Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 145,903
Positions
6,491 33,143 2,886 39,227 26,438 5,555 36,228 35,228 8,264 14,129 2,237 469 32,655 31,684
Changes from: October 1, 2019 Total Change is: 3,569
1,113 -10,064 410 -1,953 7,921 645 3,505 -1,129 688 183 -99 449 -1,471 4,748
Percent of Open Interest Represented by Each Category of Trader
4.4 22.7 2.0 26.9 18.1 3.8 24.8 24.1 5.7 9.7 1.5 0.3 22.4 21.7
Number of Traders in Each Category Total Traders: 106
7 6 6 15 14 8 21 27 14 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 66,170
Positions
30,806 1,508 369 1,162 21,918 1,064 20,145 14,954 1,584 1,858 1,492 0 9,182 23,281
Changes from: October 1, 2019 Total Change is: -859
553 125 5 64 -2,441 -7 -3,086 1,067 72 15 -68 0 1,524 387
Percent of Open Interest Represented by Each Category of Trader
46.6 2.3 0.6 1.8 33.1 1.6 30.4 22.6 2.4 2.8 2.3 0.0 13.9 35.2
Number of Traders in Each Category Total Traders: 58
8 . . . 14 . 12 16 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 279,302
Positions
137,105 17,213 7,327 45,651 118,335 6,452 30,666 50,782 24,959 2,596 9,281 183 24,362 44,769
Changes from: October 1, 2019 Total Change is: 8,534
6,563 8,137 -578 138 -1,231 322 2,560 721 -17 1,590 -294 -294 -1,751 1,768
Percent of Open Interest Represented by Each Category of Trader
49.1 6.2 2.6 16.3 42.4 2.3 11.0 18.2 8.9 0.9 3.3 0.1 8.7 16.0
Number of Traders in Each Category Total Traders: 133
10 5 8 12 34 12 24 38 16 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 172,846
Positions
22,444 39,895 7,407 30,473 35,580 10,597 47,631 33,330 19,058 4,932 814 124 30,181 26,041
Changes from: October 1, 2019 Total Change is: -5,838
3,593 1,837 -18 -407 -9,388 -1,463 -2,655 3,651 -508 -1,615 0 -136 -2,630 188
Percent of Open Interest Represented by Each Category of Trader
13.0 23.1 4.3 17.6 20.6 6.1 27.6 19.3 11.0 2.9 0.5 0.1 17.5 15.1
Number of Traders in Each Category Total Traders: 108
7 8 8 19 20 17 25 20 15 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 570,835
Positions
46,868 91,792 13,436 301,561 171,883 32,311 31,214 146,828 35,649 22,994 12,720 3,344 83,458 62,871
Changes from: October 1, 2019 Total Change is: -30,741
2,238 -3,385 -3,108 7,656 -3,088 -11,960 -1,788 8,115 -18,836 844 -500 -227 -5,560 2,247
Percent of Open Interest Represented by Each Category of Trader
8.2 16.1 2.4 52.8 30.1 5.7 5.5 25.7 6.2 4.0 2.2 0.6 14.6 11.0
Number of Traders in Each Category Total Traders: 289
20 9 15 84 46 52 30 50 24 31 19 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 25,655
Positions
0 8,414 0 9,626 5,191 2,890 939 3,045 0 0 410 2 12,198 5,703
Changes from: October 1, 2019 Total Change is: -212
0 -295 0 -36 150 105 0 -295 0 0 0 0 -281 123
Percent of Open Interest Represented by Each Category of Trader
0.0 32.8 0.0 37.5 20.2 11.3 3.7 11.9 0.0 0.0 1.6 0.0 47.5 22.2
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 8, 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 22,834
Positions
6,114 1,835 528 5,951 11,399 2,011 1,124 890 0 0 0 0 7,106 6,171
Changes from: October 1, 2019 Total Change is: -199
61 115 -2 -196 -102 -284 334 -100 0 0 0 0 -112 174
Percent of Open Interest Represented by Each Category of Trader
