Traders in Financial Futures - Futures Only Positions as of October 22, 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 170,305
Positions
6,401 84,540 191 54,852 13,929 6,127 43,879 36,317 3,603 18,090 3,663 3 37,159 21,932
Changes from: October 15, 2019 Total Change is: 21,226
-77 36,160 -632 11,316 -10,670 650 2,690 -3,191 472 4,043 1,136 -15 2,779 -2,684
Percent of Open Interest Represented by Each Category of Trader
3.8 49.6 0.1 32.2 8.2 3.6 25.8 21.3 2.1 10.6 2.2 0.0 21.8 12.9
Number of Traders in Each Category Total Traders: 105
5 9 4 21 10 10 20 22 13 13 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 61,619
Positions
29,949 1,730 0 846 21,386 941 18,564 14,840 211 1,448 1,532 0 9,660 20,979
Changes from: October 15, 2019 Total Change is: -3,144
-3,023 37 0 -396 -1,639 -17 -533 897 -129 0 0 0 954 -2,293
Percent of Open Interest Represented by Each Category of Trader
48.6 2.8 0.0 1.4 34.7 1.5 30.1 24.1 0.3 2.3 2.5 0.0 15.7 34.0
Number of Traders in Each Category Total Traders: 56
8 . 0 . 15 . 10 15 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 230,224
Positions
99,997 31,309 1,875 46,171 78,937 6,910 37,632 63,995 6,437 7,219 10,142 0 23,983 30,619
Changes from: October 15, 2019 Total Change is: -13,085
-29,276 5,479 1,107 1,620 -23,330 1,404 7,772 6,458 402 3,733 30 0 153 -4,635
Percent of Open Interest Represented by Each Category of Trader
43.4 13.6 0.8 20.1 34.3 3.0 16.3 27.8 2.8 3.1 4.4 0.0 10.4 13.3
Number of Traders in Each Category Total Traders: 120
8 7 5 13 29 10 22 34 12 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 159,250
Positions
52,443 32,505 349 25,618 44,491 8,138 40,823 38,686 2,916 1,749 2,540 0 27,214 29,625
Changes from: October 15, 2019 Total Change is: 1,543
8,884 -1,255 -126 -2,381 6,435 -1,377 -3,496 -3,185 53 0 1,732 0 -14 -734
Percent of Open Interest Represented by Each Category of Trader
32.9 20.4 0.2 16.1 27.9 5.1 25.6 24.3 1.8 1.1 1.6 0.0 17.1 18.6
Number of Traders in Each Category Total Traders: 109
10 6 . 15 23 13 25 25 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 528,545
Positions
38,431 135,994 2,448 309,658 155,408 29,555 38,461 133,011 5,651 21,555 12,732 227 82,559 53,519
Changes from: October 15, 2019 Total Change is: 11,363
-5,091 32,019 857 9,100 -12,790 -72 5,323 -1,954 453 5,332 50 -5,061 522 -2,139
Percent of Open Interest Represented by Each Category of Trader
7.3 25.7 0.5 58.6 29.4 5.6 7.3 25.2 1.1 4.1 2.4 0.0 15.6 10.1
Number of Traders in Each Category Total Traders: 284
18 10 9 89 46 47 37 43 22 24 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 27,348
Positions
704 8,361 0 9,416 7,162 2,665 3,600 2,213 0 0 410 2 10,961 6,535
Changes from: October 15, 2019 Total Change is: 356
147 -47 0 -468 251 -151 2,089 -533 0 0 0 0 -1,261 836
Percent of Open Interest Represented by Each Category of Trader
2.6 30.6 0.0 34.4 26.2 9.7 13.2 8.1 0.0 0.0 1.5 0.0 40.1 23.9
Number of Traders in Each Category Total Traders: 29
. . 0 13 6 9 4 . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 22,716
Positions
6,159 1,799 542 5,865 9,840 1,998 528 3,324 0 0 0 0 7,624 5,213
Changes from: October 15, 2019 Total Change is: 1,013
-10 -6 6 -29 -359 5 528 1,485 0 0 0 0 513 -118
Percent of Open Interest Represented by Each Category of Trader
