Traders in Financial Futures - Futures Only Positions as of October 30, 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 118,508
Positions
13,612 10,844 519 35,448 24,268 3,752 22,513 38,418 4,472 7,539 6,765 405 30,248 29,065
Changes from: October 23, 2018 Total Change is: 455
4,305 -1,288 -588 -5,132 3,403 505 688 -928 49 -153 634 4 777 -1,336
Percent of Open Interest Represented by Each Category of Trader
11.5 9.2 0.4 29.9 20.5 3.2 19.0 32.4 3.8 6.4 5.7 0.3 25.5 24.5
Number of Traders in Each Category Total Traders: 97
6 6 . 12 16 4 13 32 10 7 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 75,835
Positions
41,467 1,729 0 1,737 12,132 246 22,410 26,999 1,175 453 4,877 1 8,346 28,676
Changes from: October 23, 2018 Total Change is: 6,150
674 -563 -6 568 912 0 4,339 1,859 -113 0 1,546 1 687 2,514
Percent of Open Interest Represented by Each Category of Trader
54.7 2.3 0.0 2.3 16.0 0.3 29.6 35.6 1.5 0.6 6.4 0.0 11.0 37.8
Number of Traders in Each Category Total Traders: 48
7 . 0 . 11 . 9 13 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 233,339
Positions
109,618 18,220 2,377 44,196 99,374 4,069 36,887 45,936 11,950 1,472 8,955 922 21,848 41,536
Changes from: October 23, 2018 Total Change is: 12,036
6,745 -11,618 366 -5,617 8,880 1,354 7,866 7,373 2,990 -2,622 1,581 378 576 732
Percent of Open Interest Represented by Each Category of Trader
47.0 7.8 1.0 18.9 42.6 1.7 15.8 19.7 5.1 0.6 3.8 0.4 9.4 17.8
Number of Traders in Each Category Total Traders: 129
11 5 7 11 29 13 24 39 21 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 203,113
Positions
101,433 4,385 1,933 35,050 50,399 5,626 28,236 90,924 5,348 2,677 5,846 302 22,508 38,350
Changes from: October 23, 2018 Total Change is: -2,530
-3,233 303 -72 -656 1,490 0 -758 299 616 20 -2,215 -69 1,622 -2,882
Percent of Open Interest Represented by Each Category of Trader
49.9 2.2 1.0 17.3 24.8 2.8 13.9 44.8 2.6 1.3 2.9 0.1 11.1 18.9
Number of Traders in Each Category Total Traders: 130
13 . 6 18 26 9 24 36 19 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 504,458
Positions
44,616 90,445 6,679 274,114 156,358 23,443 37,046 130,192 9,178 25,367 22,205 479 83,536 65,479
Changes from: October 23, 2018 Total Change is: 14,629
10,380 -3,440 -3,791 -4,418 6,359 1,353 6,810 6,798 917 -608 2,045 11 3,975 4,377
Percent of Open Interest Represented by Each Category of Trader
8.8 17.9 1.3 54.3 31.0 4.6 7.3 25.8 1.8 5.0 4.4 0.1 16.6 13.0
Number of Traders in Each Category Total Traders: 287
18 9 9 85 39 47 27 65 21 25 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 36,921
Positions
472 21,852 0 14,246 7,524 2,190 5,468 0 0 523 778 5 14,017 4,572
Changes from: October 23, 2018 Total Change is: 303
2 -102 0 -431 130 527 319 0 0 0 0 0 -114 -252
Percent of Open Interest Represented by Each Category of Trader
1.3 59.2 0.0 38.6 20.4 5.9 14.8 0.0 0.0 1.4 2.1 0.0 38.0 12.4
Number of Traders in Each Category Total Traders: 30
. . 0 13 8 8 4 0 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 26,453
Positions
0 6,064 678 8,954 11,469 2,484 6,941 0 0 0 0 0 7,396 5,758
Changes from: October 23, 2018 Total Change is: 837
0 67 -48 -851 -297 -107 785 0 0 0 -419 0 1,058 1,641
Percent of Open Interest Represented by Each Category of Trader
0.0 22.9 2.6 33.8 43.4 9.4 26.2 0.0 0.0 0.0 0.0 0.0 28.0 21.8
Number of Traders in Each Category Total Traders: 22
0 4 . 6 8 8 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 164,840
Positions
102,763 2,933 2,053 9,485 53,673 1,845 22,933 47,537 4,970 474 8,522 88 20,229 43,219