26.8 8.0 2.3 26.1 49.9 8.8 4.9 3.9 0.0 0.0 0.0 0.0 31.1 27.0
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 8, 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 185,184
Positions
79,102 3,250 3,614 14,980 64,025 5,014 38,988 54,580 11,390 172 3,179 368 31,557 39,765
Changes from: October 1, 2019 Total Change is: -5,532
-146 144 -165 2,039 -1,888 -116 -4,617 -1,765 -1,615 -147 163 66 -831 -356
Percent of Open Interest Represented by Each Category of Trader
42.7 1.8 2.0 8.1 34.6 2.7 21.1 29.5 6.2 0.1 1.7 0.2 17.0 21.5
Number of Traders in Each Category Total Traders: 95
8 . 9 13 21 11 16 30 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 63,947
Positions
0 44,102 0 56,044 0 0 5,502 15,041 0 762 3,434 0 1,639 1,370
Changes from: October 1, 2019 Total Change is: -4,657
0 -543 0 -4,831 0 0 -142 -4,181 0 322 -4 0 -6 71
Percent of Open Interest Represented by Each Category of Trader
0.0 69.0 0.0 87.6 0.0 0.0 8.6 23.5 0.0 1.2 5.4 0.0 2.6 2.1
Number of Traders in Each Category Total Traders: 39
0 5 0 10 0 0 12 6 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 218,873
Positions
240 144,921 859 124,556 9,012 670 78,545 41,693 1,024 7,339 17,175 5 5,635 3,515
Changes from: October 1, 2019 Total Change is: 2,344
117 7,367 -25 -2,517 580 -268 5,578 -4,423 -467 -197 -487 1 121 66
Percent of Open Interest Represented by Each Category of Trader
0.1 66.2 0.4 56.9 4.1 0.3 35.9 19.0 0.5 3.4 7.8 0.0 2.6 1.6
Number of Traders in Each Category Total Traders: 158
. 11 . 26 13 . 49 35 11 8 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 58,558
Positions
36,813 407 0 2,792 44,754 0 14,621 9,438 1,056 861 952 0 2,415 1,951
Changes from: October 1, 2019 Total Change is: -13,046
12,827 -544 -12,895 98 1,043 0 -13,333 -646 495 25 -195 0 -263 -304
Percent of Open Interest Represented by Each Category of Trader
62.9 0.7 0.0 4.8 76.4 0.0 25.0 16.1 1.8 1.5 1.6 0.0 4.1 3.3
Number of Traders in Each Category Total Traders: 47
. . 0 . 9 0 9 17 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 74,094
Positions
48,347 0 319 3,580 31,996 1,202 16,036 31,027 582 1,155 2,855 102 2,771 6,011
Changes from: October 1, 2019 Total Change is: -1,565
297 0 -58 58 -1,818 715 -1,951 -456 -224 -32 126 77 -446 74
Percent of Open Interest Represented by Each Category of Trader
65.3 0.0 0.4 4.8 43.2 1.6 21.6 41.9 0.8 1.6 3.9 0.1 3.7 8.1
Number of Traders in Each Category Total Traders: 109
10 0 . 5 29 4 23 28 6 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 10,871
Positions
993 1,500 0 7,179 2,931 0 1,985 4,246 82 0 100 0 632 2,012
Changes from: October 1, 2019 Total Change is: -2,519
0 0 0 -3,974 519 0 1,440 -3,104 82 -120 -130 0 53 114
Percent of Open Interest Represented by Each Category of Trader
9.1 13.8 0.0 66.0 27.0 0.0 18.3 39.1 0.8 0.0 0.9 0.0 5.8 18.5
Number of Traders in Each Category Total Traders: 25
. . 0 . 5 0 6 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 49,498
Positions
13,502 34,372 767 16,705 1,346 350 8,243 2,494 1,273 707 1,145 0 7,952 7,751
Changes from: October 1, 2019 Total Change is: -2,612
1,798 -94 85 -1,092 -1,990 18 -3,199 375 134 -595 -204 0 240 -936
Percent of Open Interest Represented by Each Category of Trader
