Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 142,334
Positions
5,378 43,207 2,475 41,180 18,517 4,910 32,723 36,357 7,575 13,946 2,336 20 34,126 26,936
Changes from: September 24, 2019 Total Change is: 8,268
2,010 5,879 -42 1,171 -1,488 832 3,495 3,608 -151 173 178 -198 978 -351
Percent of Open Interest Represented by Each Category of Trader
3.8 30.4 1.7 28.9 13.0 3.4 23.0 25.5 5.3 9.8 1.6 0.0 24.0 18.9
Number of Traders in Each Category Total Traders: 106
7 6 7 15 15 9 23 25 16 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 67,029
Positions
30,253 1,383 364 1,098 24,359 1,071 23,231 13,887 1,511 1,843 1,560 0 7,658 22,894
Changes from: September 24, 2019 Total Change is: 8,754
5,446 -63 23 -259 2,824 60 3,164 2,158 951 875 0 0 -1,505 2,801
Percent of Open Interest Represented by Each Category of Trader
45.1 2.1 0.5 1.6 36.3 1.6 34.7 20.7 2.3 2.7 2.3 0.0 11.4 34.2
Number of Traders in Each Category Total Traders: 62
8 . . . 14 . 14 17 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 270,768
Positions
130,542 9,076 7,905 45,512 119,565 6,131 28,105 50,062 24,976 1,007 9,575 478 26,113 43,002
Changes from: September 24, 2019 Total Change is: 2,502
-864 222 -365 767 11,722 -723 1,206 -10,119 680 30 -30 -54 1,824 1,168
Percent of Open Interest Represented by Each Category of Trader
48.2 3.4 2.9 16.8 44.2 2.3 10.4 18.5 9.2 0.4 3.5 0.2 9.6 15.9
Number of Traders in Each Category Total Traders: 125
9 4 8 12 35 10 23 34 17 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 178,684
Positions
18,851 38,059 7,424 30,880 44,968 12,060 50,285 29,679 19,566 6,547 815 260 32,810 25,853
Changes from: September 24, 2019 Total Change is: 10,520
2,812 -576 -254 -191 -2,033 274 6,860 15,147 -3,244 2,407 -41 110 1,747 1,138
Percent of Open Interest Represented by Each Category of Trader
10.5 21.3 4.2 17.3 25.2 6.7 28.1 16.6 11.0 3.7 0.5 0.1 18.4 14.5
Number of Traders in Each Category Total Traders: 117
8 6 8 19 21 15 28 26 18 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 601,576
Positions
44,630 95,177 16,544 293,905 174,971 44,272 33,001 138,713 54,485 22,151 13,219 3,571 89,018 60,623
Changes from: September 24, 2019 Total Change is: 22,621
867 -5,793 264 -1,588 7,939 3,020 9,151 14,809 6,467 356 -4,360 1,025 3,060 -750
Percent of Open Interest Represented by Each Category of Trader
7.4 15.8 2.8 48.9 29.1 7.4 5.5 23.1 9.1 3.7 2.2 0.6 14.8 10.1
Number of Traders in Each Category Total Traders: 299
21 9 15 85 45 51 33 55 31 29 22 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 25,867
Positions
0 8,709 0 9,662 5,041 2,785 939 3,340 0 0 410 2 12,479 5,580
Changes from: September 24, 2019 Total Change is: 220
0 0 0 322 -12 -49 0 781 0 0 0 0 -53 -500
Percent of Open Interest Represented by Each Category of Trader
0.0 33.7 0.0 37.4 19.5 10.8 3.6 12.9 0.0 0.0 1.6 0.0 48.2 21.6
Number of Traders in Each Category Total Traders: 25
0 . 0 13 4 8 . 4 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 23,033
Positions
6,053 1,720 530 6,147 11,501 2,295 790 990 0 0 0 0 7,218 5,997
Changes from: September 24, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
26.3 7.5 2.3 26.7 49.9 10.0 3.4 4.3 0.0 0.0 0.0 0.0 31.3 26.0
