Traders in Financial Futures - Futures Only Positions as of October 23, 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 118,053
Positions
9,307 12,132 1,107 40,580 20,865 3,247 21,825 39,346 4,423 7,692 6,131 401 29,471 30,401
Changes from: October 16, 2018 Total Change is: 2,667
3,208 -219 -682 -56 2,253 411 1,246 -3,079 -65 154 522 -18 -1,531 3,544
Percent of Open Interest Represented by Each Category of Trader
7.9 10.3 0.9 34.4 17.7 2.8 18.5 33.3 3.7 6.5 5.2 0.3 25.0 25.8
Number of Traders in Each Category Total Traders: 102
6 5 . 13 16 4 15 34 10 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 69,685
Positions
40,793 2,292 6 1,169 11,220 246 18,071 25,140 1,288 453 3,331 0 7,659 26,162
Changes from: October 16, 2018 Total Change is: 5,050
5,852 96 2 0 754 0 -490 -557 5 0 993 0 -319 3,757
Percent of Open Interest Represented by Each Category of Trader
58.5 3.3 0.0 1.7 16.1 0.4 25.9 36.1 1.8 0.7 4.8 0.0 11.0 37.5
Number of Traders in Each Category Total Traders: 46
7 . . . 11 . 8 12 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 221,303
Positions
102,873 29,838 2,011 49,813 90,494 2,715 29,021 38,563 8,960 4,094 7,374 544 21,272 40,804
Changes from: October 16, 2018 Total Change is: 11,195
9,732 2,454 -449 1,041 4,997 6 -2,962 -1,192 2,757 1,009 -923 -2 63 3,547
Percent of Open Interest Represented by Each Category of Trader
46.5 13.5 0.9 22.5 40.9 1.2 13.1 17.4 4.0 1.8 3.3 0.2 9.6 18.4
Number of Traders in Each Category Total Traders: 120
10 7 6 13 27 8 19 36 15 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 205,643
Positions
104,666 4,082 2,005 35,706 48,909 5,626 28,994 90,625 4,732 2,657 8,061 371 20,886 41,232
Changes from: October 16, 2018 Total Change is: -5,567
-5,707 419 656 -1,517 -2,211 255 -264 -5,937 187 110 -995 271 442 1,788
Percent of Open Interest Represented by Each Category of Trader
50.9 2.0 1.0 17.4 23.8 2.7 14.1 44.1 2.3 1.3 3.9 0.2 10.2 20.1
Number of Traders in Each Category Total Traders: 129
13 . 4 17 28 9 29 29 18 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 489,829
Positions
34,236 93,885 10,470 278,532 149,999 22,090 30,236 123,394 8,261 25,975 20,160 468 79,561 61,102
Changes from: October 16, 2018 Total Change is: 20,530
7,788 -4,831 4,248 1,211 7,509 -1,362 3,307 11,238 -662 4,734 4,152 0 1,266 238
Percent of Open Interest Represented by Each Category of Trader
7.0 19.2 2.1 56.9 30.6 4.5 6.2 25.2 1.7 5.3 4.1 0.1 16.2 12.5
Number of Traders in Each Category Total Traders: 287
18 10 9 88 38 44 30 58 23 28 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 36,618
Positions
470 21,954 0 14,677 7,394 1,663 5,149 0 0 523 778 5 14,131 4,824
Changes from: October 16, 2018 Total Change is: 106
2 -2 0 -56 490 4 -5 0 0 0 0 0 161 -386
Percent of Open Interest Represented by Each Category of Trader
1.3 60.0 0.0 40.1 20.2 4.5 14.1 0.0 0.0 1.4 2.1 0.0 38.6 13.2
Number of Traders in Each Category Total Traders: 29
. . 0 13 7 7 4 0 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 25,616
Positions
0 5,997 726 9,805 11,766 2,591 6,156 0 0 0 419 0 6,338 4,117
Changes from: October 16, 2018 Total Change is: 286
-5 501 -8 -97 735 -4 849 0 0 0 -460 0 -449 -478
Percent of Open Interest Represented by Each Category of Trader
0.0 23.4 2.8 38.3 45.9 10.1 24.0 0.0 0.0 0.0 1.6 0.0 24.7 16.1
Number of Traders in Each Category Total Traders: 26