27.3 69.4 1.5 33.7 2.7 0.7 16.7 5.0 2.6 1.4 2.3 0.0 16.1 15.7
Number of Traders in Each Category Total Traders: 90
10 20 6 16 5 4 23 9 11 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 98,996
Positions
27,003 68,745 1,534 33,409 2,692 700 16,486 4,988 2,547 1,413 2,289 0 15,904 15,501
Changes from: October 1, 2019 Total Change is: -5,223
3,595 -188 171 -2,184 -3,979 35 -6,398 751 268 -1,190 -408 0 481 -1,872
Percent of Open Interest Represented by Each Category of Trader
27.3 69.4 1.5 33.7 2.7 0.7 16.7 5.0 2.6 1.4 2.3 0.0 16.1 15.7
Number of Traders in Each Category Total Traders: 90
10 20 6 16 5 4 23 9 11 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 42,747
Positions
0 34,835 0 38,359 960 159 560 4,183 0 1,500 448 0 2,169 2,162
Changes from: October 1, 2019 Total Change is: 260
0 1,013 0 -130 0 0 25 -962 0 0 0 0 365 209
Percent of Open Interest Represented by Each Category of Trader
0.0 81.5 0.0 89.7 2.2 0.4 1.3 9.8 0.0 3.5 1.0 0.0 5.1 5.1
Number of Traders in Each Category Total Traders: 27
0 9 0 13 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 761,042
Positions
50,245 114,380 36,110 275,352 132,385 65,615 26,675 63,723 194,001 20,378 68,291 8,760 83,905 77,777
Changes from: October 1, 2019 Total Change is: 29,381
5,881 -1,326 5,528 -12,166 -187 3,206 974 -3,791 28,871 2,106 -1,197 -3,507 -1,512 1,783
Percent of Open Interest Represented by Each Category of Trader
6.6 15.0 4.7 36.2 17.4 8.6 3.5 8.4 25.5 2.7 9.0 1.2 11.0 10.2
Number of Traders in Each Category Total Traders: 612
32 37 42 164 104 128 66 97 97 55 56 60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 52,941
Positions
5,295 4,412 1,848 2,018 1,232 3,179 281 4,706 20,119 42 116 852 19,305 16,477
Changes from: October 1, 2019 Total Change is: 1,430
3,052 -4,605 177 0 148 -726 -215 372 2,619 -5 48 150 -3,622 3,248
Percent of Open Interest Represented by Each Category of Trader
10.0 8.3 3.5 3.8 2.3 6.0 0.5 8.9 38.0 0.1 0.2 1.6 36.5 31.1
Number of Traders in Each Category Total Traders: 41
4 5 5 . . . 8 11 19 5 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 3,540,503
Positions
239,391 564,485 156,667 1,368,961 658,055 309,888 145,228 308,343 856,150 101,680 340,879 39,538 323,000 306,498
Changes from: October 1, 2019 Total Change is: 139,753
25,564 27,814 15,334 -61,074 -1,917 19,903 1,198 -25,560 136,006 10,556 -6,224 -18,282 10,549 -7,320
Percent of Open Interest Represented by Each Category of Trader
6.8 15.9 4.4 38.7 18.6 8.8 4.1 8.7 24.2 2.9 9.6 1.1 9.1 8.7
Number of Traders in Each Category Total Traders: 599
32 36 40 165 102 127 65 94 93 51 54 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 15,806
Positions
6,452 8,782 0 5,722 2,524 979 247 803 0 0 357 0 2,406 2,361
Changes from: October 1, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
40.8 55.6 0.0 36.2 16.0 6.2 1.6 5.1 0.0 0.0 2.3 0.0 15.2 14.9
Number of Traders in Each Category Total Traders: 22
. 7 0 4 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 11,177
Positions
3,587 7,064 0 3,071 2,083 873 732 261 0 0 0 0 2,914 896
Changes from: October 1, 2019 Total Change is: -1,102
-1,875 -247 0 15 -513 60 343 -206 -21 0 0 0 376 -175
Percent of Open Interest Represented by Each Category of Trader
