Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 171,179
Positions
37,554 23,267 7,142 42,614 27,340 3,919 18,830 51,288 19,106 8,294 2,093 1,471 32,249 35,554
Changes from: August 28, 2018 Total Change is: 2,384
3,489 -96 1,945 -100 1,306 -88 -1,071 -1,700 -2,754 548 484 217 198 3,069
Percent of Open Interest Represented by Each Category of Trader
21.9 13.6 4.2 24.9 16.0 2.3 11.0 30.0 11.2 4.8 1.2 0.9 18.8 20.8
Number of Traders in Each Category Total Traders: 114
8 6 10 11 16 5 18 39 19 9 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 82,117
Positions
52,498 2,555 1,682 1,175 13,491 270 14,809 41,807 1,606 963 1,591 0 9,114 19,114
Changes from: August 28, 2018 Total Change is: -4,463
-9,279 131 1,343 0 -3,176 57 2,191 -246 404 0 0 0 821 -2,976
Percent of Open Interest Represented by Each Category of Trader
63.9 3.1 2.0 1.4 16.4 0.3 18.0 50.9 2.0 1.2 1.9 0.0 11.1 23.3
Number of Traders in Each Category Total Traders: 65
6 . 4 . 13 . 12 26 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 318,418
Positions
121,100 4,419 20,961 49,042 98,111 4,977 49,125 89,048 40,839 1,909 8,711 4,913 25,553 46,439
Changes from: August 28, 2018 Total Change is: 3,916
-750 -899 1,250 3,475 5,875 -455 330 -3,950 2,216 16 368 439 -2,605 -928
Percent of Open Interest Represented by Each Category of Trader
38.0 1.4 6.6 15.4 30.8 1.6 15.4 28.0 12.8 0.6 2.7 1.5 8.0 14.6
Number of Traders in Each Category Total Traders: 137
11 . 8 13 27 11 23 49 23 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 215,300
Positions
76,844 3,871 11,987 36,399 44,792 6,849 30,958 72,820 23,843 2,047 1,821 2,378 23,994 46,938
Changes from: August 28, 2018 Total Change is: -454
3,772 -4,264 -1,147 -1,528 222 855 -2,888 2,569 -1,260 -108 16 99 1,752 2,456
Percent of Open Interest Represented by Each Category of Trader
35.7 1.8 5.6 16.9 20.8 3.2 14.4 33.8 11.1 1.0 0.8 1.1 11.1 21.8
Number of Traders in Each Category Total Traders: 130
9 5 9 20 21 10 33 33 26 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 622,348
Positions
55,497 147,115 42,429 276,732 125,292 35,641 30,125 121,971 61,477 18,325 7,204 8,814 93,308 72,405
Changes from: August 28, 2018 Total Change is: 6,525
-8,171 8,112 5,020 2,316 -523 720 643 -9,062 2,469 499 -321 857 2,173 -745
Percent of Open Interest Represented by Each Category of Trader
8.9 23.6 6.8 44.5 20.1 5.7 4.8 19.6 9.9 2.9 1.2 1.4 15.0 11.6
Number of Traders in Each Category Total Traders: 289
18 11 19 88 38 51 24 67 39 27 15 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 35,590
Positions
476 17,304 0 16,290 6,224 2,303 527 5,031 32 0 771 5 15,957 3,920
Changes from: August 28, 2018 Total Change is: -494
-6 -4 0 65 -39 -33 -577 -1,216 -52 0 0 0 109 850
Percent of Open Interest Represented by Each Category of Trader
1.3 48.6 0.0 45.8 17.5 6.5 1.5 14.1 0.1 0.0 2.2 0.0 44.8 11.0
Number of Traders in Each Category Total Traders: 28
. . 0 14 5 8 . 4 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 27,900
Positions
5,407 6,212 579 8,194 14,043 2,069 5,068 0 17 0 0 0 6,566 4,980
