Traders in Financial Futures - Futures Only Positions as of October 16, 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 115,386
Positions
6,099 12,351 1,789 40,636 18,612 2,836 20,579 42,425 4,488 7,538 5,609 419 31,002 26,857
Changes from: October 9, 2018 Total Change is: -6,103
-2,411 -2,623 1,397 -4,241 1,165 -472 -1,264 -7,198 506 280 1,223 -26 128 -75
Percent of Open Interest Represented by Each Category of Trader
5.3 10.7 1.6 35.2 16.1 2.5 17.8 36.8 3.9 6.5 4.9 0.4 26.9 23.3
Number of Traders in Each Category Total Traders: 102
5 7 4 14 15 5 13 35 9 7 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 64,635
Positions
34,941 2,196 4 1,169 10,466 246 18,561 25,697 1,283 453 2,338 0 7,978 22,405
Changes from: October 9, 2018 Total Change is: 2,773
4,897 -340 -2 0 2,143 -4 -1,485 1,729 241 0 365 0 -874 -1,359
Percent of Open Interest Represented by Each Category of Trader
54.1 3.4 0.0 1.8 16.2 0.4 28.7 39.8 2.0 0.7 3.6 0.0 12.3 34.7
Number of Traders in Each Category Total Traders: 49
6 . . . 11 . 10 14 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 210,108
Positions
93,141 27,384 2,460 48,772 85,497 2,709 31,983 39,755 6,203 3,085 8,297 546 21,209 37,257
Changes from: October 9, 2018 Total Change is: -441
-1,671 12,234 -1,071 57 -3,653 863 74 -8,630 -188 1,713 -248 43 -261 209
Percent of Open Interest Represented by Each Category of Trader
44.3 13.0 1.2 23.2 40.7 1.3 15.2 18.9 3.0 1.5 3.9 0.3 10.1 17.7
Number of Traders in Each Category Total Traders: 117
9 6 6 13 26 8 21 34 23 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 211,210
Positions
110,373 3,663 1,349 37,223 51,120 5,371 29,258 96,562 4,545 2,547 9,056 100 20,444 39,444
Changes from: October 9, 2018 Total Change is: -42,164
-28,495 -27 170 -2,500 -13,232 1,368 -11,190 -18,116 -389 47 -6,762 10 -1,185 -5,186
Percent of Open Interest Represented by Each Category of Trader
52.3 1.7 0.6 17.6 24.2 2.5 13.9 45.7 2.2 1.2 4.3 0.0 9.7 18.7
Number of Traders in Each Category Total Traders: 125
13 . . 18 28 11 24 33 18 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 469,299
Positions
26,448 98,716 6,222 277,321 142,490 23,452 26,929 112,156 8,923 21,241 16,008 468 78,295 60,864
Changes from: October 9, 2018 Total Change is: -14,503
750 -3,527 -2,414 6,149 -626 -2,248 -9,917 -6,612 1,423 -4,003 -405 -442 -3,801 348
Percent of Open Interest Represented by Each Category of Trader
5.6 21.0 1.3 59.1 30.4 5.0 5.7 23.9 1.9 4.5 3.4 0.1 16.7 13.0
Number of Traders in Each Category Total Traders: 282
16 12 10 86 38 46 29 57 24 28 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 36,512
Positions
468 21,956 0 14,733 6,904 1,659 5,154 0 0 523 778 5 13,970 5,210
Changes from: October 9, 2018 Total Change is: -1,284
-359 -749 0 -531 -1,586 -205 331 0 0 -77 0 0 -443 1,256
Percent of Open Interest Represented by Each Category of Trader
1.3 60.1 0.0 40.4 18.9 4.5 14.1 0.0 0.0 1.4 2.1 0.0 38.3 14.3
Number of Traders in Each Category Total Traders: 28
. . 0 13 6 7 4 0 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 25,330
Positions
5 5,496 734 9,902 11,031 2,595 5,307 0 0 0 879 0 6,787 4,595
Changes from: October 9, 2018 Total Change is: 65
-21 39 0 -8 -1,138 -2 848 0 0 0 250 0 -752 916
Percent of Open Interest Represented by Each Category of Trader
0.0 21.7 2.9 39.1 43.5 10.2 21.0 0.0 0.0 0.0 3.5 0.0 26.8 18.1