Changes from: October 23, 2018 Total Change is: 7,301
4,309 245 327 1,267 357 169 3,020 -2,092 2,091 -1,427 5,233 36 -2,491 935
Percent of Open Interest Represented by Each Category of Trader
62.3 1.8 1.2 5.8 32.6 1.1 13.9 28.8 3.0 0.3 5.2 0.1 12.3 26.2
Number of Traders in Each Category Total Traders: 102
12 . . 7 21 6 21 28 12 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 30,818
Positions
0 15,832 0 27,142 756 0 1,569 12,304 0 339 550 0 1,768 1,376
Changes from: October 23, 2018 Total Change is: 1,329
0 159 0 1,391 11 0 -185 855 0 0 143 0 123 161
Percent of Open Interest Represented by Each Category of Trader
0.0 51.4 0.0 88.1 2.5 0.0 5.1 39.9 0.0 1.1 1.8 0.0 5.7 4.5
Number of Traders in Each Category Total Traders: 29
0 4 0 6 . 0 4 10 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 192,330
Positions
8,871 132,532 386 99,954 2,300 60 72,272 20,818 466 4,096 31,152 0 6,225 4,616
Changes from: October 23, 2018 Total Change is: -13,940
1,506 -16,311 -14 -15,985 400 13 3,392 -2,054 -1,262 -380 4,365 0 -1,210 923
Percent of Open Interest Represented by Each Category of Trader
4.6 68.9 0.2 52.0 1.2 0.0 37.6 10.8 0.2 2.1 16.2 0.0 3.2 2.4
Number of Traders in Each Category Total Traders: 133
4 5 . 23 7 . 35 32 . 11 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 40,379
Positions
27,978 2,223 1,976 2,102 1,481 70 4,570 31,703 803 1,105 700 0 1,775 1,423
Changes from: October 23, 2018 Total Change is: 1,128
0 112 1,281 524 -46 70 -1,150 -726 570 31 -108 0 -198 -25
Percent of Open Interest Represented by Each Category of Trader
69.3 5.5 4.9 5.2 3.7 0.2 11.3 78.5 2.0 2.7 1.7 0.0 4.4 3.5
Number of Traders in Each Category Total Traders: 36
. . . . . . 8 13 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 59,718
Positions
43,747 664 0 1,088 16,551 12 9,455 26,801 3,137 0 6,207 24 2,255 6,322
Changes from: October 23, 2018 Total Change is: 1,035
1,191 20 0 147 -1,038 12 -636 -1,436 587 0 3,313 -104 -162 -319
Percent of Open Interest Represented by Each Category of Trader
73.3 1.1 0.0 1.8 27.7 0.0 15.8 44.9 5.3 0.0 10.4 0.0 3.8 10.6
Number of Traders in Each Category Total Traders: 88
7 . 0 4 21 . 18 30 11 0 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 12,140
Positions
5,432 0 0 5,508 2,483 10 524 7,702 0 0 0 0 666 1,945
Changes from: October 23, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
44.7 0.0 0.0 45.4 20.5 0.1 4.3 63.4 0.0 0.0 0.0 0.0 5.5 16.0
Number of Traders in Each Category Total Traders: 22
. 0 0 . . . . 12 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 43,677
Positions
9,676 23,428 1,330 9,352 293 107 10,489 6,991 2,739 2,046 2,550 0 7,939 6,241
Changes from: October 23, 2018 Total Change is: -1,154
2,191 -2,746 9 -3,319 -75 -196 677 -19 -6 100 1,868 -22 -588 32
Percent of Open Interest Represented by Each Category of Trader
22.2 53.6 3.0 21.4 0.7 0.2 24.0 16.0 6.3 4.7 5.8 0.0 18.2 14.3
Number of Traders in Each Category Total Traders: 99
14 17 4 15 . . 27 13 7 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 87,354
Positions
19,352 46,855 2,659 18,703 585 214 20,978 13,982 5,478 4,092 5,099 0 15,878 12,482
Changes from: October 23, 2018 Total Change is: -2,308
4,382 -5,491 17 -6,637 -149 -392 1,354 -37 -12 199 3,736 -43 -1,176 63
Percent of Open Interest Represented by Each Category of Trader
22.2 53.6 3.0 21.4 0.7 0.2 24.0 16.0 6.3 4.7 5.8 0.0 18.2 14.3
Number of Traders in Each Category Total Traders: 99
14 17 4 15 . . 27 13 7 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 27,073
Positions