32.1 63.2 0.0 27.5 18.6 7.8 6.5 2.3 0.0 0.0 0.0 0.0 26.1 8.0
Number of Traders in Each Category Total Traders: 21
5 7 0 . . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 65,508
Positions
7,095 10,317 191 42,228 39,030 3,159 2,558 1,647 4 0 7,035 0 10,273 4,125
Changes from: October 1, 2019 Total Change is: 2,167
570 352 2 2,048 1,405 66 -367 -255 -114 0 0 0 -38 711
Percent of Open Interest Represented by Each Category of Trader
10.8 15.7 0.3 64.5 59.6 4.8 3.9 2.5 0.0 0.0 10.7 0.0 15.7 6.3
Number of Traders in Each Category Total Traders: 74
6 4 . 35 17 11 7 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 44,397
Positions
7,716 7,963 633 15,288 9,643 1,069 8,734 10,080 3,637 654 3,091 78 6,589 8,204
Changes from: October 1, 2019 Total Change is: -49
1,034 -1,190 184 -1,724 569 -25 55 -172 337 -67 289 0 157 -41
Percent of Open Interest Represented by Each Category of Trader
17.4 17.9 1.4 34.4 21.7 2.4 19.7 22.7 8.2 1.5 7.0 0.2 14.8 18.5
Number of Traders in Each Category Total Traders: 251
21 21 7 54 40 31 29 55 25 11 20 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 221,986
Positions
38,579 39,816 3,167 76,440 48,213 5,344 43,670 50,400 18,183 3,271 15,456 388 32,944 41,018
Changes from: October 1, 2019 Total Change is: -246
5,170 -5,948 918 -8,619 2,844 -126 277 -861 1,685 -335 1,447 0 783 -206
Percent of Open Interest Represented by Each Category of Trader
17.4 17.9 1.4 34.4 21.7 2.4 19.7 22.7 8.2 1.5 7.0 0.2 14.8 18.5
Number of Traders in Each Category Total Traders: 251
21 21 7 54 40 31 29 55 25 11 20 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 449,838
Positions
72,485 55,606 9,008 222,564 224,032 38,112 58,371 63,367 12,710 13,986 25,403 201 22,400 21,398
Changes from: October 1, 2019 Total Change is: 111
7,016 -10,161 -636 -4,020 6,198 -594 -6,930 -817 2,482 2,763 -521 171 -141 3,988
Percent of Open Interest Represented by Each Category of Trader
16.1 12.4 2.0 49.5 49.8 8.5 13.0 14.1 2.8 3.1 5.6 0.0 5.0 4.8
Number of Traders in Each Category Total Traders: 305
22 22 6 73 65 42 43 54 30 13 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 23,223
Positions
3,501 3,808 0 10,392 430 27 2,367 15,599 45 786 555 0 6,105 2,759
Changes from: October 1, 2019 Total Change is: -989
816 0 0 -1,323 0 6 -1,966 232 -16 -62 -252 0 1,556 -959
Percent of Open Interest Represented by Each Category of Trader
15.1 16.4 0.0 44.7 1.9 0.1 10.2 67.2 0.2 3.4 2.4 0.0 26.3 11.9
Number of Traders in Each Category Total Traders: 30
4 . 0 13 . . 4 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 48,274
Positions
3,041 13,379 268 11,519 14,908 457 20,235 13,930 67 1,189 300 0 11,498 4,965
Changes from: October 1, 2019 Total Change is: -3,123
932 -1,305 108 -527 -306 -46 -2,470 -1,292 -46 321 -233 0 -1,395 -3
Percent of Open Interest Represented by Each Category of Trader
6.3 27.7 0.6 23.9 30.9 0.9 41.9 28.9 0.1 2.5 0.6 0.0 23.8 10.3
Number of Traders in Each Category Total Traders: 73
7 12 . 13 10 5 10 18 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 350,376
Positions
47,017 180,619 765 247,766 113,580 29,335 13,355 10,434 842 2,516 8,540 0 8,780 6,261
Changes from: October 1, 2019 Total Change is: -42
