Traders in Financial Futures - Futures Only Positions as of October 2, 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 127,333
Positions
5,731 12,131 230 46,244 20,591 3,058 25,909 55,742 5,797 7,121 4,738 462 32,781 24,584
Changes from: September 25, 2018 Total Change is: 11,606
-3,674 2,894 10 2,855 -4,426 625 7,043 12,974 1,003 110 88 7 3,627 -1,569
Percent of Open Interest Represented by Each Category of Trader
4.5 9.5 0.2 36.3 16.2 2.4 20.3 43.8 4.6 5.6 3.7 0.4 25.7 19.3
Number of Traders in Each Category Total Traders: 108
6 6 . 14 14 5 22 34 14 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 54,650
Positions
25,634 3,760 0 1,169 5,494 250 17,069 24,266 558 453 1,111 0 9,517 19,211
Changes from: September 25, 2018 Total Change is: 723
1,347 472 0 0 -1,627 -20 3,742 -75 29 -2,257 -192 0 -2,118 2,136
Percent of Open Interest Represented by Each Category of Trader
46.9 6.9 0.0 2.1 10.1 0.5 31.2 44.4 1.0 0.8 2.0 0.0 17.4 35.2
Number of Traders in Each Category Total Traders: 47
. 6 0 . 8 . 11 15 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 210,495
Positions
97,572 17,281 1,856 48,813 89,205 2,245 33,091 46,229 5,980 1,603 9,039 3 19,332 38,657
Changes from: September 25, 2018 Total Change is: -14,587
-8,311 1,478 611 -39 -3,772 -63 -6,951 -8,129 52 166 -2,688 0 -52 -2,076
Percent of Open Interest Represented by Each Category of Trader
46.4 8.2 0.9 23.2 42.4 1.1 15.7 22.0 2.8 0.8 4.3 0.0 9.2 18.4
Number of Traders in Each Category Total Traders: 115
7 7 6 13 24 9 22 34 16 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 252,277
Positions
129,671 1,736 245 34,811 64,506 3,925 52,067 117,699 6,113 3,480 14,134 0 21,965 43,919
Changes from: September 25, 2018 Total Change is: 36,901
25,989 790 0 700 9,332 -16 6,293 27,296 2,474 1,084 3,132 -90 467 -6,017
Percent of Open Interest Represented by Each Category of Trader
51.4 0.7 0.1 13.8 25.6 1.6 20.6 46.7 2.4 1.4 5.6 0.0 8.7 17.4
Number of Traders in Each Category Total Traders: 135
11 . . 15 28 8 25 43 15 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 479,644
Positions
26,162 110,249 5,217 270,766 133,859 27,006 37,615 119,431 9,361 24,838 12,443 915 77,764 61,163
Changes from: September 25, 2018 Total Change is: 1,763
6,107 -15,130 2,792 -5,907 7,033 -300 5,594 716 -1,665 4,689 1,431 30 -9,577 6,856
Percent of Open Interest Represented by Each Category of Trader
5.5 23.0 1.1 56.5 27.9 5.6 7.8 24.9 2.0 5.2 2.6 0.2 16.2 12.8
Number of Traders in Each Category Total Traders: 291
16 13 10 86 38 45 29 63 20 30 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 37,178
Positions
622 22,861 0 16,085 8,309 1,911 2,620 0 21 0 778 5 15,914 3,293
Changes from: September 25, 2018 Total Change is: 466
622 223 0 -997 242 -20 756 0 21 0 0 0 84 0
Percent of Open Interest Represented by Each Category of Trader
1.7 61.5 0.0 43.3 22.3 5.1 7.0 0.0 0.1 0.0 2.1 0.0 42.8 8.9
Number of Traders in Each Category Total Traders: 27
. . 0 14 5 7 4 0 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 154,671
Positions
98,265 3,558 701 7,061 55,113 1,632 22,947 50,296 2,630 1,443 2,220 11 19,981 38,510