Number of Traders in Each Category Total Traders: 23
. . . 8 8 10 . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 155,988
Positions
102,631 3,580 163 7,835 54,920 1,621 20,478 48,451 2,131 617 3,196 42 20,470 41,884
Changes from: October 9, 2018 Total Change is: -14,770
-4,570 -653 -1,107 290 -2,321 -9 -4,941 -7,592 -813 -45 471 33 -3,608 -2,779
Percent of Open Interest Represented by Each Category of Trader
65.8 2.3 0.1 5.0 35.2 1.0 13.1 31.1 1.4 0.4 2.0 0.0 13.1 26.9
Number of Traders in Each Category Total Traders: 92
11 4 . 4 19 5 18 29 11 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 26,301
Positions
0 15,237 0 22,588 741 0 1,749 8,283 1 339 422 0 1,624 1,617
Changes from: October 9, 2018 Total Change is: 1,226
0 568 0 1,295 -348 0 -54 1,172 0 0 -18 0 -15 -148
Percent of Open Interest Represented by Each Category of Trader
0.0 57.9 0.0 85.9 2.8 0.0 6.6 31.5 0.0 1.3 1.6 0.0 6.2 6.1
Number of Traders in Each Category Total Traders: 31
0 4 0 8 . 0 5 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 215,138
Positions
7,266 153,458 376 115,366 2,778 190 79,051 25,682 1,012 4,267 28,385 193 7,417 3,064
Changes from: October 9, 2018 Total Change is: 6,544
-176 3,891 30 3,540 -3,450 190 2,920 4,566 390 -502 768 193 -41 -34
Percent of Open Interest Represented by Each Category of Trader
3.4 71.3 0.2 53.6 1.3 0.1 36.7 11.9 0.5 2.0 13.2 0.1 3.4 1.4
Number of Traders in Each Category Total Traders: 149
. 7 . 27 8 . 48 30 5 12 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 37,688
Positions
27,850 2,109 638 116 4,631 0 5,758 27,689 235 1,484 770 0 1,607 1,616
Changes from: October 9, 2018 Total Change is: 307
0 -274 0 0 -7,778 0 87 8,425 34 466 -35 0 -280 -65
Percent of Open Interest Represented by Each Category of Trader
73.9 5.6 1.7 0.3 12.3 0.0 15.3 73.5 0.6 3.9 2.0 0.0 4.3 4.3
Number of Traders in Each Category Total Traders: 38
. . . . 4 0 8 13 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 62,490
Positions
46,097 126 0 1,001 19,747 17 10,735 29,542 2,174 128 3,757 297 2,041 6,830
Changes from: October 9, 2018 Total Change is: -2,220
1,914 -119 0 11 -523 0 -3,914 -2,861 79 -163 784 79 -226 341
Percent of Open Interest Represented by Each Category of Trader
73.8 0.2 0.0 1.6 31.6 0.0 17.2 47.3 3.5 0.2 6.0 0.5 3.3 10.9
Number of Traders in Each Category Total Traders: 94
7 . 0 . 20 . 20 36 7 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 8,365
Positions
5,434 0 0 1,441 2,723 10 895 3,965 0 0 0 0 585 1,667
Changes from: October 9, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
65.0 0.0 0.0 17.2 32.6 0.1 10.7 47.4 0.0 0.0 0.0 0.0 7.0 19.9
Number of Traders in Each Category Total Traders: 22
. 0 0 . 4 . . 12 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 46,361
Positions
7,236 26,641 1,473 13,459 161 529 9,626 6,732 2,516 2,610 890 30 8,885 7,391
Changes from: October 9, 2018 Total Change is: -5,983
1,400 -7,539 389 -1,547 -609 311 -6,536 1,155 -151 78 -149 -20 93 629
Percent of Open Interest Represented by Each Category of Trader
15.6 57.5 3.2 29.0 0.3 1.1 20.8 14.5 5.4 5.6 1.9 0.1 19.2 15.9
Number of Traders in Each Category Total Traders: 108
12 20 4 20 . 4 25 17 5 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 92,722
Positions
14,471 53,281 2,946 26,918 322 1,057 19,251 13,463 5,032 5,219 1,780 59 17,769 14,782
Changes from: October 9, 2018 Total Change is: -11,966
