Traders in Financial Futures - Options and Futures Combined 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 136,912
Positions
13,326 12,564 4,672 35,902 23,517 5,075 21,550 37,376 15,090 7,539 6,863 1,275 32,482 30,481
Changes from: October 23, 2018 Total Change is: -595
3,142 -2,218 309 -5,049 3,063 546 1,028 -213 -1,370 -158 691 64 893 -1,466
Percent of Open Interest Represented by Each Category of Trader
9.7 9.2 3.4 26.2 17.2 3.7 15.7 27.3 11.0 5.5 5.0 0.9 23.7 22.3
Number of Traders in Each Category Total Traders: 100
7 5 6 13 15 5 15 31 17 7 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 77,501
Positions
41,384 2,138 304 1,737 12,132 246 22,792 26,628 1,894 453 4,877 1 8,690 29,281
Changes from: October 23, 2018 Total Change is: 6,570
670 -456 30 568 912 0 4,359 1,812 65 0 1,546 1 877 2,660
Percent of Open Interest Represented by Each Category of Trader
53.4 2.8 0.4 2.2 15.7 0.3 29.4 34.4 2.4 0.6 6.3 0.0 11.2 37.8
Number of Traders in Each Category Total Traders: 48
6 . . . 11 . 10 12 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 302,875
Positions
106,091 29,408 20,942 48,331 97,189 6,410 37,620 40,809 50,915 1,583 8,817 5,364 25,619 43,022
Changes from: October 23, 2018 Total Change is: 21,935
4,815 -5,306 440 -4,053 6,876 2,581 8,052 4,398 10,174 -2,728 1,406 990 1,663 375
Percent of Open Interest Represented by Each Category of Trader
35.0 9.7 6.9 16.0 32.1 2.1 12.4 13.5 16.8 0.5 2.9 1.8 8.5 14.2
Number of Traders in Each Category Total Traders: 142
10 6 10 15 28 15 27 39 28 8 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 238,768
Positions
98,846 1,449 15,505 35,954 49,709 7,767 27,273 91,757 23,431 2,230 5,682 3,251 24,512 40,217
Changes from: October 23, 2018 Total Change is: 6,205
-5,318 -166 5,313 248 982 646 281 1,133 3,011 127 -2,076 36 1,861 -2,674
Percent of Open Interest Represented by Each Category of Trader
41.4 0.6 6.5 15.1 20.8 3.3 11.4 38.4 9.8 0.9 2.4 1.4 10.3 16.8
Number of Traders in Each Category Total Traders: 137
14 . 10 20 26 12 24 38 24 5 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 592,036
Positions
36,503 98,807 32,244 279,566 152,931 28,270 36,770 124,977 54,233 25,373 22,143 8,003 91,074 70,428
Changes from: October 23, 2018 Total Change is: 31,052
6,301 -462 2,551 -2,995 4,387 2,976 7,253 6,015 8,357 418 2,207 889 5,301 4,131
Percent of Open Interest Represented by Each Category of Trader
6.2 16.7 5.4 47.2 25.8 4.8 6.2 21.1 9.2 4.3 3.7 1.4 15.4 11.9
Number of Traders in Each Category Total Traders: 303
17 10 14 90 38 53 30 68 40 30 20 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 186,122
Positions
104,329 3,034 5,588 9,424 52,937 3,356 21,204 48,701 16,680 501 8,468 2,064 22,975 45,293
Changes from: October 23, 2018 Total Change is: 8,780
5,721 7 -414 619 -101 667 3,044 -1,101 2,950 -1,400 5,406 216 -2,622 1,150
Percent of Open Interest Represented by Each Category of Trader
56.1 1.6 3.0 5.1 28.4 1.8 11.4 26.2 9.0 0.3 4.5 1.1 12.3 24.3
Number of Traders in Each Category Total Traders: 104
11 . 6 7 21 8 18 32 17 . 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 193,609
Positions
8,413 132,587 983 99,954 2,300 60 72,305 20,394 1,479 4,096 31,152 0 6,319 4,654
Changes from: October 23, 2018 Total Change is: -13,646
1,067 -16,327 205 -15,985 400 13 3,425 -2,396 -796 -380 4,328 0 -1,196 927
Percent of Open Interest Represented by Each Category of Trader
4.3 68.5 0.5 51.6 1.2 0.0 37.3 10.5 0.8 2.1 16.1 0.0 3.3 2.4
Number of Traders in Each Category Total Traders: 134
4 6 . 23 7 . 36 31 6 11 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 59,720
Positions
43,747 664 0 1,088 16,551 12 9,455 26,801 3,137 0 6,207 24 2,257 6,324
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 - Options and Futures Combined 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 - Options and Futures Combined 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 45,180
Positions
9,620 23,481 1,556 9,352 293 107 10,616 6,916 3,116 1,776 2,422 906 8,132 6,383
Changes from: October 23, 2018 Total Change is: -995
