Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 204,380
Positions
6,804 106,798 2,792 66,551 10,327 7,379 52,914 41,412 9,363 15,344 2,659 860 42,373 22,790
Changes from: October 22, 2019 Total Change is: 19,749
-929 21,287 -123 10,993 -3,710 824 9,655 5,196 -1,949 -2,543 -588 204 3,618 -1,391
Percent of Open Interest Represented by Each Category of Trader
3.3 52.3 1.4 32.6 5.1 3.6 25.9 20.3 4.6 7.5 1.3 0.4 20.7 11.2
Number of Traders in Each Category Total Traders: 118
4 10 7 23 10 14 28 25 16 13 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 67,257
Positions
33,577 1,587 526 846 22,501 601 19,501 15,935 944 1,448 1,565 0 9,813 23,598
Changes from: October 22, 2019 Total Change is: 4,311
3,570 36 61 0 1,115 -340 1,157 977 68 0 33 0 -204 2,361
Percent of Open Interest Represented by Each Category of Trader
49.9 2.4 0.8 1.3 33.5 0.9 29.0 23.7 1.4 2.2 2.3 0.0 14.6 35.1
Number of Traders in Each Category Total Traders: 58
9 . . . 14 . 10 18 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 252,781
Positions
74,120 32,285 8,864 55,987 75,372 8,149 38,279 55,412 29,819 8,651 9,126 171 28,739 33,582
Changes from: October 22, 2019 Total Change is: -21,768
-25,006 120 -214 4,177 -5,153 315 2,321 -11,921 -2,795 -1,006 -1,071 -308 749 -740
Percent of Open Interest Represented by Each Category of Trader
29.3 12.8 3.5 22.1 29.8 3.2 15.1 21.9 11.8 3.4 3.6 0.1 11.4 13.3
Number of Traders in Each Category Total Traders: 130
6 8 8 18 27 13 23 37 21 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 190,143
Positions
56,224 32,043 7,343 25,301 43,547 11,142 37,697 37,659 20,600 2,092 2,955 525 29,219 34,329
Changes from: October 22, 2019 Total Change is: 6,212
4,205 -1,527 1,459 -409 510 632 -1,906 -618 1,836 37 327 -63 420 3,656
Percent of Open Interest Represented by Each Category of Trader
29.6 16.9 3.9 13.3 22.9 5.9 19.8 19.8 10.8 1.1 1.6 0.3 15.4 18.1
Number of Traders in Each Category Total Traders: 115
9 7 8 16 23 14 25 25 17 4 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 599,252
Positions
36,894 143,692 15,665 328,896 159,637 32,672 37,390 136,234 36,454 21,068 12,303 2,643 87,570 59,952
Changes from: October 22, 2019 Total Change is: 5,277
-1,353 8,596 -1,749 11,180 786 -1,192 2,705 59 -2,936 -1,507 145 508 -380 1,059
Percent of Open Interest Represented by Each Category of Trader
6.2 24.0 2.6 54.9 26.6 5.5 6.2 22.7 6.1 3.5 2.1 0.4 14.6 10.0
Number of Traders in Each Category Total Traders: 295
17 11 15 90 46 54 34 49 23 25 23 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 26,841
Positions
704 7,826 0 8,958 7,164 2,665 3,204 1,805 0 0 410 2 11,308 6,969
Changes from: October 22, 2019 Total Change is: -507
0 -535 0 -458 2 0 -396 -408 0 0 0 0 347 434
Percent of Open Interest Represented by Each Category of Trader
2.6 29.2 0.0 33.4 26.7 9.9 11.9 6.7 0.0 0.0 1.5 0.0 42.1 26.0
Number of Traders in Each Category Total Traders: 27
. . 0 12 6 9 4 . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 22,047
Positions
6,159 1,782 559 5,859 10,067 2,143 0 1,555 0 0 401 49 7,278 5,491
Changes from: October 22, 2019 Total Change is: -669
0 -17 17 -6 227 145 -528 -1,769 0 0 401 49 -346 278
Percent of Open Interest Represented by Each Category of Trader
27.9 8.1 2.5 26.6 45.7 9.7 0.0 7.1 0.0 0.0 1.8 0.2 33.0 24.9
Number of Traders in Each Category Total Traders: 21
. . . 5 8 8 0 . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 173,157
