Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 151,158
Positions
9,605 12,711 4,071 43,871 21,152 5,645 24,757 54,555 20,296 7,121 4,659 1,516 34,277 26,553
Changes from: September 25, 2018 Total Change is: 18,581
-888 2,303 626 1,346 -4,308 1,678 5,632 12,590 6,315 110 248 268 3,494 -1,139
Percent of Open Interest Represented by Each Category of Trader
6.4 8.4 2.7 29.0 14.0 3.7 16.4 36.1 13.4 4.7 3.1 1.0 22.7 17.6
Number of Traders in Each Category Total Traders: 114
6 7 7 13 15 6 22 36 23 7 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 55,986
Positions
25,634 3,930 325 1,169 5,494 250 17,325 23,943 1,253 453 1,111 0 9,577 19,680
Changes from: September 25, 2018 Total Change is: 893
1,347 498 49 0 -1,627 -20 3,965 -47 140 -2,257 -192 0 -2,332 2,091
Percent of Open Interest Represented by Each Category of Trader
45.8 7.0 0.6 2.1 9.8 0.4 30.9 42.8 2.2 0.8 2.0 0.0 17.1 35.2
Number of Traders in Each Category Total Traders: 47
. 6 . . 8 . 12 14 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 266,892
Positions
101,347 18,029 18,566 51,039 89,243 2,865 29,411 47,579 36,091 922 9,101 4,625 22,028 40,793
Changes from: September 25, 2018 Total Change is: -18,986
-14,832 4,824 -139 2,902 -4,243 -1,671 -1,047 -7,726 -4,567 55 -2,736 -223 536 -2,505
Percent of Open Interest Represented by Each Category of Trader
38.0 6.8 7.0 19.1 33.4 1.1 11.0 17.8 13.5 0.3 3.4 1.7 8.3 15.3
Number of Traders in Each Category Total Traders: 123
7 8 10 14 24 10 22 37 23 5 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 285,165
Positions
128,370 1,392 10,355 35,018 60,635 7,911 47,634 117,031 25,573 3,206 14,151 2,786 24,312 45,330
Changes from: September 25, 2018 Total Change is: 41,496
24,925 635 1,922 257 7,719 1,402 4,144 25,784 6,377 1,121 3,198 439 908 -5,981
Percent of Open Interest Represented by Each Category of Trader
45.0 0.5 3.6 12.3 21.3 2.8 16.7 41.0 9.0 1.1 5.0 1.0 8.5 15.9
Number of Traders in Each Category Total Traders: 140
12 . 8 16 27 11 26 44 23 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 555,517
Positions
24,485 116,340 24,386 274,539 131,849 30,245 37,190 116,519 49,069 24,646 12,774 7,489 83,467 66,846
Changes from: September 25, 2018 Total Change is: 11,217
2,392 -8,026 4,672 -1,713 4,285 -1,589 6,333 -1,373 4,890 3,991 2,122 709 -8,469 5,526
Percent of Open Interest Represented by Each Category of Trader
4.4 20.9 4.4 49.4 23.7 5.4 6.7 21.0 8.8 4.4 2.3 1.3 15.0 12.0
Number of Traders in Each Category Total Traders: 308
14 15 16 90 37 53 34 63 36 36 18 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 37,178
Positions
622 22,861 0 16,085 8,309 1,911 2,620 0 21 0 778 5 15,914 3,293
Changes from: September 25, 2018 Total Change is: 466
622 223 0 -997 242 -20 756 0 21 0 0 0 84 0
Percent of Open Interest Represented by Each Category of Trader
1.7 61.5 0.0 43.3 22.3 5.1 7.0 0.0 0.1 0.0 2.1 0.0 42.8 8.9
Number of Traders in Each Category Total Traders: 27
. . 0 14 5 7 4 0 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 175,804
Positions
101,431 3,583 4,659 7,807 54,886 2,945 19,520 51,124 14,452 961 2,094 1,945 22,083 40,117
Changes from: September 25, 2018 Total Change is: -6,184