Number of Traders in Each Category Total Traders: 21
. . . 5 9 8 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 190,716
Positions
79,247 3,106 3,779 12,942 65,912 5,130 43,605 56,345 13,005 318 3,016 302 32,387 40,121
Changes from: September 24, 2019 Total Change is: 14,791
5,194 -152 1,180 -1,704 6,584 900 3,410 -114 2,740 -695 -63 89 3,678 3,628
Percent of Open Interest Represented by Each Category of Trader
41.6 1.6 2.0 6.8 34.6 2.7 22.9 29.5 6.8 0.2 1.6 0.2 17.0 21.0
Number of Traders in Each Category Total Traders: 98
8 . 8 11 22 11 21 29 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 68,604
Positions
0 44,645 0 60,875 0 0 5,644 19,222 0 440 3,438 0 1,645 1,299
Changes from: September 24, 2019 Total Change is: 1,306
0 -25 0 1,433 0 0 115 1,198 0 0 229 0 -242 -96
Percent of Open Interest Represented by Each Category of Trader
0.0 65.1 0.0 88.7 0.0 0.0 8.2 28.0 0.0 0.6 5.0 0.0 2.4 1.9
Number of Traders in Each Category Total Traders: 37
0 5 0 9 0 0 12 6 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 216,529
Positions
123 137,554 883 127,073 8,432 938 72,967 46,116 1,490 7,536 17,662 4 5,514 3,450
Changes from: September 24, 2019 Total Change is: 16,296
123 23,080 59 20,380 770 732 -6,429 -8,107 -419 2,222 -206 0 -372 386
Percent of Open Interest Represented by Each Category of Trader
0.1 63.5 0.4 58.7 3.9 0.4 33.7 21.3 0.7 3.5 8.2 0.0 2.5 1.6
Number of Traders in Each Category Total Traders: 152
. 12 . 26 11 . 46 34 9 8 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 71,604
Positions
23,986 951 12,895 2,694 43,711 0 27,954 10,084 561 836 1,147 0 2,678 2,255
Changes from: September 24, 2019 Total Change is: 24,670
0 173 12,895 -36 9,967 0 11,568 784 466 42 17 0 -265 368
Percent of Open Interest Represented by Each Category of Trader
33.5 1.3 18.0 3.8 61.0 0.0 39.0 14.1 0.8 1.2 1.6 0.0 3.7 3.1
Number of Traders in Each Category Total Traders: 50
. . . . 7 0 10 19 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 75,659
Positions
48,050 0 377 3,522 33,814 487 17,987 31,483 806 1,187 2,729 25 3,217 5,937
Changes from: September 24, 2019 Total Change is: 247
671 0 339 693 -754 3 -1,070 373 140 -552 23 -76 99 199
Percent of Open Interest Represented by Each Category of Trader
63.5 0.0 0.5 4.7 44.7 0.6 23.8 41.6 1.1 1.6 3.6 0.0 4.3 7.8
Number of Traders in Each Category Total Traders: 110
10 0 . 6 28 4 23 30 5 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 13,390
Positions
993 1,500 0 11,153 2,412 0 545 7,350 0 120 230 0 579 1,898
Changes from: September 24, 2019 Total Change is: -3,354
-538 0 0 -3,020 -623 0 148 -2,417 0 120 -83 0 -64 -231
Percent of Open Interest Represented by Each Category of Trader
7.4 11.2 0.0 83.3 18.0 0.0 4.1 54.9 0.0 0.9 1.7 0.0 4.3 14.2
Number of Traders in Each Category Total Traders: 28
. . 0 4 4 0 . 13 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 52,110
Positions
11,704 34,466 682 17,797 3,336 333 11,442 2,119 1,140 1,302 1,349 0 7,712 8,687
Changes from: September 24, 2019 Total Change is: 1,664
955 2,193 122 475 -372 13 -763 -967 242 0 -37 0 622 470
Percent of Open Interest Represented by Each Category of Trader
