Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 123,017
Positions
3,123 36,115 724 38,439 20,156 3,825 29,221 32,266 2,187 13,973 2,071 18 31,507 25,655
Changes from: September 17, 2019 Total Change is: -64,778
-9,189 -40,706 -19,670 -3,250 2,359 84 -20,580 5,024 -8,607 -180 -1,945 -2 -3,384 -1,315
Percent of Open Interest Represented by Each Category of Trader
2.5 29.4 0.6 31.2 16.4 3.1 23.8 26.2 1.8 11.4 1.7 0.0 25.6 20.9
Number of Traders in Each Category Total Traders: 99
6 6 4 14 15 8 21 23 10 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 56,934
Positions
24,837 1,277 0 1,357 21,535 1,011 19,829 11,699 122 968 1,560 0 8,810 19,730
Changes from: September 17, 2019 Total Change is: 4,447
5,811 -127 0 8 2,716 -157 -669 2,820 -222 0 50 0 -324 -633
Percent of Open Interest Represented by Each Category of Trader
43.6 2.2 0.0 2.4 37.8 1.8 34.8 20.5 0.2 1.7 2.7 0.0 15.5 34.7
Number of Traders in Each Category Total Traders: 53
8 . 0 . 14 . 12 12 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 236,081
Positions
132,066 7,901 724 42,472 107,295 5,982 27,143 59,002 6,009 0 9,671 0 21,685 39,497
Changes from: September 17, 2019 Total Change is: 5,472
984 4,903 222 -288 -7,169 367 4,460 6,580 672 0 30 0 -945 -133
Percent of Open Interest Represented by Each Category of Trader
55.9 3.3 0.3 18.0 45.4 2.5 11.5 25.0 2.5 0.0 4.1 0.0 9.2 16.7
Number of Traders in Each Category Total Traders: 119
9 5 . 9 35 8 20 36 13 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 142,026
Positions
14,841 38,547 1,970 31,259 47,731 9,487 45,128 13,946 6,399 3,183 808 0 29,759 23,138
Changes from: September 17, 2019 Total Change is: 11,086
6,253 -1,162 816 543 450 -88 -828 5,732 4,289 -838 0 0 939 1,049
Percent of Open Interest Represented by Each Category of Trader
10.4 27.1 1.4 22.0 33.6 6.7 31.8 9.8 4.5 2.2 0.6 0.0 21.0 16.3
Number of Traders in Each Category Total Traders: 106
8 5 . 18 21 13 28 20 10 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 502,612
Positions
38,660 96,892 2,081 290,799 169,341 32,297 29,730 121,019 6,586 22,554 16,253 264 79,641 57,879
Changes from: September 17, 2019 Total Change is: -660
-3,303 4,011 -1,958 1,649 1,890 3,240 -787 -16,159 2,251 -4,679 1,847 -36 2,963 4,254
Percent of Open Interest Represented by Each Category of Trader
7.7 19.3 0.4 57.9 33.7 6.4 5.9 24.1 1.3 4.5 3.2 0.1 15.8 11.5
Number of Traders in Each Category Total Traders: 278
20 9 11 84 46 45 30 46 20 26 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 25,647
Positions
0 8,709 0 9,340 5,053 2,834 939 2,559 0 0 410 2 12,532 6,080
Changes from: September 17, 2019 Total Change is: 585
-426 -17 0 92 -192 111 0 693 0 0 -177 0 808 167
Percent of Open Interest Represented by Each Category of Trader
0.0 34.0 0.0 36.4 19.7 11.1 3.7 10.0 0.0 0.0 1.6 0.0 48.9 23.7
Number of Traders in Each Category Total Traders: 23
0 . 0 12 4 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 160,872
Positions
74,262 2,900 184 13,532 59,345 3,389 40,246 55,440 1,808 994 2,735 0 26,457 35,071
Changes from: September 17, 2019 Total Change is: 22,820