Changes from: August 28, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
19.4 22.3 2.1 29.4 50.3 7.4 18.2 0.0 0.1 0.0 0.0 0.0 23.5 17.8
Number of Traders in Each Category Total Traders: 20
. . . 5 9 8 . 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 180,050
Positions
86,745 5,392 12,881 8,556 38,862 3,784 24,441 55,066 15,676 2,497 457 2,346 23,125 45,586
Changes from: August 28, 2018 Total Change is: 18,242
254 -873 2,830 966 3,895 1,196 6,198 4,637 3,226 1,480 10 412 1,680 2,908
Percent of Open Interest Represented by Each Category of Trader
48.2 3.0 7.2 4.8 21.6 2.1 13.6 30.6 8.7 1.4 0.3 1.3 12.8 25.3
Number of Traders in Each Category Total Traders: 102
10 6 9 7 18 5 21 33 23 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 27,753
Positions
0 20,956 9 10,269 993 0 15,142 3,189 456 319 100 0 1,558 2,050
Changes from: August 28, 2018 Total Change is: 4,119
0 3,157 0 10 374 0 3,861 137 340 -131 0 0 39 111
Percent of Open Interest Represented by Each Category of Trader
0.0 75.5 0.0 37.0 3.6 0.0 54.6 11.5 1.6 1.1 0.4 0.0 5.6 7.4
Number of Traders in Each Category Total Traders: 29
0 5 . . . 0 9 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 220,760
Positions
150 120,436 3,470 140,228 2,430 0 65,161 71,317 1,482 2,585 17,492 0 7,684 4,133
Changes from: August 28, 2018 Total Change is: 3,508
-536 2,766 -1,426 8,827 -180 0 -2,364 3,656 -649 -452 -877 0 108 217
Percent of Open Interest Represented by Each Category of Trader
0.1 54.6 1.6 63.5 1.1 0.0 29.5 32.3 0.7 1.2 7.9 0.0 3.5 1.9
Number of Traders in Each Category Total Traders: 128
. 11 . 24 6 0 42 27 7 6 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 50,184
Positions
20,188 1,911 9,810 0 25,924 0 16,715 6,131 428 1,364 2,631 0 1,679 3,349
Changes from: August 28, 2018 Total Change is: 3,563
-1,259 47 3,541 0 405 0 1,065 -896 189 49 76 -3 -19 204
Percent of Open Interest Represented by Each Category of Trader
40.2 3.8 19.5 0.0 51.7 0.0 33.3 12.2 0.9 2.7 5.2 0.0 3.3 6.7
Number of Traders in Each Category Total Traders: 49
. . . 0 7 0 12 17 4 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 55,781
Positions
38,845 256 160 813 14,584 0 11,221 30,771 2,169 0 1,343 5 2,568 6,493
Changes from: August 28, 2018 Total Change is: 1,217
826 -230 14 -1,394 3,902 0 1,449 -3,037 122 -100 455 0 300 -9
Percent of Open Interest Represented by Each Category of Trader
69.6 0.5 0.3 1.5 26.1 0.0 20.1 55.2 3.9 0.0 2.4 0.0 4.6 11.6
Number of Traders in Each Category Total Traders: 102
10 . . 4 23 0 21 35 9 0 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 9,589
Positions
3,955 441 0 0 3,788 0 4,349 2,083 435 150 399 0 700 2,443
Changes from: August 28, 2018 Total Change is: 1,620
0 0 0 0 1,285 0 1,914 125 -105 -93 119 0 -96 196
Percent of Open Interest Represented by Each Category of Trader
41.2 4.6 0.0 0.0 39.5 0.0 45.4 21.7 4.5 1.6 4.2 0.0 7.3 25.5
Number of Traders in Each Category Total Traders: 25
. . 0 0 4 0 4 8 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 54,611
Positions
10,135 32,483 1,296 13,488 908 267 16,303 8,091 2,348 1,288 1,089 712 8,774 7,417