Changes from: September 25, 2018 Total Change is: -4,090
-2,142 0 682 18 -1,202 -34 -2,076 1,472 -1,244 85 -1,464 -2 623 -2,298
Percent of Open Interest Represented by Each Category of Trader
63.5 2.3 0.5 4.6 35.6 1.1 14.8 32.5 1.7 0.9 1.4 0.0 12.9 24.9
Number of Traders in Each Category Total Traders: 95
10 . . . 20 5 18 33 14 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 26,445
Positions
0 17,575 0 16,621 1,344 0 7,825 5,413 2 339 374 0 1,658 1,737
Changes from: September 25, 2018 Total Change is: 1,612
0 2,628 0 3,641 -4,870 0 -2,027 3,801 1 0 0 0 -3 52
Percent of Open Interest Represented by Each Category of Trader
0.0 66.5 0.0 62.9 5.1 0.0 29.6 20.5 0.0 1.3 1.4 0.0 6.3 6.6
Number of Traders in Each Category Total Traders: 31
0 4 0 7 . 0 7 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 217,218
Positions
7,125 148,851 414 118,437 5,351 0 76,251 30,399 558 6,680 27,310 117 7,636 4,218
Changes from: September 25, 2018 Total Change is: 12,568
-278 11,627 14 743 3,816 0 10,670 -4,297 346 692 -139 116 265 1,085
Percent of Open Interest Represented by Each Category of Trader
3.3 68.5 0.2 54.5 2.5 0.0 35.1 14.0 0.3 3.1 12.6 0.1 3.5 1.9
Number of Traders in Each Category Total Traders: 147
. 6 . 25 6 0 50 31 4 13 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 39,560
Positions
29,632 2,421 0 116 27,523 0 6,763 5,090 108 1,111 2,455 0 1,830 1,963
Changes from: September 25, 2018 Total Change is: -6,706
595 1,590 -3,516 0 -684 0 -2,434 -2,557 -435 -475 -115 -602 161 -387
Percent of Open Interest Represented by Each Category of Trader
74.9 6.1 0.0 0.3 69.6 0.0 17.1 12.9 0.3 2.8 6.2 0.0 4.6 5.0
Number of Traders in Each Category Total Traders: 41
. . 0 . 7 0 8 12 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 56,448
Positions
39,931 0 3 598 19,630 0 11,273 26,264 1,897 104 1,313 668 1,974 6,673
Changes from: September 25, 2018 Total Change is: -546
-731 0 0 7 -534 -1 -154 -230 79 104 -1,018 196 -46 962
Percent of Open Interest Represented by Each Category of Trader
70.7 0.0 0.0 1.1 34.8 0.0 20.0 46.5 3.4 0.2 2.3 1.2 3.5 11.8
Number of Traders in Each Category Total Traders: 95
8 0 . . 21 0 23 33 9 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 57,182
Positions
6,100 36,104 824 16,735 2,673 192 20,319 6,871 1,798 2,858 1,443 1 8,358 7,278
Changes from: September 25, 2018 Total Change is: 3,407
23 2,580 68 1,715 -1,287 -79 2,570 1,694 -297 6 -113 -20 -579 861
Percent of Open Interest Represented by Each Category of Trader
10.7 63.1 1.4 29.3 4.7 0.3 35.5 12.0 3.1 5.0 2.5 0.0 14.6 12.7
Number of Traders in Each Category Total Traders: 117
11 23 . 20 . 4 36 13 8 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 114,363
Positions
12,199 72,208 1,647 33,469 5,346 383 40,637 13,741 3,595 5,715 2,886 2 16,716 14,555
Changes from: September 25, 2018 Total Change is: 6,814
46 5,160 136 3,430 -2,574 -158 5,139 3,388 -594 12 -226 -40 -1,157 1,722
Percent of Open Interest Represented by Each Category of Trader
10.7 63.1 1.4 29.3 4.7 0.3 35.5 12.0 3.1 5.0 2.5 0.0 14.6 12.7
Number of Traders in Each Category Total Traders: 117
11 23 . 20 . 4 36 13 8 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 29,442