0 4 . 8 9 10 4 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 157,539
Positions
98,454 2,688 1,726 8,218 53,316 1,676 19,913 49,629 2,879 1,901 3,289 52 22,720 42,284
Changes from: October 16, 2018 Total Change is: 1,551
-4,177 -892 1,563 383 -1,604 55 -565 1,178 748 1,284 93 10 2,250 400
Percent of Open Interest Represented by Each Category of Trader
62.5 1.7 1.1 5.2 33.8 1.1 12.6 31.5 1.8 1.2 2.1 0.0 14.4 26.8
Number of Traders in Each Category Total Traders: 94
11 . . 4 19 5 18 31 15 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 29,489
Positions
0 15,673 0 25,751 745 0 1,754 11,449 0 339 407 0 1,645 1,215
Changes from: October 16, 2018 Total Change is: 3,188
0 436 0 3,163 4 0 5 3,166 -1 0 -15 0 21 -402
Percent of Open Interest Represented by Each Category of Trader
0.0 53.1 0.0 87.3 2.5 0.0 5.9 38.8 0.0 1.1 1.4 0.0 5.6 4.1
Number of Traders in Each Category Total Traders: 32
0 4 0 7 . 0 5 11 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 206,270
Positions
7,365 148,843 400 115,939 1,900 47 68,880 22,872 1,728 4,476 26,787 0 7,435 3,693
Changes from: October 16, 2018 Total Change is: -8,868
99 -4,615 24 573 -878 -143 -10,171 -2,810 716 209 -1,598 -193 18 629
Percent of Open Interest Represented by Each Category of Trader
3.6 72.2 0.2 56.2 0.9 0.0 33.4 11.1 0.8 2.2 13.0 0.0 3.6 1.8
Number of Traders in Each Category Total Traders: 134
. 6 . 27 6 . 36 34 10 9 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 39,251
Positions
27,978 2,111 695 1,578 1,527 0 5,720 32,429 233 1,074 808 0 1,973 1,448
Changes from: October 16, 2018 Total Change is: 1,563
128 2 57 1,462 -3,104 0 -38 4,740 -2 -410 38 0 366 -168
Percent of Open Interest Represented by Each Category of Trader
71.3 5.4 1.8 4.0 3.9 0.0 14.6 82.6 0.6 2.7 2.1 0.0 5.0 3.7
Number of Traders in Each Category Total Traders: 37
. . . . . 0 8 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 58,683
Positions
42,556 644 0 941 17,589 0 10,091 28,237 2,550 0 2,894 128 2,417 6,641
Changes from: October 16, 2018 Total Change is: -3,807
-3,541 518 0 -60 -2,158 -17 -644 -1,305 376 -128 -863 -169 376 -189
Percent of Open Interest Represented by Each Category of Trader
72.5 1.1 0.0 1.6 30.0 0.0 17.2 48.1 4.3 0.0 4.9 0.2 4.1 11.3
Number of Traders in Each Category Total Traders: 96
7 . 0 . 20 0 22 35 10 0 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 44,831
Positions
7,485 26,173 1,321 12,670 367 303 9,812 7,010 2,745 1,947 682 22 8,527 6,210
Changes from: October 16, 2018 Total Change is: -1,530
250 -468 -152 -789 206 -226 187 278 229 -663 -209 -8 -358 -1,182
Percent of Open Interest Represented by Each Category of Trader
16.7 58.4 2.9 28.3 0.8 0.7 21.9 15.6 6.1 4.3 1.5 0.0 19.0 13.9
Number of Traders in Each Category Total Traders: 98
12 18 4 17 . 4 24 15 8 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 89,662
Positions
14,970 52,346 2,642 25,340 734 606 19,624 14,019 5,490 3,893 1,363 43 17,054 12,419
Changes from: October 16, 2018 Total Change is: -3,060
499 -935 -304 -1,578 412 -451 373 556 458 -1,326 -417 -16 -715 -2,363
Percent of Open Interest Represented by Each Category of Trader
16.7 58.4 2.9 28.3 0.8 0.7 21.9 15.6 6.1 4.3 1.5 0.0 19.0 13.9
Number of Traders in Each Category Total Traders: 98
12 18 4 17 . 4 24 15 8 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 26,886