Changes from: August 28, 2018 Total Change is: 473
-261 1,361 -31 4,220 498 -66 -4,370 -1,473 384 -1 -101 81 516 -180
Percent of Open Interest Represented by Each Category of Trader
18.6 59.5 2.4 24.7 1.7 0.5 29.9 14.8 4.3 2.4 2.0 1.3 16.1 13.6
Number of Traders in Each Category Total Traders: 108
13 22 5 15 . 4 34 10 13 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 109,221
Positions
20,270 64,967 2,591 26,976 1,816 533 32,606 16,182 4,697 2,576 2,177 1,423 17,548 14,835
Changes from: August 28, 2018 Total Change is: 946
-522 2,722 -63 8,439 996 -131 -8,739 -2,946 768 -2 -202 163 1,033 -361
Percent of Open Interest Represented by Each Category of Trader
18.6 59.5 2.4 24.7 1.7 0.5 29.9 14.8 4.3 2.4 2.0 1.3 16.1 13.6
Number of Traders in Each Category Total Traders: 108
13 22 5 15 . 4 34 10 13 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 29,391
Positions
5,020 22,469 0 22,099 1,577 245 254 4,121 0 0 461 0 1,773 518
Changes from: August 28, 2018 Total Change is: -2,216
909 -1,634 0 -3,342 -13 -4 254 -775 0 0 0 0 -33 210
Percent of Open Interest Represented by Each Category of Trader
17.1 76.4 0.0 75.2 5.4 0.8 0.9 14.0 0.0 0.0 1.6 0.0 6.0 1.8
Number of Traders in Each Category Total Traders: 25
4 7 0 10 . 4 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 896,686
Positions
49,716 115,986 83,515 288,322 171,108 67,725 58,317 103,360 150,983 23,165 38,714 65,121 109,822 100,176
Changes from: August 28, 2018 Total Change is: 7,546
-2,485 3,492 8,865 1,326 -8,622 4,641 -9,606 1,291 -6,548 495 -775 6,495 4,362 -1,293
Percent of Open Interest Represented by Each Category of Trader
5.5 12.9 9.3 32.2 19.1 7.6 6.5 11.5 16.8 2.6 4.3 7.3 12.2 11.2
Number of Traders in Each Category Total Traders: 655
37 38 51 163 104 132 83 118 116 58 54 61
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 111,465
Positions
36,186 18,115 4,107 6,698 18,202 6,272 6,910 3,237 19,200 3,965 120 3,012 25,117 39,201
Changes from: August 28, 2018 Total Change is: -3,579
79 -362 -503 223 -236 309 -813 566 -2,501 -1,222 -24 -486 1,336 -343
Percent of Open Interest Represented by Each Category of Trader
32.5 16.3 3.7 6.0 16.3 5.6 6.2 2.9 17.2 3.6 0.1 2.7 22.5 35.2
Number of Traders in Each Category Total Traders: 55
7 11 10 4 4 . 11 8 16 6 4 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 20,221
Positions
4,070 17,494 0 2,142 1,534 483 5,827 0 0 3,149 0 0 4,550 710
Changes from: August 28, 2018 Total Change is: 2,014
-26 2,771 0 6 0 3 -364 0 0 0 0 0 2,395 -760
Percent of Open Interest Represented by Each Category of Trader
20.1 86.5 0.0 10.6 7.6 2.4 28.8 0.0 0.0 15.6 0.0 0.0 22.5 3.5
Number of Traders in Each Category Total Traders: 20
. 9 0 . . . . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 21,006
Positions
8,928 19,985 0 8,190 0 290 694 0 0 767 0 0 2,137 731
Changes from: August 28, 2018 Total Change is: -106
231 -100 0 -7 0 0 -252 0 0 0 0 0 -78 -6
Percent of Open Interest Represented by Each Category of Trader
42.5 95.1 0.0 39.0 0.0 1.4 3.3 0.0 0.0 3.7 0.0 0.0 10.2 3.5
Number of Traders in Each Category Total Traders: 22