-2,249 50 81 -21 -1,293 -195 -1,628 1,955 -2,798 -5 -1,371 -119 750 -2,494
Percent of Open Interest Represented by Each Category of Trader
57.7 2.0 2.7 4.4 31.2 1.7 11.1 29.1 8.2 0.5 1.2 1.1 12.6 22.8
Number of Traders in Each Category Total Traders: 99
10 4 6 4 20 7 17 35 20 . 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 26,445
Positions
0 17,575 0 16,621 1,344 0 7,825 5,413 2 339 374 0 1,658 1,737
Changes from: September 25, 2018 Total Change is: 1,612
0 2,628 0 3,641 -4,870 0 -2,027 3,801 1 0 0 0 -3 52
Percent of Open Interest Represented by Each Category of Trader
0.0 66.5 0.0 62.9 5.1 0.0 29.6 20.5 0.0 1.3 1.4 0.0 6.3 6.6
Number of Traders in Each Category Total Traders: 31
0 4 0 7 . 0 7 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 218,125
Positions
7,415 148,939 569 118,437 5,351 0 76,251 30,604 942 6,680 27,332 117 7,714 4,270
Changes from: September 25, 2018 Total Change is: 12,645
-132 11,636 -59 743 3,816 0 10,670 -4,157 365 702 -141 106 250 1,080
Percent of Open Interest Represented by Each Category of Trader
3.4 68.3 0.3 54.3 2.5 0.0 35.0 14.0 0.4 3.1 12.5 0.1 3.5 2.0
Number of Traders in Each Category Total Traders: 148
. 7 . 25 6 0 50 31 7 13 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 39,560
Positions
29,632 2,421 0 116 27,523 0 6,763 5,090 108 1,111 2,455 0 1,830 1,963
Changes from: September 25, 2018 Total Change is: -6,706
595 1,590 -3,516 0 -684 0 -2,434 -2,557 -435 -475 -115 -602 161 -387
Percent of Open Interest Represented by Each Category of Trader
74.9 6.1 0.0 0.3 69.6 0.0 17.1 12.9 0.3 2.8 6.2 0.0 4.6 5.0
Number of Traders in Each Category Total Traders: 41
. . 0 . 7 0 8 12 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 56,448
Positions
39,931 0 3 598 19,630 0 11,273 26,264 1,897 104 1,313 668 1,974 6,673
Changes from: September 25, 2018 Total Change is: -546
-731 0 0 7 -534 -1 -154 -230 79 104 -1,018 196 -46 962
Percent of Open Interest Represented by Each Category of Trader
70.7 0.0 0.0 1.1 34.8 0.0 20.0 46.5 3.4 0.2 2.3 1.2 3.5 11.8
Number of Traders in Each Category Total Traders: 95
8 0 . . 21 0 23 33 9 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 58,110
Positions
6,142 36,097 1,002 16,735 2,673 192 20,380 6,844 1,999 2,702 1,392 474 8,484 7,437
Changes from: September 25, 2018 Total Change is: 3,476
11 2,573 89 1,715 -1,287 -79 2,581 1,692 -296 -17 -130 38 -565 876
Percent of Open Interest Represented by Each Category of Trader
10.6 62.1 1.7 28.8 4.6 0.3 35.1 11.8 3.4 4.6 2.4 0.8 14.6 12.8
Number of Traders in Each Category Total Traders: 117
12 22 5 20 . 4 37 12 11 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 116,219
Positions
12,284 72,194 2,005 33,469 5,346 383 40,761 13,688 3,999 5,404 2,784 947 16,968 14,874
Changes from: September 25, 2018 Total Change is: 6,952
23 5,146 177 3,430 -2,574 -158 5,161 3,385 -592 -35 -260 76 -1,131 1,752
Percent of Open Interest Represented by Each Category of Trader
10.6 62.1 1.7 28.8 4.6 0.3 35.1 11.8 3.4 4.6 2.4 0.8 14.6 12.8
Number of Traders in Each Category Total Traders: 117
12 22 5 20 . 4 37 12 11 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 29,442