2,799 -15,078 777 -3,093 -1,218 622 -13,072 2,310 -301 156 -297 -39 185 1,258
Percent of Open Interest Represented by Each Category of Trader
15.6 57.5 3.2 29.0 0.3 1.1 20.8 14.5 5.4 5.6 1.9 0.1 19.2 15.9
Number of Traders in Each Category Total Traders: 108
12 20 4 20 . 4 25 17 5 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 28,113
Positions
3,020 22,035 0 23,146 1,454 257 405 3,710 0 0 454 0 1,285 203
Changes from: October 9, 2018 Total Change is: -1,308
536 -8 0 -1,706 -9 -42 -30 -900 0 0 0 0 -66 -349
Percent of Open Interest Represented by Each Category of Trader
10.7 78.4 0.0 82.3 5.2 0.9 1.4 13.2 0.0 0.0 1.6 0.0 4.6 0.7
Number of Traders in Each Category Total Traders: 22
. 6 0 10 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 627,161
Positions
46,100 137,180 65,935 263,905 176,118 62,307 59,370 63,365 18,872 34,331 39,508 3,887 72,455 59,989
Changes from: October 9, 2018 Total Change is: 15,581
15,126 885 4,173 -29,430 14,775 5,017 13,504 -14,531 5,896 3,946 1,927 -994 -1,658 -1,567
Percent of Open Interest Represented by Each Category of Trader
7.4 21.9 10.5 42.1 28.1 9.9 9.5 10.1 3.0 5.5 6.3 0.6 11.6 9.6
Number of Traders in Each Category Total Traders: 603
35 44 29 167 93 116 83 102 66 40 39 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 52,125
Positions
22,589 15,977 1,206 4,772 20,608 46 6,479 5,585 0 157 570 0 16,876 8,133
Changes from: October 9, 2018 Total Change is: 8,664
6,362 1,019 1,200 -606 3,579 40 2,569 2,992 -200 -72 568 0 -629 -534
Percent of Open Interest Represented by Each Category of Trader
43.3 30.7 2.3 9.2 39.5 0.1 12.4 10.7 0.0 0.3 1.1 0.0 32.4 15.6
Number of Traders in Each Category Total Traders: 42
5 9 . . 4 . 10 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 10,893
Positions
1,722 8,879 0 5,218 642 271 662 0 0 404 0 0 2,616 1,101
Changes from: October 9, 2018 Total Change is: -473
-55 -567 0 -38 0 -19 0 0 0 0 0 0 -361 113
Percent of Open Interest Represented by Each Category of Trader
15.8 81.5 0.0 47.9 5.9 2.5 6.1 0.0 0.0 3.7 0.0 0.0 24.0 10.1
Number of Traders in Each Category Total Traders: 21
. 7 0 7 . . . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 2,875,182
Positions
250,651 739,109 190,548 1,306,676 788,562 300,295 304,332 328,781 54,480 173,709 197,531 16,595 277,896 259,281
Changes from: October 9, 2018 Total Change is: 34,587
44,905 415 13,781 -144,109 55,988 24,875 80,022 -62,271 5,136 22,930 9,635 -7,808 -5,145 -5,164
Percent of Open Interest Represented by Each Category of Trader
8.7 25.7 6.6 45.4 27.4 10.4 10.6 11.4 1.9 6.0 6.9 0.6 9.7 9.0
Number of Traders in Each Category Total Traders: 599
34 45 24 168 91 116 82 101 61 39 39 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 28,813
Positions
7,972 25,674 0 15,733 0 1,426 762 613 0 0 384 0 2,920 716
Changes from: October 9, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
27.7 89.1 0.0 54.6 0.0 4.9 2.6 2.1 0.0 0.0 1.3 0.0 10.1 2.5
Number of Traders in Each Category Total Traders: 23
. 9 0 8 0 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 15,820
Positions
4,142 14,721 0 6,429 343 0 1,411 219 0 1,288 0 0 2,550 537
Changes from: October 9, 2018 Total Change is: 920
574 793 0 276 -3 0 0 219 0 0 0 0 70 -89
Percent of Open Interest Represented by Each Category of Trader
26.2 93.1 0.0 40.6 2.2 0.0 8.9 1.4 0.0 8.1 0.0 0.0 16.1 3.4