7 7 0 5 0 . . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 3,926,107
Positions
221,933 643,633 242,760 1,416,483 772,891 298,904 296,127 539,705 619,825 98,703 195,672 307,843 423,529 304,873
Changes from: August 28, 2018 Total Change is: 55,624
18,133 50,222 15,886 5,302 -42,147 21,880 -45,400 2,185 -18,797 5,611 -6,733 37,879 15,130 -4,751
Percent of Open Interest Represented by Each Category of Trader
5.7 16.4 6.2 36.1 19.7 7.6 7.5 13.7 15.8 2.5 5.0 7.8 10.8 7.8
Number of Traders in Each Category Total Traders: 641
37 37 49 165 101 130 80 117 113 54 50 55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 30,599
Positions
7,662 24,687 0 17,267 2,163 1,614 734 353 0 0 841 0 3,322 941
Changes from: August 28, 2018 Total Change is: -418
513 -47 0 -838 0 115 0 -393 0 -678 0 0 470 -93
Percent of Open Interest Represented by Each Category of Trader
25.0 80.7 0.0 56.4 7.1 5.3 2.4 1.2 0.0 0.0 2.7 0.0 10.9 3.1
Number of Traders in Each Category Total Traders: 24
5 8 0 7 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 12,059
Positions
834 10,305 539 3,989 370 0 2,481 0 0 1,756 0 0 2,460 845
Changes from: August 28, 2018 Total Change is: 882
100 327 539 -50 -47 0 165 -270 0 0 0 0 128 333
Percent of Open Interest Represented by Each Category of Trader
6.9 85.5 4.5 33.1 3.1 0.0 20.6 0.0 0.0 14.6 0.0 0.0 20.4 7.0
Number of Traders in Each Category Total Traders: 24
. 12 . . . 0 4 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 12,813
Positions
5,010 9,778 0 3,992 2,025 123 0 0 0 995 0 0 2,693 887
Changes from: August 28, 2018 Total Change is: 1,576
109 1,694 0 0 -1 -67 0 0 0 0 0 0 1,534 -50
Percent of Open Interest Represented by Each Category of Trader
39.1 76.3 0.0 31.2 15.8 1.0 0.0 0.0 0.0 7.8 0.0 0.0 21.0 6.9
Number of Traders in Each Category Total Traders: 21
4 8 0 5 . . 0 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 16,880
Positions
8,098 11,459 110 5,079 1,226 1,251 329 1,324 9 0 1,065 0 2,004 436
Changes from: August 28, 2018 Total Change is: 321
211 -120 0 -898 -139 991 30 0 -14 0 0 0 1 -397
Percent of Open Interest Represented by Each Category of Trader
48.0 67.9 0.7 30.1 7.3 7.4 1.9 7.8 0.1 0.0 6.3 0.0 11.9 2.6
Number of Traders in Each Category Total Traders: 24
6 8 . 5 . . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 33,317
Positions
19,127 25,060 0 8,812 1,010 422 688 861 23 0 2,476 0 4,245 3,465
Changes from: August 28, 2018 Total Change is: 2,650
374 109 0 275 0 -16 -104 210 23 0 0 0 2,098 2,324
Percent of Open Interest Represented by Each Category of Trader
57.4 75.2 0.0 26.4 3.0 1.3 2.1 2.6 0.1 0.0 7.4 0.0 12.7 10.4
Number of Traders in Each Category Total Traders: 29
6 8 0 7 . . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 84,902
Positions
3,984 40,484 529 49,590 30,641 4,849 11,832 3,638 828 0 905 0 13,290 3,028
Changes from: August 28, 2018 Total Change is: -146
-2 873 -3 8,830 368 371 -8,991 -281 -430 0 101 0 79 -1,145
Percent of Open Interest Represented by Each Category of Trader
4.7 47.7 0.6 58.4 36.1 5.7 13.9 4.3 1.0 0.0 1.1 0.0 15.7 3.6