10,379 -157 99 222 15,233 216 9,967 6,718 191 994 -435 0 752 955
Percent of Open Interest Represented by Each Category of Trader
46.2 1.8 0.1 8.4 36.9 2.1 25.0 34.5 1.1 0.6 1.7 0.0 16.4 21.8
Number of Traders in Each Category Total Traders: 90
7 . . 12 19 12 17 28 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 67,298
Positions
0 44,670 0 59,442 0 0 5,529 18,024 0 440 3,209 0 1,887 1,395
Changes from: September 17, 2019 Total Change is: 2,558
0 31 0 1,905 0 0 480 2,366 0 0 -145 0 173 306
Percent of Open Interest Represented by Each Category of Trader
0.0 66.4 0.0 88.3 0.0 0.0 8.2 26.8 0.0 0.7 4.8 0.0 2.8 2.1
Number of Traders in Each Category Total Traders: 39
0 5 0 11 0 0 12 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 199,268
Positions
0 114,498 800 106,693 7,662 206 79,250 54,203 1,133 5,314 17,802 4 5,868 2,960
Changes from: September 17, 2019 Total Change is: 11,330
-145 8,488 0 9,406 1,132 -279 3,126 2,023 -611 -145 763 0 -22 -186
Percent of Open Interest Represented by Each Category of Trader
0.0 57.5 0.4 53.5 3.8 0.1 39.8 27.2 0.6 2.7 8.9 0.0 2.9 1.5
Number of Traders in Each Category Total Traders: 152
0 13 . 23 11 4 50 31 6 10 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 46,933
Positions
23,986 778 0 2,730 33,744 0 16,385 9,300 95 794 1,130 0 2,943 1,886
Changes from: September 17, 2019 Total Change is: -29
-100 162 0 22 -474 0 -240 387 -23 -100 178 0 412 -259
Percent of Open Interest Represented by Each Category of Trader
51.1 1.7 0.0 5.8 71.9 0.0 34.9 19.8 0.2 1.7 2.4 0.0 6.3 4.0
Number of Traders in Each Category Total Traders: 46
. . 0 . 7 0 8 16 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 75,074
Positions
47,327 3 1 2,829 34,568 484 19,142 31,110 483 1,726 2,706 6 3,076 5,713
Changes from: September 17, 2019 Total Change is: 6,666
2,188 -9 1 382 4,702 17 3,222 2,302 -127 501 24 0 482 -244
Percent of Open Interest Represented by Each Category of Trader
63.0 0.0 0.0 3.8 46.0 0.6 25.5 41.4 0.6 2.3 3.6 0.0 4.1 7.6
Number of Traders in Each Category Total Traders: 113
10 . . 5 30 4 21 34 4 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 16,744
Positions
1,531 1,500 0 14,173 3,035 0 397 9,767 0 0 313 0 643 2,129
Changes from: September 17, 2019 Total Change is: 2,275
25 0 0 2,364 9 0 39 2,207 0 0 0 0 -153 59
Percent of Open Interest Represented by Each Category of Trader
9.1 9.0 0.0 84.6 18.1 0.0 2.4 58.3 0.0 0.0 1.9 0.0 3.8 12.7
Number of Traders in Each Category Total Traders: 25
. . 0 . 4 0 . 13 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 50,109
Positions
10,750 32,271 483 17,322 3,708 320 12,208 3,083 732 1,302 1,386 0 6,995 8,129
Changes from: September 17, 2019 Total Change is: -9,644
2,295 3,369 -11,779 2,473 452 -326 -773 -495 -377 211 289 -7 -1,362 -771
Percent of Open Interest Represented by Each Category of Trader
21.5 64.4 1.0 34.6 7.4 0.6 24.4 6.2 1.5 2.6 2.8 0.0 14.0 16.2
Number of Traders in Each Category Total Traders: 92
11 20 5 14 7 . 21 10 4 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 100,218
Positions
21,499 64,542 965 34,644 7,415 639 24,416 6,166 1,463 2,603 2,771 0 13,989 16,257