27.1 7.9 2.4 25.8 43.3 8.8 2.3 14.6 0.0 0.0 0.0 0.0 33.6 22.9
Number of Traders in Each Category Total Traders: 24
. . . 5 8 7 . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 157,200
Positions
74,553 5,625 204 11,692 58,038 4,516 35,007 49,828 685 1,993 3,146 0 28,550 35,158
Changes from: October 15, 2019 Total Change is: -6,684
-3,078 2,186 -45 -2,180 -9,891 942 -3,821 876 -159 1,993 368 0 -336 -961
Percent of Open Interest Represented by Each Category of Trader
47.4 3.6 0.1 7.4 36.9 2.9 22.3 31.7 0.4 1.3 2.0 0.0 18.2 22.4
Number of Traders in Each Category Total Traders: 85
7 4 7 10 20 10 14 27 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 55,261
Positions
900 42,293 0 43,606 0 0 7,854 8,420 0 608 3,339 0 2,293 1,209
Changes from: October 15, 2019 Total Change is: -125
0 0 0 -661 0 0 -55 -30 0 168 -50 0 423 -45
Percent of Open Interest Represented by Each Category of Trader
1.6 76.5 0.0 78.9 0.0 0.0 14.2 15.2 0.0 1.1 6.0 0.0 4.1 2.2
Number of Traders in Each Category Total Traders: 39
. 4 0 9 0 0 15 4 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 254,385
Positions
1,171 145,159 801 135,716 6,646 799 99,880 64,343 503 9,067 32,806 0 6,448 3,328
Changes from: October 15, 2019 Total Change is: 21,285
269 -1,577 0 5,114 -1,050 -109 15,950 15,729 -837 794 8,918 0 104 211
Percent of Open Interest Represented by Each Category of Trader
0.5 57.1 0.3 53.4 2.6 0.3 39.3 25.3 0.2 3.6 12.9 0.0 2.5 1.3
Number of Traders in Each Category Total Traders: 174
5 12 . 30 9 . 59 30 8 12 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 60,366
Positions
36,913 402 253 2,768 46,733 0 13,657 7,829 1,846 2,121 1,245 0 2,808 2,058
Changes from: October 15, 2019 Total Change is: 5,522
50 140 253 46 5,554 0 2,808 -1,421 758 1,343 275 0 264 -37
Percent of Open Interest Represented by Each Category of Trader
61.1 0.7 0.4 4.6 77.4 0.0 22.6 13.0 3.1 3.5 2.1 0.0 4.7 3.4
Number of Traders in Each Category Total Traders: 50
4 . . . 9 0 12 14 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 73,499
Positions
50,617 45 3 3,741 32,154 1,150 14,341 31,015 352 567 2,804 6 2,722 5,970
Changes from: October 15, 2019 Total Change is: -1,297
1,061 45 -229 -78 -1,885 642 -2,057 138 -189 -107 70 0 -340 111
Percent of Open Interest Represented by Each Category of Trader
68.9 0.1 0.0 5.1 43.7 1.6 19.5 42.2 0.5 0.8 3.8 0.0 3.7 8.1
Number of Traders in Each Category Total Traders: 102
9 . . 5 28 4 20 27 4 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 9,309
Positions
951 1,500 0 4,075 2,036 0 3,394 3,561 105 100 250 0 684 1,857
Changes from: October 15, 2019 Total Change is: -1,079
-21 0 0 -2,005 -967 0 744 -203 49 100 150 0 54 -108
Percent of Open Interest Represented by Each Category of Trader
10.2 16.1 0.0 43.8 21.9 0.0 36.5 38.3 1.1 1.1 2.7 0.0 7.3 19.9
Number of Traders in Each Category Total Traders: 22
. . 0 . . 0 6 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 53,193
Positions
13,523 36,214 1,041 17,251 601 1,028 10,664 4,263 1,227 707 1,526 0 7,754 7,294
Changes from: October 15, 2019 Total Change is: 846
73 791 214 -282 -545 117 561 388 311 0 262 0 -147 -691
Percent of Open Interest Represented by Each Category of Trader
25.4 68.1 2.0 32.4 1.1 1.9 20.0 8.0 2.3 1.3 2.9 0.0 14.6 13.7