Positions
4,011 21,515 0 20,588 1,450 263 405 2,926 0 0 454 0 1,619 278
Changes from: October 16, 2018 Total Change is: -1,227
991 -520 0 -2,558 -4 6 0 -784 0 0 0 0 334 75
Percent of Open Interest Represented by Each Category of Trader
14.9 80.0 0.0 76.6 5.4 1.0 1.5 10.9 0.0 0.0 1.7 0.0 6.0 1.0
Number of Traders in Each Category Total Traders: 20
. 6 0 8 . 4 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 634,547
Positions
56,174 134,527 66,818 249,043 176,977 60,092 70,716 78,149 14,395 39,381 38,656 4,614 73,314 60,319
Changes from: October 16, 2018 Total Change is: 7,386
10,074 -2,653 884 -14,863 859 -2,215 11,347 14,784 -4,476 5,050 -852 727 859 330
Percent of Open Interest Represented by Each Category of Trader
8.9 21.2 10.5 39.2 27.9 9.5 11.1 12.3 2.3 6.2 6.1 0.7 11.6 9.5
Number of Traders in Each Category Total Traders: 599
41 39 29 164 92 116 85 100 65 46 32 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 50,577
Positions
21,715 15,796 1,006 3,640 19,608 0 7,473 2,454 0 117 1,415 0 16,626 10,298
Changes from: October 16, 2018 Total Change is: -1,548
-874 -181 -200 -1,132 -1,000 -46 994 -3,131 0 -40 845 0 -250 2,165
Percent of Open Interest Represented by Each Category of Trader
42.9 31.2 2.0 7.2 38.8 0.0 14.8 4.9 0.0 0.2 2.8 0.0 32.9 20.4
Number of Traders in Each Category Total Traders: 38
7 7 . . . 0 12 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 12,915
Positions
3,958 10,807 0 5,166 865 271 662 0 0 404 0 0 2,454 972
Changes from: October 16, 2018 Total Change is: 2,022
2,236 1,928 0 -52 223 0 0 0 0 0 0 0 -162 -129
Percent of Open Interest Represented by Each Category of Trader
30.6 83.7 0.0 40.0 6.7 2.1 5.1 0.0 0.0 3.1 0.0 0.0 19.0 7.5
Number of Traders in Each Category Total Traders: 24
4 9 0 6 . . . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 2,919,850
Positions
301,279 722,639 200,077 1,233,952 793,784 293,521 338,497 400,755 49,697 203,978 193,864 15,408 283,441 250,105
Changes from: October 16, 2018 Total Change is: 44,668
50,628 -16,470 9,529 -72,724 5,222 -6,774 34,165 71,974 -4,783 30,269 -3,667 -1,187 5,545 -9,176
Percent of Open Interest Represented by Each Category of Trader
10.3 24.7 6.9 42.3 27.2 10.1 11.6 13.7 1.7 7.0 6.6 0.5 9.7 8.6
Number of Traders in Each Category Total Traders: 598
39 41 24 165 91 116 84 100 62 46 32 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 29,293
Positions
8,754 25,582 0 15,632 269 1,525 762 353 0 0 384 0 2,620 1,180
Changes from: October 16, 2018 Total Change is: 480
782 -92 0 -101 269 99 0 -260 0 0 0 0 -300 464
Percent of Open Interest Represented by Each Category of Trader
29.9 87.3 0.0 53.4 0.9 5.2 2.6 1.2 0.0 0.0 1.3 0.0 8.9 4.0
Number of Traders in Each Category Total Traders: 23
. 9 0 8 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 15,841
Positions
4,146 14,951 1 6,747 343 0 1,581 0 0 1,288 0 0 2,078 546
Changes from: October 16, 2018 Total Change is: 21
4 230 1 318 0 0 170 -219 0 0 0 0 -472 9
Percent of Open Interest Represented by Each Category of Trader
26.2 94.4 0.0 42.6 2.2 0.0 10.0 0.0 0.0 8.1 0.0 0.0 13.1 3.4
Number of Traders in Each Category Total Traders: 28
4 11 . 7 . 0 . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 15,735
Positions
4,270 10,861 0 8,304 1,330 470 432 0 0 0 1,625 0 2,259 1,449
Changes from: October 16, 2018 Total Change is: -255