Positions
70,562 8,188 2,347 13,707 56,379 5,582 30,545 46,658 12,390 5,204 3,685 588 32,234 37,341
Changes from: October 22, 2019 Total Change is: -3,218
-5,313 2,247 -332 15 -1,815 148 -2,604 -3,737 -250 3,197 292 42 1,879 186
Percent of Open Interest Represented by Each Category of Trader
40.8 4.7 1.4 7.9 32.6 3.2 17.6 26.9 7.2 3.0 2.1 0.3 18.6 21.6
Number of Traders in Each Category Total Traders: 89
6 5 6 10 19 11 8 33 14 . 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 54,882
Positions
1,151 42,293 0 43,685 0 9 7,100 8,049 0 682 3,197 0 2,255 1,334
Changes from: October 22, 2019 Total Change is: -379
251 0 0 79 0 9 -754 -371 0 74 -142 0 -38 125
Percent of Open Interest Represented by Each Category of Trader
2.1 77.1 0.0 79.6 0.0 0.0 12.9 14.7 0.0 1.2 5.8 0.0 4.1 2.4
Number of Traders in Each Category Total Traders: 39
. 4 0 10 0 . 14 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 282,279
Positions
546 161,758 886 153,235 5,979 1,585 108,421 87,991 1,419 9,269 19,010 0 6,917 3,650
Changes from: October 22, 2019 Total Change is: 26,296
-628 16,665 3 17,519 -667 786 8,115 23,648 22 202 -13,921 -1 279 -238
Percent of Open Interest Represented by Each Category of Trader
0.2 57.3 0.3 54.3 2.1 0.6 38.4 31.2 0.5 3.3 6.7 0.0 2.5 1.3
Number of Traders in Each Category Total Traders: 178
. 12 . 31 8 . 63 30 12 13 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 66,116
Positions
34,603 208 11,353 3,267 44,866 0 9,514 4,555 1,806 2,550 1,164 175 2,848 1,989
Changes from: October 22, 2019 Total Change is: 5,750
-2,310 -194 11,100 499 -1,867 0 -4,143 -3,274 -40 429 -81 175 40 -69
Percent of Open Interest Represented by Each Category of Trader
52.3 0.3 17.2 4.9 67.9 0.0 14.4 6.9 2.7 3.9 1.8 0.3 4.3 3.0
Number of Traders in Each Category Total Traders: 47
. . . . 9 0 11 12 5 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 72,915
Positions
49,992 0 307 3,741 32,612 589 13,789 30,047 491 655 2,869 143 3,208 5,857
Changes from: October 22, 2019 Total Change is: -1,010
-689 0 165 0 458 -561 -551 -967 60 88 -51 53 425 -167
Percent of Open Interest Represented by Each Category of Trader
68.6 0.0 0.4 5.1 44.7 0.8 18.9 41.2 0.7 0.9 3.9 0.2 4.4 8.0
Number of Traders in Each Category Total Traders: 108
10 0 . 5 27 . 22 30 6 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 10,483
Positions
951 1,500 0 7,730 2,381 0 940 4,495 19 100 253 0 743 1,835
Changes from: October 22, 2019 Total Change is: 1,174
0 0 0 3,655 345 0 -2,454 934 -86 0 3 0 59 -22
Percent of Open Interest Represented by Each Category of Trader
9.1 14.3 0.0 73.7 22.7 0.0 9.0 42.9 0.2 1.0 2.4 0.0 7.1 17.5
Number of Traders in Each Category Total Traders: 21
. . 0 . 4 0 . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 57,631
Positions
14,024 38,397 1,068 18,065 398 1,051 12,740 4,866 1,832 732 2,103 0 8,119 7,917
Changes from: October 22, 2019 Total Change is: 4,110
501 2,181 -39 815 -203 23 2,041 587 457 26 577 0 288 528
Percent of Open Interest Represented by Each Category of Trader
24.3 66.6 1.9 31.3 0.7 1.8 22.1 8.4 3.2 1.3 3.6 0.0 14.1 13.7
Number of Traders in Each Category Total Traders: 103
11 21 8 19 . 6 27 12 7 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 115,261
Positions
28,048 76,794 2,136 36,130 796 2,101 25,480 9,731 3,664 1,464 4,205 0 16,237 15,833
Changes from: October 22, 2019 Total Change is: 8,220
