Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 161,446
Positions
7,257 49,325 3,430 44,251 24,718 5,697 40,589 39,747 9,700 14,047 2,155 468 36,007 26,207
Changes from: October 8, 2019 Total Change is: 15,543
767 16,182 545 5,024 -1,720 142 4,361 4,519 1,436 -82 -82 -1 3,352 -5,478
Percent of Open Interest Represented by Each Category of Trader
4.5 30.6 2.1 27.4 15.3 3.5 25.1 24.6 6.0 8.7 1.3 0.3 22.3 16.2
Number of Traders in Each Category Total Traders: 108
6 6 6 16 14 9 23 27 14 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 66,231
Positions
33,445 1,530 312 1,242 23,025 958 18,549 14,062 1,290 1,448 1,532 0 8,988 23,522
Changes from: October 8, 2019 Total Change is: 61
2,639 22 -57 80 1,107 -106 -1,597 -892 -294 -410 40 0 -194 241
Percent of Open Interest Represented by Each Category of Trader
50.5 2.3 0.5 1.9 34.8 1.4 28.0 21.2 1.9 2.2 2.3 0.0 13.6 35.5
Number of Traders in Each Category Total Traders: 60
9 . . . 15 . 11 17 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 292,990
Positions
130,615 29,185 6,277 51,461 103,561 6,503 28,556 62,613 35,436 5,689 9,907 1,139 27,313 38,371
Changes from: October 8, 2019 Total Change is: 13,688
-6,490 11,972 -1,050 5,811 -14,774 50 -2,110 11,831 10,477 3,093 626 956 2,951 -6,399
Percent of Open Interest Represented by Each Category of Trader
44.6 10.0 2.1 17.6 35.3 2.2 9.7 21.4 12.1 1.9 3.4 0.4 9.3 13.1
Number of Traders in Each Category Total Traders: 130
8 7 8 13 33 13 21 37 21 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 184,561
Positions
42,345 35,264 7,123 28,555 36,733 11,524 43,189 40,437 20,505 1,905 877 413 29,000 31,683
Changes from: October 8, 2019 Total Change is: 11,715
19,901 -4,631 -283 -1,918 1,153 927 -4,442 7,108 1,447 -3,027 63 289 -1,180 5,642
Percent of Open Interest Represented by Each Category of Trader
22.9 19.1 3.9 15.5 19.9 6.2 23.4 21.9 11.1 1.0 0.5 0.2 15.7 17.2
Number of Traders in Each Category Total Traders: 110
8 8 8 20 18 16 23 25 16 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 575,023
Positions
44,874 105,555 13,748 307,510 169,066 33,495 29,341 138,357 35,339 16,624 12,115 7,182 86,910 60,167
Changes from: October 8, 2019 Total Change is: 4,188
-1,995 13,763 312 5,949 -2,818 1,184 -1,873 -8,472 -310 -6,370 -605 3,838 3,453 -2,704
Percent of Open Interest Represented by Each Category of Trader
7.8 18.4 2.4 53.5 29.4 5.8 5.1 24.1 6.1 2.9 2.1 1.2 15.1 10.5
Number of Traders in Each Category Total Traders: 292
20 9 14 87 45 53 30 53 27 27 21 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 26,992
Positions
557 8,408 0 9,884 6,911 2,816 1,511 2,746 0 0 410 2 12,222 5,699
Changes from: October 8, 2019 Total Change is: 1,337
557 -6 0 258 1,720 -74 572 -299 0 0 0 0 24 -4
Percent of Open Interest Represented by Each Category of Trader
2.1 31.1 0.0 36.6 25.6 10.4 5.6 10.2 0.0 0.0 1.5 0.0 45.3 21.1
Number of Traders in Each Category Total Traders: 30
. . 0 14 6 9 . 4 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 21,703
Positions
6,169 1,805 536 5,894 10,199 1,993 0 1,839 0 0 0 0 7,111 5,331
Changes from: October 8, 2019 Total Change is: -1,131
55 -30 8 -57 -1,200 -18 -1,124 949 0 0 0 0 5 -840