62 75 0 -58 0 35 0 0 0 0 -425 0 -294 60
Percent of Open Interest Represented by Each Category of Trader
27.1 69.0 0.0 52.8 8.5 3.0 2.7 0.0 0.0 0.0 10.3 0.0 14.4 9.2
Number of Traders in Each Category Total Traders: 22
5 6 0 6 . . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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
162,391 161,991 54,616 0 0 0 0 0 0 0 0 0 0 400
Changes from: October 16, 2018 Total Change is: 0
400 0 -400 0 0 0 0 0 0 0 0 0 0 400
Percent of Open Interest Represented by Each Category of Trader
74.8 74.6 25.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.2
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 23, 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 75,299
Positions
8,446 28,726 955 48,308 36,078 3,639 4,140 1,274 337 0 0 0 9,474 4,290
Changes from: October 16, 2018 Total Change is: -2,205
-743 -1,604 14 -893 421 -86 1,216 -178 -1,159 -252 0 0 -302 387
Percent of Open Interest Represented by Each Category of Trader
11.2 38.1 1.3 64.2 47.9 4.8 5.5 1.7 0.4 0.0 0.0 0.0 12.6 5.7
Number of Traders in Each Category Total Traders: 79
5 12 . 32 19 13 8 . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 50,872
Positions
15,416 12,154 520 11,769 12,132 1,482 12,007 12,898 936 1,705 3,480 40 6,996 7,229
Changes from: October 16, 2018 Total Change is: 728
-497 -1,059 153 -1,799 -451 132 2,395 2,121 -24 -90 543 -98 556 -589
Percent of Open Interest Represented by Each Category of Trader
30.3 23.9 1.0 23.1 23.8 2.9 23.6 25.4 1.8 3.4 6.8 0.1 13.8 14.2
Number of Traders in Each Category Total Traders: 287
20 27 7 50 44 25 39 62 19 14 30 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 254,359
Positions
77,081 60,772 2,599 58,846 60,660 7,411 60,037 64,492 4,679 8,527 17,401 199 34,980 36,146
Changes from: October 16, 2018 Total Change is: 3,641
-2,485 -5,297 766 -8,996 -2,253 659 11,976 10,606 -118 -450 2,716 -491 2,780 -2,947
Percent of Open Interest Represented by Each Category of Trader
30.3 23.9 1.0 23.1 23.8 2.9 23.6 25.4 1.8 3.4 6.8 0.1 13.8 14.2
Number of Traders in Each Category Total Traders: 287
20 27 7 50 44 25 39 62 19 14 30 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 486,660
Positions
72,781 81,595 6,608 228,689 162,250 37,341 89,645 158,614 9,984 17,688 11,393 866 23,058 18,009
Changes from: October 16, 2018 Total Change is: -10,081
7,004 -16,522 792 -10,418 4,690 -5,364 -252 6,358 -223 -888 28 -140 -592 300
Percent of Open Interest Represented by Each Category of Trader
15.0 16.8 1.4 47.0 33.3 7.7 18.4 32.6 2.1 3.6 2.3 0.2 4.7 3.7
Number of Traders in Each Category Total Traders: 293
28 20 10 76 56 43 43 46 16 14 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 30,275
Positions
3,638 12,314 275 14,409 1,619 296 3,498 12,036 36 1,711 994 0 6,412 2,705
Changes from: October 16, 2018 Total Change is: -2,300
655 0 10 -233 287 223 -2,444 -719 3 -228 -1,243 0 -286 -861
Percent of Open Interest Represented by Each Category of Trader
12.0 40.7 0.9 47.6 5.3 1.0 11.6 39.8 0.1 5.7 3.3 0.0 21.2 8.9
Number of Traders in Each Category Total Traders: 43
. 4 . 19 . . 5 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 66,923
Positions
13,808 10,356 462 21,498 7,689 2,442 18,474 12,725 106 1,119 1,150 0 9,014 31,993
Changes from: October 16, 2018 Total Change is: -6,180