Positions
2,484 22,043 0 24,532 1,460 278 435 4,965 0 0 454 0 1,713 242
Changes from: September 25, 2018 Total Change is: 3,337
1,908 514 0 1,339 -62 -2 0 2,878 0 0 0 0 92 9
Percent of Open Interest Represented by Each Category of Trader
8.4 74.9 0.0 83.3 5.0 0.9 1.5 16.9 0.0 0.0 1.5 0.0 5.8 0.8
Number of Traders in Each Category Total Traders: 24
. 6 0 11 . 4 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 590,542
Positions
25,199 136,027 50,488 311,059 157,539 53,759 40,673 83,248 10,463 27,665 37,758 5,005 66,230 56,254
Changes from: September 25, 2018 Total Change is: 10,909
974 2,127 8,429 -840 -137 -438 2,948 -4,166 2,579 1,525 1,581 -574 -3,694 1,508
Percent of Open Interest Represented by Each Category of Trader
4.3 23.0 8.5 52.7 26.7 9.1 6.9 14.1 1.8 4.7 6.4 0.8 11.2 9.5
Number of Traders in Each Category Total Traders: 594
30 42 28 169 99 118 81 100 57 38 35 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 33,852
Positions
13,267 11,390 0 5,494 12,648 6 1,686 753 200 259 2 0 12,940 8,853
Changes from: September 25, 2018 Total Change is: 636
607 476 0 -111 0 -10 504 -574 0 40 0 0 -394 744
Percent of Open Interest Represented by Each Category of Trader
39.2 33.6 0.0 16.2 37.4 0.0 5.0 2.2 0.6 0.8 0.0 0.0 38.2 26.2
Number of Traders in Each Category Total Traders: 33
6 5 0 . . . 7 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,783,452
Positions
168,381 731,908 143,720 1,535,399 732,025 261,195 198,578 416,117 47,674 137,032 188,782 25,024 266,449 237,007
Changes from: September 25, 2018 Total Change is: 51,364
7,928 14,349 36,052 -3,720 -761 -2,064 14,307 -15,875 10,808 7,425 7,906 -2,872 -16,500 3,821
Percent of Open Interest Represented by Each Category of Trader
6.0 26.3 5.2 55.2 26.3 9.4 7.1 14.9 1.7 4.9 6.8 0.9 9.6 8.5
Number of Traders in Each Category Total Traders: 592
29 42 24 171 97 117 82 99 52 37 35 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 27,069
Positions
4,536 22,577 0 17,014 1,078 1,426 994 353 0 0 841 0 3,099 794
Changes from: September 25, 2018 Total Change is: -520
-669 622 0 -155 -1,089 0 60 0 0 0 0 0 244 -53
Percent of Open Interest Represented by Each Category of Trader
16.8 83.4 0.0 62.9 4.0 5.3 3.7 1.3 0.0 0.0 3.1 0.0 11.4 2.9
Number of Traders in Each Category Total Traders: 20
. 7 0 6 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 14,343
Positions
2,797 13,307 0 5,925 349 0 1,411 0 0 1,756 0 0 2,454 687
Changes from: September 25, 2018 Total Change is: 637
454 1,030 0 44 -540 0 16 0 0 0 0 0 123 147
Percent of Open Interest Represented by Each Category of Trader
19.5 92.8 0.0 41.3 2.4 0.0 9.8 0.0 0.0 12.2 0.0 0.0 17.1 4.8
Number of Traders in Each Category Total Traders: 24
4 9 0 5 . 0 . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 17,896
Positions
6,148 10,662 0 8,133 2,353 399 906 927 0 0 2,476 0 2,310 1,079
Changes from: September 25, 2018 Total Change is: -71
202 -187 0 -108 70 -23 -247 17 0 0 0 0 105 52
Percent of Open Interest Represented by Each Category of Trader
34.4 59.6 0.0 45.4 13.1 2.2 5.1 5.2 0.0 0.0 13.8 0.0 12.9 6.0
Number of Traders in Each Category Total Traders: 27