Number of Traders in Each Category Total Traders: 27
4 10 0 6 . 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 15,990
Positions
4,208 10,786 0 8,362 1,330 435 432 0 0 0 2,050 0 2,553 1,389
Changes from: October 9, 2018 Total Change is: 226
222 -500 0 -6 0 0 -284 0 0 0 425 0 294 301
Percent of Open Interest Represented by Each Category of Trader
26.3 67.5 0.0 52.3 8.3 2.7 2.7 0.0 0.0 0.0 12.8 0.0 16.0 8.7
Number of Traders in Each Category Total Traders: 21
4 5 0 6 . . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874N Open Interest is 217,007
Positions
161,991 161,991 55,016 0 0 0 0 0 0 0 0 0 0 0
Changes from: October 9, 2018 Total Change is: 7,000
5,155 5,155 1,845 0 0 0 0 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
74.6 74.6 25.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
8 12 13 0 0 0 0 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 77,504
Positions
9,189 30,330 941 49,201 35,657 3,725 2,924 1,452 1,496 252 0 0 9,776 3,903
Changes from: October 9, 2018 Total Change is: -5,674
2,118 -8,619 279 -2,220 3,308 -149 -2,651 -253 -312 -525 0 -1 -2,213 73
Percent of Open Interest Represented by Each Category of Trader
11.9 39.1 1.2 63.5 46.0 4.8 3.8 1.9 1.9 0.3 0.0 0.0 12.6 5.0
Number of Traders in Each Category Total Traders: 82
5 11 . 34 19 14 7 5 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 50,144
Positions
15,913 13,214 367 13,568 12,583 1,350 9,612 10,777 959 1,795 2,937 138 6,440 7,819
Changes from: October 9, 2018 Total Change is: 598
2,474 -320 -9 -3,935 311 369 2,461 -1,319 342 -347 438 71 -827 714
Percent of Open Interest Represented by Each Category of Trader
31.7 26.4 0.7 27.1 25.1 2.7 19.2 21.5 1.9 3.6 5.9 0.3 12.8 15.6
Number of Traders in Each Category Total Traders: 288
18 26 7 54 43 25 40 57 15 15 35 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 250,718
Positions
79,566 66,069 1,833 67,842 62,913 6,752 48,061 53,886 4,797 8,977 14,685 690 32,200 39,093
Changes from: October 9, 2018 Total Change is: 2,988
12,368 -1,598 -47 -19,674 1,555 1,845 12,304 -6,596 1,712 -1,737 2,192 354 -4,137 3,571
Percent of Open Interest Represented by Each Category of Trader
31.7 26.4 0.7 27.1 25.1 2.7 19.2 21.5 1.9 3.6 5.9 0.3 12.8 15.6
Number of Traders in Each Category Total Traders: 288
18 26 7 54 43 25 40 57 15 15 35 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 496,741
Positions
65,777 98,117 5,816 239,107 157,560 42,705 89,897 152,256 10,207 18,576 11,365 1,006 23,650 17,709
Changes from: October 9, 2018 Total Change is: -26,904
-2,284 -28,478 2,462 -23,275 122 9,063 -10,997 -9,143 -542 209 -560 70 -1,610 102
Percent of Open Interest Represented by Each Category of Trader
13.2 19.8 1.2 48.1 31.7 8.6 18.1 30.7 2.1 3.7 2.3 0.2 4.8 3.6
Number of Traders in Each Category Total Traders: 301
27 20 11 81 57 44 41 46 21 17 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 32,575
Positions
2,983 12,314 265 14,642 1,332 73 5,942 12,755 33 1,939 2,237 0 6,698 3,566
Changes from: October 9, 2018 Total Change is: -1,150
-12 100 64 -518 -586 -241 -784 -1,510 2 -57 916 0 396 105
Percent of Open Interest Represented by Each Category of Trader
9.2 37.8 0.8 44.9 4.1 0.2 18.2 39.2 0.1 6.0 6.9 0.0 20.6 10.9
Number of Traders in Each Category Total Traders: 45
. 4 . 18 . . 4 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 73,103
Positions