22.5 66.1 1.3 34.2 6.4 0.6 22.0 4.1 2.2 2.5 2.6 0.0 14.8 16.7
Number of Traders in Each Category Total Traders: 92
11 19 6 15 7 4 21 11 8 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 104,219
Positions
23,408 68,932 1,363 35,593 6,671 665 22,884 4,237 2,279 2,603 2,697 0 15,423 17,374
Changes from: September 24, 2019 Total Change is: 3,327
1,909 4,387 243 949 -744 26 -1,527 -1,934 483 0 -74 0 1,244 940
Percent of Open Interest Represented by Each Category of Trader
22.5 66.1 1.3 34.2 6.4 0.6 22.0 4.1 2.2 2.5 2.6 0.0 14.8 16.7
Number of Traders in Each Category Total Traders: 92
11 19 6 15 7 4 21 11 8 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 42,487
Positions
0 33,822 0 38,489 960 159 535 5,145 0 1,500 448 0 1,804 1,953
Changes from: September 24, 2019 Total Change is: 1,314
0 -995 0 570 120 0 0 1,069 0 500 0 0 244 1,120
Percent of Open Interest Represented by Each Category of Trader
0.0 79.6 0.0 90.6 2.3 0.4 1.3 12.1 0.0 3.5 1.1 0.0 4.2 4.6
Number of Traders in Each Category Total Traders: 28
0 8 0 14 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 731,661
Positions
44,364 115,706 30,582 287,518 132,572 62,409 25,701 67,513 165,130 18,272 69,488 12,267 85,418 75,993
Changes from: September 24, 2019 Total Change is: 3,582
4,002 110 -219 -5,659 2,993 1,962 -2,260 -2,860 793 -234 -333 664 4,533 474
Percent of Open Interest Represented by Each Category of Trader
6.1 15.8 4.2 39.3 18.1 8.5 3.5 9.2 22.6 2.5 9.5 1.7 11.7 10.4
Number of Traders in Each Category Total Traders: 586
30 30 39 165 96 120 63 95 94 53 53 57
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 51,511
Positions
2,243 9,017 1,671 2,018 1,085 3,906 496 4,334 17,500 47 68 702 22,927 13,230
Changes from: September 24, 2019 Total Change is: 2,280
2,186 -108 -294 -1 -110 423 -832 3,340 -556 -13 27 82 1,285 -524
Percent of Open Interest Represented by Each Category of Trader
4.4 17.5 3.2 3.9 2.1 7.6 1.0 8.4 34.0 0.1 0.1 1.4 44.5 25.7
Number of Traders in Each Category Total Traders: 44
. 7 5 . . . 8 13 18 6 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 3,400,750
Positions
213,827 536,671 141,333 1,430,035 659,972 289,985 144,030 333,903 720,144 91,125 347,103 57,820 312,451 313,818
Changes from: September 24, 2019 Total Change is: 6,509
9,951 1,956 -494 -28,310 15,493 7,712 4,469 -19,396 -4,862 -1,105 -1,799 2,908 16,240 4,991
Percent of Open Interest Represented by Each Category of Trader
6.3 15.8 4.2 42.1 19.4 8.5 4.2 9.8 21.2 2.7 10.2 1.7 9.2 9.2
Number of Traders in Each Category Total Traders: 573
29 30 38 166 94 119 61 93 88 47 53 54
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 12,279
Positions
5,462 7,311 0 3,056 2,596 813 389 467 21 0 0 0 2,538 1,071
Changes from: September 24, 2019 Total Change is: 280
317 2,517 0 39 -2,203 -23 0 -45 0 0 0 0 -53 34
Percent of Open Interest Represented by Each Category of Trader
44.5 59.5 0.0 24.9 21.1 6.6 3.2 3.8 0.2 0.0 0.0 0.0 20.7 8.7
Number of Traders in Each Category Total Traders: 21
5 7 0 . . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 63,341
Positions
6,525 9,965 189 40,180 37,625 3,093 2,925 1,902 118 0 7,035 0 10,311 3,414