Percent of Open Interest Represented by Each Category of Trader
28.4 8.3 2.5 27.2 47.0 9.2 0.0 8.5 0.0 0.0 0.0 0.0 32.8 24.6
Number of Traders in Each Category Total Traders: 21
. . . 5 8 7 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 182,100
Positions
77,285 3,612 3,132 14,960 67,748 4,616 38,368 50,206 11,603 575 3,140 377 31,185 37,667
Changes from: October 8, 2019 Total Change is: -3,084
-1,817 362 -482 -20 3,723 -397 -620 -4,374 213 403 -39 9 -372 -2,098
Percent of Open Interest Represented by Each Category of Trader
42.4 2.0 1.7 8.2 37.2 2.5 21.1 27.6 6.4 0.3 1.7 0.2 17.1 20.7
Number of Traders in Each Category Total Traders: 98
8 . 9 13 21 11 14 33 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 55,386
Positions
900 42,293 0 44,267 0 0 7,909 8,450 0 440 3,389 0 1,870 1,254
Changes from: October 8, 2019 Total Change is: -8,561
900 -1,809 0 -11,777 0 0 2,407 -6,591 0 -322 -45 0 231 -116
Percent of Open Interest Represented by Each Category of Trader
1.6 76.4 0.0 79.9 0.0 0.0 14.3 15.3 0.0 0.8 6.1 0.0 3.4 2.3
Number of Traders in Each Category Total Traders: 38
. 4 0 10 0 0 15 . 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 234,515
Positions
909 146,683 878 130,602 7,696 908 84,281 48,795 2,034 8,273 23,952 2 6,628 3,567
Changes from: October 8, 2019 Total Change is: 15,642
669 1,762 19 6,046 -1,316 238 5,735 7,103 1,011 934 6,777 -3 993 51
Percent of Open Interest Represented by Each Category of Trader
0.4 62.5 0.4 55.7 3.3 0.4 35.9 20.8 0.9 3.5 10.2 0.0 2.8 1.5
Number of Traders in Each Category Total Traders: 168
5 11 . 25 11 4 57 33 9 9 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 54,845
Positions
36,863 262 0 2,722 41,179 0 10,849 9,250 1,088 778 970 0 2,545 2,096
Changes from: October 8, 2019 Total Change is: -3,713
50 -145 0 -70 -3,575 0 -3,772 -188 32 -83 18 0 130 145
Percent of Open Interest Represented by Each Category of Trader
67.2 0.5 0.0 5.0 75.1 0.0 19.8 16.9 2.0 1.4 1.8 0.0 4.6 3.8
Number of Traders in Each Category Total Traders: 43
. . 0 . 7 0 8 17 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 75,237
Positions
49,554 28 373 3,819 34,039 508 16,398 30,918 606 786 2,734 89 3,104 5,942
Changes from: October 8, 2019 Total Change is: 1,143
1,207 28 54 239 2,043 -694 362 -109 24 -370 -121 -13 333 -70
Percent of Open Interest Represented by Each Category of Trader
65.9 0.0 0.5 5.1 45.2 0.7 21.8 41.1 0.8 1.0 3.6 0.1 4.1 7.9
Number of Traders in Each Category Total Traders: 111
9 . . 5 29 . 22 32 6 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 10,388
Positions
972 1,500 0 6,080 3,003 0 2,650 3,764 56 0 100 0 630 1,965
Changes from: October 8, 2019 Total Change is: -483
-21 0 0 -1,099 72 0 665 -482 -26 0 0 0 -2 -47
Percent of Open Interest Represented by Each Category of Trader
9.4 14.4 0.0 58.5 28.9 0.0 25.5 36.2 0.5 0.0 1.0 0.0 6.1 18.9
Number of Traders in Each Category Total Traders: 22
. . 0 . 4 0 6 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 52,841
Positions
13,450 35,396 949 17,533 1,145 911 10,096 3,867 1,153 707 1,265 0 8,042 8,156
Changes from: October 8, 2019 Total Change is: 3,343
-52 1,023 182 828 -201 561 1,853 1,372 -120 0 120 0 90 405