1,002 4,363 -78 1,629 -405 45 4,081 1,174 913 51 1,153 0 577 1,056
Percent of Open Interest Represented by Each Category of Trader
24.3 66.6 1.9 31.3 0.7 1.8 22.1 8.4 3.2 1.3 3.6 0.0 14.1 13.7
Number of Traders in Each Category Total Traders: 103
11 21 8 19 . 6 27 12 7 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 40,409
Positions
2,716 32,471 0 34,359 960 231 244 4,270 0 0 448 398 2,461 1,631
Changes from: October 22, 2019 Total Change is: 128
1,910 115 0 -1,033 0 23 -367 -311 0 -936 0 253 278 48
Percent of Open Interest Represented by Each Category of Trader
6.7 80.4 0.0 85.0 2.4 0.6 0.6 10.6 0.0 0.0 1.1 1.0 6.1 4.0
Number of Traders in Each Category Total Traders: 27
. 7 0 12 . . . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 746,693
Positions
55,006 126,123 42,443 284,913 117,821 60,420 33,266 83,588 164,985 17,015 68,134 4,702 83,943 78,476
Changes from: October 22, 2019 Total Change is: 25,521
3,574 13,235 5,264 2,857 -6,957 2,023 2,789 6,131 4,691 -9 -752 -1,278 5,610 3,164
Percent of Open Interest Represented by Each Category of Trader
7.4 16.9 5.7 38.2 15.8 8.1 4.5 11.2 22.1 2.3 9.1 0.6 11.2 10.5
Number of Traders in Each Category Total Traders: 614
34 36 47 171 100 131 77 101 100 42 53 48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 52,103
Positions
2,955 8,524 1,373 2,017 1,092 3,049 597 4,697 17,024 38 7 289 24,762 16,049
Changes from: October 22, 2019 Total Change is: 6,424
-2 1,310 394 -1 -143 53 -785 643 3,018 29 -28 -146 3,864 1,322
Percent of Open Interest Represented by Each Category of Trader
5.7 16.4 2.6 3.9 2.1 5.9 1.1 9.0 32.7 0.1 0.0 0.6 47.5 30.8
Number of Traders in Each Category Total Traders: 39
. 6 5 . . . 9 11 18 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 3,472,952
Positions
271,342 599,082 194,264 1,416,957 586,126 284,381 177,545 408,656 725,606 84,885 340,632 22,066 295,906 312,137
Changes from: October 22, 2019 Total Change is: 95,487
18,336 60,081 23,898 14,189 -34,174 9,946 13,126 22,693 13,113 -190 -3,622 -5,659 8,728 9,211
Percent of Open Interest Represented by Each Category of Trader
7.8 17.2 5.6 40.8 16.9 8.2 5.1 11.8 20.9 2.4 9.8 0.6 8.5 9.0
Number of Traders in Each Category Total Traders: 602
35 35 47 172 98 130 75 98 94 38 51 45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 20,922
Positions
11,180 13,048 1 5,739 2,718 979 0 1,503 0 0 357 0 3,023 2,316
Changes from: October 22, 2019 Total Change is: 604
1,009 -326 0 0 436 0 0 1,192 0 0 0 0 -405 -698
Percent of Open Interest Represented by Each Category of Trader
53.4 62.4 0.0 27.4 13.0 4.7 0.0 7.2 0.0 0.0 1.7 0.0 14.4 11.1
Number of Traders in Each Category Total Traders: 22
4 9 . 4 . . 0 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 21,901
Positions
5,003 10,317 57 13,430 0 0 539 2,103 2 0 0 0 2,870 9,422
Changes from: October 22, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
22.8 47.1 0.3 61.3 0.0 0.0 2.5 9.6 0.0 0.0 0.0 0.0 13.1 43.0
Number of Traders in Each Category Total Traders: 20
. 6 . 6 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 10,309
Positions
3,574 8,483 0 5,160 783 0 468 229 0 0 0 0 1,107 814
Changes from: October 22, 2019 Total Change is: 514
76 242 0 465 0 0 217 -1 0 0 0 0 -244 273
Percent of Open Interest Represented by Each Category of Trader
34.7 82.3 0.0 50.1 7.6 0.0 4.5 2.2 0.0 0.0 0.0 0.0 10.7 7.9
Number of Traders in Each Category Total Traders: 21