Changes from: September 24, 2019 Total Change is: -462
-176 133 13 42 -73 -59 -465 -1,068 14 0 10 0 169 568
Percent of Open Interest Represented by Each Category of Trader
10.3 15.7 0.3 63.4 59.4 4.9 4.6 3.0 0.2 0.0 11.1 0.0 16.3 5.4
Number of Traders in Each Category Total Traders: 75
6 4 . 36 16 10 7 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 44,446
Positions
6,682 9,153 450 17,012 9,074 1,094 8,679 10,252 3,300 721 2,802 78 6,432 8,245
Changes from: September 24, 2019 Total Change is: 592
168 632 -31 633 143 39 -300 -1,082 -54 -4 481 17 124 447
Percent of Open Interest Represented by Each Category of Trader
15.0 20.6 1.0 38.3 20.4 2.5 19.5 23.1 7.4 1.6 6.3 0.2 14.5 18.5
Number of Traders in Each Category Total Traders: 253
20 22 5 57 40 30 29 54 24 11 20 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 222,232
Positions
33,408 45,764 2,249 85,059 45,369 5,469 43,394 51,260 16,498 3,605 14,010 388 32,161 41,224
Changes from: September 24, 2019 Total Change is: 2,962
840 3,160 -156 3,165 714 196 -1,499 -5,409 -272 -18 2,407 86 620 2,236
Percent of Open Interest Represented by Each Category of Trader
15.0 20.6 1.0 38.3 20.4 2.5 19.5 23.1 7.4 1.6 6.3 0.2 14.5 18.5
Number of Traders in Each Category Total Traders: 253
20 22 5 57 40 30 29 54 24 11 20 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 449,727
Positions
65,469 65,767 9,644 226,584 217,834 38,706 65,302 64,184 10,228 11,223 25,924 30 22,541 17,410
Changes from: September 24, 2019 Total Change is: 1,617
4,934 2,923 631 -9,043 7,192 2,182 1,471 -10,866 998 -389 -270 -73 905 -1,102
Percent of Open Interest Represented by Each Category of Trader
14.6 14.6 2.1 50.4 48.4 8.6 14.5 14.3 2.3 2.5 5.8 0.0 5.0 3.9
Number of Traders in Each Category Total Traders: 311
22 22 6 81 61 45 49 49 29 12 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 24,212
Positions
2,685 3,808 0 11,715 430 21 4,333 15,367 61 848 807 0 4,549 3,718
Changes from: September 24, 2019 Total Change is: 3,235
911 0 0 579 -555 0 2,730 3,172 -9 0 150 0 -976 477
Percent of Open Interest Represented by Each Category of Trader
11.1 15.7 0.0 48.4 1.8 0.1 17.9 63.5 0.3 3.5 3.3 0.0 18.8 15.4
Number of Traders in Each Category Total Traders: 32
4 . 0 14 . . 4 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 51,397
Positions
2,109 14,684 160 12,046 15,214 503 22,705 15,222 113 868 533 0 12,893 4,968
Changes from: September 24, 2019 Total Change is: 4,454
196 3,177 -74 -3,273 16 77 5,023 4,600 -80 -38 -2,141 0 2,623 -1,121
Percent of Open Interest Represented by Each Category of Trader
4.1 28.6 0.3 23.4 29.6 1.0 44.2 29.6 0.2 1.7 1.0 0.0 25.1 9.7
Number of Traders in Each Category Total Traders: 76
4 15 . 14 10 6 11 18 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 350,418
Positions
44,863 180,522 671 247,923 109,760 32,292 12,828 11,978 498 2,397 8,562 0 8,946 6,135
Changes from: September 24, 2019 Total Change is: 12,515
1,686 9,380 -299 7,112 -4,615 4,175 -670 4,017 306 -40 0 0 245 -449
Percent of Open Interest Represented by Each Category of Trader
12.8 51.5 0.2 70.8 31.3 9.2 3.7 3.4 0.1 0.7 2.4 0.0 2.6 1.8
Number of Traders in Each Category Total Traders: 167