Number of Traders in Each Category Total Traders: 97
10 22 6 16 . 6 21 16 6 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 106,386
Positions
27,046 72,428 2,081 34,501 1,201 2,056 21,328 8,526 2,454 1,413 3,052 0 15,507 14,588
Changes from: October 15, 2019 Total Change is: 1,692
146 1,581 427 -564 -1,089 234 1,122 776 621 0 523 0 -294 -1,381
Percent of Open Interest Represented by Each Category of Trader
25.4 68.1 2.0 32.4 1.1 1.9 20.0 8.0 2.3 1.3 2.9 0.0 14.6 13.7
Number of Traders in Each Category Total Traders: 97
10 22 6 16 . 6 21 16 6 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 40,281
Positions
806 32,356 0 35,392 960 208 611 4,581 0 936 448 145 2,183 1,583
Changes from: October 15, 2019 Total Change is: -1,114
806 -1,301 0 -1,186 0 26 51 362 0 -564 0 145 -392 -346
Percent of Open Interest Represented by Each Category of Trader
2.0 80.3 0.0 87.9 2.4 0.5 1.5 11.4 0.0 2.3 1.1 0.4 5.4 3.9
Number of Traders in Each Category Total Traders: 28
. 7 0 13 . . . . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 527,802
Positions
50,610 115,304 16,927 281,119 123,564 50,699 32,815 78,223 13,727 17,013 68,293 1,129 63,763 59,936
Changes from: October 15, 2019 Total Change is: 1,154
321 -1,622 2,200 1,387 -3,441 -2,543 2,996 4,052 962 -996 2,062 -308 -2,864 -207
Percent of Open Interest Represented by Each Category of Trader
9.6 21.8 3.2 53.3 23.4 9.6 6.2 14.8 2.6 3.2 12.9 0.2 12.1 11.4
Number of Traders in Each Category Total Traders: 558
38 32 27 170 92 115 71 85 57 26 44 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 21,031
Positions
2,959 7,277 0 2,018 1,051 0 1,378 3,930 800 0 0 0 13,876 7,973
Changes from: October 15, 2019 Total Change is: -51
-2,367 2,018 0 0 0 0 623 -1,595 400 0 0 0 1,293 -874
Percent of Open Interest Represented by Each Category of Trader
14.1 34.6 0.0 9.6 5.0 0.0 6.6 18.7 3.8 0.0 0.0 0.0 66.0 37.9
Number of Traders in Each Category Total Traders: 24
. 5 0 . . 0 6 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 2,533,853
Positions
249,403 551,283 73,486 1,398,083 615,143 250,917 174,099 388,379 47,721 85,064 341,464 5,646 249,434 259,814
Changes from: October 15, 2019 Total Change is: 6,027
7,131 -24,506 17,305 7,092 -17,046 -12,870 8,114 24,480 6,561 -4,980 10,308 -1,542 -20,784 3,337
Percent of Open Interest Represented by Each Category of Trader
9.8 21.8 2.9 55.2 24.3 9.9 6.9 15.3 1.9 3.4 13.5 0.2 9.8 10.3
Number of Traders in Each Category Total Traders: 557
38 32 27 171 91 115 70 85 55 26 44 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 20,318
Positions
10,171 13,374 1 5,739 2,282 979 0 311 0 0 357 0 3,428 3,014
Changes from: October 15, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
50.1 65.8 0.0 28.2 11.2 4.8 0.0 1.5 0.0 0.0 1.8 0.0 16.9 14.8
Number of Traders in Each Category Total Traders: 20
4 8 . 4 . . 0 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 9,795
Positions
3,498 8,241 0 4,695 783 0 251 230 0 0 0 0 1,351 541
Changes from: October 15, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
35.7 84.1 0.0 47.9 8.0 0.0 2.6 2.3 0.0 0.0 0.0 0.0 13.8 5.5
Number of Traders in Each Category Total Traders: 20
. 9 0 5 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 12,408
Positions