5 5 0 6 4 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 85,511
Positions
4,089 40,282 585 55,112 31,542 3,992 7,067 3,374 1,376 497 0 29 12,764 4,331
Changes from: September 25, 2018 Total Change is: 1,027
864 -245 79 -206 1,610 177 681 53 -72 -62 -705 -59 -375 189
Percent of Open Interest Represented by Each Category of Trader
4.8 47.1 0.7 64.5 36.9 4.7 8.3 3.9 1.6 0.6 0.0 0.0 14.9 5.1
Number of Traders in Each Category Total Traders: 85
4 13 . 35 14 12 11 7 6 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 49,441
Positions
8,754 16,438 161 20,823 10,736 751 9,748 11,025 855 1,534 2,287 30 6,785 7,158
Changes from: September 25, 2018 Total Change is: 21
-1,112 -258 6 -480 494 -43 2,185 -632 -300 -387 448 8 144 299
Percent of Open Interest Represented by Each Category of Trader
17.7 33.2 0.3 42.1 21.7 1.5 19.7 22.3 1.7 3.1 4.6 0.1 13.7 14.5
Number of Traders in Each Category Total Traders: 280
16 24 4 58 39 28 42 60 18 16 24 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 247,207
Positions
43,768 82,192 805 104,115 53,679 3,755 48,740 55,125 4,276 7,672 11,435 149 33,927 35,791
Changes from: September 25, 2018 Total Change is: 106
-5,558 -1,291 29 -2,400 2,469 -217 10,926 -3,162 -1,502 -1,934 2,242 41 721 1,497
Percent of Open Interest Represented by Each Category of Trader
17.7 33.2 0.3 42.1 21.7 1.5 19.7 22.3 1.7 3.1 4.6 0.1 13.7 14.5
Number of Traders in Each Category Total Traders: 280
16 24 4 58 39 28 42 60 18 16 24 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 529,942
Positions
50,057 128,606 1,802 295,225 156,999 33,552 92,232 166,023 11,099 18,863 11,165 736 26,376 19,960
Changes from: September 25, 2018 Total Change is: 2,538
9,536 -22,629 1,576 -17,397 5,876 -2,629 9,588 18,658 198 -130 818 416 1,380 254
Percent of Open Interest Represented by Each Category of Trader
9.4 24.3 0.3 55.7 29.6 6.3 17.4 31.3 2.1 3.6 2.1 0.1 5.0 3.8
Number of Traders in Each Category Total Traders: 322
27 17 5 89 52 43 54 56 22 17 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 33,187
Positions
1,421 9,866 241 15,045 1,942 255 7,470 15,536 27 1,752 1,852 0 6,976 3,468
Changes from: September 25, 2018 Total Change is: 1,394
28 414 241 451 29 216 -35 1,080 -2 450 -242 0 45 -342
Percent of Open Interest Represented by Each Category of Trader
4.3 29.7 0.7 45.3 5.9 0.8 22.5 46.8 0.1 5.3 5.6 0.0 21.0 10.4
Number of Traders in Each Category Total Traders: 49
. 4 . 17 . . 8 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 72,087
Positions
4,738 13,678 911 29,043 9,596 1,467 24,273 16,304 504 2,105 1,150 0 9,046 28,477
Changes from: September 25, 2018 Total Change is: 1,665
940 372 834 -2,248 1,306 126 2,289 7,544 328 -479 -200 0 -125 -8,645
Percent of Open Interest Represented by Each Category of Trader
6.6 19.0 1.3 40.3 13.3 2.0 33.7 22.6 0.7 2.9 1.6 0.0 12.5 39.5
Number of Traders in Each Category Total Traders: 74
9 11 . 16 8 7 14 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 263,988
Positions
7,941 153,342 760 202,393 71,299 17,585 21,970 11,561 148 3,601 3,717 4 9,586 5,572
Changes from: September 25, 2018 Total Change is: 7,575