4,011 21,520 0 20,669 1,426 326 405 2,703 0 0 454 0 1,662 644
Changes from: October 23, 2018 Total Change is: 187
0 5 0 81 -24 63 0 -223 0 0 0 0 43 366
Percent of Open Interest Represented by Each Category of Trader
14.8 79.5 0.0 76.3 5.3 1.2 1.5 10.0 0.0 0.0 1.7 0.0 6.1 2.4
Number of Traders in Each Category Total Traders: 20
. 6 0 8 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 651,135
Positions
53,504 132,918 77,089 234,431 178,684 66,469 78,152 76,831 21,726 43,564 37,484 3,122 73,078 56,811
Changes from: October 23, 2018 Total Change is: 16,588
-2,670 -1,609 10,271 -14,612 1,707 6,377 7,435 -1,318 7,331 4,183 -1,172 -1,491 -236 -3,508
Percent of Open Interest Represented by Each Category of Trader
8.2 20.4 11.8 36.0 27.4 10.2 12.0 11.8 3.3 6.7 5.8 0.5 11.2 8.7
Number of Traders in Each Category Total Traders: 618
36 41 28 168 99 122 90 102 66 50 31 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 53,497
Positions
21,288 19,530 1,039 3,405 19,502 0 11,098 3,974 0 0 1,368 0 16,667 8,084
Changes from: October 23, 2018 Total Change is: 2,920
-427 3,734 33 -235 -106 0 3,625 1,520 0 -117 -47 0 41 -2,214
Percent of Open Interest Represented by Each Category of Trader
39.8 36.5 1.9 6.4 36.5 0.0 20.7 7.4 0.0 0.0 2.6 0.0 31.2 15.1
Number of Traders in Each Category Total Traders: 40
7 9 . . . 0 11 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 12,010
Positions
4,811 10,205 0 3,423 642 381 646 0 0 404 0 0 2,345 782
Changes from: October 23, 2018 Total Change is: -905
853 -602 0 -1,743 -223 110 -16 0 0 0 0 0 -109 -190
Percent of Open Interest Represented by Each Category of Trader
40.1 85.0 0.0 28.5 5.3 3.2 5.4 0.0 0.0 3.4 0.0 0.0 19.5 6.5
Number of Traders in Each Category Total Traders: 22
4 9 0 5 . . . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 2,988,190
Positions
305,666 711,526 235,667 1,161,987 802,768 325,489 381,923 410,941 61,975 224,133 186,893 9,296 282,054 243,635
Changes from: October 23, 2018 Total Change is: 68,340
4,387 -11,113 35,590 -71,965 8,984 31,968 43,426 10,186 12,278 20,155 -6,971 -6,112 -1,387 -6,470
Percent of Open Interest Represented by Each Category of Trader
10.2 23.8 7.9 38.9 26.9 10.9 12.8 13.8 2.1 7.5 6.3 0.3 9.4 8.2
Number of Traders in Each Category Total Traders: 617
34 43 23 169 98 122 89 102 63 50 31 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 28,906
Positions
9,004 24,890 0 14,941 269 1,724 734 374 0 0 384 0 2,503 1,265
Changes from: October 23, 2018 Total Change is: -387
250 -692 0 -691 0 199 -28 21 0 0 0 0 -117 85
Percent of Open Interest Represented by Each Category of Trader
31.1 86.1 0.0 51.7 0.9 6.0 2.5 1.3 0.0 0.0 1.3 0.0 8.7 4.4
Number of Traders in Each Category Total Traders: 22
. 9 0 7 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 16,116
Positions
4,703 15,493 1 6,084 343 0 1,883 0 0 1,288 0 0 2,157 279
Changes from: October 23, 2018 Total Change is: 275
557 542 0 -663 0 0 302 0 0 0 0 0 79 -267
Percent of Open Interest Represented by Each Category of Trader
29.2 96.1 0.0 37.8 2.1 0.0 11.7 0.0 0.0 8.0 0.0 0.0 13.4 1.7
Number of Traders in Each Category Total Traders: 29
4 12 . 6 . 0 4 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 MATERIALS INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Materials Index price)
CFTC Code #13874H Open Interest is 12,908
Positions
11,288 6,700 0 376 2,762 169 0 1,611 0 641 767 0 434 899
Changes from: October 23, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
87.4 51.9 0.0 2.9 21.4 1.3 0.0 12.5 0.0 5.0 5.9 0.0 3.4 7.0