Changes from: September 17, 2019 Total Change is: -19,288
4,589 6,738 -23,557 4,945 903 -651 -1,545 -990 -753 421 578 -14 -2,723 -1,542
Percent of Open Interest Represented by Each Category of Trader
21.5 64.4 1.0 34.6 7.4 0.6 24.4 6.2 1.5 2.6 2.8 0.0 14.0 16.2
Number of Traders in Each Category Total Traders: 92
11 20 5 14 7 . 21 10 4 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 41,173
Positions
0 34,817 0 37,919 840 159 535 4,076 0 1,000 448 0 1,560 833
Changes from: September 17, 2019 Total Change is: -22,193
0 -190 -20,576 1,145 840 10 0 1,597 -2,381 0 -840 0 -391 -653
Percent of Open Interest Represented by Each Category of Trader
0.0 84.6 0.0 92.1 2.0 0.4 1.3 9.9 0.0 2.4 1.1 0.0 3.8 2.0
Number of Traders in Each Category Total Traders: 27
0 7 0 14 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 512,020
Positions
38,467 119,664 6,985 291,986 128,114 52,694 28,749 67,248 9,695 18,275 69,064 1,173 63,995 57,383
Changes from: September 17, 2019 Total Change is: -120,809
-12,413 6,254 -50,308 16,050 -3,987 -15,331 -7,483 -11,234 -26,073 711 -2,744 -395 -25,569 -16,992
Percent of Open Interest Represented by Each Category of Trader
7.5 23.4 1.4 57.0 25.0 10.3 5.6 13.1 1.9 3.6 13.5 0.2 12.5 11.2
Number of Traders in Each Category Total Traders: 544
28 36 21 166 89 104 58 94 52 30 43 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,478,195
Positions
194,506 555,224 32,610 1,452,385 637,864 260,919 145,953 340,491 37,185 91,374 345,318 5,867 257,396 262,717
Changes from: September 17, 2019 Total Change is: -489,355
-87,110 15,306 -188,351 74,956 -25,232 -71,358 -34,878 -82,084 -83,033 3,557 -13,721 -1,974 -101,164 -38,908
Percent of Open Interest Represented by Each Category of Trader
7.8 22.4 1.3 58.6 25.7 10.5 5.9 13.7 1.5 3.7 13.9 0.2 10.4 10.6
Number of Traders in Each Category Total Traders: 544
28 36 20 167 88 104 59 93 50 30 43 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 21,008
Positions
5,154 9,630 0 13,066 228 0 421 2,504 9 0 0 0 2,358 8,637
Changes from: September 17, 2019 Total Change is: -5,739
-360 -4,616 -1,197 420 0 0 0 1,740 -1,339 0 0 0 -3,263 -327
Percent of Open Interest Represented by Each Category of Trader
24.5 45.8 0.0 62.2 1.1 0.0 2.0 11.9 0.0 0.0 0.0 0.0 11.2 41.1
Number of Traders in Each Category Total Traders: 23
5 5 0 6 . 0 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 11,999
Positions
5,145 4,794 0 3,017 4,799 836 389 512 21 0 0 0 2,591 1,037
Changes from: September 17, 2019 Total Change is: -11,057
-4,266 -796 -6,568 129 -2,701 32 0 -419 0 0 0 0 -384 -605
Percent of Open Interest Represented by Each Category of Trader
42.9 40.0 0.0 25.1 40.0 7.0 3.2 4.3 0.2 0.0 0.0 0.0 21.6 8.6
Number of Traders in Each Category Total Traders: 20
5 6 0 . . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 63,803
Positions
6,701 9,832 176 40,138 37,698 3,152 3,390 2,970 104 0 7,025 0 10,142 2,846
Changes from: September 17, 2019 Total Change is: -2,755
-2,523 -2,177 -386 -199 1,570 -87 1,361 245 -723 0 -204 0 -198 -993
Percent of Open Interest Represented by Each Category of Trader
10.5 15.4 0.3 62.9 59.1 4.9 5.3 4.7 0.2 0.0 11.0 0.0 15.9 4.5