862 14,594 121 4,980 -2,828 598 -446 -3,828 -64 341 0 -2 1,185 -1,016
Percent of Open Interest Represented by Each Category of Trader
3.0 58.1 0.3 76.7 27.0 6.7 8.3 4.4 0.1 1.4 1.4 0.0 3.6 2.1
Number of Traders in Each Category Total Traders: 162
10 12 . 61 35 25 19 14 5 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 1,157,847
Positions
102,402 673,468 1,735 795,931 287,970 106,304 82,540 50,018 5,902 36,756 14,159 283 25,994 18,008
Changes from: September 25, 2018 Total Change is: -4,784
6,406 2,812 -4,505 -3,172 -10,512 -1,238 483 4,354 1,592 776 -748 78 -5,204 3,383
Percent of Open Interest Represented by Each Category of Trader
8.8 58.2 0.1 68.7 24.9 9.2 7.1 4.3 0.5 3.2 1.2 0.0 2.2 1.6
Number of Traders in Each Category Total Traders: 422
26 20 5 156 75 77 57 38 11 39 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 115,557
Positions
24,323 48,324 66,642 12,361 0 270 11,141 0 198 590 30 0 32 93
Changes from: September 25, 2018 Total Change is: -109
1,148 830 -939 1 0 0 -319 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
21.0 41.8 57.7 10.7 0.0 0.2 9.6 0.0 0.2 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 33
4 13 7 7 0 . 5 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 886,118
Positions
15,813 46,713 5,940 414,245 298,344 188,872 66,302 84,718 3,737 31,774 72,062 4,862 154,573 180,870
Changes from: September 25, 2018 Total Change is: 21,042
2,823 -4,413 -656 -4,434 4,875 10,383 10,266 11,185 240 -3,803 6,601 1,698 4,525 -8,871
Percent of Open Interest Represented by Each Category of Trader
1.8 5.3 0.7 46.7 33.7 21.3 7.5 9.6 0.4 3.6 8.1 0.5 17.4 20.4
Number of Traders in Each Category Total Traders: 191
9 16 . 57 35 51 29 22 12 11 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 1,048,728
Positions
12,899 185,685 204 612,629 65,242 173,860 35,240 476,502 7,273 65,569 19,119 584 140,470 120,259
Changes from: September 25, 2018 Total Change is: 505
1,752 -1,466 -1,728 6,868 3,311 -1,526 1,144 2,433 -2,591 1,608 -2,540 -15 -5,007 4,627
Percent of Open Interest Represented by Each Category of Trader
1.2 17.7 0.0 58.4 6.2 16.6 3.4 45.4 0.7 6.3 1.8 0.1 13.4 11.5
Number of Traders in Each Category Total Traders: 131
4 13 . 59 15 46 6 25 13 5 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 2,184,417
Positions
97,767 125,221 19,663 1,067,039 477,764 331,865 282,546 757,847 17,604 231,562 272,890 1,365 135,006 180,198
Changes from: September 25, 2018 Total Change is: -55,379
897 16,932 -7,422 18,406 -48,273 -3,071 -33,023 34,282 -31,609 9,410 -16,701 -603 -8,364 1,086
Percent of Open Interest Represented by Each Category of Trader
4.5 5.7 0.9 48.8 21.9 15.2 12.9 34.7 0.8 10.6 12.5 0.1 6.2 8.2
Number of Traders in Each Category Total Traders: 346
18 30 6 96 38 73 45 66 25 28 25 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 3,978,827
Positions
127,648 315,742 16,409 1,977,480 932,073 621,606 302,310 1,181,548 81,207 394,946 300,889 38,335 418,886 491,018
Changes from: September 25, 2018 Total Change is: -56,672
1,709 26,318 -4,994 -14,721 9,356 -11,863 -33,521 -101,283 13,544 -25,916 11,405 2,776 16,314 -1,931
Percent of Open Interest Represented by Each Category of Trader