Number of Traders in Each Category Total Traders: 91
4 11 . 33 16 13 18 7 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 57,593
Positions
13,794 15,207 1,025 17,371 11,045 853 10,926 13,326 3,081 1,613 2,682 1,250 7,679 9,124
Changes from: August 28, 2018 Total Change is: 4,254
4 351 79 4,511 388 -96 -819 2,101 258 -233 273 170 380 730
Percent of Open Interest Represented by Each Category of Trader
24.0 26.4 1.8 30.2 19.2 1.5 19.0 23.1 5.3 2.8 4.7 2.2 13.3 15.8
Number of Traders in Each Category Total Traders: 290
22 21 13 57 29 28 51 66 35 15 29 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 287,964
Positions
68,972 76,035 5,124 86,853 55,224 4,265 54,631 66,631 15,404 8,065 13,408 6,252 38,397 45,621
Changes from: August 28, 2018 Total Change is: 21,272
18 1,757 397 22,556 1,939 -479 -4,094 10,504 1,290 -1,163 1,366 848 1,901 3,651
Percent of Open Interest Represented by Each Category of Trader
24.0 26.4 1.8 30.2 19.2 1.5 19.0 23.1 5.3 2.8 4.7 2.2 13.3 15.8
Number of Traders in Each Category Total Traders: 290
22 21 13 57 29 28 51 66 35 15 29 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 553,743
Positions
46,718 163,182 2,439 284,015 152,750 33,066 127,759 151,120 12,857 17,680 14,921 2,528 26,680 20,880
Changes from: August 28, 2018 Total Change is: -11,370
-2,624 -2,687 167 24,936 -3,927 -1,429 -30,165 -891 -2,673 62 -40 36 320 75
Percent of Open Interest Represented by Each Category of Trader
8.4 29.5 0.4 51.3 27.6 6.0 23.1 27.3 2.3 3.2 2.7 0.5 4.8 3.8
Number of Traders in Each Category Total Traders: 326
18 27 6 83 52 32 58 59 37 17 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 34,097
Positions
5,573 17,493 1 15,976 1,065 346 4,889 10,062 447 857 1,014 0 6,008 3,669
Changes from: August 28, 2018 Total Change is: 1,542
450 78 0 -383 94 -185 1,802 792 400 -26 201 0 -516 162
Percent of Open Interest Represented by Each Category of Trader
16.3 51.3 0.0 46.9 3.1 1.0 14.3 29.5 1.3 2.5 3.0 0.0 17.6 10.8
Number of Traders in Each Category Total Traders: 49
. 4 . 16 . . 9 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 54,889
Positions
6,710 16,075 501 23,057 7,388 2,003 12,409 9,387 1,118 1,129 1,186 0 7,962 17,231
Changes from: August 28, 2018 Total Change is: 1,636
-79 732 57 -65 466 63 1,397 1,528 833 225 0 0 -795 -2,043
Percent of Open Interest Represented by Each Category of Trader
12.2 29.3 0.9 42.0 13.5 3.6 22.6 17.1 2.0 2.1 2.2 0.0 14.5 31.4
Number of Traders in Each Category Total Traders: 75
9 13 4 14 6 7 12 17 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 295,053
Positions
41,261 176,914 2,882 193,550 77,314 19,638 25,786 8,538 168 2,435 3,708 0 9,333 5,891
Changes from: August 28, 2018 Total Change is: -5,703
1,265 -1,379 203 -3,044 -792 933 -3,368 -4,466 -850 -805 347 0 -37 301
Percent of Open Interest Represented by Each Category of Trader
14.0 60.0 1.0 65.6 26.2 6.7 8.7 2.9 0.1 0.8 1.3 0.0 3.2 2.0
Number of Traders in Each Category Total Traders: 152
10 14 . 53 35 22 22 9 6 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 1,047,783
Positions