608 -181 175 -3,436 -1,310 1,029 -3,409 -1,354 -531 -1,392 0 0 776 -4,008
Percent of Open Interest Represented by Each Category of Trader
20.6 15.5 0.7 32.1 11.5 3.6 27.6 19.0 0.2 1.7 1.7 0.0 13.5 47.8
Number of Traders in Each Category Total Traders: 72
12 9 . 15 6 6 12 16 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 279,191
Positions
21,415 156,656 1,412 197,621 83,817 18,320 27,430 7,165 140 2,925 4,375 0 9,928 7,306
Changes from: October 16, 2018 Total Change is: 1,398
332 -2,802 331 -7,748 4,612 -999 7,287 -1,278 -45 1 621 0 2,239 958
Percent of Open Interest Represented by Each Category of Trader
7.7 56.1 0.5 70.8 30.0 6.6 9.8 2.6 0.1 1.0 1.6 0.0 3.6 2.6
Number of Traders in Each Category Total Traders: 161
11 11 . 53 42 25 24 9 5 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 1,162,386
Positions
139,964 626,275 5,511 725,241 346,067 108,599 93,591 37,205 4,397 33,997 14,131 854 50,232 19,347
Changes from: October 16, 2018 Total Change is: -5,801
1,805 -4,996 112 -12,959 -7,628 -7 -4,285 1,707 -1,234 -872 98 49 11,590 6,098
Percent of Open Interest Represented by Each Category of Trader
12.0 53.9 0.5 62.4 29.8 9.3 8.1 3.2 0.4 2.9 1.2 0.1 4.3 1.7
Number of Traders in Each Category Total Traders: 413
24 23 8 148 76 73 58 35 10 37 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 121,042
Positions
30,071 56,988 63,483 12,456 0 270 13,962 0 178 590 30 0 32 93
Changes from: October 16, 2018 Total Change is: 3,359
3,706 6,185 -2,826 75 0 0 2,427 0 0 0 0 0 -23 0
Percent of Open Interest Represented by Each Category of Trader
24.8 47.1 52.4 10.3 0.0 0.2 11.5 0.0 0.1 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 23, 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 918,210
Positions
16,031 69,905 7,525 453,378 308,463 180,140 79,920 73,232 10,086 31,611 79,134 3,983 135,536 185,742
Changes from: October 16, 2018 Total Change is: -9,145
-4,606 11,947 831 5,446 -4,317 -2,560 -9,437 -16,537 1,066 -1,238 1,178 -103 1,456 -650
Percent of Open Interest Represented by Each Category of Trader
1.7 7.6 0.8 49.4 33.6 19.6 8.7 8.0 1.1 3.4 8.6 0.4 14.8 20.2
Number of Traders in Each Category Total Traders: 204
12 17 . 60 36 50 31 24 19 13 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 1,069,759
Positions
21,864 206,987 367 602,476 65,966 182,869 39,536 451,794 8,215 70,020 29,764 627 143,785 123,170
Changes from: October 16, 2018 Total Change is: -16,898
-8,623 -4,437 -1,376 -9,512 2,269 1,776 -3,410 -5,844 1,054 -131 -4,837 -123 3,447 -5,380
Percent of Open Interest Represented by Each Category of Trader
2.0 19.3 0.0 56.3 6.2 17.1 3.7 42.2 0.8 6.5 2.8 0.1 13.4 11.5
Number of Traders in Each Category Total Traders: 127
. 17 . 51 16 43 8 21 12 5 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 2,271,520
Positions
110,974 148,312 13,520 1,114,233 397,921 315,560 280,475 886,092 29,150 270,440 305,284 9,086 128,082 166,595
Changes from: October 16, 2018 Total Change is: 49,693
42,310 26,872 -5,507 -16,288 -2,991 19,675 -6,012 5,545 -3,358 18,004 10,302 3,104 -2,235 -3,949
Percent of Open Interest Represented by Each Category of Trader
4.9 6.5 0.6 49.1 17.5 13.9 12.3 39.0 1.3 11.9 13.4 0.4 5.6 7.3
Number of Traders in Each Category Total Traders: 358
19 28 9 99 37 68 46 69 32 29 31 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 4,244,930
Positions