14 13 4 67 37 31 14 14 4 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 1,229,136
Positions
69,008 693,677 3,505 874,658 327,353 113,831 83,102 43,937 2,726 43,586 15,906 4,687 34,033 23,514
Changes from: September 24, 2019 Total Change is: -13,020
-2,870 -9,210 12 -20,085 10,390 206 5,436 -12,093 116 1,229 -1,578 -205 3,141 -658
Percent of Open Interest Represented by Each Category of Trader
5.6 56.4 0.3 71.2 26.6 9.3 6.8 3.6 0.2 3.5 1.3 0.4 2.8 1.9
Number of Traders in Each Category Total Traders: 407
25 19 7 159 78 85 48 34 14 30 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 117,202
Positions
44,408 74,776 40,520 11,475 0 980 17,877 500 366 1,550 0 0 26 60
Changes from: September 24, 2019 Total Change is: 1,612
-308 110 942 20 0 0 1,098 500 60 0 0 0 -200 0
Percent of Open Interest Represented by Each Category of Trader
37.9 63.8 34.6 9.8 0.0 0.8 15.3 0.4 0.3 1.3 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 38
5 17 12 8 0 . 5 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 1,178,348
Positions
7,921 113,640 45,868 467,742 264,371 200,766 42,922 200,536 134,703 85,407 54,387 10,268 182,750 153,809
Changes from: September 24, 2019 Total Change is: -8,815
-2,835 -21,693 -1,036 6,653 4,001 -3,431 -10,750 8,349 -336 4,338 10,196 -1,215 -203 -3,650
Percent of Open Interest Represented by Each Category of Trader
0.7 9.6 3.9 39.7 22.4 17.0 3.6 17.0 11.4 7.2 4.6 0.9 15.5 13.1
Number of Traders in Each Category Total Traders: 192
11 14 17 57 28 49 25 36 42 13 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 1,134,481
Positions
37,265 149,387 1,791 657,327 45,926 177,536 31,695 640,279 11,629 42,571 14,642 0 174,666 93,291
Changes from: September 24, 2019 Total Change is: -4,139
-2,787 -12,480 338 13,958 -946 -8,675 -2,252 -578 -4,172 -591 5,180 0 42 17,194
Percent of Open Interest Represented by Each Category of Trader
3.3 13.2 0.2 57.9 4.0 15.6 2.8 56.4 1.0 3.8 1.3 0.0 15.4 8.2
Number of Traders in Each Category Total Traders: 133
4 11 . 68 9 48 10 23 13 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 3,765,989
Positions
70,360 278,837 16,167 1,609,081 742,880 232,761 1,006,818 2,140,429 103,665 501,934 153,270 12,544 212,659 85,437
Changes from: September 24, 2019 Total Change is: 60,505
-45,010 -6,603 -2,095 -4,872 66,838 -9,745 91,929 41,890 1,028 12,662 -12,590 164 16,445 -18,382
Percent of Open Interest Represented by Each Category of Trader
1.9 7.4 0.4 42.7 19.7 6.2 26.7 56.8 2.8 13.3 4.1 0.3 5.6 2.3
Number of Traders in Each Category Total Traders: 370
21 32 8 121 33 78 67 55 54 28 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 4,375,846
Positions
178,147 282,940 220,436 1,471,007 630,812 962,160 327,924 1,086,943 482,877 202,593 242,886 56,701 474,001 410,092
Changes from: September 24, 2019 Total Change is: 52,009
29,952 17,378 23,920 28,599 -16,857 6,748 -19,069 -32,735 9,403 -29,285 37,917 -5,590 7,329 11,824
Percent of Open Interest Represented by Each Category of Trader
4.1 6.5 5.0 33.6 14.4 22.0 7.5 24.8 11.0 4.6 5.6 1.3 10.8 9.4
Number of Traders in Each Category Total Traders: 396
22 33 36 100 66 104 70 55 78 28 22 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 817,083