Number of Traders in Each Category Total Traders: 78
6 5 . 35 16 9 7 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 40,586
Positions
6,501 8,520 379 16,380 8,889 1,037 8,942 11,488 665 679 2,253 4 5,999 7,351
Changes from: September 17, 2019 Total Change is: -9,362
-690 -1,463 -2,295 -1,279 -288 -2,036 403 479 -2,451 -93 -35 -14 -908 -1,260
Percent of Open Interest Represented by Each Category of Trader
16.0 21.0 0.9 40.4 21.9 2.6 22.0 28.3 1.6 1.7 5.6 0.0 14.8 18.1
Number of Traders in Each Category Total Traders: 241
19 21 . 57 35 30 31 55 13 9 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 202,930
Positions
32,505 42,600 1,895 81,901 44,446 5,183 44,709 57,441 3,327 3,394 11,264 21 29,995 36,753
Changes from: September 17, 2019 Total Change is: -46,810
-3,452 -7,315 -11,473 -6,395 -1,440 -10,181 2,016 2,397 -12,254 -463 -173 -70 -4,538 -6,301
Percent of Open Interest Represented by Each Category of Trader
16.0 21.0 0.9 40.4 21.9 2.6 22.0 28.3 1.6 1.7 5.6 0.0 14.8 18.1
Number of Traders in Each Category Total Traders: 241
19 21 . 57 35 30 31 55 13 9 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 440,490
Positions
60,345 62,844 8,910 235,627 209,618 36,524 63,598 75,770 2,989 11,609 26,193 17 20,871 17,625
Changes from: September 17, 2019 Total Change is: -71,930
-22,579 -15,227 -36,379 1,479 -1,507 -6,823 4,336 1,300 -9,328 -655 -932 0 -1,981 -3,034
Percent of Open Interest Represented by Each Category of Trader
13.7 14.3 2.0 53.5 47.6 8.3 14.4 17.2 0.7 2.6 5.9 0.0 4.7 4.0
Number of Traders in Each Category Total Traders: 307
22 25 5 79 58 41 47 50 19 10 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 20,977
Positions
1,774 3,808 0 11,136 985 21 1,603 12,195 70 848 657 0 5,525 3,241
Changes from: September 17, 2019 Total Change is: 884
263 -200 0 -400 0 -5 821 792 25 0 -2 0 180 274
Percent of Open Interest Represented by Each Category of Trader
8.5 18.2 0.0 53.1 4.7 0.1 7.6 58.1 0.3 4.0 3.1 0.0 26.3 15.5
Number of Traders in Each Category Total Traders: 28
4 . 0 12 . . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 46,943
Positions
1,913 11,507 234 15,319 15,198 426 17,682 10,622 193 906 2,674 0 10,270 6,089
Changes from: September 17, 2019 Total Change is: 5,107
817 752 -1 719 218 3 3,195 2,574 -13 -107 0 0 494 1,574
Percent of Open Interest Represented by Each Category of Trader
4.1 24.5 0.5 32.6 32.4 0.9 37.7 22.6 0.4 1.9 5.7 0.0 21.9 13.0
Number of Traders in Each Category Total Traders: 69
4 12 . 14 9 6 10 16 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 337,903
Positions
43,177 171,142 970 240,811 114,375 28,117 13,498 7,961 192 2,437 8,562 0 8,701 6,584
Changes from: September 17, 2019 Total Change is: -74,884
2,222 12,437 -74,859 3,962 2,912 1,071 -77 -9,018 -1,076 0 -64 0 -6,127 -6,287
Percent of Open Interest Represented by Each Category of Trader
12.8 50.6 0.3 71.3 33.8 8.3 4.0 2.4 0.1 0.7 2.5 0.0 2.6 1.9
Number of Traders in Each Category Total Traders: 166
13 13 4 68 36 32 16 12 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,242,156
Positions
71,878 702,887 3,493 894,743 316,963 113,625 77,666 56,030 2,610 42,357 17,484 4,892 30,892 24,172