Number of Traders in Each Category Total Traders: 20
4 6 0 . 5 . 0 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 15,340
Positions
4,065 11,804 0 8,397 330 454 432 0 0 0 1,625 0 1,992 1,127
Changes from: October 23, 2018 Total Change is: -395
-205 943 0 93 -1,000 -16 0 0 0 0 0 0 -267 -322
Percent of Open Interest Represented by Each Category of Trader
26.5 76.9 0.0 54.7 2.2 3.0 2.8 0.0 0.0 0.0 10.6 0.0 13.0 7.3
Number of Traders in Each Category Total Traders: 22
5 7 0 6 . . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 23, 2018 Total Change is: 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0
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 30, 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 75,349
Positions
8,575 20,718 1,576 45,839 39,748 3,293 6,272 1,215 785 0 210 0 9,009 7,804
Changes from: October 23, 2018 Total Change is: 50
129 -8,008 621 -2,469 3,670 -346 2,132 -59 448 0 210 0 -465 3,514
Percent of Open Interest Represented by Each Category of Trader
11.4 27.5 2.1 60.8 52.8 4.4 8.3 1.6 1.0 0.0 0.3 0.0 12.0 10.4
Number of Traders in Each Category Total Traders: 80
5 9 . 34 20 16 9 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 49,653
Positions
16,901 10,126 600 10,538 14,967 1,861 10,651 10,027 924 1,583 3,350 33 6,563 7,766
Changes from: October 23, 2018 Total Change is: -1,219
1,485 -2,029 80 -1,231 2,835 378 -1,356 -2,871 -12 -122 -130 -7 -433 537
Percent of Open Interest Represented by Each Category of Trader
34.0 20.4 1.2 21.2 30.1 3.7 21.5 20.2 1.9 3.2 6.7 0.1 13.2 15.6
Number of Traders in Each Category Total Traders: 275
22 22 7 53 39 29 46 53 18 12 28 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 248,265
Positions
84,505 50,629 3,001 52,690 74,834 9,303 53,257 50,136 4,618 7,915 16,752 163 32,813 38,829
Changes from: October 23, 2018 Total Change is: -6,094
7,424 -10,143 402 -6,156 14,174 1,892 -6,780 -14,356 -61 -612 -649 -36 -2,167 2,683
Percent of Open Interest Represented by Each Category of Trader
34.0 20.4 1.2 21.2 30.1 3.7 21.5 20.2 1.9 3.2 6.7 0.1 13.2 15.6
Number of Traders in Each Category Total Traders: 275
22 22 7 53 39 29 46 53 18 12 28 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 482,942
Positions
72,936 71,320 5,943 224,253 176,703 36,504 94,473 151,688 8,176 18,766 13,635 638 21,253 18,335
Changes from: October 23, 2018 Total Change is: -3,718
155 -10,275 -665 -4,436 14,453 -837 4,828 -6,926 -1,808 1,078 2,242 -228 -1,805 326
Percent of Open Interest Represented by Each Category of Trader
15.1 14.8 1.2 46.4 36.6 7.6 19.6 31.4 1.7 3.9 2.8 0.1 4.4 3.8
Number of Traders in Each Category Total Traders: 290
27 18 9 76 57 43 38 48 16 16 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 29,026
Positions
4,453 12,434 220 13,635 2,003 361 2,015 9,985 74 1,714 662 0 6,554 3,287
Changes from: October 23, 2018 Total Change is: -1,249
815 120 -55 -774 384 65 -1,483 -2,051 38 3 -332 0 142 582
Percent of Open Interest Represented by Each Category of Trader
15.3 42.8 0.8 47.0 6.9 1.2 6.9 34.4 0.3 5.9 2.3 0.0 22.6 11.3
Number of Traders in Each Category Total Traders: 41
. 4 . 18 4 4 5 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 66,078
Positions
18,047 10,170 444 18,334 5,349 2,487 18,505 11,814 201 981 1,354 0 7,079 34,259
Changes from: October 23, 2018 Total Change is: -845
4,239 -186 -18 -3,164 -2,340 45 31 -911 95 -138 204 0 -1,935 2,266
Percent of Open Interest Represented by Each Category of Trader
27.3 15.4 0.7 27.7 8.1 3.8 28.0 17.9 0.3 1.5 2.0 0.0 10.7 51.8