4,129 7,069 0 3,587 1,275 1,733 389 1,018 18 0 0 0 2,552 1,295
Changes from: October 15, 2019 Total Change is: 934
63 772 0 230 -830 882 0 160 2 0 0 0 -243 -52
Percent of Open Interest Represented by Each Category of Trader
33.3 57.0 0.0 28.9 10.3 14.0 3.1 8.2 0.1 0.0 0.0 0.0 20.6 10.4
Number of Traders in Each Category Total Traders: 21
5 5 0 5 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 67,775
Positions
5,822 14,942 189 46,696 37,047 2,162 3,042 2,116 114 0 7,012 0 9,750 4,193
Changes from: October 15, 2019 Total Change is: 4,034
-821 4,110 -50 5,351 365 -943 434 424 -4 0 -23 0 67 155
Percent of Open Interest Represented by Each Category of Trader
8.6 22.0 0.3 68.9 54.7 3.2 4.5 3.1 0.2 0.0 10.3 0.0 14.4 6.2
Number of Traders in Each Category Total Traders: 76
5 6 . 34 17 11 8 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 43,791
Positions
7,336 10,062 424 17,433 8,832 1,013 9,630 11,911 787 633 3,043 4 6,531 7,714
Changes from: October 15, 2019 Total Change is: 925
338 1,441 9 639 -448 -61 -829 686 210 57 -136 -11 573 -765
Percent of Open Interest Represented by Each Category of Trader
16.8 23.0 1.0 39.8 20.2 2.3 22.0 27.2 1.8 1.4 6.9 0.0 14.9 17.6
Number of Traders in Each Category Total Traders: 245
20 23 . 55 33 32 35 51 17 8 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 218,954
Positions
36,680 50,309 2,120 87,165 44,159 5,067 48,148 59,556 3,936 3,163 15,217 19 32,656 38,571
Changes from: October 15, 2019 Total Change is: 4,623
1,691 7,207 47 3,197 -2,242 -307 -4,147 3,428 1,050 286 -679 -57 2,863 -3,824
Percent of Open Interest Represented by Each Category of Trader
16.8 23.0 1.0 39.8 20.2 2.3 22.0 27.2 1.8 1.4 6.9 0.0 14.9 17.6
Number of Traders in Each Category Total Traders: 245
20 23 . 55 33 32 35 51 17 8 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 445,224
Positions
61,441 69,332 7,398 241,066 218,341 36,732 62,078 62,346 5,987 10,829 27,752 12 19,681 17,324
Changes from: October 15, 2019 Total Change is: 428
-4,639 6,104 -545 7,279 -485 -2,315 3,452 -371 -217 -1,217 -60 -11 -1,359 -1,672
Percent of Open Interest Represented by Each Category of Trader
13.8 15.6 1.7 54.1 49.0 8.3 13.9 14.0 1.3 2.4 6.2 0.0 4.4 3.9
Number of Traders in Each Category Total Traders: 310
21 25 5 82 61 40 44 51 25 12 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 27,151
Positions
3,790 3,808 0 11,600 426 19 4,511 18,736 57 1,143 555 0 6,031 3,550
Changes from: October 15, 2019 Total Change is: 222
-35 0 0 -313 -4 0 -123 71 2 0 0 0 691 153
Percent of Open Interest Represented by Each Category of Trader
14.0 14.0 0.0 42.7 1.6 0.1 16.6 69.0 0.2 4.2 2.0 0.0 22.2 13.1
Number of Traders in Each Category Total Traders: 32
4 . 0 15 . . 5 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 57,714
Positions
4,243 20,914 381 11,809 14,084 695 27,699 13,945 759 601 2,245 0 11,527 4,691
Changes from: October 15, 2019 Total Change is: 3,204
546 2,203 49 388 498 24 3,633 641 63 0 1,945 0 -1,499 -2,219
Percent of Open Interest Represented by Each Category of Trader
7.4 36.2 0.7 20.5 24.4 1.2 48.0 24.2 1.3 1.0 3.9 0.0 20.0 8.1
Number of Traders in Each Category Total Traders: 83
6 15 . 15 9 6 13 22 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 356,022
Positions