Percent of Open Interest Represented by Each Category of Trader
25.5 67.0 1.8 33.2 2.2 1.7 19.1 7.3 2.2 1.3 2.4 0.0 15.2 15.4
Number of Traders in Each Category Total Traders: 97
10 23 6 17 4 6 23 12 8 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 105,681
Positions
26,900 70,791 1,898 35,065 2,290 1,822 20,192 7,733 2,306 1,413 2,529 0 16,084 16,311
Changes from: October 8, 2019 Total Change is: 6,685
-103 2,047 364 1,656 -402 1,122 3,707 2,745 -241 0 240 0 180 810
Percent of Open Interest Represented by Each Category of Trader
25.5 67.0 1.8 33.2 2.2 1.7 19.1 7.3 2.2 1.3 2.4 0.0 15.2 15.4
Number of Traders in Each Category Total Traders: 97
10 23 6 17 4 6 23 12 8 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 41,395
Positions
0 33,657 0 36,578 960 182 560 4,219 0 1,500 448 0 2,575 1,929
Changes from: October 8, 2019 Total Change is: -1,352
0 -1,178 0 -1,781 0 23 0 36 0 0 0 0 406 -233
Percent of Open Interest Represented by Each Category of Trader
0.0 81.3 0.0 88.4 2.3 0.4 1.4 10.2 0.0 3.6 1.1 0.0 6.2 4.7
Number of Traders in Each Category Total Traders: 26
0 8 0 13 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 743,640
Positions
51,365 114,942 37,448 280,528 128,696 60,997 28,198 72,853 178,496 17,989 67,665 6,735 81,884 75,808
Changes from: October 8, 2019 Total Change is: -17,401
1,120 562 1,338 5,175 -3,690 -4,617 1,522 9,130 -15,505 -2,389 -627 -2,024 -2,021 -1,969
Percent of Open Interest Represented by Each Category of Trader
6.9 15.5 5.0 37.7 17.3 8.2 3.8 9.8 24.0 2.4 9.1 0.9 11.0 10.2
Number of Traders in Each Category Total Traders: 618
35 33 45 169 98 129 78 95 99 46 63 62
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 52,762
Positions
5,285 5,083 1,480 2,018 1,125 3,244 853 5,651 19,118 12 42 502 20,250 16,517
Changes from: October 8, 2019 Total Change is: -179
-11 671 -368 0 -108 65 572 946 -1,001 -31 -73 -350 945 40
Percent of Open Interest Represented by Each Category of Trader
10.0 9.6 2.8 3.8 2.1 6.1 1.6 10.7 36.2 0.0 0.1 1.0 38.4 31.3
Number of Traders in Each Category Total Traders: 42
4 5 4 . . . 6 15 21 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 3,454,391
Positions
246,886 565,782 163,352 1,394,969 640,275 286,347 153,211 352,498 780,403 89,886 338,113 31,166 308,170 296,454
Changes from: October 8, 2019 Total Change is: -86,112
7,495 1,297 6,685 26,008 -17,780 -23,541 7,984 44,155 -75,746 -11,794 -2,766 -8,372 -14,830 -10,044
Percent of Open Interest Represented by Each Category of Trader
7.1 16.4 4.7 40.4 18.5 8.3 4.4 10.2 22.6 2.6 9.8 0.9 8.9 8.6
Number of Traders in Each Category Total Traders: 605
34 33 43 170 96 128 79 88 93 44 61 59
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 11,474
Positions
4,066 6,297 0 3,357 2,105 851 389 858 16 0 0 0 2,795 1,347
Changes from: October 8, 2019 Total Change is: 297
479 -767 0 286 22 -22 -343 597 16 0 0 0 -119 451
Percent of Open Interest Represented by Each Category of Trader
35.4 54.9 0.0 29.3 18.3 7.4 3.4 7.5 0.1 0.0 0.0 0.0 24.4 11.7
Number of Traders in Each Category Total Traders: 21
5 5 0 4 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 63,741
Positions