Number of Traders in Each Category Total Traders: 74
14 7 . 14 7 8 14 14 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 283,840
Positions
24,559 152,477 683 210,859 89,239 18,007 17,229 12,003 220 2,912 4,403 0 9,371 6,808
Changes from: October 23, 2018 Total Change is: 4,649
3,144 -4,179 -729 13,238 5,422 -313 -10,201 4,838 80 -13 28 0 -557 -498
Percent of Open Interest Represented by Each Category of Trader
8.7 53.7 0.2 74.3 31.4 6.3 6.1 4.2 0.1 1.0 1.6 0.0 3.3 2.4
Number of Traders in Each Category Total Traders: 157
11 12 . 56 38 26 16 13 6 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 1,191,976
Positions
145,191 629,793 7,714 729,913 348,119 127,087 81,340 40,344 5,461 34,509 14,040 954 59,807 18,464
Changes from: October 23, 2018 Total Change is: 29,590
5,227 3,518 2,203 4,672 2,052 18,488 -12,251 3,139 1,064 512 -91 100 9,575 -883
Percent of Open Interest Represented by Each Category of Trader
12.2 52.8 0.6 61.2 29.2 10.7 6.8 3.4 0.5 2.9 1.2 0.1 5.0 1.5
Number of Traders in Each Category Total Traders: 421
24 24 9 149 80 73 57 40 13 38 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 114,944
Positions
35,100 61,378 52,845 13,449 0 270 12,475 0 178 590 30 0 37 243
Changes from: October 23, 2018 Total Change is: -6,098
5,029 4,390 -10,638 993 0 0 -1,487 0 0 0 0 0 5 150
Percent of Open Interest Represented by Each Category of Trader
30.5 53.4 46.0 11.7 0.0 0.2 10.9 0.0 0.2 0.5 0.0 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 31
. 13 7 7 0 . 4 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 897,781
Positions
7,480 84,889 6,999 473,180 284,227 176,755 59,467 77,334 7,566 26,769 75,497 3,738 135,827 180,776
Changes from: October 23, 2018 Total Change is: -20,429
-8,551 14,984 -526 19,802 -24,236 -3,385 -20,453 4,102 -2,520 -4,842 -3,637 -245 291 -4,966
Percent of Open Interest Represented by Each Category of Trader
0.8 9.5 0.8 52.7 31.7 19.7 6.6 8.6 0.8 3.0 8.4 0.4 15.1 20.1
Number of Traders in Each Category Total Traders: 194
5 19 6 60 32 50 19 37 16 8 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 1,066,418
Positions
22,671 204,223 552 601,347 68,696 178,192 40,426 458,289 7,187 72,264 28,980 624 143,155 119,675
Changes from: October 23, 2018 Total Change is: -3,341
807 -2,764 185 -1,129 2,730 -4,677 890 6,495 -1,028 2,244 -784 -3 -630 -3,495
Percent of Open Interest Represented by Each Category of Trader
2.1 19.2 0.1 56.4 6.4 16.7 3.8 43.0 0.7 6.8 2.7 0.1 13.4 11.2
Number of Traders in Each Category Total Traders: 128
. 16 . 53 15 42 8 20 12 6 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 2,444,554
Positions
86,191 169,111 17,287 1,135,267 398,525 328,837 318,786 979,498 48,815 347,157 304,189 25,353 136,861 172,939
Changes from: October 23, 2018 Total Change is: 173,034
-24,783 20,799 3,767 21,034 604 13,277 38,311 93,406 19,665 76,717 -1,095 16,267 8,779 6,344
Percent of Open Interest Represented by Each Category of Trader
3.5 6.9 0.7 46.4 16.3 13.5 13.0 40.1 2.0 14.2 12.4 1.0 5.6 7.1
Number of Traders in Each Category Total Traders: 350
17 28 8 99 35 69 46 69 33 27 29 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 4,203,807
Positions
82,228 409,498 31,766 1,953,663 788,187 656,896 443,151 1,311,081 114,970 464,467 352,747 42,749 413,917 495,913
Changes from: October 23, 2018 Total Change is: -41,123
-40,707 29,858 -8,107 17,501 -131,790 4,022 -13,476 3,903 17,013 -38,410 31,937 1,102 19,939 10,939
Percent of Open Interest Represented by Each Category of Trader
2.0 9.7 0.8 46.5 18.7 15.6 10.5 31.2 2.7 11.0 8.4 1.0 9.8 11.8