40,671 186,300 919 262,533 107,515 26,174 15,145 18,236 217 1,015 11,240 0 9,348 5,421
Changes from: October 15, 2019 Total Change is: 7,389
-2,792 7,943 86 12,833 79 -3,041 580 1,003 -426 -725 1,800 0 874 -55
Percent of Open Interest Represented by Each Category of Trader
11.4 52.3 0.3 73.7 30.2 7.4 4.3 5.1 0.1 0.3 3.2 0.0 2.6 1.5
Number of Traders in Each Category Total Traders: 175
13 14 5 70 37 33 18 15 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 1,315,936
Positions
71,192 785,244 3,965 923,145 309,772 105,678 111,907 72,927 3,010 51,269 15,339 4,524 41,246 15,477
Changes from: October 15, 2019 Total Change is: 43,525
-2,949 48,304 33 16,800 1,119 -12,735 27,446 8,227 593 5,412 -757 32 8,893 -1,291
Percent of Open Interest Represented by Each Category of Trader
5.4 59.7 0.3 70.2 23.5 8.0 8.5 5.5 0.2 3.9 1.2 0.3 3.1 1.2
Number of Traders in Each Category Total Traders: 413
24 21 8 158 79 79 55 33 15 34 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 113,390
Positions
47,299 83,577 29,047 14,946 0 440 19,647 99 167 1,794 0 0 50 60
Changes from: October 15, 2019 Total Change is: -1,036
-2,450 1,100 -1,176 3,000 0 -540 110 -401 1 0 0 0 19 -20
Percent of Open Interest Represented by Each Category of Trader
41.7 73.7 25.6 13.2 0.0 0.4 17.3 0.1 0.1 1.6 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 39
4 18 14 8 0 . 5 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 1,001,981
Positions
10,263 158,568 5,818 484,119 261,724 164,126 64,013 218,744 19,204 85,983 42,892 130 168,325 130,775
Changes from: October 15, 2019 Total Change is: 27,644
1,716 7,890 5,071 19,638 10,704 -6,319 3,718 5,037 7,468 -3,857 -3,000 130 79 663
Percent of Open Interest Represented by Each Category of Trader
1.0 15.8 0.6 48.3 26.1 16.4 6.4 21.8 1.9 8.6 4.3 0.0 16.8 13.1
Number of Traders in Each Category Total Traders: 183
7 18 5 59 23 51 25 33 18 13 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 1,155,307
Positions
45,783 154,398 1,856 649,997 65,297 181,851 37,276 646,542 13,341 41,424 8,112 0 183,779 83,910
Changes from: October 15, 2019 Total Change is: 5,603
-576 7,700 2 1,234 1,920 3,147 3,142 1,135 -1,962 413 -450 0 203 -5,889
Percent of Open Interest Represented by Each Category of Trader
4.0 13.4 0.2 56.3 5.7 15.7 3.2 56.0 1.2 3.6 0.7 0.0 15.9 7.3
Number of Traders in Each Category Total Traders: 136
6 14 . 65 12 49 11 22 10 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 3,960,695
Positions
86,076 249,601 17,962 1,756,443 772,872 281,852 994,909 2,215,823 161,528 452,665 143,362 11,655 197,605 106,040
Changes from: October 15, 2019 Total Change is: 65,863
15,926 1,062 1,587 63,010 29,886 -197 -28,890 16,010 15,085 662 -323 -285 -1,035 3,038
Percent of Open Interest Represented by Each Category of Trader
2.2 6.3 0.5 44.3 19.5 7.1 25.1 55.9 4.1 11.4 3.6 0.3 5.0 2.7
Number of Traders in Each Category Total Traders: 378
22 30 7 131 30 76 72 49 33 32 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 3,668,096
Positions
215,344 297,242 67,294 1,553,785 737,182 708,424 306,372 1,175,466 145,012 251,963 138,915 4,638 415,264 393,923
Changes from: October 15, 2019 Total Change is: 57,232
6,979 -17,732 6,118 31,036 44,940 -3,919 27,802 2,786 19,490 -3,438 -5,977 -2,587 -24,249 14,113