. 9 0 5 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 10,146
Positions
4,394 6,134 0 3,869 1,339 0 0 2,136 0 0 0 0 1,883 537
Changes from: October 22, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
43.3 60.5 0.0 38.1 13.2 0.0 0.0 21.1 0.0 0.0 0.0 0.0 18.6 5.3
Number of Traders in Each Category Total Traders: 20
5 5 0 4 4 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 12,200
Positions
4,129 5,871 0 3,443 1,805 1,151 389 1,066 17 0 0 0 3,071 2,290
Changes from: October 22, 2019 Total Change is: -208
0 -1,198 0 -144 530 -582 0 48 -1 0 0 0 519 995
Percent of Open Interest Represented by Each Category of Trader
33.8 48.1 0.0 28.2 14.8 9.4 3.2 8.7 0.1 0.0 0.0 0.0 25.2 18.8
Number of Traders in Each Category Total Traders: 20
5 4 0 4 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 68,382
Positions
5,410 18,259 202 47,104 34,237 2,194 2,717 2,518 126 0 7,012 0 10,629 3,834
Changes from: October 22, 2019 Total Change is: 607
-412 3,317 13 408 -2,810 32 -325 402 12 0 0 0 879 -359
Percent of Open Interest Represented by Each Category of Trader
7.9 26.7 0.3 68.9 50.1 3.2 4.0 3.7 0.2 0.0 10.3 0.0 15.5 5.6
Number of Traders in Each Category Total Traders: 76
4 8 . 34 18 11 7 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 49,470
Positions
6,634 11,661 769 18,218 9,097 1,095 11,794 11,760 3,195 719 2,836 73 6,973 8,984
Changes from: October 22, 2019 Total Change is: 2,636
-684 1,605 136 786 235 71 2,111 37 53 63 -283 20 79 761
Percent of Open Interest Represented by Each Category of Trader
13.4 23.6 1.6 36.8 18.4 2.2 23.8 23.8 6.5 1.5 5.7 0.1 14.1 18.2
Number of Traders in Each Category Total Traders: 255
18 27 8 55 34 35 40 49 22 9 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 247,352
Positions
33,170 58,305 3,846 91,089 45,485 5,476 58,970 58,801 15,975 3,597 14,178 364 34,864 44,921
Changes from: October 22, 2019 Total Change is: 13,178
-3,422 8,026 680 3,930 1,177 354 10,556 187 265 317 -1,416 102 397 3,803
Percent of Open Interest Represented by Each Category of Trader
13.4 23.6 1.6 36.8 18.4 2.2 23.8 23.8 6.5 1.5 5.7 0.1 14.1 18.2
Number of Traders in Each Category Total Traders: 255
18 27 8 55 34 35 40 49 22 9 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 455,076
Positions
58,126 76,026 7,945 238,346 212,662 37,119 66,568 60,166 12,942 10,666 30,548 237 23,126 17,431
Changes from: October 22, 2019 Total Change is: 2,494
-3,534 6,694 345 -2,720 -6,362 206 4,757 -1,138 536 -210 2,793 82 3,033 -660
Percent of Open Interest Represented by Each Category of Trader
12.8 16.7 1.7 52.4 46.7 8.2 14.6 13.2 2.8 2.3 6.7 0.1 5.1 3.8
Number of Traders in Each Category Total Traders: 316
18 26 6 80 65 47 50 47 31 14 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 28,402
Positions
3,588 3,808 0 12,190 426 33 4,065 19,511 553 1,609 555 45 6,319 3,471
Changes from: October 22, 2019 Total Change is: 1,251
-202 0 0 590 0 14 -446 775 496 466 0 45 288 -79
Percent of Open Interest Represented by Each Category of Trader
12.6 13.4 0.0 42.9 1.5 0.1 14.3 68.7 1.9 5.7 2.0 0.2 22.2 12.2
Number of Traders in Each Category Total Traders: 33
. . 0 16 . . 4 . . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 62,163
Positions
4,915 24,663 374 11,785 14,794 603 28,234 12,916 1,288 604 2,689 4 14,356 4,832
Changes from: October 22, 2019 Total Change is: 4,449
672 3,749 -7 -24 710 -92 535 -1,029 529 3 444 4 2,829 141