6,643 10,832 239 41,345 36,682 3,105 2,608 1,692 118 0 7,035 0 9,683 4,038
Changes from: October 8, 2019 Total Change is: -1,767
-452 515 48 -883 -2,348 -54 50 45 114 0 0 0 -590 -87
Percent of Open Interest Represented by Each Category of Trader
10.4 17.0 0.4 64.9 57.5 4.9 4.1 2.7 0.2 0.0 11.0 0.0 15.2 6.3
Number of Traders in Each Category Total Traders: 73
6 5 . 34 16 11 6 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 46,836
Positions
6,990 8,601 694 16,793 9,307 1,086 10,436 10,847 3,875 601 3,228 83 6,279 9,117
Changes from: October 8, 2019 Total Change is: 2,439
-726 637 60 1,505 -336 17 1,702 767 238 -53 136 6 -310 913
Percent of Open Interest Represented by Each Category of Trader
14.9 18.4 1.5 35.9 19.9 2.3 22.3 23.2 8.3 1.3 6.9 0.2 13.4 19.5
Number of Traders in Each Category Total Traders: 255
22 24 6 52 39 31 36 49 24 10 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 234,181
Positions
34,950 43,003 3,469 83,964 46,536 5,428 52,181 54,233 19,375 3,005 16,138 416 31,394 45,585
Changes from: October 8, 2019 Total Change is: 12,195
-3,628 3,186 301 7,523 -1,678 84 8,511 3,833 1,192 -266 682 28 -1,550 4,567
Percent of Open Interest Represented by Each Category of Trader
14.9 18.4 1.5 35.9 19.9 2.3 22.3 23.2 8.3 1.3 6.9 0.2 13.4 19.5
Number of Traders in Each Category Total Traders: 255
22 24 6 52 39 31 36 49 24 10 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 453,600
Positions
66,181 63,228 8,143 233,787 219,394 39,170 58,617 62,096 13,944 12,081 27,767 81 21,594 19,776
Changes from: October 8, 2019 Total Change is: 3,762
-6,303 7,622 -865 11,223 -4,638 1,058 246 -1,271 1,234 -1,905 2,364 -120 -806 -1,622
Percent of Open Interest Represented by Each Category of Trader
14.6 13.9 1.8 51.5 48.4 8.6 12.9 13.7 3.1 2.7 6.1 0.0 4.8 4.4
Number of Traders in Each Category Total Traders: 300
22 22 5 77 59 43 43 49 30 13 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 26,929
Positions
3,825 3,808 0 11,913 430 19 4,634 18,665 55 1,143 555 0 5,340 3,397
Changes from: October 8, 2019 Total Change is: 3,706
324 0 0 1,521 0 -8 2,267 3,066 10 357 0 0 -765 638
Percent of Open Interest Represented by Each Category of Trader
14.2 14.1 0.0 44.2 1.6 0.1 17.2 69.3 0.2 4.2 2.1 0.0 19.8 12.6
Number of Traders in Each Category Total Traders: 35
4 . 0 16 . . 7 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 54,510
Positions
3,697 18,711 332 11,421 13,586 671 24,066 13,304 696 601 300 0 13,026 6,910
Changes from: October 8, 2019 Total Change is: 6,236
656 5,332 64 -98 -1,322 214 3,831 -626 629 -588 0 0 1,528 1,945
Percent of Open Interest Represented by Each Category of Trader
6.8 34.3 0.6 21.0 24.9 1.2 44.1 24.4 1.3 1.1 0.6 0.0 23.9 12.7
Number of Traders in Each Category Total Traders: 72
6 13 . 14 9 6 7 21 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 348,633
Positions
43,463 178,357 833 249,700 107,436 29,215 14,565 17,233 643 1,740 9,440 0 8,474 5,476
Changes from: October 8, 2019 Total Change is: -1,743
-3,554 -2,262 68 1,934 -6,144 -120 1,210 6,799 -199 -776 900 0 -306 -785
Percent of Open Interest Represented by Each Category of Trader
12.5 51.2 0.2 71.6 30.8 8.4 4.2 4.9 0.2 0.5 2.7 0.0 2.4 1.6