Positions
90,542 67,638 1,726 270,564 271,394 137,956 130,541 135,000 21,431 50,971 21,379 0 113,352 160,559
Changes from: September 24, 2019 Total Change is: -6,234
-148 24 91 1,420 10,431 3,717 -6,183 -19,814 124 1,694 969 0 -6,949 -1,776
Percent of Open Interest Represented by Each Category of Trader
11.1 8.3 0.2 33.1 33.2 16.9 16.0 16.5 2.6 6.2 2.6 0.0 13.9 19.7
Number of Traders in Each Category Total Traders: 112
5 11 . 25 36 41 15 14 12 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 4,534,839
Positions
86,539 399,494 124,203 1,858,205 711,418 937,271 492,034 1,553,609 251,102 450,577 230,828 14,118 320,789 312,796
Changes from: September 24, 2019 Total Change is: 95,031
-9,317 41,828 28,836 55,608 10,340 -4,455 22,883 29,920 -5,130 6,896 8,398 -718 427 -13,988
Percent of Open Interest Represented by Each Category of Trader
1.9 8.8 2.7 41.0 15.7 20.7 10.9 34.3 5.5 9.9 5.1 0.3 7.1 6.9
Number of Traders in Each Category Total Traders: 329
15 31 23 89 51 82 41 63 55 21 18 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 1,976,964
Positions
281,933 326,903 603,925 16,918 168,520 24,526 467,191 316,583 463,985 66,904 14,206 12,893 38,689 45,423
Changes from: September 24, 2019 Total Change is: -116,606
-77,933 -9,339 -29,121 5,760 6,116 -3,605 23,155 -71,415 15,721 -50,014 -7,697 2,908 -3,478 -20,175
Percent of Open Interest Represented by Each Category of Trader
14.3 16.5 30.5 0.9 8.5 1.2 23.6 16.0 23.5 3.4 0.7 0.7 2.0 2.3
Number of Traders in Each Category Total Traders: 159
24 34 42 6 7 5 34 40 52 6 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 is24,942,330
Positions
3,024,446 1,754,717 4,831,514 625,312 2,732,450 1,480,753 1,196,215 317,835 12,595,804 179,175 133,218 245,224 763,885 850,815
Changes from: September 24, 2019 Total Change is: 223,027
50,414 133,010 -65,941 52,889 48,841 -1,222 60,294 -1,368 151,410 2,396 -6,903 9,881 -37,093 -44,681
Percent of Open Interest Represented by Each Category of Trader
12.1 7.0 19.4 2.5 11.0 5.9 4.8 1.3 50.5 0.7 0.5 1.0 3.1 3.4
Number of Traders in Each Category Total Traders: 298
35 40 72 23 20 31 73 57 108 24 24 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 149,515
Positions
15,511 68,697 21,364 4,580 2,660 8,359 72,050 21,112 25,246 296 1,140 486 1,623 451
Changes from: September 24, 2019 Total Change is: 7,692
1,926 4,357 782 1,151 0 -33 994 -1,616 3,414 51 705 30 -623 53
Percent of Open Interest Represented by Each Category of Trader
10.4 45.9 14.3 3.1 1.8 5.6 48.2 14.1 16.9 0.2 0.8 0.3 1.1 0.3
Number of Traders in Each Category Total Traders: 49
. 13 4 . . . 8 20 17 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 240,619
Positions
36,138 31,589 23,574 0 14,731 4,204 156,460 147,853 13,415 5,527 4,520 372 929 361
Changes from: September 24, 2019 Total Change is: -16,941
2,538 -1,349 422 -1,814 -154 -1,559 -4,650 -8,554 -9,860 -2,065 4,440 -212 259 -115
Percent of Open Interest Represented by Each Category of Trader
15.0 13.1 9.8 0.0 6.1 1.7 65.0 61.4 5.6 2.3 1.9 0.2 0.4 0.2
Number of Traders in Each Category Total Traders: 73
8 13 13 0 4 . 15 27 23 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 62,436
Positions