Percent of Open Interest Represented by Each Category of Trader
7.9 39.7 0.6 19.0 23.8 1.0 45.4 20.8 2.1 1.0 4.3 0.0 23.1 7.8
Number of Traders in Each Category Total Traders: 79
6 17 . 15 9 6 13 15 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 356,959
Positions
37,561 194,909 2,088 264,590 92,367 26,001 15,532 24,215 202 1,123 11,190 0 9,862 5,987
Changes from: October 22, 2019 Total Change is: 937
-3,110 8,609 1,169 2,057 -15,148 -173 387 5,979 -15 108 -50 0 514 566
Percent of Open Interest Represented by Each Category of Trader
10.5 54.6 0.6 74.1 25.9 7.3 4.4 6.8 0.1 0.3 3.1 0.0 2.8 1.7
Number of Traders in Each Category Total Traders: 179
14 15 5 72 36 33 17 17 4 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 1,341,184
Positions
67,365 817,854 4,899 954,786 300,612 99,463 121,434 75,367 2,996 52,849 15,569 3,754 33,638 20,670
Changes from: October 22, 2019 Total Change is: 25,248
-3,827 32,610 934 31,641 -9,160 -6,215 9,527 2,440 -14 1,580 230 -770 -7,608 5,193
Percent of Open Interest Represented by Each Category of Trader
5.0 61.0 0.4 71.2 22.4 7.4 9.1 5.6 0.2 3.9 1.2 0.3 2.5 1.5
Number of Traders in Each Category Total Traders: 425
25 19 8 164 78 86 61 32 13 36 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 116,780
Positions
45,851 84,577 31,412 16,788 0 440 20,098 124 167 1,994 0 0 30 60
Changes from: October 22, 2019 Total Change is: 3,390
-1,448 1,000 2,365 1,842 0 0 451 25 0 200 0 0 -20 0
Percent of Open Interest Represented by Each Category of Trader
39.3 72.4 26.9 14.4 0.0 0.4 17.2 0.1 0.1 1.7 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 41
5 17 15 8 0 . 7 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 1,195,038
Positions
9,392 164,691 41,990 517,326 288,812 183,111 53,995 211,405 121,816 78,076 32,196 10,849 178,484 140,168
Changes from: October 22, 2019 Total Change is: -35,105
1,162 14,633 -18,526 20,464 15,169 -6,667 8,280 5,565 -32,803 -7,319 -10,735 3,649 -3,344 -5,389
Percent of Open Interest Represented by Each Category of Trader
0.8 13.8 3.5 43.3 24.2 15.3 4.5 17.7 10.2 6.5 2.7 0.9 14.9 11.7
Number of Traders in Each Category Total Traders: 187
5 20 14 61 25 52 26 33 40 12 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 1,148,258
Positions
49,051 140,358 2,528 643,445 55,482 183,318 43,761 652,842 16,702 40,549 7,307 0 168,903 89,720
Changes from: October 22, 2019 Total Change is: -7,454
3,268 -14,040 672 -6,552 -9,815 1,467 6,768 6,242 3,068 -875 -805 0 -15,270 5,757
Percent of Open Interest Represented by Each Category of Trader
4.3 12.2 0.2 56.0 4.8 16.0 3.8 56.9 1.5 3.5 0.6 0.0 14.7 7.8
Number of Traders in Each Category Total Traders: 132
7 11 4 65 12 48 10 21 17 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 3,993,644
Positions
84,782 232,059 45,505 1,767,212 804,091 308,670 927,943 2,082,922 252,794 397,635 142,853 11,361 197,741 113,388
Changes from: October 22, 2019 Total Change is: -30,066
-1,092 -17,138 26,866 -3,526 30,917 24,544 -48,660 -132,430 32,358 -55,292 -509 -1,201 -4,063 6,527
Percent of Open Interest Represented by Each Category of Trader
2.1 5.8 1.1 44.3 20.1 7.7 23.2 52.2 6.3 10.0 3.6 0.3 5.0 2.8
Number of Traders in Each Category Total Traders: 374
22 28 11 131 31 74 68 52 53 30 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 4,474,869
Positions
187,847 295,186 224,046 1,800,591 766,609 769,787 283,142 1,282,755 494,858 251,095 160,398 34,069 429,434 447,161