2,154 97 94 -157 3,820 -2,957 527 -1,544 344 119 -22 0 -166 126
Percent of Open Interest Represented by Each Category of Trader
13.4 51.6 0.2 70.7 32.4 8.4 3.8 3.0 0.2 0.7 2.4 0.0 2.5 1.8
Number of Traders in Each Category Total Traders: 176
14 13 4 71 36 33 18 15 7 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 1,247,274
Positions
73,536 710,419 5,250 878,336 332,579 117,708 87,186 39,193 2,561 42,653 14,188 4,781 35,263 20,595
Changes from: October 1, 2019 Total Change is: 18,138
4,528 16,742 1,745 3,678 5,226 3,877 4,084 -4,744 -165 -933 -1,718 94 1,230 -2,919
Percent of Open Interest Represented by Each Category of Trader
5.9 57.0 0.4 70.4 26.7 9.4 7.0 3.1 0.2 3.4 1.1 0.4 2.8 1.7
Number of Traders in Each Category Total Traders: 402
22 20 8 156 79 84 51 33 13 29 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 115,699
Positions
46,165 77,612 36,131 11,446 0 980 18,987 750 166 1,794 0 0 30 60
Changes from: October 1, 2019 Total Change is: -1,503
1,757 2,836 -4,389 -29 0 0 1,110 250 -200 244 0 0 4 0
Percent of Open Interest Represented by Each Category of Trader
39.9 67.1 31.2 9.9 0.0 0.8 16.4 0.6 0.1 1.6 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 39
4 18 12 8 0 . 5 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 1,192,644
Positions
5,856 114,744 39,947 462,380 264,275 210,658 37,037 208,145 151,646 89,705 48,996 8,055 187,361 146,180
Changes from: October 1, 2019 Total Change is: 14,296
-2,065 1,104 -5,921 -5,363 -96 9,892 -5,885 7,608 16,943 4,297 -5,391 -2,214 4,611 -7,629
Percent of Open Interest Represented by Each Category of Trader
0.5 9.6 3.3 38.8 22.2 17.7 3.1 17.5 12.7 7.5 4.1 0.7 15.7 12.3
Number of Traders in Each Category Total Traders: 191
8 17 13 58 29 55 27 34 43 13 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 1,137,536
Positions
41,407 151,629 1,791 644,678 55,946 181,030 35,717 640,401 13,776 41,406 9,662 0 177,731 83,301
Changes from: October 1, 2019 Total Change is: 3,055
4,142 2,242 0 -12,649 10,020 3,494 4,021 122 2,147 -1,165 -4,980 0 3,065 -9,990
Percent of Open Interest Represented by Each Category of Trader
3.6 13.3 0.2 56.7 4.9 15.9 3.1 56.3 1.2 3.6 0.8 0.0 15.6 7.3
Number of Traders in Each Category Total Traders: 140
6 13 . 68 12 50 12 23 14 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 3,872,932
Positions
75,156 284,876 20,067 1,614,913 719,737 264,601 1,025,014 2,199,774 133,099 515,115 143,827 12,524 212,443 94,426
Changes from: October 1, 2019 Total Change is: 106,943
4,797 6,039 3,900 5,832 -23,142 31,840 18,195 59,345 29,434 13,181 -9,443 -20 -216 8,989
Percent of Open Interest Represented by Each Category of Trader
1.9 7.4 0.5 41.7 18.6 6.8 26.5 56.8 3.4 13.3 3.7 0.3 5.5 2.4
Number of Traders in Each Category Total Traders: 375
24 30 10 124 30 79 70 51 52 35 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 4,500,246
Positions
193,845 281,087 280,945 1,512,107 643,739 973,119 259,179 1,082,519 558,785 190,127 193,714 61,546 470,592 424,791
Changes from: October 1, 2019 Total Change is: 124,400
15,698 -1,853 60,510 41,100 12,928 10,959 -68,745 -4,423 75,908 -12,466 -49,172 4,845 -3,410 14,699
Percent of Open Interest Represented by Each Category of Trader