2,186 -2,712 -1 -3,319 -75 -196 659 -36 65 -45 1,573 341 -685 47
Percent of Open Interest Represented by Each Category of Trader
21.3 52.0 3.4 20.7 0.6 0.2 23.5 15.3 6.9 3.9 5.4 2.0 18.0 14.1
Number of Traders in Each Category Total Traders: 101
13 18 6 15 . . 28 12 11 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 90,360
Positions
19,240 46,963 3,111 18,703 585 214 21,232 13,831 6,232 3,552 4,845 1,813 16,263 12,766
Changes from: October 23, 2018 Total Change is: -1,989
4,372 -5,425 -1 -6,637 -149 -392 1,319 -72 129 -90 3,146 681 -1,370 93
Percent of Open Interest Represented by Each Category of Trader
21.3 52.0 3.4 20.7 0.6 0.2 23.5 15.3 6.9 3.9 5.4 2.0 18.0 14.1
Number of Traders in Each Category Total Traders: 101
13 18 6 15 . . 28 12 11 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 957,941
Positions
52,118 131,700 112,533 237,418 179,260 78,755 73,445 78,043 201,154 46,136 37,321 61,121 95,261 78,053
Changes from: October 23, 2018 Total Change is: 44,591
-3,383 -1,788 14,820 -13,526 1,200 8,327 6,005 -961 24,378 3,860 -1,534 297 3,813 -147
Percent of Open Interest Represented by Each Category of Trader
5.4 13.7 11.7 24.8 18.7 8.2 7.7 8.1 21.0 4.8 3.9 6.4 9.9 8.1
Number of Traders in Each Category Total Traders: 668
38 39 48 169 100 135 104 107 116 74 36 54
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 89,309
Positions
20,912 19,656 3,656 3,653 19,502 1,945 12,228 5,416 16,454 98 1,715 3,837 26,527 17,128
Changes from: October 23, 2018 Total Change is: 8,120
-638 3,727 418 13 -317 244 3,989 2,225 1,797 -42 127 200 2,139 -300
Percent of Open Interest Represented by Each Category of Trader
23.4 22.0 4.1 4.1 21.8 2.2 13.7 6.1 18.4 0.1 1.9 4.3 29.7 19.2
Number of Traders in Each Category Total Traders: 57
8 9 9 . . . 11 15 19 4 4 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 4,343,161
Positions
301,180 705,375 399,236 1,175,685 805,648 377,193 365,262 422,313 864,320 238,952 186,790 277,660 343,673 304,626
Changes from: October 23, 2018 Total Change is: 182,357
4,526 -9,322 53,760 -67,773 7,501 40,494 38,769 12,760 84,222 20,525 -7,285 -535 8,369 762
Percent of Open Interest Represented by Each Category of Trader
6.9 16.2 9.2 27.1 18.5 8.7 8.4 9.7 19.9 5.5 4.3 6.4 7.9 7.0
Number of Traders in Each Category Total Traders: 658
37 40 46 169 99 134 101 103 113 71 36 51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 54,668
Positions
16,907 10,116 825 10,527 14,978 1,958 10,705 10,014 3,321 1,465 3,620 1,481 7,480 8,356
Changes from: October 23, 2018 Total Change is: -368
1,471 -2,014 95 -1,230 2,837 405 -1,312 -2,771 453 -357 -84 267 -160 443
Percent of Open Interest Represented by Each Category of Trader
30.9 18.5 1.5 19.3 27.4 3.6 19.6 18.3 6.1 2.7 6.6 2.7 13.7 15.3
Number of Traders in Each Category Total Traders: 280
21 23 11 53 40 32 46 53 34 16 28 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 273,340
Positions
84,534 50,578 4,123 52,634 74,889 9,788 53,523 50,072 16,606 7,327 18,101 7,405 37,400 41,779
Changes from: October 23, 2018 Total Change is: -1,842
7,356 -10,068 475 -6,151 14,183 2,024 -6,561 -13,854 2,266 -1,784 -418 1,333 -801 2,217
Percent of Open Interest Represented by Each Category of Trader
30.9 18.5 1.5 19.3 27.4 3.6 19.6 18.3 6.1 2.7 6.6 2.7 13.7 15.3
Number of Traders in Each Category Total Traders: 280
21 23 11 53 40 32 46 53 34 16 28 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 492,701
Positions
72,936 71,298 6,528 224,253 177,395 36,504 95,061 152,242 13,036 19,225 13,635 3,049 22,109 19,014
Changes from: October 23, 2018 Total Change is: -3,892
245 -10,369 -729 -4,436 14,476 -837 5,146 -6,506 -2,450 1,124 2,243 -85 -1,870 366
Percent of Open Interest Represented by Each Category of Trader
14.8 14.5 1.3 45.5 36.0 7.4 19.3 30.9 2.6 3.9 2.8 0.6 4.5 3.9
Number of Traders in Each Category Total Traders: 292
27 18 10 76 57 43 39 48 20 17 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 1,112,588
Positions
9,600 85,332 21,846 459,588 287,617 223,015 65,378 65,689 134,629 26,004 76,718 22,565 149,964 195,176