Number of Traders in Each Category Total Traders: 174
15 13 5 69 36 30 18 14 6 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 1,272,411
Positions
74,141 736,940 3,932 906,345 308,653 118,413 84,461 64,700 2,417 45,857 16,096 4,492 32,353 16,768
Changes from: October 8, 2019 Total Change is: 25,137
605 26,521 -1,318 28,009 -23,926 705 -2,725 25,507 -144 3,204 1,908 -289 -2,910 -3,827
Percent of Open Interest Represented by Each Category of Trader
5.8 57.9 0.3 71.2 24.3 9.3 6.6 5.1 0.2 3.6 1.3 0.4 2.5 1.3
Number of Traders in Each Category Total Traders: 415
24 20 9 164 75 83 53 33 13 34 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 114,426
Positions
49,749 82,477 30,223 11,946 0 980 19,537 500 166 1,794 0 0 31 80
Changes from: October 8, 2019 Total Change is: -1,273
3,584 4,865 -5,908 500 0 0 550 -250 0 0 0 0 1 20
Percent of Open Interest Represented by Each Category of Trader
43.5 72.1 26.4 10.4 0.0 0.9 17.1 0.4 0.1 1.6 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 39
4 18 13 8 0 . 5 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 1,229,915
Positions
8,174 136,292 59,434 470,531 265,774 199,337 51,327 204,988 162,986 87,387 45,917 9,290 181,449 145,897
Changes from: October 8, 2019 Total Change is: 37,271
2,318 21,548 19,487 8,151 1,499 -11,321 14,290 -3,156 11,340 -2,318 -3,079 1,235 -5,912 -282
Percent of Open Interest Represented by Each Category of Trader
0.7 11.1 4.8 38.3 21.6 16.2 4.2 16.7 13.3 7.1 3.7 0.8 14.8 11.9
Number of Traders in Each Category Total Traders: 190
5 19 15 59 27 53 18 42 40 12 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 1,149,950
Positions
46,359 146,698 1,854 648,763 63,377 178,704 34,012 645,419 15,444 41,011 8,562 0 183,803 89,892
Changes from: October 8, 2019 Total Change is: 12,414
4,952 -4,931 63 4,085 7,431 -2,326 -1,705 5,018 1,668 -395 -1,100 0 6,072 6,591
Percent of Open Interest Represented by Each Category of Trader
4.0 12.8 0.2 56.4 5.5 15.5 3.0 56.1 1.3 3.6 0.7 0.0 16.0 7.8
Number of Traders in Each Category Total Traders: 132
6 11 . 65 11 49 8 25 12 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 3,955,888
Positions
69,983 247,889 17,268 1,699,546 743,779 284,651 1,011,995 2,197,615 203,743 452,754 143,701 13,032 202,916 104,210
Changes from: October 8, 2019 Total Change is: 82,956
-5,173 -36,987 -2,800 84,633 24,042 20,050 -13,019 -2,160 70,644 -62,361 -126 509 -9,527 9,783
Percent of Open Interest Represented by Each Category of Trader
1.8 6.3 0.4 43.0 18.8 7.2 25.6 55.6 5.2 11.4 3.6 0.3 5.1 2.6
Number of Traders in Each Category Total Traders: 374
22 27 11 129 32 79 69 50 52 31 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 4,554,184
Positions
196,384 273,608 296,710 1,570,507 713,780 853,984 253,920 1,189,685 600,149 264,188 157,625 51,444 466,897 417,200
Changes from: October 8, 2019 Total Change is: 53,938
2,539 -7,479 15,765 58,400 70,040 -119,135 -5,259 107,165 41,364 74,061 -36,089 -10,102 -3,695 -7,591
Percent of Open Interest Represented by Each Category of Trader
4.3 6.0 6.5 34.5 15.7 18.8 5.6 26.1 13.2 5.8 3.5 1.1 10.3 9.2
Number of Traders in Each Category Total Traders: 404