13,200 10,537 287 24,934 8,999 1,413 21,883 14,079 637 2,511 1,150 0 8,238 36,001
Changes from: October 9, 2018 Total Change is: 7,756
5,485 -1,882 203 -1,611 -155 -221 3,539 -3,145 510 1,017 -295 0 -1,166 12,741
Percent of Open Interest Represented by Each Category of Trader
18.1 14.4 0.4 34.1 12.3 1.9 29.9 19.3 0.9 3.4 1.6 0.0 11.3 49.2
Number of Traders in Each Category Total Traders: 72
9 11 . 15 5 6 14 15 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 277,793
Positions
21,083 159,458 1,081 205,369 79,205 19,319 20,143 8,443 185 2,924 3,754 0 7,689 6,348
Changes from: October 9, 2018 Total Change is: 15,415
509 5,400 -8 15,944 10,847 246 88 -1,114 36 -268 60 -4 -1,128 -48
Percent of Open Interest Represented by Each Category of Trader
7.6 57.4 0.4 73.9 28.5 7.0 7.3 3.0 0.1 1.1 1.4 0.0 2.8 2.3
Number of Traders in Each Category Total Traders: 161
12 10 . 57 39 27 21 12 5 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 1,168,187
Positions
138,159 631,271 5,399 738,200 353,695 108,606 97,876 35,498 5,631 34,869 14,033 805 38,642 13,249
Changes from: October 9, 2018 Total Change is: 10,215
-935 -23,687 1,111 -12,188 42,135 4,349 7,205 -6,953 1,986 -415 -1,845 -96 9,198 -6,785
Percent of Open Interest Represented by Each Category of Trader
11.8 54.0 0.5 63.2 30.3 9.3 8.4 3.0 0.5 3.0 1.2 0.1 3.3 1.1
Number of Traders in Each Category Total Traders: 422
27 21 8 153 76 76 62 35 13 36 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 117,683
Positions
26,365 50,803 66,309 12,381 0 270 11,535 0 178 590 30 0 55 93
Changes from: October 9, 2018 Total Change is: 629
1,569 1,689 -1,040 0 0 0 120 0 -20 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
22.4 43.2 56.3 10.5 0.0 0.2 9.8 0.0 0.2 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 32
4 13 7 7 0 . 4 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 927,355
Positions
20,637 57,958 6,694 447,932 312,780 182,700 89,357 89,769 9,020 32,849 77,956 4,086 134,080 186,392
Changes from: October 9, 2018 Total Change is: -16,997
-6,390 17,002 -3,903 -9,092 -1,599 3,874 6,798 -28,230 3,047 1,096 2,485 -282 -12,145 -9,391
Percent of Open Interest Represented by Each Category of Trader
2.2 6.2 0.7 48.3 33.7 19.7 9.6 9.7 1.0 3.5 8.4 0.4 14.5 20.1
Number of Traders in Each Category Total Traders: 202
13 17 . 59 37 51 34 20 14 12 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 1,086,657
Positions
30,487 211,424 1,743 611,988 63,697 181,093 42,946 457,638 7,161 70,151 34,601 750 140,338 128,550
Changes from: October 9, 2018 Total Change is: 31,199
19,011 25,236 -42 9,704 -7,310 5,548 -6,084 5,255 744 1,732 3,805 175 411 -2,212
Percent of Open Interest Represented by Each Category of Trader
2.8 19.5 0.2 56.3 5.9 16.7 4.0 42.1 0.7 6.5 3.2 0.1 12.9 11.8
Number of Traders in Each Category Total Traders: 130
. 17 . 55 15 44 7 21 13 5 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 2,221,827
Positions
68,664 121,440 19,027 1,130,521 400,912 295,885 286,487 880,547 32,508 252,436 294,982 5,982 130,317 170,544
Changes from: October 9, 2018 Total Change is: -10,006
-28,926 -2,644 -6,735 38,688 -51,866 -15,510 4,759 75,861 -5,532 4,192 4,581 3,097 -4,039 -11,258
Percent of Open Interest Represented by Each Category of Trader
3.1 5.5 0.9 50.9 18.0 13.3 12.9 39.6 1.5 11.4 13.3 0.3 5.9 7.7
Number of Traders in Each Category Total Traders: 352