122,935 379,640 39,873 1,936,162 919,977 652,874 456,627 1,307,178 97,957 502,877 320,810 41,647 393,978 484,974
Changes from: October 16, 2018 Total Change is: 110,158
5,174 30,734 -2,212 20,501 -8,137 3,875 53,881 70,961 9,823 15,731 -3,577 7,092 -3,707 1,599
Percent of Open Interest Represented by Each Category of Trader
2.9 8.9 0.9 45.6 21.7 15.4 10.8 30.8 2.3 11.8 7.6 1.0 9.3 11.4
Number of Traders in Each Category Total Traders: 466
22 46 16 108 93 110 59 82 47 29 27 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 648,232
Positions
26,883 34,495 5,238 201,089 228,037 106,537 132,083 41,312 10,049 52,911 45,411 1,000 112,442 176,153
Changes from: October 16, 2018 Total Change is: 20,319
-4,228 -8,348 342 -3,624 23,481 -1,073 28,326 -7,746 -181 -331 7,129 494 594 6,221
Percent of Open Interest Represented by Each Category of Trader
4.1 5.3 0.8 31.0 35.2 16.4 20.4 6.4 1.6 8.2 7.0 0.2 17.3 27.2
Number of Traders in Each Category Total Traders: 107
5 5 4 27 36 39 11 11 7 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 4,579,572
Positions
71,180 522,863 32,909 2,467,353 601,080 801,091 442,816 1,550,119 145,998 281,760 474,550 21,072 315,393 429,890
Changes from: October 16, 2018 Total Change is: 61,199
2,068 12,248 3,592 -39,767 -10,169 2,590 16,912 -25,123 47,103 15,559 37,688 4,258 8,884 -10,988
Percent of Open Interest Represented by Each Category of Trader
1.6 11.4 0.7 53.9 13.1 17.5 9.7 33.8 3.2 6.2 10.4 0.5 6.9 9.4
Number of Traders in Each Category Total Traders: 360
12 42 14 97 54 80 38 66 39 23 28 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 1,842,172
Positions
490,641 331,704 552,649 14,924 41,694 50,739 136,999 243,624 360,890 45,074 49,325 151,979 38,277 59,568
Changes from: October 16, 2018 Total Change is: 18,294
13,691 -15,877 22,958 -2,331 7,934 9,618 -23,444 -24,229 21,993 -14,986 5,931 -3,753 -5,452 -6,281
Percent of Open Interest Represented by Each Category of Trader
26.6 18.0 30.0 0.8 2.3 2.8 7.4 13.2 19.6 2.4 2.7 8.2 2.1 3.2
Number of Traders in Each Category Total Traders: 153
28 32 49 . 5 . 28 32 47 11 11 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 is14,427,387
Positions
5,591,151 1,292,375 1,850,047 521,025 2,211,129 1,245,827 873,139 2,702,293 2,767,710 377,132 413,617 556,680 644,676 1,387,709
Changes from: October 16, 2018 Total Change is: 110,895
-3,181 70,011 -7,472 109,528 -2,150 -29,831 -70,200 74,321 -30,326 126,477 -27,479 -4,502 20,402 68,323
Percent of Open Interest Represented by Each Category of Trader
38.8 9.0 12.8 3.6 15.3 8.6 6.1 18.7 19.2 2.6 2.9 3.9 4.5 9.6
Number of Traders in Each Category Total Traders: 292
35 43 68 10 34 36 34 85 98 12 24 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 12,331
Positions
1,930 2,665 1,517 0 0 0 1,549 769 7,270 0 0 0 65 110
Changes from: October 16, 2018 Total Change is: -1,095
10 0 -15 0 0 0 -170 -163 -958 0 0 0 38 41
Percent of Open Interest Represented by Each Category of Trader
15.7 21.6 12.3 0.0 0.0 0.0 12.6 6.2 59.0 0.0 0.0 0.0 0.5 0.9
Number of Traders in Each Category Total Traders: 23
4 . 5 0 0 0 7 5 11 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 29,012
Positions
5,259 1,528 11,978 0 0 0 2,006 5,750 9,185 50 0 0 534 571
Changes from: October 16, 2018 Total Change is: 1,859
1,287 72 296 0 0 0 -305 646 319 0 0 0 262 526
Percent of Open Interest Represented by Each Category of Trader