26 32 43 96 68 105 52 77 80 30 23 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 827,185
Positions
88,165 64,335 1,587 279,874 273,035 139,894 127,275 149,662 19,946 55,490 17,219 0 114,954 161,507
Changes from: October 8, 2019 Total Change is: 180
1,181 -6,370 -1,038 -5,513 9,570 -611 2,753 2,476 376 4,501 250 0 -1,469 -4,473
Percent of Open Interest Represented by Each Category of Trader
10.7 7.8 0.2 33.8 33.0 16.9 15.4 18.1 2.4 6.7 2.1 0.0 13.9 19.5
Number of Traders in Each Category Total Traders: 106
5 8 . 27 36 42 13 11 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 4,848,975
Positions
84,308 474,403 182,018 1,936,455 793,857 957,686 622,261 1,606,025 327,704 368,292 201,271 18,325 351,926 287,686
Changes from: October 8, 2019 Total Change is: 86,350
5,133 32,865 -1,121 54,002 26,913 -7,241 45,101 41,130 37,611 -62,005 -20,255 606 14,264 -24,157
Percent of Open Interest Represented by Each Category of Trader
1.7 9.8 3.8 39.9 16.4 19.8 12.8 33.1 6.8 7.6 4.2 0.4 7.3 5.9
Number of Traders in Each Category Total Traders: 331
16 34 23 93 48 86 40 61 57 23 16 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 2,189,220
Positions
290,895 351,368 637,866 4,486 173,555 30,404 514,013 338,673 584,384 69,852 11,350 15,583 41,737 46,037
Changes from: October 8, 2019 Total Change is: 201,184
-3,213 21,563 30,650 -2,774 -3,310 6,181 73,748 52,587 92,601 4,461 -775 -395 -75 2,081
Percent of Open Interest Represented by Each Category of Trader
13.3 16.0 29.1 0.2 7.9 1.4 23.5 15.5 26.7 3.2 0.5 0.7 1.9 2.1
Number of Traders in Each Category Total Traders: 167
19 39 47 4 8 7 35 45 59 10 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 is23,654,438
Positions
2,933,026 1,826,815 4,627,017 622,649 2,446,847 1,414,699 1,066,552 346,638 11,734,713 244,604 135,964 257,025 754,153 864,720
Changes from: October 8, 2019 Total Change is:-2,467,870
-118,716 -180,126 -317,725 -52,015 -77,747 -190,893 -187,956 -86,843 -1,608,135 49,449 1,232 5,731 -47,610 -13,363
Percent of Open Interest Represented by Each Category of Trader
12.4 7.7 19.6 2.6 10.3 6.0 4.5 1.5 49.6 1.0 0.6 1.1 3.2 3.7
Number of Traders in Each Category Total Traders: 290
38 35 68 23 19 29 71 54 103 26 22 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 162,124
Positions
15,982 76,485 22,729 13,984 2,600 9,313 71,476 22,430 26,280 296 1,145 554 1,510 588
Changes from: October 8, 2019 Total Change is: 5,857
205 6,170 -205 8,222 0 954 -400 2,177 -2,956 0 -327 -24 61 68
Percent of Open Interest Represented by Each Category of Trader
9.9 47.2 14.0 8.6 1.6 5.7 44.1 13.8 16.2 0.2 0.7 0.3 0.9 0.4
Number of Traders in Each Category Total Traders: 50
. 13 5 . . . 8 21 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 275,111
Positions
32,408 41,160 30,208 1,980 11,927 15,553 170,321 150,754 16,691 4,137 7,336 411 3,402 1,071
Changes from: October 8, 2019 Total Change is: 18,020
-3,635 5,261 4,754 669 -916 5,185 2,441 -2,664 5,894 -244 100 -12 2,968 418
Percent of Open Interest Represented by Each Category of Trader
11.8 15.0 11.0 0.7 4.3 5.7 61.9 54.8 6.1 1.5 2.7 0.1 1.2 0.4
Number of Traders in Each Category Total Traders: 81
4 18 14 . 6 . 14 27 29 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 67,420
