represented by Each Category of Trader
11.9 27.8 0.7 43.0 15.2 3.9 22.9 17.9 0.8 2.0 2.3 0.0 14.8 31.4
Number of Traders in Each Category Total Traders: 65
10 11 . 14 5 7 10 11 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 296,198
Positions
40,009 177,644 2,642 193,183 77,507 17,664 29,045 9,511 1,212 2,512 3,781 0 9,931 6,237
Changes from: August 14, 2018 Total Change is: -2,787
-2,156 -2,667 123 3,004 -1,245 -378 -4,309 -1,007 -94 -2 2,090 0 1,025 391
Percent of Open Interest Represented by Each Category of Trader
13.5 60.0 0.9 65.2 26.2 6.0 9.8 3.2 0.4 0.8 1.3 0.0 3.4 2.1
Number of Traders in Each Category Total Traders: 150
10 14 . 53 32 23 20 12 7 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,014,601
Positions
59,785 549,135 5,727 656,873 228,964 107,428 109,601 76,827 7,128 38,457 23,615 634 28,968 15,143
Changes from: August 14, 2018 Total Change is: 10,455
9,862 -9,082 -908 6,099 18,083 1,267 -4,994 7,013 -1,774 -151 -3,940 31 1,023 -235
Percent of Open Interest Represented by Each Category of Trader
5.9 54.1 0.6 64.7 22.6 10.6 10.8 7.6 0.7 3.8 2.3 0.1 2.9 1.5
Number of Traders in Each Category Total Traders: 415
23 23 9 150 78 75 55 40 16 36 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 114,319
Positions
22,707 43,364 70,154 10,543 0 270 9,585 0 408 620 30 0 32 93
Changes from: August 14, 2018 Total Change is: 561
301 425 136 4 0 0 120 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
19.9 37.9 61.4 9.2 0.0 0.2 8.4 0.0 0.4 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 33
. 14 8 8 0 . 5 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,106,006
Positions
11,053 89,638 40,611 361,475 232,828 243,885 83,322 100,872 150,761 30,711 44,820 15,801 168,388 186,790
Changes from: August 14, 2018 Total Change is: 57,992
-5,193 9,224 13,720 12,993 6,555 18,376 -11,439 -13,995 23,434 -993 3,027 -2,184 9,278 -164
Percent of Open Interest Represented by Each Category of Trader
1.0 8.1 3.7 32.7 21.1 22.1 7.5 9.1 13.6 2.8 4.1 1.4 15.2 16.9
Number of Traders in Each Category Total Traders: 201
6 24 20 57 29 52 35 28 46 6 16 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,092,780
Positions
7,994 209,955 17,510 589,082 77,143 154,232 71,826 467,158 36,740 63,388 19,563 602 151,406 109,877
Changes from: August 14, 2018 Total Change is: 22,229
721 11,577 -6,927 4,169 3,857 -1,037 -311 -6,298 16,503 967 -3,230 0 8,143 7,783
Percent of Open Interest Represented by Each Category of Trader
0.7 19.2 1.6 53.9 7.1 14.1 6.6 42.7 3.4 5.8 1.8 0.1 13.9 10.1
Number of Traders in Each Category Total Traders: 129
. 17 7 56 9 41 12 25 23 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,170,749
Positions
57,063 161,510 28,860 897,580 397,850 282,241 465,930 618,049 144,636 161,715 353,217 7,801 124,923 176,585
Changes from: August 14, 2018 Total Change is: 74,128
-5,561 -42,262 -9,223 31,349 49,622 445 37,712 57,636 16,020 -8,926 4,362 194 12,118 -2,667
Percent of Open Interest Represented by Each Category of Trader
2.6 7.4 1.3 41.3 18.3 13.0 21.5 28.5 6.7 7.4 16.3 0.4 5.8 8.1
Number of Traders in Each Category Total Traders: 359
18 32 17 82 44 62 61 71 62 22 29 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,850,176
Positions
98,467 419,023 193,514 1,766,752 779,132 691,179 542,567 1,242,525 653,599 424,307 239,686 85,211 394,580 546,307
Changes from: August 14, 2018 Total Change is: 242,668
4,379 52,837 22,784 48,563 -13,198 69,354 -10,319 3,329 84,686 -1,532 -6,663 11,335 13,418 18,204