18.1 5.3 41.3 0.0 0.0 0.0 6.9 19.8 31.7 0.2 0.0 0.0 1.8 2.0
Number of Traders in Each Category Total Traders: 27
5 . 4 0 0 0 10 8 13 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 30,209
Positions
1,630 5,640 0 1,120 10,616 0 15,841 10,151 0 11,333 1,633 212 73 1,957
Changes from: October 16, 2018 Total Change is: 859
119 -16 0 0 169 0 665 417 0 75 130 0 0 159
Percent of Open Interest Represented by Each Category of Trader
5.4 18.7 0.0 3.7 35.1 0.0 52.4 33.6 0.0 37.5 5.4 0.7 0.2 6.5
Number of Traders in Each Category Total Traders: 37
. 4 0 . 12 0 . 8 0 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 16,412
Positions
2,184 5,130 0 931 2,508 9 13,240 6,003 0 0 1,448 0 48 1,314
Changes from: October 16, 2018 Total Change is: -708
-69 777 0 0 96 0 -654 -1,425 0 0 0 0 15 -156
Percent of Open Interest Represented by Each Category of Trader
13.3 31.3 0.0 5.7 15.3 0.1 80.7 36.6 0.0 0.0 8.8 0.0 0.3 8.0
Number of Traders in Each Category Total Traders: 32
. 5 0 . 8 . . 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 3,522
Positions
55 0 0 0 0 0 631 1,314 237 1,029 1,459 2 1,568 510
Changes from: October 16, 2018 Total Change is: -740
0 0 0 -29 0 0 -465 -409 -16 102 -256 0 -332 -59
Percent of Open Interest Represented by Each Category of Trader
1.6 0.0 0.0 0.0 0.0 0.0 17.9 37.3 6.7 29.2 41.4 0.1 44.5 14.5
Number of Traders in Each Category Total Traders: 37
. 0 0 0 0 0 8 9 4 15 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 3,001
Positions
0 76 0 0 161 0 1,659 1,400 466 211 531 0 665 367
Changes from: October 16, 2018 Total Change is: 271
0 0 0 -54 53 0 53 -220 402 -91 -25 0 -39 61
Percent of Open Interest Represented by Each Category of Trader
0.0 2.5 0.0 0.0 5.4 0.0 55.3 46.7 15.5 7.0 17.7 0.0 22.2 12.2
Number of Traders in Each Category Total Traders: 38
0 . 0 0 . 0 11 16 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 59,274
Positions
2,890 41,249 0 18,246 478 404 22,171 11,356 1,809 7,317 1,900 166 6,271 1,912
Changes from: October 16, 2018 Total Change is: 4,357
-60 10 0 1,796 -2 -3 2,180 3,969 428 -883 255 7 892 -307
Percent of Open Interest Represented by Each Category of Trader
4.9 69.6 0.0 30.8 0.8 0.7 37.4 19.2 3.1 12.3 3.2 0.3 10.6 3.2
Number of Traders in Each Category Total Traders: 119
. . 0 14 . . 39 15 12 33 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 493,126
Positions
45,992 23,387 22,668 104,630 31,146 28,994 75,701 167,854 145,057 11,550 12,353 27,607 30,927 34,060
Changes from: October 16, 2018 Total Change is: -43,033
-9,058 5,993 -13,556 5,320 -3,152 739 9,897 5,798 -39,200 498 -975 -320 2,647 1,640
Percent of Open Interest Represented by Each Category of Trader
9.3 4.7 4.6 21.2 6.3 5.9 15.4 34.0 29.4 2.3 2.5 5.6 6.3 6.9
Number of Traders in Each Category Total Traders: 237
15 13 20 25 29 24 52 54 64 14 19 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 31,124
Positions
3,536 0 626 13,492 1,869 2,434 7,796 24,651 242 2,802 1,297 0 196 5
Changes from: October 16, 2018 Total Change is: -1,931
-130 -64 0 -2,605 1,775 -1,838 2,936 -2,224 0 -298 452 0 4 -32
Percent of Open Interest Represented by Each Category of Trader
11.4 0.0 2.0 43.3 6.0 7.8 25.0 79.2 0.8 9.0 4.2 0.0 0.6 0.0
Number of Traders in Each Category Total Traders: 45
4 0 . 11 . . 5 10 . 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 26, 2018