Positions
2,484 22,043 0 24,532 1,460 278 435 4,965 0 0 454 0 1,713 242
Changes from: September 25, 2018 Total Change is: 3,337
1,908 514 0 1,339 -62 -2 0 2,878 0 0 0 0 92 9
Percent of Open Interest Represented by Each Category of Trader
8.4 74.9 0.0 83.3 5.0 0.9 1.5 16.9 0.0 0.0 1.5 0.0 5.8 0.8
Number of Traders in Each Category Total Traders: 24
. 6 0 11 . 4 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 805,563
Positions
27,564 135,278 72,740 314,142 159,787 62,836 41,024 84,176 120,943 26,530 38,103 61,792 77,993 69,910
Changes from: September 25, 2018 Total Change is: 9,767
557 2,095 7,343 -748 489 -460 3,617 -4,845 915 910 1,492 1,025 -3,391 1,713
Percent of Open Interest Represented by Each Category of Trader
3.4 16.8 9.0 39.0 19.8 7.8 5.1 10.4 15.0 3.3 4.7 7.7 9.7 8.7
Number of Traders in Each Category Total Traders: 650
31 41 44 167 106 133 82 111 103 54 56 60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 64,768
Positions
13,997 11,340 2,582 5,494 13,808 4,831 2,728 1,547 13,410 365 39 2,741 18,620 14,470
Changes from: September 25, 2018 Total Change is: 1,048
497 412 107 -111 -7 122 199 -497 6 -49 -48 44 234 911
Percent of Open Interest Represented by Each Category of Trader
21.6 17.5 4.0 8.5 21.3 7.5 4.2 2.4 20.7 0.6 0.1 4.2 28.7 22.3
Number of Traders in Each Category Total Traders: 54
9 5 8 . 4 . 9 13 19 7 4 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,703,977
Positions
177,597 729,448 241,028 1,550,814 737,464 282,452 202,063 423,731 527,081 130,854 190,350 295,223 296,866 277,200
Changes from: September 25, 2018 Total Change is: 43,596
6,220 14,337 30,264 -3,262 2,405 -2,833 20,001 -18,828 1,631 4,824 7,733 4,877 -18,126 4,010
Percent of Open Interest Represented by Each Category of Trader
4.8 19.7 6.5 41.9 19.9 7.6 5.5 11.4 14.2 3.5 5.1 8.0 8.0 7.5
Number of Traders in Each Category Total Traders: 638
30 41 41 169 103 131 82 107 99 51 53 55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 27,069
Positions
4,536 22,577 0 17,014 1,078 1,426 994 353 0 0 841 0 3,099 794
Changes from: September 25, 2018 Total Change is: -520
-669 622 0 -155 -1,089 0 60 0 0 0 0 0 244 -53
Percent of Open Interest Represented by Each Category of Trader
16.8 83.4 0.0 62.9 4.0 5.3 3.7 1.3 0.0 0.0 3.1 0.0 11.4 2.9
Number of Traders in Each Category Total Traders: 20
. 7 0 6 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 14,343
Positions
2,797 13,307 0 5,925 349 0 1,411 0 0 1,756 0 0 2,454 687
Changes from: September 25, 2018 Total Change is: 637
454 1,030 0 44 -540 0 16 0 0 0 0 0 123 147
Percent of Open Interest Represented by Each Category of Trader
19.5 92.8 0.0 41.3 2.4 0.0 9.8 0.0 0.0 12.2 0.0 0.0 17.1 4.8
Number of Traders in Each Category Total Traders: 24
4 9 0 5 . 0 . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 17,896
Positions
6,148 10,662 0 8,133 2,353 399 906 927 0 0 2,476 0 2,310 1,079
Changes from: September 25, 2018 Total Change is: -71
202 -187 0 -108 70 -23 -247 17 0 0 0 0 105 52
Percent of Open Interest Represented by Each Category of Trader
34.4 59.6 0.0 45.4 13.1 2.2 5.1 5.2 0.0 0.0 13.8 0.0 12.9 6.0
Number of Traders in Each Category Total Traders: 27