3.2 7.9 0.4 49.7 23.4 15.6 7.6 29.7 2.0 9.9 7.6 1.0 10.5 12.3
Number of Traders in Each Category Total Traders: 454
21 45 11 108 89 106 52 85 40 27 27 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 619,757
Positions
39,088 46,469 2,294 204,818 216,792 95,143 104,359 36,075 14,628 52,780 40,498 500 106,147 167,358
Changes from: September 25, 2018 Total Change is: 11,650
3,398 8,927 267 -1,528 -8,814 7,653 268 2,586 1,757 94 1,264 0 -259 -1,990
Percent of Open Interest Represented by Each Category of Trader
6.3 7.5 0.4 33.0 35.0 15.4 16.8 5.8 2.4 8.5 6.5 0.1 17.1 27.0
Number of Traders in Each Category Total Traders: 105
5 8 . 24 38 42 7 11 6 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 4,405,554
Positions
52,447 406,608 24,217 2,415,188 659,771 816,211 412,948 1,488,567 104,890 245,594 427,728 21,759 312,300 455,803
Changes from: September 25, 2018 Total Change is: -1,644
-10,597 -26,691 1,044 -39,961 -51 25,077 -1,274 -29,847 18,095 9,011 -775 679 -3,718 10,825
Percent of Open Interest Represented by Each Category of Trader
1.2 9.2 0.5 54.8 15.0 18.5 9.4 33.8 2.4 5.6 9.7 0.5 7.1 10.3
Number of Traders in Each Category Total Traders: 348
9 36 7 98 55 84 36 68 41 22 24 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 1,765,958
Positions
495,401 307,652 499,805 17,689 38,730 24,018 122,194 290,354 354,157 61,287 40,689 154,596 36,811 55,957
Changes from: September 25, 2018 Total Change is: -75,983
-7,445 -8,236 -45,621 -1,606 -6,278 -8,880 -28,022 1,013 -362 19,807 -6,950 -4,560 706 3,891
Percent of Open Interest Represented by Each Category of Trader
28.1 17.4 28.3 1.0 2.2 1.4 6.9 16.4 20.1 3.5 2.3 8.8 2.1 3.2
Number of Traders in Each Category Total Traders: 143
29 23 48 4 4 5 29 30 44 8 10 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is14,131,125
Positions
5,389,196 1,034,433 1,975,632 395,294 2,333,861 1,302,028 935,703 2,563,492 2,724,647 275,152 393,853 514,834 618,639 1,288,345
Changes from: September 25, 2018 Total Change is: 271,499
-975 -35,837 22,695 -31,958 28,039 57,746 4,072 -13,870 202,087 34,197 14,354 -54,575 38,210 50,860
Percent of Open Interest Represented by Each Category of Trader
38.1 7.3 14.0 2.8 16.5 9.2 6.6 18.1 19.3 1.9 2.8 3.6 4.4 9.1
Number of Traders in Each Category Total Traders: 302
34 44 66 6 37 37 31 93 97 14 24 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 9,709
Positions
1,969 3,068 1,433 0 0 0 1,886 720 4,221 0 0 198 2 69
Changes from: September 25, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
20.3 31.6 14.8 0.0 0.0 0.0 19.4 7.4 43.5 0.0 0.0 2.0 0.0 0.7
Number of Traders in Each Category Total Traders: 23
4 . 4 0 0 0 7 4 10 0 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 20,963
Positions
3,621 1,301 7,058 0 0 0 2,580 4,973 7,582 65 0 25 32 24
Changes from: September 25, 2018 Total Change is: -515
-1,720 -1,525 -589 0 0 0 1,383 1,018 617 -185 0 25 -46 -61
Percent of Open Interest Represented by Each Category of Trader
17.3 6.2 33.7 0.0 0.0 0.0 12.3 23.7 36.2 0.3 0.0 0.1 0.2 0.1
Number of Traders in Each Category Total Traders: 25
4 . 4 0 0 0 9 8 13 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 28,938