15 29 9 94 39 70 47 69 26 33 26 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 4,134,772
Positions
117,761 348,906 42,085 1,915,661 928,114 648,999 402,746 1,236,217 88,134 487,146 324,387 34,555 397,685 483,375
Changes from: October 9, 2018 Total Change is: 8,636
-5,158 -6,831 -9,214 -2,094 -54,316 31,131 22,605 75,525 -14,900 -4,862 15,352 -3,534 -5,338 -24,577
Percent of Open Interest Represented by Each Category of Trader
2.8 8.4 1.0 46.3 22.4 15.7 9.7 29.9 2.1 11.8 7.8 0.8 9.6 11.7
Number of Traders in Each Category Total Traders: 458
27 38 14 106 89 106 56 87 53 27 28 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 627,913
Positions
31,111 42,843 4,896 204,713 204,556 107,610 103,757 49,058 10,230 53,242 38,282 506 111,848 169,932
Changes from: October 9, 2018 Total Change is: 10,007
691 -136 2,420 -4,487 -7,194 6,925 2,165 6,030 -4,464 451 591 6 6,300 5,829
Percent of Open Interest Represented by Each Category of Trader
5.0 6.8 0.8 32.6 32.6 17.1 16.5 7.8 1.6 8.5 6.1 0.1 17.8 27.1
Number of Traders in Each Category Total Traders: 107
5 7 . 27 36 41 9 11 7 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 4,518,373
Positions
69,112 510,615 29,317 2,507,120 611,249 798,501 425,904 1,575,242 98,895 266,201 436,862 16,814 306,509 440,878
Changes from: October 9, 2018 Total Change is: 69,571
10,022 89,412 -4,332 -19,827 -70,858 29,777 28,995 34,945 9,968 5,102 -5,369 -580 10,446 -13,392
Percent of Open Interest Represented by Each Category of Trader
1.5 11.3 0.6 55.5 13.5 17.7 9.4 34.9 2.2 5.9 9.7 0.4 6.8 9.8
Number of Traders in Each Category Total Traders: 358
11 42 11 96 56 79 37 68 33 23 25 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 1,823,878
Positions
476,950 347,581 529,691 17,255 33,760 41,121 160,443 267,853 338,897 60,060 43,394 155,732 43,729 65,849
Changes from: October 9, 2018 Total Change is: 67,132
-5,495 -2,722 47,867 5 6,660 10,445 -4,736 -16,119 478 -2,707 -5,446 16,542 4,733 9,427
Percent of Open Interest Represented by Each Category of Trader
26.2 19.1 29.0 0.9 1.9 2.3 8.8 14.7 18.6 3.3 2.4 8.5 2.4 3.6
Number of Traders in Each Category Total Traders: 151
25 32 46 4 4 4 27 34 44 11 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 is14,316,492
Positions
5,594,332 1,222,364 1,857,519 411,497 2,213,279 1,275,658 943,339 2,627,972 2,798,036 250,655 441,096 561,182 624,274 1,319,386
Changes from: October 9, 2018 Total Change is: -187,651
146,905 50,853 -77,796 13,516 28,744 -38,692 7,268 39,183 -223,007 -12,562 7,824 -25,079 21,796 50,319
Percent of Open Interest Represented by Each Category of Trader
39.1 8.5 13.0 2.9 15.5 8.9 6.6 18.4 19.5 1.8 3.1 3.9 4.4 9.2
Number of Traders in Each Category Total Traders: 291
37 39 66 8 34 35 40 76 98 14 22 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 13,426
Positions
1,920 2,665 1,532 0 0 0 1,719 932 8,228 0 0 0 27 69
Changes from: October 9, 2018 Total Change is: 1,556
1 -178 -56 0 0 0 103 283 1,585 0 -1 -77 0 0
Percent of Open Interest Represented by Each Category of Trader
14.3 19.8 11.4 0.0 0.0 0.0 12.8 6.9 61.3 0.0 0.0 0.0 0.2 0.5
Number of Traders in Each Category Total Traders: 24
4 . 5 0 0 0 6 7 12 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 27,153
Positions
3,972 1,456 11,682 0 0 0 2,311 5,104 8,866 50 0 0 272 45
Changes from: October 9, 2018 Total Change is: 1,659
-363 155 1,032 0 0 0 480 193 274 0 0 0 236 5