5 5 0 6 4 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 85,511
Positions
4,089 40,282 585 55,112 31,542 3,992 7,067 3,374 1,376 497 0 29 12,764 4,331
Changes from: September 25, 2018 Total Change is: 1,027
864 -245 79 -206 1,610 177 681 53 -72 -62 -705 -59 -375 189
Percent of Open Interest Represented by Each Category of Trader
4.8 47.1 0.7 64.5 36.9 4.7 8.3 3.9 1.6 0.6 0.0 0.0 14.9 5.1
Number of Traders in Each Category Total Traders: 85
4 13 . 35 14 12 11 7 6 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 52,527
Positions
8,754 16,403 441 20,768 10,730 830 9,716 10,694 2,344 1,622 2,391 960 7,092 7,734
Changes from: September 25, 2018 Total Change is: -104
-1,111 -303 27 -516 493 -50 2,174 -699 -277 -457 447 -47 152 304
Percent of Open Interest Represented by Each Category of Trader
16.7 31.2 0.8 39.5 20.4 1.6 18.5 20.4 4.5 3.1 4.6 1.8 13.5 14.7
Number of Traders in Each Category Total Traders: 287
16 24 7 57 40 31 44 61 30 19 26 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 262,633
Positions
43,771 82,015 2,206 103,839 53,649 4,149 48,581 53,471 11,718 8,109 11,957 4,798 35,462 38,670
Changes from: September 25, 2018 Total Change is: -518
-5,555 -1,515 137 -2,578 2,465 -251 10,871 -3,494 -1,386 -2,284 2,237 -233 761 1,521
Percent of Open Interest Represented by Each Category of Trader
16.7 31.2 0.8 39.5 20.4 1.6 18.5 20.4 4.5 3.1 4.6 1.8 13.5 14.7
Number of Traders in Each Category Total Traders: 287
16 24 7 57 40 31 44 61 30 19 26 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 536,678
Positions
50,108 128,606 2,138 295,225 156,999 33,552 92,578 165,909 14,309 19,312 11,561 2,326 27,130 21,278
Changes from: September 25, 2018 Total Change is: 3,525
9,587 -22,446 1,419 -17,397 5,876 -2,629 9,873 18,828 395 -59 965 625 1,711 491
Percent of Open Interest Represented by Each Category of Trader
9.3 24.0 0.4 55.0 29.3 6.3 17.3 30.9 2.7 3.6 2.2 0.4 5.1 4.0
Number of Traders in Each Category Total Traders: 324
27 17 6 89 52 43 56 55 28 17 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 33,187
Positions
1,421 9,866 241 15,045 1,942 255 7,470 15,536 27 1,752 1,852 0 6,976 3,468
Changes from: September 25, 2018 Total Change is: 1,394
28 414 241 451 29 216 -35 1,080 -2 450 -242 0 45 -342
Percent of Open Interest Represented by Each Category of Trader
4.3 29.7 0.7 45.3 5.9 0.8 22.5 46.8 0.1 5.3 5.6 0.0 21.0 10.4
Number of Traders in Each Category Total Traders: 49
. 4 . 17 . . 8 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 72,087
Positions
4,738 13,678 911 29,043 9,596 1,467 24,273 16,304 504 2,105 1,150 0 9,046 28,477
Changes from: September 25, 2018 Total Change is: 1,665
940 372 834 -2,248 1,306 126 2,289 7,544 328 -479 -200 0 -125 -8,645
Percent of Open Interest Represented by Each Category of Trader
6.6 19.0 1.3 40.3 13.3 2.0 33.7 22.6 0.7 2.9 1.6 0.0 12.5 39.5
Number of Traders in Each Category Total Traders: 74
9 11 . 16 8 7 14 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 263,988
Positions
7,941 153,342 760 202,393 71,299 17,585 21,970 11,561 148 3,601 3,717 4 9,586 5,572
Changes from: September 25, 2018 Total Change is: 7,575