Changes from: September 17, 2019 Total Change is: -304,381
-14,431 57,731 -172,460 34,655 -1,227 5,168 -3,346 -33,137 -4,197 -266 -5,336 -2,766 -146,738 -148,157
Percent of Open Interest Represented by Each Category of Trader
5.8 56.6 0.3 72.0 25.5 9.1 6.3 4.5 0.2 3.4 1.4 0.4 2.5 1.9
Number of Traders in Each Category Total Traders: 405
27 19 8 163 78 84 43 39 15 25 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 115,590
Positions
44,716 74,666 39,578 11,455 0 980 16,779 0 306 1,550 0 0 226 60
Changes from: September 17, 2019 Total Change is: -595
-986 -521 -74 -235 0 0 500 0 0 0 0 0 200 0
Percent of Open Interest Represented by Each Category of Trader
38.7 64.6 34.2 9.9 0.0 0.8 14.5 0.0 0.3 1.3 0.0 0.0 0.2 0.1
Number of Traders in Each Category Total Traders: 37
5 17 12 8 0 . 5 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 980,337
Positions
9,248 148,389 1,215 467,573 256,758 177,368 59,934 194,770 14,806 81,959 45,970 0 168,234 141,061
Changes from: September 17, 2019 Total Change is: -7,791
-1,484 -13,733 -1,235 5,960 -1,608 -2,136 -11,871 -5,177 703 2,541 7,699 0 -269 7,696
Percent of Open Interest Represented by Each Category of Trader
0.9 15.1 0.1 47.7 26.2 18.1 6.1 19.9 1.5 8.4 4.7 0.0 17.2 14.4
Number of Traders in Each Category Total Traders: 179
5 19 . 56 28 49 23 31 14 10 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,138,278
Positions
40,052 161,867 1,453 643,369 46,872 186,211 34,012 640,857 15,631 43,162 9,462 0 174,388 75,925
Changes from: September 17, 2019 Total Change is: -28,689
-2,151 3,556 -865 -2,729 4,612 -4,367 675 -11,355 -10,438 65 -250 0 -8,879 -9,582
Percent of Open Interest Represented by Each Category of Trader
3.5 14.2 0.1 56.5 4.1 16.4 3.0 56.3 1.4 3.8 0.8 0.0 15.3 6.7
Number of Traders in Each Category Total Traders: 135
5 14 . 68 12 53 9 21 12 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,658,580
Positions
114,451 287,981 15,643 1,613,547 673,976 240,729 920,826 2,098,294 61,620 488,828 165,849 11,691 191,245 102,797
Changes from: September 17, 2019 Total Change is: 110,719
22,246 -519 -155 47,785 81,024 8,425 56,378 37,055 -23,745 -1,697 2,141 -799 2,281 7,292
Percent of Open Interest Represented by Each Category of Trader
3.1 7.9 0.4 44.1 18.4 6.6 25.2 57.4 1.7 13.4 4.5 0.3 5.2 2.8
Number of Traders in Each Category Total Traders: 360
23 29 7 117 32 74 64 56 38 27 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,589,873
Positions
146,889 260,367 47,717 1,441,181 683,267 818,378 384,417 1,127,867 75,120 231,380 200,804 12,551 432,240 363,802
Changes from: September 17, 2019 Total Change is: 51,926
-41,581 9,013 15,601 76,030 3,507 33,326 -55,777 28,710 -9,612 15,857 -10,831 619 17,463 -18,407
Percent of Open Interest Represented by Each Category of Trader
4.1 7.3 1.3 40.1 19.0 22.8 10.7 31.4 2.1 6.4 5.6 0.3 12.0 10.1
Number of Traders in Each Category Total Traders: 380
22 27 10 98 68 100 68 55 35 25 17 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 823,317
Positions
90,690 67,614 1,635 269,144 260,963 134,239 136,724 154,814 21,307 49,277 20,410 0 120,301 162,335