Changes from: October 23, 2018 Total Change is: -66,145
-6,770 18,586 -7,920 9,841 -8,651 -22,581 -2,663 241 -33,407 -2,458 -4,569 -1,436 1,249 -6,408
Percent of Open Interest Represented by Each Category of Trader
0.9 7.7 2.0 41.3 25.9 20.0 5.9 5.9 12.1 2.3 6.9 2.0 13.5 17.5
Number of Traders in Each Category Total Traders: 202
5 19 16 59 34 54 26 33 46 10 16 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,067,655
Positions
22,671 204,223 552 601,497 68,696 178,287 39,927 458,436 7,941 72,264 28,980 624 143,892 119,916
Changes from: October 23, 2018 Total Change is: -3,607
807 -2,764 185 -955 2,730 -4,615 415 6,335 -910 2,244 -784 -3 -775 -3,781
Percent of Open Interest Represented by Each Category of Trader
2.1 19.1 0.1 56.3 6.4 16.7 3.7 42.9 0.7 6.8 2.7 0.1 13.5 11.2
Number of Traders in Each Category Total Traders: 128
. 16 . 53 15 43 7 21 13 6 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,480,513
Positions
86,232 168,867 20,366 1,140,288 399,566 329,546 320,160 982,503 72,615 345,200 304,648 28,544 137,563 173,857
Changes from: October 23, 2018 Total Change is: 166,794
-24,728 20,146 2,805 25,177 803 13,450 36,797 95,845 13,663 76,053 -770 15,283 8,294 5,569
Percent of Open Interest Represented by Each Category of Trader
3.5 6.8 0.8 46.0 16.1 13.3 12.9 39.6 2.9 13.9 12.3 1.2 5.5 7.0
Number of Traders in Each Category Total Traders: 352
17 28 11 100 35 69 47 69 42 27 29 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 5,060,687
Positions
86,159 425,221 202,110 1,961,997 825,053 766,410 437,146 1,274,982 556,896 475,287 348,643 132,894 441,788 528,478
Changes from: October 23, 2018 Total Change is: -132,578
-39,684 71,769 -62,689 19,846 -99,478 -30,345 13,286 -19,633 -21,819 -40,927 15,277 10,503 19,250 3,837
Percent of Open Interest Represented by Each Category of Trader
1.7 8.4 4.0 38.8 16.3 15.1 8.6 25.2 11.0 9.4 6.9 2.6 8.7 10.4
Number of Traders in Each Category Total Traders: 471
20 50 47 110 85 122 59 79 95 28 40 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 5,011,841
Positions
59,939 582,383 117,056 2,612,508 539,018 817,031 403,994 1,617,213 370,706 267,609 514,203 48,571 314,426 405,660
Changes from: October 23, 2018 Total Change is: 125,038
-5,229 74,442 24,674 143,650 -41,620 -38,864 53 84,094 21,937 -4,482 37,828 -5,964 -10,736 -31,488
Percent of Open Interest Represented by Each Category of Trader
1.2 11.6 2.3 52.1 10.8 16.3 8.1 32.3 7.4 5.3 10.3 1.0 6.3 8.1
Number of Traders in Each Category Total Traders: 361
11 45 28 95 58 87 31 68 57 25 28 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,977,656
Positions
537,712 338,590 569,304 4,850 38,468 74,027 144,702 256,768 419,613 25,294 54,448 167,722 34,433 58,716
Changes from: October 23, 2018 Total Change is: 135,178
47,071 6,886 16,655 -10,074 -3,226 23,288 7,801 13,144 58,521 -19,780 5,123 15,743 -4,047 -956
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 - Options and Futures Combined 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 is27,846,687
Positions
5,295,402 1,580,543 4,804,057 480,302 2,170,559 2,058,930 716,368 1,777,059 11,782,624 199,956 415,272 1,837,567 671,481 1,420,077
Changes from: October 23, 2018 Total Change is: -174,659
-54,330 66,456 218,653 19,849 -88,765 -191,310 -187,341 -162,227 -32,453 4,905 -28,643 65,200 -17,832 -21,569
Percent of Open Interest Represented by Each Category of Trader
19.0 5.7 17.3 1.7 7.8 7.4 2.6 6.4 42.3 0.7 1.5 6.6 2.4 5.1
Number of Traders in Each Category Total Traders: 325
30 50 72 14 36 45 52 83 112 20 31 38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 60,465
Positions
166 42,971 0 21,192 447 398 24,702 10,805 1,927 5,421 1,793 270 6,389 1,854
Changes from: October 23, 2018 Total Change is: 1,092
-2,724 1,722 0 2,946 -31 -6 2,531 -605 110 -1,962 -131 98 99 -64
Percent of Open Interest Represented by Each Category of Trader
0.3 71.1 0.0 35.0 0.7 0.7 40.9 17.9 3.2 9.0 3.0 0.4 10.6 3.1
Number of Traders in Each Category Total Traders: 124
. . 0 15 . . 45 12 12 35 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 2, 2018