862 14,594 121 4,980 -2,828 598 -446 -3,828 -64 341 0 -2 1,185 -1,016
Percent of Open Interest Represented by Each Category of Trader
3.0 58.1 0.3 76.7 27.0 6.7 8.3 4.4 0.1 1.4 1.4 0.0 3.6 2.1
Number of Traders in Each Category Total Traders: 162
10 12 . 61 35 25 19 14 5 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,157,847
Positions
102,402 673,468 1,735 795,931 287,970 106,304 82,540 50,018 5,902 36,756 14,159 283 25,994 18,008
Changes from: September 25, 2018 Total Change is: -4,784
6,406 2,812 -4,505 -3,172 -10,512 -1,238 483 4,354 1,592 776 -748 78 -5,204 3,383
Percent of Open Interest Represented by Each Category of Trader
8.8 58.2 0.1 68.7 24.9 9.2 7.1 4.3 0.5 3.2 1.2 0.0 2.2 1.6
Number of Traders in Each Category Total Traders: 422
26 20 5 156 75 77 57 38 11 39 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 115,557
Positions
24,323 48,324 66,642 12,361 0 270 11,141 0 198 590 30 0 32 93
Changes from: September 25, 2018 Total Change is: -109
1,148 830 -939 1 0 0 -319 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
21.0 41.8 57.7 10.7 0.0 0.2 9.6 0.0 0.2 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 33
4 13 7 7 0 . 5 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,091,477
Positions
16,676 45,624 22,466 421,730 290,190 243,511 51,605 79,380 120,631 28,153 73,279 19,560 167,145 196,837
Changes from: September 25, 2018 Total Change is: 28,424
3,292 -4,500 -502 -6,977 1,149 23,343 6,536 8,103 363 -3,600 6,316 2,406 3,562 -8,254
Percent of Open Interest Represented by Each Category of Trader
1.5 4.2 2.1 38.6 26.6 22.3 4.7 7.3 11.1 2.6 6.7 1.8 15.3 18.0
Number of Traders in Each Category Total Traders: 201
9 16 17 58 37 56 28 27 44 12 14 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,049,278
Positions
12,899 185,685 204 612,603 65,242 173,889 35,240 476,596 7,498 65,569 19,119 584 140,793 120,461
Changes from: September 25, 2018 Total Change is: 522
1,752 -1,466 -1,728 6,872 3,311 -1,527 1,146 2,491 -2,600 1,608 -2,540 -15 -4,986 4,596
Percent of Open Interest Represented by Each Category of Trader
1.2 17.7 0.0 58.4 6.2 16.6 3.4 45.4 0.7 6.2 1.8 0.1 13.4 11.5
Number of Traders in Each Category Total Traders: 131
4 13 . 59 15 46 6 25 14 5 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,222,454
Positions
97,775 124,412 23,713 1,068,401 479,069 332,073 282,514 757,392 46,133 230,757 273,471 4,835 136,253 181,357
Changes from: September 25, 2018 Total Change is: -57,380
292 16,123 -5,329 19,539 -48,129 -3,950 -35,656 33,605 -32,780 9,904 -16,610 -1,412 -7,986 1,103
Percent of Open Interest Represented by Each Category of Trader
4.4 5.6 1.1 48.1 21.6 14.9 12.7 34.1 2.1 10.4 12.3 0.2 6.1 8.2
Number of Traders in Each Category Total Traders: 348
18 30 9 96 38 73 41 71 36 27 27 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,640,560
Positions
127,478 303,985 175,809 1,988,938 957,901 711,178 303,444 1,172,684 393,672 404,799 312,786 86,950 448,291 525,594
Changes from: September 25, 2018 Total Change is: -99,730
-11,228 23,851 4,704 -14,455 -445 -7,323 -24,400 -91,158 -23,256 -28,131 8,142 -10,818 15,176 -3,426
Percent of Open Interest Represented by Each Category of Trader