Positions
0 33,274 0 1,478 4,432 18 37,530 5,672 20,099 8,190 1,114 0 105 2,811
Changes from: October 8, 2019 Total Change is: 3,525
0 2,576 0 0 -135 0 6,103 -100 1,364 -3,960 -140 0 18 -40
Percent of Open Interest Represented by Each Category of Trader
0.0 49.4 0.0 2.2 6.6 0.0 55.7 8.4 29.8 12.1 1.7 0.0 0.2 4.2
Number of Traders in Each Category Total Traders: 31
0 5 0 . 9 . . 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 34,966
Positions
1,024 16,388 0 1,110 713 0 20,365 3,433 12,449 0 0 0 18 1,983
Changes from: October 8, 2019 Total Change is: 10,665
39 8,042 0 0 30 0 7,880 -39 2,757 0 0 0 -11 -125
Percent of Open Interest Represented by Each Category of Trader
2.9 46.9 0.0 3.2 2.0 0.0 58.2 9.8 35.6 0.0 0.0 0.0 0.1 5.7
Number of Traders in Each Category Total Traders: 23
. . 0 . 6 0 5 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 50,822
Positions
12,282 90 16,981 0 180 0 6,454 19,230 11,329 3,530 2,710 246 0 56
Changes from: October 8, 2019 Total Change is: -95
-560 -88 384 0 0 0 0 -507 81 0 0 0 0 35
Percent of Open Interest Represented by Each Category of Trader
24.2 0.2 33.4 0.0 0.4 0.0 12.7 37.8 22.3 6.9 5.3 0.5 0.0 0.1
Number of Traders in Each Category Total Traders: 21
. . . 0 . 0 . 8 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 3,444
Positions
59 0 0 210 149 1 1,186 2,031 154 370 511 46 1,418 552
Changes from: October 8, 2019 Total Change is: 109
0 0 0 70 11 1 -25 -17 75 -25 -15 -10 23 64
Percent of Open Interest Represented by Each Category of Trader
1.7 0.0 0.0 6.1 4.3 0.0 34.4 59.0 4.5 10.7 14.8 1.3 41.2 16.0
Number of Traders in Each Category Total Traders: 44
. 0 0 . . . 10 15 . 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 54,839
Positions
1,058 42,029 0 25,706 2,309 653 19,190 5,355 2,056 2,120 775 118 3,939 1,545
Changes from: October 8, 2019 Total Change is: -3,196
210 30 0 -3,438 364 174 -1,008 -4,504 1,234 -388 -220 -22 42 -252
Percent of Open Interest Represented by Each Category of Trader
1.9 76.6 0.0 46.9 4.2 1.2 35.0 9.8 3.7 3.9 1.4 0.2 7.2 2.8
Number of Traders in Each Category Total Traders: 93
. . 0 14 6 4 35 15 8 13 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 445,199
Positions
91,005 21,580 27,976 127,612 113,854 23,407 51,205 130,367 81,164 9,251 4,762 11,236 22,343 30,853
Changes from: October 8, 2019 Total Change is: 44,122
2,161 -6,062 8,980 -9,075 23,475 -88 21,770 -5,703 14,472 1,317 2,512 3,553 1,032 2,983
Percent of Open Interest Represented by Each Category of Trader
20.4 4.8 6.3 28.7 25.6 5.3 11.5 29.3 18.2 2.1 1.1 2.5 5.0 6.9
Number of Traders in Each Category Total Traders: 206
16 12 19 21 31 23 38 62 58 9 9 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 19,699
Positions
3,958 703 931 5,727 11,670 796 7,419 5,389 100 547 70 0 221 40
Changes from: October 8, 2019 Total Change is: -275
6 40 -40 836 760 -806 -282 -279 0 -17 20 0 28 30
Percent of Open Interest Represented by Each Category of Trader
20.1 3.6 4.7 29.1 59.2 4.0 37.7 27.4 0.5 2.8 0.4 0.0 1.1 0.2
Number of Traders in Each Category Total Traders: 37
4 . . 8 5 . . 6 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 24, 2019