Changes from: September 17, 2019 Total Change is: 4,995
-2,437 17,649 -536 16,650 -461 -8,836 5,116 4,405 -3,621 0 212 0 -1,341 -3,817
Percent of Open Interest Represented by Each Category of Trader
11.0 8.2 0.2 32.7 31.7 16.3 16.6 18.8 2.6 6.0 2.5 0.0 14.6 19.7
Number of Traders in Each Category Total Traders: 109
5 11 . 25 35 39 14 13 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 4,111,505
Positions
71,276 365,023 23,861 1,837,384 691,185 884,107 480,875 1,552,380 57,483 444,550 219,372 527 311,442 317,567
Changes from: September 17, 2019 Total Change is: -4,345
-17,688 9,015 -16,456 -57,350 53,286 5,060 38,139 -45,367 -4,886 27,359 -7,964 -1,078 22,555 4,045
Percent of Open Interest Represented by Each Category of Trader
1.7 8.9 0.6 44.7 16.8 21.5 11.7 37.8 1.4 10.8 5.3 0.0 7.6 7.7
Number of Traders in Each Category Total Traders: 322
11 29 7 92 51 81 36 65 28 21 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,087,212
Positions
359,873 336,134 633,039 11,158 162,404 28,131 443,029 387,052 443,207 116,921 21,903 9,767 42,087 65,575
Changes from: September 17, 2019 Total Change is: -56,315
-28,961 9,008 -27,782 -3,058 11,162 7,030 -51,487 -129,366 49,658 -3,984 -597 1,022 1,247 23,550
Percent of Open Interest Represented by Each Category of Trader
17.2 16.1 30.3 0.5 7.8 1.3 21.2 18.5 21.2 5.6 1.0 0.5 2.0 3.1
Number of Traders in Each Category Total Traders: 163
24 33 43 5 9 8 33 41 55 8 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is12,001,042
Positions
2,380,588 1,856,783 2,574,018 533,536 2,577,614 432,250 2,198,227 542,071 2,900,352 138,579 132,199 125,393 718,099 860,362
Changes from: September 17, 2019 Total Change is: -51,315
223,762 104,863 -166,128 115,045 89,888 -43,470 -207,978 -56,613 -26,922 -4,216 18,014 7,265 51,327 21,788
Percent of Open Interest Represented by Each Category of Trader
19.8 15.5 21.4 4.4 21.5 3.6 18.3 4.5 24.2 1.2 1.1 1.0 6.0 7.2
Number of Traders in Each Category Total Traders: 251
37 40 72 16 18 19 63 41 85 14 14 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 141,823
Positions
13,585 64,340 20,582 3,429 2,660 8,392 71,056 22,728 21,832 245 435 456 2,246 398
Changes from: September 17, 2019 Total Change is: -4,525
-3,240 2,119 -398 -2,144 -3,405 2,375 1,176 -3,084 -1,194 -197 166 -1,003 100 -101
Percent of Open Interest Represented by Each Category of Trader
9.6 45.4 14.5 2.4 1.9 5.9 50.1 16.0 15.4 0.2 0.3 0.3 1.6 0.3
Number of Traders in Each Category Total Traders: 46
. 12 4 . . . 7 19 16 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 257,560
Positions
33,600 32,938 23,152 1,814 14,885 5,763 161,110 156,407 23,275 7,592 80 584 670 476
Changes from: September 17, 2019 Total Change is: 52,246
-3,689 7,104 2,708 -1,301 -5,271 -4,221 57,337 54,354 269 884 80 -13 272 -2,764
Percent of Open Interest Represented by Each Category of Trader
13.0 12.8 9.0 0.7 5.8 2.2 62.6 60.7 9.0 2.9 0.0 0.2 0.3 0.2
Number of Traders in Each Category Total Traders: 77
9 15 15 . . . 18 22 25 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 58,954
Positions