2.7 6.6 3.8 42.9 20.6 15.3 6.5 25.3 8.5 8.7 6.7 1.9 9.7 11.3
Number of Traders in Each Category Total Traders: 468
23 43 45 105 95 121 50 91 84 30 31 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 619,757
Positions
39,088 46,469 2,294 204,818 216,792 95,143 104,359 36,075 14,628 52,780 40,498 500 106,147 167,358
Changes from: September 25, 2018 Total Change is: 11,650
3,398 8,927 267 -1,528 -8,814 7,653 268 2,586 1,757 94 1,264 0 -259 -1,990
Percent of Open Interest Represented by Each Category of Trader
6.3 7.5 0.4 33.0 35.0 15.4 16.8 5.8 2.4 8.5 6.5 0.1 17.1 27.0
Number of Traders in Each Category Total Traders: 105
5 8 . 24 38 42 7 11 6 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,612,743
Positions
47,563 403,551 63,078 2,413,450 647,150 852,960 386,511 1,466,349 243,860 240,295 429,882 43,658 321,368 462,254
Changes from: September 25, 2018 Total Change is: -20,158
-14,074 -20,445 -3,723 -40,645 -6,073 32,745 10,341 -23,218 -5,021 6,598 -2,236 -1,928 -4,453 9,739
Percent of Open Interest Represented by Each Category of Trader
1.0 8.7 1.4 52.3 14.0 18.5 8.4 31.8 5.3 5.2 9.3 0.9 7.0 10.0
Number of Traders in Each Category Total Traders: 352
9 37 17 97 56 89 33 71 57 24 25 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,766,414
Positions
495,401 307,652 499,805 17,689 38,730 24,018 122,194 290,410 354,357 61,287 40,689 154,596 37,067 56,157
Changes from: September 25, 2018 Total Change is: -75,983
-7,445 -8,236 -45,621 -1,606 -6,278 -8,880 -28,022 1,011 -361 19,807 -6,950 -4,560 705 3,891
Percent of Open Interest Represented by Each Category of Trader
28.0 17.4 28.3 1.0 2.2 1.4 6.9 16.4 20.1 3.5 2.3 8.8 2.1 3.2
Number of Traders in Each Category Total Traders: 143
29 23 48 4 4 5 29 30 44 8 10 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is26,099,398
Positions
5,208,908 1,217,660 4,443,522 451,420 2,394,372 2,163,587 1,083,551 2,193,295 10,418,097 149,845 404,834 1,529,549 650,919 1,334,482
Changes from: September 25, 2018 Total Change is: -134,771
-6,884 -62,536 -32,875 -20,998 8,736 65,637 -94,292 -66,425 -24,465 33,542 19,009 -89,388 34,952 47,534
Percent of Open Interest Represented by Each Category of Trader
20.0 4.7 17.0 1.7 9.2 8.3 4.2 8.4 39.9 0.6 1.6 5.9 2.5 5.1
Number of Traders in Each Category Total Traders: 330
32 48 73 11 38 43 43 96 114 20 29 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 9,709
Positions
1,969 3,068 1,433 0 0 0 1,886 720 4,221 0 0 198 2 69
Changes from: September 25, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
20.3 31.6 14.8 0.0 0.0 0.0 19.4 7.4 43.5 0.0 0.0 2.0 0.0 0.7
Number of Traders in Each Category Total Traders: 23
4 . 4 0 0 0 7 4 10 0 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 20,963
Positions
3,621 1,301 7,058 0 0 0 2,580 4,973 7,582 65 0 25 32 24
Changes from: September 25, 2018 Total Change is: -515
-1,720 -1,525 -589 0 0 0 1,383 1,018 617 -185 0 25 -46 -61
Percent of Open Interest Represented by Each Category of Trader
17.3 6.2 33.7 0.0 0.0 0.0 12.3 23.7 36.2 0.3 0.0 0.1 0.2 0.1
Number of Traders in Each Category Total Traders: 25
4 . 4 0 0 0 9 8 13 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 28,938