Percent of Open Interest Represented by Each Category of Trader
2.0 8.6 4.0 36.4 16.1 14.3 11.2 25.6 13.5 8.7 4.9 1.8 8.1 11.3
Number of Traders in Each Category Total Traders: 481
21 49 44 98 92 114 71 86 107 29 35 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 617,194
Positions
26,381 30,226 8,123 197,699 193,356 80,127 123,436 70,136 30,580 48,423 38,313 500 101,925 165,833
Changes from: August 14, 2018 Total Change is: 20,878
-6,847 4,331 1,766 5,958 -8,418 2,376 701 1,618 18,300 467 3 -4 -1,839 906
Percent of Open Interest Represented by Each Category of Trader
4.3 4.9 1.3 32.0 31.3 13.0 20.0 11.4 5.0 7.8 6.2 0.1 16.5 26.9
Number of Traders in Each Category Total Traders: 110
5 7 4 20 38 39 16 14 16 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,569,486
Positions
71,894 439,567 94,211 2,227,005 516,514 682,377 460,043 1,596,317 433,897 257,235 345,377 41,977 300,848 419,249
Changes from: August 14, 2018 Total Change is: 99,768
1,407 17,579 20,488 60,749 -102 -12,320 2,059 689 57,253 -19,666 10,545 -2,818 -7,385 8,455
Percent of Open Interest Represented by Each Category of Trader
1.6 9.6 2.1 48.7 11.3 14.9 10.1 34.9 9.5 5.6 7.6 0.9 6.6 9.2
Number of Traders in Each Category Total Traders: 348
14 38 23 81 57 75 36 76 68 18 28 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,924,621
Positions
478,231 324,548 575,199 9,523 29,120 31,601 95,148 301,556 475,061 143,669 44,734 81,553 34,636 61,249
Changes from: August 14, 2018 Total Change is: 19,947
11,136 1,299 16,074 1,492 11,456 -7,569 13,641 10,455 -14,234 -2,461 3,227 -1,653 3,521 892
Percent of Open Interest Represented by Each Category of Trader
24.8 16.9 29.9 0.5 1.5 1.6 4.9 15.7 24.7 7.5 2.3 4.2 1.8 3.2
Number of Traders in Each Category Total Traders: 150
30 25 45 . 5 5 30 35 42 8 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is26,037,028
Positions
5,618,210 1,464,081 4,468,446 325,041 2,022,231 2,101,348 899,539 2,479,947 10,505,652 28,290 215,814 1,530,046 560,456 1,249,465
Changes from: August 14, 2018 Total Change is: 146,590
-215,409 107,580 119,705 -36,772 -147,083 34,865 84,667 -117,407 186,701 -5,530 -45,114 -6,786 -14,852 14,127
Percent of Open Interest Represented by Each Category of Trader
21.6 5.6 17.2 1.2 7.8 8.1 3.5 9.5 40.3 0.1 0.8 5.9 2.2 4.8
Number of Traders in Each Category Total Traders: 325
31 47 72 11 34 40 50 94 120 17 29 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 10,647
Positions
3,719 3,038 2,432 0 0 0 1,401 1,657 3,074 0 200 0 21 246
Changes from: August 14, 2018 Total Change is: 453
-225 -31 77 0 0 0 278 43 362 0 0 0 -39 2
Percent of Open Interest Represented by Each Category of Trader
34.9 28.5 22.8 0.0 0.0 0.0 13.2 15.6 28.9 0.0 1.9 0.0 0.2 2.3
Number of Traders in Each Category Total Traders: 22
4 . 5 0 0 0 6 6 9 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 16,121
Positions
9,969 4,700 1,661 0 0 0 233 5,540 3,955 200 0 0 103 265
Changes from: August 14, 2018 Total Change is: -906
-428 -1,475 109 0 0 0 -26 1,051 -616 0 0 0 55 25
Percent of Open Interest Represented by Each Category of Trader
61.8 29.2 10.3 0.0 0.0 0.0 1.4 34.4 24.5 1.2 0.0 0.0 0.6 1.6
Number of Traders in Each Category Total Traders: 22
. 6 . 0 0 0 4 10 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 30,084
Positions
1,492 2,871 0 152 9,772 0 14,821 15,042 0 13,350 2,117 213 56 69
Changes from: August 14, 2018 Total Change is: 3
50 -756 0 6 119 0 140 600 0 -220 14 5 22 21
Percent of Open Interest Represented by Each Category of Trader