Changes from: October 22, 2019 Total Change is: -41,896
-4,662 23,423 -73,096 181,520 7,200 -73,911 23,603 117,526 -67,134 -7,961 14,602 -8,573 -11,682 18,067
Percent of Open Interest Represented by Each Category of Trader
4.2 6.6 5.0 40.2 17.1 17.2 6.3 28.7 11.1 5.6 3.6 0.8 9.6 10.0
Number of Traders in Each Category Total Traders: 401
23 37 42 104 66 104 59 62 75 34 16 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 836,246
Positions
85,375 60,855 1,721 278,959 293,341 148,879 149,228 136,018 16,980 46,845 20,686 0 108,259 157,766
Changes from: October 22, 2019 Total Change is: 3,414
843 -3,845 -1,886 952 8,062 5,651 11,007 709 -1,256 -7,830 1,329 0 -4,067 -5,350
Percent of Open Interest Represented by Each Category of Trader
10.2 7.3 0.2 33.4 35.1 17.8 17.8 16.3 2.0 5.6 2.5 0.0 12.9 18.9
Number of Traders in Each Category Total Traders: 109
5 7 . 27 38 39 16 11 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 4,818,506
Positions
94,624 432,321 184,171 1,981,858 813,057 932,554 652,174 1,629,212 301,797 334,160 202,408 12,414 324,754 310,573
Changes from: October 22, 2019 Total Change is: 39,382
14,405 37,240 15,501 74,282 -50,188 -18,787 36,382 43,745 -10,398 -30,846 8,195 -5,494 -35,663 19,568
Percent of Open Interest Represented by Each Category of Trader
2.0 9.0 3.8 41.1 16.9 19.4 13.5 33.8 6.3 6.9 4.2 0.3 6.7 6.4
Number of Traders in Each Category Total Traders: 331
14 30 22 93 49 79 44 61 62 25 15 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 2,284,235
Positions
358,529 379,356 650,044 4,869 181,775 24,522 560,703 398,850 573,569 58,658 15,750 12,699 40,642 47,671
Changes from: October 22, 2019 Total Change is: 5,411
38,879 -15,376 1,424 383 4,661 -1,084 -533 33,092 -24,788 -10,961 3,011 -2,710 4,801 7,181
Percent of Open Interest Represented by Each Category of Trader
15.7 16.6 28.5 0.2 8.0 1.1 24.5 17.5 25.1 2.6 0.7 0.6 1.8 2.1
Number of Traders in Each Category Total Traders: 171
22 39 50 4 9 8 46 34 60 10 6 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 is23,606,423
Positions
2,898,263 1,884,238 4,882,082 734,618 2,430,686 1,422,378 1,146,346 356,187 11,367,260 193,475 146,270 230,249 731,754 887,074
Changes from: October 22, 2019 Total Change is: -325,709
54,372 24,188 81,619 35,430 -19,250 12,678 19,928 33,313 -444,922 -41,083 7,965 -29,752 -13,979 8,451
Percent of Open Interest Represented by Each Category of Trader
12.3 8.0 20.7 3.1 10.3 6.0 4.9 1.5 48.2 0.8 0.6 1.0 3.1 3.8
Number of Traders in Each Category Total Traders: 294
37 38 69 22 18 29 69 58 103 28 18 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 162,484
Positions
17,384 79,406 22,454 13,317 3,600 9,680 71,674 19,810 25,639 394 927 332 1,610 636
Changes from: October 22, 2019 Total Change is: 1,961
1,402 916 0 -586 1,000 357 724 -225 178 100 14 -217 3 -62
Percent of Open Interest Represented by Each Category of Trader
10.7 48.9 13.8 8.2 2.2 6.0 44.1 12.2 15.8 0.2 0.6 0.2 1.0 0.4
Number of Traders in Each Category Total Traders: 52
. 14 4 . . . 8 20 16 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 338,329
Positions
48,644 59,841 36,515 6,205 16,826 26,651 185,220 162,141 25,780 8,303 7,721 683 328 2,171
Changes from: October 22, 2019 Total Change is: 43,939
19,149 10,854 1,536 3,164 1,748 8,800 791 13,663 6,978 3,419 363 129 -27 -132