Positions
951 3,998 0 1,149 10,118 0 15,027 11,091 0 11,558 1,388 214 39 2,129
Changes from: September 25, 2018 Total Change is: -1,662
41 -702 0 -68 43 0 -1,754 -922 0 100 35 0 19 -116
Percent of Open Interest Represented by Each Category of Trader
3.3 13.8 0.0 4.0 35.0 0.0 51.9 38.3 0.0 39.9 4.8 0.7 0.1 7.4
Number of Traders in Each Category Total Traders: 38
. 4 0 . 11 0 . 7 0 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 16,514
Positions
2,428 3,471 0 927 2,427 9 13,144 7,553 0 0 1,430 0 6 1,624
Changes from: September 25, 2018 Total Change is: -452
83 -326 0 -127 0 0 -388 196 0 0 -150 0 -20 -172
Percent of Open Interest Represented by Each Category of Trader
14.7 21.0 0.0 5.6 14.7 0.1 79.6 45.7 0.0 0.0 8.7 0.0 0.0 9.8
Number of Traders in Each Category Total Traders: 29
. . 0 . 7 . . 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 4,063
Positions
55 0 0 0 0 0 893 1,809 343 878 1,314 12 1,882 585
Changes from: September 25, 2018 Total Change is: 248
0 0 0 -27 0 0 172 -139 62 -111 297 -6 158 34
Percent of Open Interest Represented by Each Category of Trader
1.4 0.0 0.0 0.0 0.0 0.0 22.0 44.5 8.4 21.6 32.3 0.3 46.3 14.4
Number of Traders in Each Category Total Traders: 44
. 0 0 0 0 0 9 12 5 17 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 2,354
Positions
0 40 0 26 125 4 1,237 1,342 19 327 566 0 741 258
Changes from: September 25, 2018 Total Change is: -392
0 39 -35 26 -6 -14 -175 -78 -258 114 27 -2 -48 -65
Percent of Open Interest Represented by Each Category of Trader
0.0 1.7 0.0 1.1 5.3 0.2 52.5 57.0 0.8 13.9 24.0 0.0 31.5 11.0
Number of Traders in Each Category Total Traders: 30
0 . 0 . . . 5 12 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 53,453
Positions
570 41,209 0 15,732 413 375 20,723 6,415 1,404 8,135 1,342 189 6,325 2,104
Changes from: September 25, 2018 Total Change is: 631
-4,210 62 0 1,407 -193 -31 5,525 688 -217 -2,652 174 127 681 21
Percent of Open Interest Represented by Each Category of Trader
1.1 77.1 0.0 29.4 0.8 0.7 38.8 12.0 2.6 15.2 2.5 0.4 11.8 3.9
Number of Traders in Each Category Total Traders: 116
. . 0 14 . . 36 15 10 37 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 535,724
Positions
94,487 3,897 29,279 118,557 90,265 36,232 74,941 196,017 114,248 16,070 7,561 26,322 25,588 31,903
Changes from: September 25, 2018 Total Change is: 8,315
274 1,429 355 -296 -2,275 4,453 8,855 7,019 -6,883 -422 114 2,551 -572 1,552
Percent of Open Interest Represented by Each Category of Trader
17.6 0.7 5.5 22.1 16.8 6.8 14.0 36.6 21.3 3.0 1.4 4.9 4.8 6.0
Number of Traders in Each Category Total Traders: 242
21 5 20 20 41 25 46 59 54 15 17 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 29,891
Positions
948 69 0 23,067 0 2,086 631 27,221 242 2,676 133 8 233 132
Changes from: September 25, 2018 Total Change is: 4,649
-48 69 0 2,717 -31 1,812 51 3,537 0 860 0 -767 24 29
Percent of Open Interest Represented by Each Category of Trader
3.2 0.2 0.0 77.2 0.0 7.0 2.1 91.1 0.8 9.0 0.4 0.0 0.8 0.4
Number of Traders in Each Category Total Traders: 41
. . 0 12 0 . . 12 . 9 . .
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Updated October 5, 2018