Percent of Open Interest Represented by Each Category of Trader
5.9 8.1 1.8 42.4 20.1 19.3 8.4 32.0 4.0 6.9 3.8 0.1 11.3 10.7
Number of Traders in Each Category Total Traders: 397
30 30 13 101 69 93 59 68 45 28 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 832,832
Positions
84,532 64,700 3,607 278,007 285,279 143,228 138,221 135,309 18,236 54,675 19,357 0 112,326 163,116
Changes from: October 15, 2019 Total Change is: 5,647
-3,633 365 2,020 -1,867 12,244 3,334 10,946 -14,353 -1,710 -815 2,138 0 -2,628 1,609
Percent of Open Interest Represented by Each Category of Trader
10.1 7.8 0.4 33.4 34.3 17.2 16.6 16.2 2.2 6.6 2.3 0.0 13.5 19.6
Number of Traders in Each Category Total Traders: 106
5 7 . 25 38 41 14 11 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 4,341,320
Positions
97,588 404,702 16,742 1,885,080 830,928 900,420 619,656 1,612,977 99,541 369,967 193,521 674 351,652 281,815
Changes from: October 15, 2019 Total Change is: 2,801
15,886 -48,278 -776 -30,697 57,825 3,399 -5,277 -23,924 14,951 -1,911 -2,347 253 6,973 1,698
Percent of Open Interest Represented by Each Category of Trader
2.2 9.3 0.4 43.4 19.1 20.7 14.3 37.2 2.3 8.5 4.5 0.0 8.1 6.5
Number of Traders in Each Category Total Traders: 331
12 33 10 93 51 81 35 68 37 23 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 2,269,477
Positions
319,650 394,714 648,620 4,486 177,114 25,606 563,792 368,575 586,627 70,012 12,739 14,994 35,690 40,488
Changes from: October 15, 2019 Total Change is: 88,930
28,755 43,364 10,754 0 3,559 -4,798 48,065 27,924 12,453 -236 1,389 -169 -5,894 -5,546
Percent of Open Interest Represented by Each Category of Trader
14.1 17.4 28.6 0.2 7.8 1.1 24.8 16.2 25.8 3.1 0.6 0.7 1.6 1.8
Number of Traders in Each Category Total Traders: 174
18 45 47 4 9 9 40 40 58 10 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 is11,959,757
Positions
2,210,319 2,086,131 2,467,049 728,946 2,444,863 356,991 2,369,710 568,038 2,908,864 95,164 131,718 148,230 674,484 847,873
Changes from: October 15, 2019 Total Change is: 32,508
-88,624 30,088 90,203 71,031 9,110 -29,151 80,676 -35,496 -49,577 -31,755 7,740 -2,023 -8,272 11,614
Percent of Open Interest Represented by Each Category of Trader
18.5 17.4 20.6 6.1 20.4 3.0 19.8 4.7 24.3 0.8 1.1 1.2 5.6 7.1
Number of Traders in Each Category Total Traders: 249
34 39 66 16 16 19 60 45 79 15 14 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 160,523
Positions
15,982 78,490 22,454 13,903 2,600 9,323 70,950 20,035 25,461 294 913 549 1,607 698
Changes from: October 15, 2019 Total Change is: -1,601
0 2,005 -275 -81 0 10 -526 -2,395 -819 -2 -232 -5 97 110
Percent of Open Interest Represented by Each Category of Trader
10.0 48.9 14.0 8.7 1.6 5.8 44.2 12.5 15.9 0.2 0.6 0.3 1.0 0.4
Number of Traders in Each Category Total Traders: 48
. 13 4 . . . 7 19 17 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 294,390
Positions
29,495 48,987 34,979 3,041 15,078 17,851 184,429 148,478 18,802 4,884 7,358 554 355 2,303
Changes from: October 15, 2019 Total Change is: 19,279
-2,913 7,827 4,771 1,061 3,151 2,298 14,108 -2,276 2,111 747 22 143 -3,047 1,232
Percent of Open Interest Represented by Each Category of Trader
10.0 16.6 11.9 1.0 5.1 6.1 62.6 50.4 6.4 1.7 2.5 0.2 0.1 0.8