5.0 9.5 0.0 0.5 32.5 0.0 49.3 50.0 0.0 44.4 7.0 0.7 0.2 0.2
Number of Traders in Each Category Total Traders: 40
. 5 0 . 11 0 4 9 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 18,594
Positions
3,263 4,788 0 723 2,442 9 14,582 9,425 0 0 1,825 0 17 105
Changes from: August 14, 2018 Total Change is: 1,296
45 1,413 0 0 -6 0 1,256 -146 0 0 29 0 -5 6
Percent of Open Interest Represented by Each Category of Trader
17.5 25.8 0.0 3.9 13.1 0.0 78.4 50.7 0.0 0.0 9.8 0.0 0.1 0.6
Number of Traders in Each Category Total Traders: 31
. 5 0 . 6 . 5 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-Year Eris Standard- Initial - ERIS FUTURES EXCHANGE 100,000 USD notional principal
CFTC Code #ZB9105 Open Interest is 78,562
Positions
3,020 1,230 37,649 590 0 0 3,703 12,775 26,407 6,925 243 246 22 12
Changes from: August 14, 2018 Total Change is: -122
17 1,230 -17 0 0 0 -132 -255 0 0 -1,080 0 10 0
Percent of Open Interest Represented by Each Category of Trader
3.8 1.6 47.9 0.8 0.0 0.0 4.7 16.3 33.6 8.8 0.3 0.3 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. . . . 0 0 . 4 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 4,069
Positions
55 0 0 73 0 0 943 1,749 71 1,089 1,677 49 1,789 523
Changes from: August 14, 2018 Total Change is: -479
0 0 0 25 -58 0 68 -96 -120 -37 -56 45 -460 -194
Percent of Open Interest Represented by Each Category of Trader
1.4 0.0 0.0 1.8 0.0 0.0 23.2 43.0 1.7 26.8 41.2 1.2 44.0 12.9
Number of Traders in Each Category Total Traders: 47
. 0 0 . 0 0 11 8 . 19 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 2,981
Positions
0 0 0 0 191 13 2,104 1,838 68 85 515 0 711 356
Changes from: August 14, 2018 Total Change is: -2
0 0 0 0 -24 5 39 72 1 -53 -6 0 6 -50
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 6.4 0.4 70.6 61.7 2.3 2.9 17.3 0.0 23.9 11.9
Number of Traders in Each Category Total Traders: 33
0 0 0 0 4 . 10 13 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 56,120
Positions
653 36,983 0 18,625 324 414 20,441 13,222 1,694 6,465 1,188 183 7,645 2,112
Changes from: August 14, 2018 Total Change is: -1,192
99 1,987 0 2 -40 -3 -1,005 -2,417 107 310 -714 3 -705 -115
Percent of Open Interest Represented by Each Category of Trader
1.2 65.9 0.0 33.2 0.6 0.7 36.4 23.6 3.0 11.5 2.1 0.3 13.6 3.8
Number of Traders in Each Category Total Traders: 126
. . 0 13 . . 38 20 13 42 7 .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 507,815
Positions
65,248 5,305 40,009 108,684 61,640 21,016 63,837 177,450 141,849 18,321 5,805 22,318 26,533 32,423
Changes from: August 14, 2018 Total Change is: 14,894
-3,961 -3,433 8,581 -15,274 -3,647 -2,333 7,969 -5,792 20,889 -146 232 2,364 -3,195 -1,967
Percent of Open Interest Represented by Each Category of Trader
12.8 1.0 7.9 21.4 12.1 4.1 12.6 34.9 27.9 3.6 1.1 4.4 5.2 6.4
Number of Traders in Each Category Total Traders: 240
15 11 18 24 40 23 42 67 62 12 17 19
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Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2018
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 29,033
Positions
1,487 3,146 0 15,194 28 1,583 7,705 20,275 345 1,341 2,385 1,175 203 96
Changes from: August 14, 2018 Total Change is: -4,391
264 0 0 -5,184 0 1,373 -960 -5,975 102 0 18 0 14 91
Percent of Open Interest Represented by Each Category of Trader
5.1 10.8 0.0 52.3 0.1 5.5 26.5 69.8 1.2 4.6 8.2 4.0 0.7 0.3
Number of Traders in Each Category Total Traders: 46
4 . 0 10 . . 8 10 . 8 4 .
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Updated August 24, 2018