4.3 6.2 6.2 33.6 14.3 21.6 5.8 24.1 12.4 4.2 4.3 1.4 10.5 9.4
Number of Traders in Each Category Total Traders: 396
25 31 37 101 61 102 60 67 78 25 26 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 827,005
Positions
86,984 70,705 2,625 285,387 263,465 140,505 124,522 147,186 19,570 50,989 16,969 0 116,423 165,980
Changes from: October 1, 2019 Total Change is: 9,922
-3,558 3,067 899 14,823 -7,929 2,549 -6,019 12,186 -1,861 18 -4,410 0 3,071 5,421
Percent of Open Interest Represented by Each Category of Trader
10.5 8.5 0.3 34.5 31.9 17.0 15.1 17.8 2.4 6.2 2.1 0.0 14.1 20.1
Number of Traders in Each Category Total Traders: 110
5 8 . 27 36 42 15 14 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 4,762,625
Positions
79,174 441,538 183,139 1,882,454 766,944 964,927 577,160 1,564,895 290,093 430,297 221,526 17,719 337,662 311,843
Changes from: October 1, 2019 Total Change is: 227,786
-7,365 42,044 58,935 24,249 55,526 27,656 85,126 11,286 38,991 -20,281 -9,301 3,601 16,873 -952
Percent of Open Interest Represented by Each Category of Trader
1.7 9.3 3.8 39.5 16.1 20.3 12.1 32.9 6.1 9.0 4.7 0.4 7.1 6.5
Number of Traders in Each Category Total Traders: 338
15 36 25 96 48 84 41 63 56 19 20 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 1,988,036
Positions
294,108 329,805 607,216 7,260 176,865 24,223 440,265 286,086 491,782 65,391 12,125 15,978 41,813 43,955
Changes from: October 1, 2019 Total Change is: 11,072
12,175 2,903 3,291 -9,658 8,345 -303 -26,926 -30,497 27,798 -1,513 -2,081 3,085 3,124 -1,468
Percent of Open Interest Represented by Each Category of Trader
14.8 16.6 30.5 0.4 8.9 1.2 22.1 14.4 24.7 3.3 0.6 0.8 2.1 2.2
Number of Traders in Each Category Total Traders: 156
19 39 44 5 6 5 39 35 50 7 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 is26,122,308
Positions
3,051,742 2,006,941 4,944,742 674,664 2,524,594 1,605,592 1,254,508 433,481 13,342,847 195,155 134,733 251,294 801,764 878,084
Changes from: October 1, 2019 Total Change is: 1,179,978
27,295 252,224 113,228 49,352 -207,856 124,839 58,293 115,646 747,043 15,980 1,515 6,070 37,879 27,269
Percent of Open Interest Represented by Each Category of Trader
11.7 7.7 18.9 2.6 9.7 6.1 4.8 1.7 51.1 0.7 0.5 1.0 3.1 3.4
Number of Traders in Each Category Total Traders: 296
39 37 72 23 20 29 63 64 102 27 21 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 156,267
Positions
15,777 70,315 22,934 5,762 2,600 8,359 71,876 20,253 29,236 296 1,472 578 1,449 520
Changes from: October 1, 2019 Total Change is: 6,752
266 1,618 1,570 1,182 -60 0 -174 -859 3,990 0 332 92 -174 69
Percent of Open Interest Represented by Each Category of Trader
10.1 45.0 14.7 3.7 1.7 5.3 46.0 13.0 18.7 0.2 0.9 0.4 0.9 0.3
Number of Traders in Each Category Total Traders: 49
. 13 5 . . . 8 21 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 257,091
Positions
36,043 35,899 25,454 1,311 12,843 10,368 167,880 153,418 10,797 4,381 7,236 423 434 653
Changes from: October 1, 2019 Total Change is: 16,472
-95 4,310 1,880 1,311 -1,888 6,164 11,420 5,565 -2,618 -1,146 2,716 51 -495 292
Percent of Open Interest Represented by Each Category of Trader
14.0 14.0 9.9 0.5 5.0 4.0 65.3 59.7 4.2 1.7 2.8 0.2 0.2 0.3