52,950 568,552 4,020 705,319 237,267 101,730 104,468 85,062 8,014 38,967 24,490 608 31,707 18,040
Changes from: August 28, 2018 Total Change is: 28,284
2,941 11,878 -1,552 23,494 15,194 2,161 -3,949 -3,736 407 699 589 29 4,054 3,314
Percent of Open Interest Represented by Each Category of Trader
5.1 54.3 0.4 67.3 22.6 9.7 10.0 8.1 0.8 3.7 2.3 0.1 3.0 1.7
Number of Traders in Each Category Total Traders: 417
21 25 6 145 76 76 55 45 15 37 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 113,695
Positions
24,671 45,750 67,144 10,644 0 270 9,906 0 408 620 30 0 32 93
Changes from: August 28, 2018 Total Change is: 30
249 580 -550 30 0 0 301 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
21.7 40.2 59.1 9.4 0.0 0.2 8.7 0.0 0.4 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 34
. 14 8 8 0 . 5 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 1,019,510
Positions
12,708 60,875 23,244 377,719 252,497 214,423 73,897 100,420 116,290 25,792 43,434 9,813 165,624 198,513
Changes from: August 28, 2018 Total Change is: -30,804
1,229 -23,944 7,316 23,145 9,396 -1,582 -8,108 9,454 -21,970 64 3,279 -198 -30,702 -12,555
Percent of Open Interest Represented by Each Category of Trader
1.2 6.0 2.3 37.0 24.8 21.0 7.2 9.8 11.4 2.5 4.3 1.0 16.2 19.5
Number of Traders in Each Category Total Traders: 193
10 15 16 61 28 54 32 28 43 8 11 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 1,055,445
Positions
8,672 174,377 8,004 556,845 72,192 170,654 71,320 482,108 25,010 63,476 14,488 1,355 150,109 107,257
Changes from: August 28, 2018 Total Change is: -57,438
-605 -28,054 1,423 -7,385 5,312 5,608 2,955 5,566 -23,861 -1,395 -4,743 153 -34,331 -18,841
Percent of Open Interest Represented by Each Category of Trader
0.8 16.5 0.8 52.8 6.8 16.2 6.8 45.7 2.4 6.0 1.4 0.1 14.2 10.2
Number of Traders in Each Category Total Traders: 127
. 13 8 57 10 40 11 25 20 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 2,160,912
Positions
62,475 115,624 28,735 939,368 416,816 323,934 397,809 629,912 102,316 169,106 354,760 4,169 133,001 184,647
Changes from: August 28, 2018 Total Change is: -82,856
13,519 -31,466 -6,106 92,709 57,310 27,758 -68,522 12,472 -141,388 5,276 8,866 -3,365 -2,739 -6,937
Percent of Open Interest Represented by Each Category of Trader
2.9 5.4 1.3 43.5 19.3 15.0 18.4 29.2 4.7 7.8 16.4 0.2 6.2 8.5
Number of Traders in Each Category Total Traders: 340
15 27 13 88 37 63 56 71 56 22 24 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 4,489,088
Positions
137,301 317,971 160,949 1,716,648 755,168 717,722 442,016 1,305,573 423,909 366,864 225,965 71,714 451,966 510,117
Changes from: August 28, 2018 Total Change is: -118,674
15,056 -76,523 4,505 78,500 1,347 25,115 -150,762 69,342 -17,281 -49,787 -19,168 -6,603 -17,416 -99,407
Percent of Open Interest Represented by Each Category of Trader
3.1 7.1 3.6 38.2 16.8 16.0 9.8 29.1 9.4 8.2 5.0 1.6 10.1 11.4
Number of Traders in Each Category Total Traders: 458
28 41 46 99 90 120 61 83 98 27 29 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 579,786
Positions
27,270 38,184 13,172 194,595 186,170 76,808 87,444 48,243 23,577 50,005 34,027 502 106,413 159,103