Positions
951 3,998 0 1,149 10,118 0 15,027 11,091 0 11,558 1,388 214 39 2,129
Changes from: September 25, 2018 Total Change is: -1,662
41 -702 0 -68 43 0 -1,754 -922 0 100 35 0 19 -116
Percent of Open Interest Represented by Each Category of Trader
3.3 13.8 0.0 4.0 35.0 0.0 51.9 38.3 0.0 39.9 4.8 0.7 0.1 7.4
Number of Traders in Each Category Total Traders: 38
. 4 0 . 11 0 . 7 0 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 16,514
Positions
2,428 3,471 0 927 2,427 9 13,144 7,553 0 0 1,430 0 6 1,624
Changes from: September 25, 2018 Total Change is: -452
83 -326 0 -127 0 0 -388 196 0 0 -150 0 -20 -172
Percent of Open Interest Represented by Each Category of Trader
14.7 21.0 0.0 5.6 14.7 0.1 79.6 45.7 0.0 0.0 8.7 0.0 0.0 9.8
Number of Traders in Each Category Total Traders: 29
. . 0 . 7 . . 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 4,063
Positions
55 0 0 0 0 0 893 1,809 343 878 1,314 12 1,882 585
Changes from: September 25, 2018 Total Change is: 248
0 0 0 -27 0 0 172 -139 62 -111 297 -6 158 34
Percent of Open Interest Represented by Each Category of Trader
1.4 0.0 0.0 0.0 0.0 0.0 22.0 44.5 8.4 21.6 32.3 0.3 46.3 14.4
Number of Traders in Each Category Total Traders: 44
. 0 0 0 0 0 9 12 5 17 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 2,354
Positions
0 40 0 26 125 4 1,237 1,342 19 327 566 0 741 258
Changes from: September 25, 2018 Total Change is: -392
0 39 -35 26 -6 -14 -175 -78 -258 114 27 -2 -48 -65
Percent of Open Interest Represented by Each Category of Trader
0.0 1.7 0.0 1.1 5.3 0.2 52.5 57.0 0.8 13.9 24.0 0.0 31.5 11.0
Number of Traders in Each Category Total Traders: 30
0 . 0 . . . 5 12 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 53,364
Positions
570 41,209 0 15,732 413 375 20,723 6,370 1,395 8,098 1,339 167 6,304 2,096
Changes from: September 25, 2018 Total Change is: 613
-4,210 62 0 1,407 -193 -31 5,525 665 -213 -2,672 171 126 681 26
Percent of Open Interest Represented by Each Category of Trader
1.1 77.2 0.0 29.5 0.8 0.7 38.8 11.9 2.6 15.2 2.5 0.3 11.8 3.9
Number of Traders in Each Category Total Traders: 114
. . 0 14 . . 35 15 9 37 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 535,724
Positions
94,487 3,897 29,279 118,557 90,265 36,232 74,941 196,017 114,248 16,070 7,561 26,322 25,588 31,903
Changes from: September 25, 2018 Total Change is: 8,315
274 1,429 355 -296 -2,275 4,453 8,855 7,019 -6,883 -422 114 2,551 -572 1,552
Percent of Open Interest Represented by Each Category of Trader
17.6 0.7 5.5 22.1 16.8 6.8 14.0 36.6 21.3 3.0 1.4 4.9 4.8 6.0
Number of Traders in Each Category Total Traders: 242
21 5 20 20 41 25 46 59 54 15 17 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 29,891
Positions
948 69 0 23,067 0 2,086 631 27,221 242 2,676 133 8 233 132
Changes from: September 25, 2018 Total Change is: 4,649
-48 69 0 2,717 -31 1,812 51 3,537 0 860 0 -767 24 29
Percent of Open Interest Represented by Each Category of Trader
3.2 0.2 0.0 77.2 0.0 7.0 2.1 91.1 0.8 9.0 0.4 0.0 0.8 0.4
Number of Traders in Each Category Total Traders: 41
. . 0 12 0 . . 12 . 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 5, 2018