Percent of Open Interest Represented by Each Category of Trader
14.4 17.7 10.8 1.8 5.0 7.9 54.7 47.9 7.6 2.5 2.3 0.2 0.1 0.6
Number of Traders in Each Category Total Traders: 86
7 17 13 . 6 . 16 29 27 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 75,274
Positions
26 36,145 0 1,478 3,828 46 36,450 5,721 26,411 10,800 1,121 0 63 2,002
Changes from: October 22, 2019 Total Change is: 2,257
26 786 0 0 -62 0 -553 -256 1,869 945 0 0 -30 -80
Percent of Open Interest Represented by Each Category of Trader
0.0 48.0 0.0 2.0 5.1 0.1 48.4 7.6 35.1 14.3 1.5 0.0 0.1 2.7
Number of Traders in Each Category Total Traders: 33
. 5 0 . 9 . . 6 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 44,196
Positions
1,005 21,600 0 1,110 415 12 25,395 3,623 16,652 0 0 0 22 1,894
Changes from: October 22, 2019 Total Change is: 3,877
2 1,640 0 0 -23 0 1,655 184 2,223 0 0 0 -3 -147
Percent of Open Interest Represented by Each Category of Trader
2.3 48.9 0.0 2.5 0.9 0.0 57.5 8.2 37.7 0.0 0.0 0.0 0.0 4.3
Number of Traders in Each Category Total Traders: 22
. . 0 . 5 . 5 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 50,928
Positions
12,119 0 17,032 0 160 0 6,479 19,262 11,452 3,600 2,710 246 0 66
Changes from: October 22, 2019 Total Change is: -147
0 0 0 0 0 0 -5 94 -212 70 0 0 0 -29
Percent of Open Interest Represented by Each Category of Trader
23.8 0.0 33.4 0.0 0.3 0.0 12.7 37.8 22.5 7.1 5.3 0.5 0.0 0.1
Number of Traders in Each Category Total Traders: 21
. 0 . 0 . 0 . 8 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 3,155
Positions
33 0 0 260 86 0 956 2,016 103 569 445 49 1,185 456
Changes from: October 22, 2019 Total Change is: 62
-26 0 0 97 55 0 6 302 -45 248 -73 -19 -199 -158
Percent of Open Interest Represented by Each Category of Trader
1.0 0.0 0.0 8.2 2.7 0.0 30.3 63.9 3.3 18.0 14.1 1.6 37.6 14.5
Number of Traders in Each Category Total Traders: 46
. 0 0 4 . 0 10 15 . 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 49,719
Positions
1,083 37,375 0 14,474 2,930 488 26,149 4,257 2,098 1,568 825 154 3,704 1,592
Changes from: October 22, 2019 Total Change is: -4,162
-65 -2,037 0 -2,159 158 10 -1,363 -2,478 -339 -275 369 125 -97 31
Percent of Open Interest Represented by Each Category of Trader
2.2 75.2 0.0 29.1 5.9 1.0 52.6 8.6 4.2 3.2 1.7 0.3 7.5 3.2
Number of Traders in Each Category Total Traders: 87
. . 0 13 7 . 34 9 8 10 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 453,332
Positions
107,829 18,564 18,110 138,853 134,849 21,758 53,838 141,618 72,484 10,553 4,247 8,014 21,893 33,688
Changes from: October 22, 2019 Total Change is: 16,016
5,499 2,428 2,632 1,336 8,454 -1,680 5,502 -1,793 1,983 80 1,958 -320 984 2,354
Percent of Open Interest Represented by Each Category of Trader
23.8 4.1 4.0 30.6 29.7 4.8 11.9 31.2 16.0 2.3 0.9 1.8 4.8 7.4
Number of Traders in Each Category Total Traders: 199
18 7 15 19 36 21 39 57 47 9 8 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 18,572
Positions
3,946 665 827 6,344 5,678 912 5,626 10,308 100 571 50 0 246 32
Changes from: October 22, 2019 Total Change is: -2,056
149 -38 -104 -115 -6,906 115 -2,135 4,897 0 8 -20 0 26 0
Percent of Open Interest Represented by Each Category of Trader
21.2 3.6 4.5 34.2 30.6 4.9 30.3 55.5 0.5 3.1 0.3 0.0 1.3 0.2
Number of Traders in Each Category Total Traders: 37
4 . . 7 6 . . 7 . 9 . 0
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Updated November 01, 2019