0 30,742 0 1,478 4,596 18 30,705 5,615 17,599 12,578 1,199 0 58 2,667
Changes from: September 24, 2019 Total Change is: 3,482
0 1,677 0 285 -137 18 1,507 -138 1,711 -25 92 0 -14 259
Percent of Open Interest Represented by Each Category of Trader
0.0 49.2 0.0 2.4 7.4 0.0 49.2 9.0 28.2 20.1 1.9 0.0 0.1 4.3
Number of Traders in Each Category Total Traders: 33
0 5 0 . 10 . 5 5 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 18,730
Positions
983 7,764 0 1,110 683 0 11,687 3,351 4,914 0 0 0 36 2,018
Changes from: September 24, 2019 Total Change is: 5,742
-20 3,558 0 81 -58 0 2,595 -665 3,219 0 0 0 -133 -312
Percent of Open Interest Represented by Each Category of Trader
5.2 41.5 0.0 5.9 3.6 0.0 62.4 17.9 26.2 0.0 0.0 0.0 0.2 10.8
Number of Traders in Each Category Total Traders: 21
. . 0 . 5 0 4 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 51,420
Positions
12,842 128 16,597 0 180 0 6,954 20,291 11,248 3,530 2,710 246 3 20
Changes from: September 24, 2019 Total Change is: 6,151
0 -90 0 0 0 0 6,266 7,345 -98 0 0 0 -17 -1,006
Percent of Open Interest Represented by Each Category of Trader
25.0 0.2 32.3 0.0 0.4 0.0 13.5 39.5 21.9 6.9 5.3 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 22
. . . 0 . 0 . 8 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 3,348
Positions
59 0 0 70 31 30 1,298 2,063 42 374 572 65 1,410 545
Changes from: September 24, 2019 Total Change is: -830
-13 -50 0 28 -69 -25 -353 -447 -129 -114 -115 -6 -218 11
Percent of Open Interest Represented by Each Category of Trader
1.8 0.0 0.0 2.1 0.9 0.9 38.8 61.6 1.3 11.2 17.1 1.9 42.1 16.3
Number of Traders in Each Category Total Traders: 42
. 0 0 . . . 9 15 . 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 59,065
Positions
688 42,002 0 29,538 1,828 473 20,690 10,498 1,055 2,577 1,021 138 3,906 2,049
Changes from: September 24, 2019 Total Change is: 1,863
30 208 0 1,061 -240 -14 1,154 1,757 -438 117 -26 3 -49 614
Percent of Open Interest Represented by Each Category of Trader
1.2 71.1 0.0 50.0 3.1 0.8 35.0 17.8 1.8 4.4 1.7 0.2 6.6 3.5
Number of Traders in Each Category Total Traders: 98
. . 0 15 5 . 33 15 12 17 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 429,251
Positions
102,386 20,279 16,138 146,692 107,340 24,709 32,578 149,391 68,268 9,805 3,249 8,586 20,089 31,291
Changes from: September 24, 2019 Total Change is: 23,923
1,508 6,096 304 16,072 -16,559 569 -6,145 19,743 12,335 -313 253 413 -820 769
Percent of Open Interest Represented by Each Category of Trader
23.9 4.7 3.8 34.2 25.0 5.8 7.6 34.8 15.9 2.3 0.8 2.0 4.7 7.3
Number of Traders in Each Category Total Traders: 198
14 11 16 22 36 23 34 59 54 6 7 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 19,047
Positions
3,507 703 1,181 4,891 9,851 1,601 7,024 5,528 100 488 70 0 255 13
Changes from: September 24, 2019 Total Change is: 7,010
2,330 5 -5 -2,439 8,644 151 6,874 -1,776 0 25 20 0 74 -29
Percent of Open Interest Represented by Each Category of Trader
18.4 3.7 6.2 25.7 51.7 8.4 36.9 29.0 0.5 2.6 0.4 0.0 1.3 0.1
Number of Traders in Each Category Total Traders: 38
4 . . 8 5 . . 8 . 8 . 0
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Updated October 04, 2019