Changes from: August 28, 2018 Total Change is: -64,638
1,791 21,147 2,729 -8,938 5,169 -3,413 -7,289 -17,808 -37,342 1,778 -2,505 2 -13,956 -32,617
Percent of Open Interest Represented by Each Category of Trader
4.7 6.6 2.3 33.6 32.1 13.2 15.1 8.3 4.1 8.6 5.9 0.1 18.4 27.4
Number of Traders in Each Category Total Traders: 104
4 10 5 20 36 37 13 12 12 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 4,474,723
Positions
71,469 384,147 80,864 2,224,344 512,135 759,701 411,817 1,579,090 332,851 226,565 378,449 42,676 324,437 404,810
Changes from: August 28, 2018 Total Change is: -112,290
-10,019 -18,072 -25,897 92,197 15,487 40,140 9,231 -12,390 -104,582 -26,659 20,768 642 -87,342 -28,386
Percent of Open Interest Represented by Each Category of Trader
1.6 8.6 1.8 49.7 11.4 17.0 9.2 35.3 7.4 5.1 8.5 1.0 7.3 9.0
Number of Traders in Each Category Total Traders: 356
16 37 25 87 51 76 42 77 71 21 25 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 1,825,807
Positions
499,916 246,318 508,680 13,220 35,492 29,464 110,893 277,646 500,613 31,636 57,201 99,512 31,873 70,881
Changes from: August 28, 2018 Total Change is: -186,666
-14,870 -76,887 -75,918 -271 5,335 -7,073 20,483 -24,259 -24,607 -83,551 7,337 666 -1,525 8,740
Percent of Open Interest Represented by Each Category of Trader
27.4 13.5 27.9 0.7 1.9 1.6 6.1 15.2 27.4 1.7 3.1 5.5 1.7 3.9
Number of Traders in Each Category Total Traders: 149
31 21 42 5 5 5 31 32 46 6 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 is26,651,954
Positions
5,563,486 1,472,568 4,545,564 386,263 2,264,793 2,084,802 1,092,489 2,378,642 10,824,832 27,243 265,264 1,522,614 604,663 1,292,875
Changes from: August 28, 2018 Total Change is: 43,134
-40,128 -38,150 35,179 53,694 254,309 -51,318 47,462 -185,802 8,751 1,153 -12,436 -13,509 1,851 46,110
Percent of Open Interest Represented by Each Category of Trader
20.9 5.5 17.1 1.4 8.5 7.8 4.1 8.9 40.6 0.1 1.0 5.7 2.3 4.9
Number of Traders in Each Category Total Traders: 328
29 50 72 12 33 40 58 88 122 19 28 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 11,192
Positions
4,042 4,011 1,904 0 0 0 1,551 1,390 3,452 199 200 1 43 234
Changes from: August 28, 2018 Total Change is: 876
195 610 -90 0 0 0 13 -188 552 199 0 1 6 -9
Percent of Open Interest Represented by Each Category of Trader
36.1 35.8 17.0 0.0 0.0 0.0 13.9 12.4 30.8 1.8 1.8 0.0 0.4 2.1
Number of Traders in Each Category Total Traders: 24
4 4 5 0 0 0 7 5 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 11,785
Positions
5,661 3,981 1,769 0 0 0 524 2,248 3,729 50 0 0 52 58
Changes from: August 28, 2018 Total Change is: -5,011
-4,331 -1,859 142 0 0 0 -1,158 -3,076 508 -150 0 0 -22 -726
Percent of Open Interest Represented by Each Category of Trader
48.0 33.8 15.0 0.0 0.0 0.0 4.4 19.1 31.6 0.4 0.0 0.0 0.4 0.5
Number of Traders in Each Category Total Traders: 20
. 5 4 0 0 0 . 7 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 30,232
Positions
1,343 3,354 0 147 9,828 0 16,062 12,436 0 12,410 1,790 212 58 2,612