0 29,065 0 1,193 4,733 0 29,198 5,753 15,888 12,603 1,107 0 72 2,408
Changes from: September 17, 2019 Total Change is: 2,679
0 287 0 0 71 0 3,150 1,579 189 -685 0 0 25 553
Percent of Open Interest Represented by Each Category of Trader
0.0 49.3 0.0 2.0 8.0 0.0 49.5 9.8 26.9 21.4 1.9 0.0 0.1 4.1
Number of Traders in Each Category Total Traders: 32
0 5 0 . 10 0 4 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 12,988
Positions
1,003 4,206 0 1,029 741 0 9,092 4,016 1,695 0 0 0 169 2,330
Changes from: September 17, 2019 Total Change is: 2,128
-40 69 0 0 0 0 952 884 1,061 0 0 0 155 114
Percent of Open Interest Represented by Each Category of Trader
7.7 32.4 0.0 7.9 5.7 0.0 70.0 30.9 13.1 0.0 0.0 0.0 1.3 17.9
Number of Traders in Each Category Total Traders: 21
. . 0 . 5 0 . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 45,269
Positions
12,842 218 16,597 0 180 0 688 12,946 11,346 3,530 2,710 246 20 1,026
Changes from: September 17, 2019 Total Change is: -7,012
-2,464 148 0 0 0 0 -4,566 -8,145 0 0 0 0 18 985
Percent of Open Interest Represented by Each Category of Trader
28.4 0.5 36.7 0.0 0.4 0.0 1.5 28.6 25.1 7.8 6.0 0.5 0.0 2.3
Number of Traders in Each Category Total Traders: 23
. . . 0 . 0 . 8 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 4,178
Positions
72 50 0 42 100 55 1,651 2,510 171 488 687 71 1,628 534
Changes from: September 17, 2019 Total Change is: 4
41 0 0 -220 -101 55 -37 256 7 -33 -406 16 175 177
Percent of Open Interest Represented by Each Category of Trader
1.7 1.2 0.0 1.0 2.4 1.3 39.5 60.1 4.1 11.7 16.4 1.7 39.0 12.8
Number of Traders in Each Category Total Traders: 50
. . 0 . . . 9 20 . 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 57,183
Positions
658 41,794 0 28,477 2,068 487 19,536 8,750 1,484 2,459 1,045 129 3,953 1,426
Changes from: September 17, 2019 Total Change is: 1,346
-155 0 0 1,268 50 18 -424 676 624 -135 163 1 149 -186
Percent of Open Interest Represented by Each Category of Trader
1.2 73.1 0.0 49.8 3.6 0.9 34.2 15.3 2.6 4.3 1.8 0.2 6.9 2.5
Number of Traders in Each Category Total Traders: 92
. . 0 15 5 . 30 13 9 17 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 405,328
Positions
100,878 14,183 15,834 130,620 123,899 24,140 38,723 129,648 55,933 10,118 2,996 8,173 20,909 30,522
Changes from: September 17, 2019 Total Change is: 2,610
16,556 350 -4,815 17,402 20,524 1,170 -8,502 3,696 -15,764 1,166 -1,276 -2,734 -1,869 1,459
Percent of Open Interest Represented by Each Category of Trader
24.9 3.5 3.9 32.2 30.6 6.0 9.6 32.0 13.8 2.5 0.7 2.0 5.2 7.5
Number of Traders in Each Category Total Traders: 191
16 10 17 17 38 21 36 51 46 10 4 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 12,037
Positions
1,177 698 1,186 7,330 1,207 1,450 150 7,304 100 463 50 0 181 42
Changes from: September 17, 2019 Total Change is: -8,666
-1,276 -1,002 0 -554 0 145 -6,156 -6,795 -638 -130 -128 0 -57 -248
Percent of Open Interest Represented by Each Category of Trader
9.8 5.8 9.9 60.9 10.0 12.0 1.2 60.7 0.8 3.8 0.4 0.0 1.5 0.3
Number of Traders in Each Category Total Traders: 35
. . . 10 . . . 8 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 27, 2019