Number of Traders in Each Category Total Traders: 456
17 51 16 110 83 103 48 85 47 26 36 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 650,820
Positions
28,467 45,524 4,973 194,950 240,251 101,056 149,419 36,542 11,120 52,811 37,586 1,000 107,024 172,768
Changes from: October 23, 2018 Total Change is: 2,588
1,584 11,029 -265 -6,139 12,214 -5,481 17,336 -4,770 1,071 -100 -7,825 0 -5,418 -3,385
Percent of Open Interest Represented by Each Category of Trader
4.4 7.0 0.8 30.0 36.9 15.5 23.0 5.6 1.7 8.1 5.8 0.2 16.4 26.5
Number of Traders in Each Category Total Traders: 107
5 7 4 25 36 37 13 10 8 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 4,702,228
Positions
62,247 587,348 46,931 2,615,354 550,377 768,459 411,612 1,626,869 190,091 277,055 510,443 21,244 309,235 400,466
Changes from: October 23, 2018 Total Change is: 122,656
-8,933 64,485 14,022 148,001 -50,703 -32,632 -31,204 76,750 44,093 -4,705 35,893 172 -6,158 -29,424
Percent of Open Interest Represented by Each Category of Trader
1.3 12.5 1.0 55.6 11.7 16.3 8.8 34.6 4.0 5.9 10.9 0.5 6.6 8.5
Number of Traders in Each Category Total Traders: 356
13 43 12 97 55 84 31 66 42 24 27 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 1,977,294
Positions
537,712 338,590 569,304 4,850 38,468 74,027 144,857 256,768 419,354 25,294 54,448 167,722 34,174 58,613
Changes from: October 23, 2018 Total Change is: 135,122
47,071 6,886 16,655 -10,074 -3,226 23,288 7,858 13,144 58,464 -19,780 5,123 15,743 -4,103 -955
Percent of Open Interest Represented by Each Category of Trader
27.2 17.1 28.8 0.2 1.9 3.7 7.3 13.0 21.2 1.3 2.8 8.5 1.7 3.0
Number of Traders in Each Category Total Traders: 158
29 32 50 . 5 5 31 30 50 11 12 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 is14,452,080
Positions
5,585,399 1,400,511 1,997,275 436,919 2,056,645 1,166,045 803,778 2,612,352 2,827,831 364,083 380,811 643,869 626,881 1,366,741
Changes from: October 23, 2018 Total Change is: 24,693
-5,752 108,136 147,228 -84,106 -154,484 -79,782 -69,361 -89,941 60,121 -13,049 -32,806 87,189 -17,795 -20,968
Percent of Open Interest Represented by Each Category of Trader
38.6 9.7 13.8 3.0 14.2 8.1 5.6 18.1 19.6 2.5 2.6 4.5 4.3 9.5
Number of Traders in Each Category Total Traders: 300
32 48 68 10 36 39 32 90 100 12 26 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 19,075
Positions
1,690 8,590 1,798 0 0 0 7,787 870 7,696 0 0 0 104 121
Changes from: October 23, 2018 Total Change is: 6,744
-240 5,925 281 0 0 0 6,238 101 426 0 0 0 39 11
Percent of Open Interest Represented by Each Category of Trader
8.9 45.0 9.4 0.0 0.0 0.0 40.8 4.6 40.3 0.0 0.0 0.0 0.5 0.6
Number of Traders in Each Category Total Traders: 24
. 5 5 0 0 0 8 7 11 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 28,675
Positions
5,550 1,315 11,262 0 0 0 1,842 6,038 9,489 50 0 0 482 571
Changes from: October 23, 2018 Total Change is: -337
291 -213 -716 0 0 0 -164 288 304 0 0 0 -52 0
Percent of Open Interest Represented by Each Category of Trader
19.4 4.6 39.3 0.0 0.0 0.0 6.4 21.1 33.1 0.2 0.0 0.0 1.7 2.0
Number of Traders in Each Category Total Traders: 28
5 . 5 0 0 0 8 9 15 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 31,663
Positions
1,720 6,029 0 1,062 10,655 0 16,975 10,201 0 11,598 1,763 212 96 2,803
Changes from: October 23, 2018 Total Change is: 1,454
90 389 0 -58 39 0 1,134 50 0 265 130 0 23 846
Percent of Open Interest Represented by Each Category of Trader
5.4 19.0 0.0 3.4 33.7 0.0 53.6 32.2 0.0 36.6 5.6 0.7 0.3 8.9