Changes from: August 28, 2018 Total Change is: 126
9 328 0 0 29 0 297 -2,786 0 -200 0 0 20 2,555
Percent of Open Interest Represented by Each Category of Trader
4.4 11.1 0.0 0.5 32.5 0.0 53.1 41.1 0.0 41.0 5.9 0.7 0.2 8.6
Number of Traders in Each Category Total Traders: 37
. 5 0 . 10 0 . 8 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 19,947
Positions
3,280 6,073 0 716 2,442 9 15,889 7,800 0 0 1,833 0 53 1,790
Changes from: August 28, 2018 Total Change is: 606
12 711 0 0 0 0 552 -1,811 0 0 0 0 42 1,706
Percent of Open Interest Represented by Each Category of Trader
16.4 30.4 0.0 3.6 12.2 0.0 79.7 39.1 0.0 0.0 9.2 0.0 0.3 9.0
Number of Traders in Each Category Total Traders: 28
. 5 0 . 6 . 4 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 3,940
Positions
55 0 0 83 0 0 836 1,378 52 908 1,872 32 1,974 606
Changes from: August 28, 2018 Total Change is: -149
0 0 0 -9 0 0 27 -382 -26 -110 186 -15 -16 88
Percent of Open Interest Represented by Each Category of Trader
1.4 0.0 0.0 2.1 0.0 0.0 21.2 35.0 1.3 23.0 47.5 0.8 50.1 15.4
Number of Traders in Each Category Total Traders: 41
. 0 0 . 0 0 8 9 . 15 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 2,707
Positions
0 0 0 99 140 8 1,187 1,657 17 576 532 0 820 353
Changes from: August 28, 2018 Total Change is: -133
0 0 0 32 -30 -5 -501 -88 -36 416 3 0 -39 23
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 3.7 5.2 0.3 43.8 61.2 0.6 21.3 19.7 0.0 30.3 13.0
Number of Traders in Each Category Total Traders: 36
0 0 0 . . . 6 13 . 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 55,997
Positions
713 38,109 0 18,033 485 460 17,771 11,656 2,540 8,652 1,143 152 7,676 1,452
Changes from: August 28, 2018 Total Change is: 3,042
-870 617 0 260 -370 -15 1,727 3,513 218 1,409 -127 -28 342 -766
Percent of Open Interest Represented by Each Category of Trader
1.3 68.1 0.0 32.2 0.9 0.8 31.7 20.8 4.5 15.5 2.0 0.3 13.7 2.6
Number of Traders in Each Category Total Traders: 121
. . 0 14 . . 35 16 12 39 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 500,107
Positions
70,247 6,056 29,199 122,996 64,435 24,388 54,119 187,179 138,635 16,817 4,431 19,367 24,339 26,417
Changes from: August 28, 2018 Total Change is: 2,976
6,080 2,002 -640 4,158 -2,557 -754 -9,435 3,461 7,161 -1,962 -175 -2,133 501 -3,389
Percent of Open Interest Represented by Each Category of Trader
14.0 1.2 5.8 24.6 12.9 4.9 10.8 37.4 27.7 3.4 0.9 3.9 4.9 5.3
Number of Traders in Each Category Total Traders: 232
17 8 20 25 33 25 39 66 56 13 15 21
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Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 33,958
Positions
2,452 3,146 0 15,794 0 1,583 10,372 25,358 242 1,329 2,219 1,292 894 118
Changes from: August 28, 2018 Total Change is: 2,782
1,381 -28 0 600 -28 0 63 2,853 -3 -12 -98 64 689 22
Percent of Open Interest Represented by Each Category of Trader
7.2 9.3 0.0 46.5 0.0 4.7 30.5 74.7 0.7 3.9 6.5 3.8 2.6 0.3
Number of Traders in Each Category Total Traders: 45
4 . 0 11 0 . 6 11 . 8 4 .
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Updated September 7, 2018