Number of Traders in Each Category Total Traders: 85
5 20 13 . 7 . 15 27 29 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 73,017
Positions
0 35,359 0 1,478 3,890 46 37,003 5,977 24,542 9,855 1,121 0 93 2,082
Changes from: October 15, 2019 Total Change is: 5,597
0 2,085 0 0 -542 28 -527 305 4,443 1,665 7 0 -12 -729
Percent of Open Interest Represented by Each Category of Trader
0.0 48.4 0.0 2.0 5.3 0.1 50.7 8.2 33.6 13.5 1.5 0.0 0.1 2.9
Number of Traders in Each Category Total Traders: 32
0 5 0 . 9 . 4 5 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 40,319
Positions
1,003 19,960 0 1,110 438 12 23,740 3,439 14,429 0 0 0 25 2,041
Changes from: October 15, 2019 Total Change is: 5,353
-21 3,572 0 0 -275 12 3,375 6 1,980 0 0 0 7 58
Percent of Open Interest Represented by Each Category of Trader
2.5 49.5 0.0 2.8 1.1 0.0 58.9 8.5 35.8 0.0 0.0 0.0 0.1 5.1
Number of Traders in Each Category Total Traders: 22
. . 0 . 5 . 5 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 51,075
Positions
12,119 0 17,032 0 160 0 6,484 19,168 11,664 3,530 2,710 246 0 95
Changes from: October 15, 2019 Total Change is: 253
-163 -90 51 0 -20 0 30 -62 335 0 0 0 0 39
Percent of Open Interest Represented by Each Category of Trader
23.7 0.0 33.3 0.0 0.3 0.0 12.7 37.5 22.8 6.9 5.3 0.5 0.0 0.2
Number of Traders in Each Category Total Traders: 21
. 0 . 0 . 0 . 8 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 3,093
Positions
59 0 0 163 31 0 950 1,714 148 321 518 68 1,384 614
Changes from: October 15, 2019 Total Change is: -351
0 0 0 -47 -118 -1 -236 -317 -6 -49 7 22 -34 62
Percent of Open Interest Represented by Each Category of Trader
1.9 0.0 0.0 5.3 1.0 0.0 30.7 55.4 4.8 10.4 16.7 2.2 44.7 19.9
Number of Traders in Each Category Total Traders: 39
. 0 0 . . 0 9 15 . 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 53,860
Positions
1,148 39,412 0 16,633 2,772 478 27,500 6,735 2,437 1,848 456 18 3,798 1,552
Changes from: October 15, 2019 Total Change is: -960
90 -2,617 0 -9,073 463 -175 8,310 1,374 388 -271 -317 -93 -136 17
Percent of Open Interest Represented by Each Category of Trader
2.1 73.2 0.0 30.9 5.1 0.9 51.1 12.5 4.5 3.4 0.8 0.0 7.1 2.9
Number of Traders in Each Category Total Traders: 88
. . 0 14 7 . 34 13 8 11 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 437,316
Positions
102,330 16,136 15,478 137,517 126,395 23,438 48,336 143,411 70,501 10,473 2,289 8,334 20,909 31,334
Changes from: October 15, 2019 Total Change is: -7,883
11,325 -5,444 -12,498 9,905 12,541 31 -2,869 13,044 -10,663 1,222 -2,473 -2,902 -1,434 481
Percent of Open Interest Represented by Each Category of Trader
23.4 3.7 3.5 31.4 28.9 5.4 11.1 32.8 16.1 2.4 0.5 1.9 4.8 7.2
Number of Traders in Each Category Total Traders: 203
16 9 14 19 39 22 38 57 43 11 6 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 20,628
Positions
3,797 703 931 6,459 12,584 797 7,761 5,411 100 563 70 0 220 32
Changes from: October 15, 2019 Total Change is: 929
-161 0 0 732 914 1 342 22 0 16 0 0 -1 -8
Percent of Open Interest Represented by Each Category of Trader
18.4 3.4 4.5 31.3 61.0 3.9 37.6 26.2 0.5 2.7 0.3 0.0 1.1 0.2
Number of Traders in Each Category Total Traders: 39
4 . . 7 6 . 4 7 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 25, 2019