Percent of Open Interest Represented by Each Category of Trader
14.6 5.4 43.0 0.0 0.0 0.0 8.5 18.8 32.7 0.2 0.0 0.0 1.0 0.2
Number of Traders in Each Category Total Traders: 25
4 . 4 0 0 0 10 8 13 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 29,350
Positions
1,511 5,656 0 1,120 10,447 0 15,176 9,734 0 11,258 1,503 212 73 1,798
Changes from: October 9, 2018 Total Change is: 315
-67 380 0 0 163 0 222 -4 0 150 1 0 10 -225
Percent of Open Interest Represented by Each Category of Trader
5.1 19.3 0.0 3.8 35.6 0.0 51.7 33.2 0.0 38.4 5.1 0.7 0.2 6.1
Number of Traders in Each Category Total Traders: 35
. 4 0 . 11 0 . 7 0 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 17,120
Positions
2,253 4,353 0 931 2,412 9 13,894 7,428 0 0 1,448 0 33 1,470
Changes from: October 9, 2018 Total Change is: 85
-19 97 0 4 -15 0 81 186 0 0 -50 0 19 -133
Percent of Open Interest Represented by Each Category of Trader
13.2 25.4 0.0 5.4 14.1 0.1 81.2 43.4 0.0 0.0 8.5 0.0 0.2 8.6
Number of Traders in Each Category Total Traders: 31
. 5 0 . 7 . . 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 4,262
Positions
55 0 0 29 0 0 1,096 1,723 253 927 1,715 2 1,900 569
Changes from: October 9, 2018 Total Change is: 234
0 0 0 29 0 0 -3 48 94 221 158 -8 -99 -58
Percent of Open Interest Represented by Each Category of Trader
1.3 0.0 0.0 0.7 0.0 0.0 25.7 40.4 5.9 21.8 40.2 0.0 44.6 13.4
Number of Traders in Each Category Total Traders: 44
. 0 0 . 0 0 9 11 5 17 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 2,730
Positions
0 76 0 54 108 0 1,606 1,620 64 302 556 0 704 306
Changes from: October 9, 2018 Total Change is: -118
0 0 0 54 -13 0 -37 -36 40 -93 -50 0 -82 -59
Percent of Open Interest Represented by Each Category of Trader
0.0 2.8 0.0 2.0 4.0 0.0 58.8 59.3 2.3 11.1 20.4 0.0 25.8 11.2
Number of Traders in Each Category Total Traders: 41
0 . 0 . . 0 11 16 4 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 54,917
Positions
2,950 41,239 0 16,450 480 407 19,991 7,387 1,381 8,200 1,645 159 5,379 2,219
Changes from: October 9, 2018 Total Change is: -3,233
170 0 0 -1,421 -107 3 -1,189 -3,173 262 -204 80 -6 -848 -292
Percent of Open Interest Represented by Each Category of Trader
5.4 75.1 0.0 30.0 0.9 0.7 36.4 13.5 2.5 14.9 3.0 0.3 9.8 4.0
Number of Traders in Each Category Total Traders: 113
. . 0 14 . . 37 15 13 32 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 536,159
Positions
55,050 17,394 36,224 99,310 34,298 28,255 65,804 162,056 184,257 11,052 13,328 27,927 28,280 32,420
Changes from: October 9, 2018 Total Change is: 1,250
-32,556 9,169 5,302 -18,182 -41,003 -2,854 4,759 -21,457 40,688 -2,616 6,854 2,225 4,484 2,326
Percent of Open Interest Represented by Each Category of Trader
10.3 3.2 6.8 18.5 6.4 5.3 12.3 30.2 34.4 2.1 2.5 5.2 5.3 6.0
Number of Traders in Each Category Total Traders: 229
15 13 20 24 34 19 45 55 65 11 22 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 33,055
Positions
3,666 64 626 16,097 94 4,272 4,860 26,875 242 3,100 845 0 192 37
Changes from: October 9, 2018 Total Change is: -1,140
-716 0 600 -140 8 329 -1,743 -2,539 0 712 712 -163 -19 -87
Percent of Open Interest Represented by Each Category of Trader
11.1 0.2 1.9 48.7 0.3 12.9 14.7 81.3 0.7 9.4 2.6 0.0 0.6 0.1
Number of Traders in Each Category Total Traders: 42
. . . 12 . . 6 7 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 19, 2018