Number of Traders in Each Category Total Traders: 36
. 4 0 . 12 0 . 7 0 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 16,635
Positions
2,165 5,281 0 895 2,627 9 13,508 5,806 0 0 1,358 0 58 1,554
Changes from: October 23, 2018 Total Change is: 223
-19 151 0 -36 119 0 268 -197 0 0 -90 0 10 240
Percent of Open Interest Represented by Each Category of Trader
13.0 31.7 0.0 5.4 15.8 0.1 81.2 34.9 0.0 0.0 8.2 0.0 0.3 9.3
Number of Traders in Each Category Total Traders: 31
. 5 0 . 8 . . 7 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-Year Eris Standard- Initial - ERIS FUTURES EXCHANGE 100,000 USD notional principal
CFTC Code #ZB9105 Open Interest is 75,139
Positions
200 3,135 36,214 590 0 0 5,792 9,102 26,412 5,665 30 246 20 0
Changes from: October 23, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.3 4.2 48.2 0.8 0.0 0.0 7.7 12.1 35.2 7.5 0.0 0.3 0.0 0.0
Number of Traders in Each Category Total Traders: 21
. . . . 0 0 6 . . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 3,615
Positions
55 0 0 0 29 0 565 1,061 342 1,055 1,662 2 1,596 519
Changes from: October 23, 2018 Total Change is: 93
0 0 0 0 29 0 -66 -253 105 26 203 0 28 9
Percent of Open Interest Represented by Each Category of Trader
1.5 0.0 0.0 0.0 0.8 0.0 15.6 29.3 9.5 29.2 46.0 0.1 44.1 14.4
Number of Traders in Each Category Total Traders: 42
. 0 0 0 . 0 8 10 5 17 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 2,608
Positions
0 0 0 0 238 0 1,789 1,511 82 184 451 0 553 326
Changes from: October 23, 2018 Total Change is: -393
0 -76 0 0 77 0 130 111 -384 -27 -80 0 -112 -41
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 9.1 0.0 68.6 57.9 3.1 7.1 17.3 0.0 21.2 12.5
Number of Traders in Each Category Total Traders: 34
0 0 0 0 4 0 11 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 60,318
Positions
166 42,971 0 21,192 447 398 24,702 10,718 1,919 5,340 1,785 233 6,368 1,847
Changes from: October 23, 2018 Total Change is: 1,044
-2,724 1,722 0 2,946 -31 -6 2,531 -638 110 -1,977 -115 67 97 -65
Percent of Open Interest Represented by Each Category of Trader
0.3 71.2 0.0 35.1 0.7 0.7 41.0 17.8 3.2 8.9 3.0 0.4 10.6 3.1
Number of Traders in Each Category Total Traders: 122
. . 0 15 . . 44 12 10 35 7 .
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Traders in Financial Futures - Futures Only Positions as of October 30, 2018
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 504,037
Positions
41,841 34,247 27,029 112,189 25,713 28,531 74,220 167,488 150,877 13,815 11,151 27,761 27,774 31,240
Changes from: October 23, 2018 Total Change is: 10,911
-4,151 10,860 4,361 7,559 -5,433 -463 -1,481 -366 5,820 2,265 -1,202 154 -3,153 -2,820
Percent of Open Interest Represented by Each Category of Trader
8.3 6.8 5.4 22.3 5.1 5.7 14.7 33.2 29.9 2.7 2.2 5.5 5.5 6.2
Number of Traders in Each Category Total Traders: 246
14 16 21 28 27 25 50 61 71 15 20 26
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Traders in Financial Futures - Futures Only Positions as of October 30, 2018
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 30,038
Positions
2,932 0 626 12,332 1,959 2,602 7,647 23,269 242 3,437 1,299 0 220 41
Changes from: October 23, 2018 Total Change is: -1,086
-604 0 0 -1,160 90 168 -149 -1,382 0 635 2 0 24 36
Percent of Open Interest Represented by Each Category of Trader
9.8 0.0 2.1 41.1 6.5 8.7 25.5 77.5 0.8 11.4 4.3 0.0 0.7 0.1
Number of Traders in Each Category Total Traders: 44
4 0 . 9 . . 6 8 . 11 . 0
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Updated November 2, 2018