Number of Traders in Each Category Total Traders: 79
5 17 14 . 5 . 12 32 26 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 63,895
Positions
0 30,698 0 1,478 4,567 18 31,427 5,772 18,735 12,150 1,254 0 87 2,851
Changes from: October 1, 2019 Total Change is: 1,459
0 -44 0 0 -29 0 722 157 1,136 -428 55 0 29 184
Percent of Open Interest Represented by Each Category of Trader
0.0 48.0 0.0 2.3 7.1 0.0 49.2 9.0 29.3 19.0 2.0 0.0 0.1 4.5
Number of Traders in Each Category Total Traders: 31
0 5 0 . 10 . 4 4 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 24,301
Positions
985 8,346 0 1,110 683 0 12,485 3,472 9,692 0 0 0 29 2,108
Changes from: October 1, 2019 Total Change is: 5,571
2 582 0 0 0 0 798 121 4,778 0 0 0 -7 90
Percent of Open Interest Represented by Each Category of Trader
4.1 34.3 0.0 4.6 2.8 0.0 51.4 14.3 39.9 0.0 0.0 0.0 0.1 8.7
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 8, 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 50,917
Positions
12,842 178 16,597 0 180 0 6,454 19,737 11,248 3,530 2,710 246 0 21
Changes from: October 1, 2019 Total Change is: -503
0 50 0 0 0 0 -500 -554 0 0 0 0 -3 1
Percent of Open Interest Represented by Each Category of Trader
25.2 0.3 32.6 0.0 0.4 0.0 12.7 38.8 22.1 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 8, 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 3,335
Positions
59 0 0 140 138 0 1,211 2,048 79 395 526 56 1,395 488
Changes from: October 1, 2019 Total Change is: -13
0 0 0 70 107 -30 -87 -15 37 21 -46 -9 -15 -57
Percent of Open Interest Represented by Each Category of Trader
1.8 0.0 0.0 4.2 4.1 0.0 36.3 61.4 2.4 11.8 15.8 1.7 41.8 14.6
Number of Traders in Each Category Total Traders: 45
. 0 0 . . 0 8 18 . 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 58,035
Positions
848 41,999 0 29,144 1,945 479 20,198 9,859 822 2,508 995 139 3,897 1,797
Changes from: October 1, 2019 Total Change is: -1,030
160 -3 0 -394 117 6 -492 -639 -233 -69 -27 2 -9 -252
Percent of Open Interest Represented by Each Category of Trader
1.5 72.4 0.0 50.2 3.4 0.8 34.8 17.0 1.4 4.3 1.7 0.2 6.7 3.1
Number of Traders in Each Category Total Traders: 100
. . 0 15 5 . 37 13 7 19 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 401,077
Positions
88,844 27,642 18,996 136,687 90,379 23,495 29,435 136,070 66,692 7,934 2,250 7,683 21,311 27,870
Changes from: October 1, 2019 Total Change is: -28,174
-13,542 7,363 2,858 -10,005 -16,961 -1,214 -3,143 -13,321 -1,576 -1,871 -999 -903 1,222 -3,421
Percent of Open Interest Represented by Each Category of Trader
22.2 6.9 4.7 34.1 22.5 5.9 7.3 33.9 16.6 2.0 0.6 1.9 5.3 6.9
Number of Traders in Each Category Total Traders: 200
14 17 16 25 34 24 29 59 51 7 5 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 19,974
Positions
3,952 663 971 4,891 10,910 1,602 7,701 5,668 100 564 50 0 193 10
Changes from: October 1, 2019 Total Change is: 927
445 -40 -210 0 1,059 1 677 140 0 76 -20 0 -62 -3
Percent of Open Interest Represented by Each Category of Trader
19.8 3.3 4.9 24.5 54.6 8.0 38.6 28.4 0.5 2.8 0.3 0.0 1.0 0.0
Number of Traders in Each Category Total Traders: 39
4 . . 8 5 . . 8 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 11, 2019