Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 136,105 Positions 6,382 32,444 783 38,623 26,438 5,383 36,925 35,218 2,851 14,129 2,528 19 31,010 30,441 Changes from: October 1, 2019 Total Change is: 5,168 1,251 -9,489 71 -1,022 7,784 685 4,451 -449 1,010 183 457 -1 -1,460 5,100 Percent of Open Interest Represented by Each Category of Trader 4.7 23.8 0.6 28.4 19.4 4.0 27.1 25.9 2.1 10.4 1.9 0.0 22.8 22.4 Number of Traders in Each Category Total Traders: 102 6 6 4 15 14 7 22 25 12 11 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 64,837 Positions 30,544 1,708 0 1,162 21,918 1,064 20,533 14,794 804 1,858 1,492 0 8,872 23,057 Changes from: October 1, 2019 Total Change is: -647 520 325 0 64 -2,441 -7 -2,857 1,005 124 15 -68 0 1,494 415 Percent of Open Interest Represented by Each Category of Trader 47.1 2.6 0.0 1.8 33.8 1.6 31.7 22.8 1.2 2.9 2.3 0.0 13.7 35.6 Number of Traders in Each Category Total Traders: 57 7 . 0 . 14 . 12 15 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 246,896 Positions 136,393 14,616 1,343 43,289 119,022 5,227 32,709 50,258 4,188 2,171 9,181 0 21,576 43,061 Changes from: October 1, 2019 Total Change is: 8,504 5,278 7,343 629 970 -1,116 85 2,544 870 -1,287 1,646 -340 0 -1,361 2,320 Percent of Open Interest Represented by Each Category of Trader 55.2 5.9 0.5 17.5 48.2 2.1 13.2 20.4 1.7 0.9 3.7 0.0 8.7 17.4 Number of Traders in Each Category Total Traders: 123 9 6 4 9 34 8 21 37 10 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 150,019 Positions 22,659 38,945 2,035 30,790 35,633 9,358 48,832 35,165 3,466 3,892 808 0 28,987 24,609 Changes from: October 1, 2019 Total Change is: -1,841 5,092 1,795 -9 135 -10,851 -20 -3,054 6,826 213 -2,065 0 0 -2,133 205 Percent of Open Interest Represented by Each Category of Trader 15.1 26.0 1.4 20.5 23.8 6.2 32.6 23.4 2.3 2.6 0.5 0.0 19.3 16.4 Number of Traders in Each Category Total Traders: 101 8 7 . 19 19 15 26 17 7 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 514,638 Positions 41,243 90,402 3,440 294,473 172,706 28,688 38,991 141,981 4,134 22,494 12,934 1,688 79,487 58,665 Changes from: October 1, 2019 Total Change is: 2,704 5,100 2,068 1,624 7,145 -9,466 -3,515 -5,930 7,575 -397 -272 1,384 1,481 -2,532 1,950 Percent of Open Interest Represented by Each Category of Trader 8.0 17.6 0.7 57.2 33.6 5.6 7.6 27.6 0.8 4.4 2.5 0.3 15.4 11.4 Number of Traders in Each Category Total Traders: 278 19 10 12 82 46 46 35 44 19 26 16 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #299741 Open Interest is 25,655 Positions 0 8,414 0 9,626 5,191 2,890 939 3,045 0 0 410 2 12,198 5,703 Changes from: October 1, 2019 Total Change is: -212 0 -295 0 -36 150 105 0 -295 0 0 0 0 -281 123 Percent of Open Interest Represented by Each Category of Trader 0.0 32.8 0.0 37.5 20.2 11.3 3.7 11.9 0.0 0.0 1.6 0.0 47.5 22.2 Number of Traders in Each Category Total Traders: 25 0 . 0 13 4 8 . 4 0 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #399741 Open Interest is 22,834 Positions 6,114 1,835 528 5,951 11,399 2,011 1,124 890 0 0 0 0 7,106 6,171 Changes from: October 1, 2019 Total Change is: -199 61 115 -2 -196 -102 -284 334 -100 0 0 0 0 -112 174 Percent of Open Interest Represented by Each Category of Trader 26.8 8.0 2.3 26.1 49.9 8.8 4.9 3.9 0.0 0.0 0.0 0.0 31.1 27.0 Number of Traders in Each Category Total Traders: 21 . . . 5 9 8 . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 168,839 Positions 79,963 3,204 280 14,226 64,261 3,956 39,245 54,689 1,170 400 2,780 0 29,599 38,499 Changes from: October 1, 2019 Total Change is: -3,101 -325 304 88 2,417 -2,367 216 -5,154 -440 -643 200 78 0 100 -337 Percent of Open Interest Represented by Each Category of Trader 47.4 1.9 0.2 8.4 38.1 2.3 23.2 32.4 0.7 0.2 1.6 0.0 17.5 22.8 Number of Traders in Each Category Total Traders: 91 7 . 6 13 21 10 15 29 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 63,947 Positions 0 44,102 0 56,044 0 0 5,502 15,041 0 762 3,434 0 1,639 1,370 Changes from: October 1, 2019 Total Change is: -4,657 0 -543 0 -4,831 0 0 -142 -4,181 0 322 -4 0 -6 71 Percent of Open Interest Represented by Each Category of Trader 0.0 69.0 0.0 87.6 0.0 0.0 8.6 23.5 0.0 1.2 5.4 0.0 2.6 2.1 Number of Traders in Each Category Total Traders: 39 0 5 0 10 0 0 12 6 0 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 218,266 Positions 217 144,938 800 124,556 9,005 670 78,481 41,655 593 7,337 17,175 0 5,612 3,430 Changes from: October 1, 2019 Total Change is: 2,652 94 7,353 0 -2,517 573 -268 5,543 -4,461 -137 -199 -487 -4 140 83 Percent of Open Interest Represented by Each Category of Trader 0.1 66.4 0.4 57.1 4.1 0.3 36.0 19.1 0.3 3.4 7.9 0.0 2.6 1.6 Number of Traders in Each Category Total Traders: 157 . 11 . 26 13 . 50 34 8 7 14 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 58,555 Positions 36,813 407 0 2,792 44,754 0 14,621 9,438 1,056 861 952 0 2,412 1,948 Changes from: October 1, 2019 Total Change is: -13,042 12,827 -544 -12,895 98 1,043 0 -13,333 -646 495 25 -195 0 -259 -300 Percent of Open Interest Represented by Each Category of Trader 62.9 0.7 0.0 4.8 76.4 0.0 25.0 16.1 1.8 1.5 1.6 0.0 4.1 3.3 Number of Traders in Each Category Total Traders: 47 . . 0 . 9 0 9 17 4 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 73,793 Positions 48,243 33 253 3,580 31,996 1,202 16,067 31,029 486 1,228 2,855 6 2,728 5,933 Changes from: October 1, 2019 Total Change is: -1,370 293 26 -80 58 -1,818 715 -2,208 -457 38 255 126 0 -441 80 Percent of Open Interest Represented by Each Category of Trader 65.4 0.0 0.3 4.9 43.4 1.6 21.8 42.0 0.7 1.7 3.9 0.0 3.7 8.0 Number of Traders in Each Category Total Traders: 109 9 . . 5 29 4 23 28 4 6 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000) CFTC Code #122741 Open Interest is 10,871 Positions 993 1,500 0 7,179 2,931 0 1,985 4,246 82 0 100 0 632 2,012 Changes from: October 1, 2019 Total Change is: -2,519 0 0 0 -3,974 519 0 1,440 -3,104 82 -120 -130 0 53 114 Percent of Open Interest Represented by Each Category of Trader 9.1 13.8 0.0 66.0 27.0 0.0 18.3 39.1 0.8 0.0 0.9 0.0 5.8 18.5 Number of Traders in Each Category Total Traders: 25 . . 0 . 5 0 6 8 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 49,078 Positions 13,502 34,369 695 16,705 1,346 350 8,287 2,489 1,047 707 1,145 0 7,787 7,638 Changes from: October 1, 2019 Total Change is: -2,665 1,798 -90 81 -1,092 -1,990 18 -3,179 372 101 -595 -204 0 204 -952 Percent of Open Interest Represented by Each Category of Trader 27.5 70.0 1.4 34.0 2.7 0.7 16.9 5.1 2.1 1.4 2.3 0.0 15.9 15.6 Number of Traders in Each Category Total Traders: 90 10 20 5 16 5 4 23 9 8 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 98,156 Positions 27,003 68,738 1,390 33,409 2,692 700 16,573 4,977 2,094 1,413 2,289 0 15,574 15,276 Changes from: October 1, 2019 Total Change is: -5,330 3,595 -180 161 -2,184 -3,979 35 -6,357 743 202 -1,190 -408 0 408 -1,904 Percent of Open Interest Represented by Each Category of Trader 27.5 70.0 1.4 34.0 2.7 0.7 16.9 5.1 2.1 1.4 2.3 0.0 15.9 15.6 Number of Traders in Each Category Total Traders: 90 10 20 5 16 5 4 23 9 8 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX) CFTC Code #124606 Open Interest is 42,747 Positions 0 34,835 0 38,359 960 159 560 4,183 0 1,500 448 0 2,169 2,162 Changes from: October 1, 2019 Total Change is: 260 0 1,013 0 -130 0 0 25 -962 0 0 0 0 365 209 Percent of Open Interest Represented by Each Category of Trader 0.0 81.5 0.0 89.7 2.2 0.4 1.3 9.8 0.0 3.5 1.0 0.0 5.1 5.1 Number of Traders in Each Category Total Traders: 27 0 9 0 13 . . . . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 517,891 Positions 48,109 118,271 9,826 273,930 131,831 55,786 30,796 61,520 11,791 19,832 67,589 1,148 66,674 60,128 Changes from: October 1, 2019 Total Change is: 2,751 5,447 -1,344 2,443 -11,381 786 1,704 4,282 -1,851 434 1,799 -1,198 47 -2,023 1,731 Percent of Open Interest Represented by Each Category of Trader 9.3 22.8 1.9 52.9 25.5 10.8 5.9 11.9 2.3 3.8 13.1 0.2 12.9 11.6 Number of Traders in Each Category Total Traders: 556 34 34 24 161 101 112 59 91 53 36 39 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 19,659 Positions 5,329 4,275 0 2,018 1,051 0 67 4,888 692 0 0 0 11,553 8,753 Changes from: October 1, 2019 Total Change is: -22 3,100 -4,407 0 0 0 0 -342 706 492 0 0 0 -3,272 3,187 Percent of Open Interest Represented by Each Category of Trader 27.1 21.7 0.0 10.3 5.3 0.0 0.3 24.9 3.5 0.0 0.0 0.0 58.8 44.5 Number of Traders in Each Category Total Traders: 23 4 4 0 . . 0 . 11 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 2,491,160 Positions 228,773 584,857 34,255 1,361,850 656,190 276,641 168,068 297,587 41,071 99,158 337,946 5,740 275,604 256,873 Changes from: October 1, 2019 Total Change is: 13,866 23,333 26,917 613 -57,146 3,686 8,761 21,920 -13,985 910 8,996 -5,992 234 6,245 -7,278 Percent of Open Interest Represented by Each Category of Trader 9.2 23.5 1.4 54.7 26.3 11.1 6.7 11.9 1.6 4.0 13.6 0.2 11.1 10.3 Number of Traders in Each Category Total Traders: 554 34 33 22 162 100 112 59 90 52 36 39 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price) CFTC Code #13874C Open Interest is 15,806 Positions 6,452 8,782 0 5,722 2,524 979 247 803 0 0 357 0 2,406 2,361 Changes from: October 1, 2019 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 40.8 55.6 0.0 36.2 16.0 6.2 1.6 5.1 0.0 0.0 2.3 0.0 15.2 14.9 Number of Traders in Each Category Total Traders: 22 . 7 0 4 . . . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price) CFTC Code #13874J Open Interest is 11,177 Positions 3,587 7,064 0 3,071 2,083 873 732 261 0 0 0 0 2,914 896 Changes from: October 1, 2019 Total Change is: -1,102 -1,875 -247 0 15 -513 60 343 -206 -21 0 0 0 376 -175 Percent of Open Interest Represented by Each Category of Trader 32.1 63.2 0.0 27.5 18.6 7.8 6.5 2.3 0.0 0.0 0.0 0.0 26.1 8.0 Number of Traders in Each Category Total Traders: 21 5 7 0 . . . . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 65,508 Positions 7,095 10,317 191 42,228 39,030 3,159 2,558 1,647 4 0 7,035 0 10,273 4,125 Changes from: October 1, 2019 Total Change is: 2,167 570 352 2 2,048 1,405 66 -367 -255 -114 0 0 0 -38 711 Percent of Open Interest Represented by Each Category of Trader 10.8 15.7 0.3 64.5 59.6 4.8 3.9 2.5 0.0 0.0 10.7 0.0 15.7 6.3 Number of Traders in Each Category Total Traders: 74 6 4 . 35 17 11 7 4 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 40,562 Positions 7,711 7,976 382 15,290 9,595 1,048 8,712 10,298 553 631 3,009 15 6,219 7,686 Changes from: October 1, 2019 Total Change is: -741 1,037 -1,174 71 -1,724 565 -26 48 -163 -210 -66 283 1 128 -86 Percent of Open Interest Represented by Each Category of Trader 19.0 19.7 0.9 37.7 23.7 2.6 21.5 25.4 1.4 1.6 7.4 0.0 15.3 18.9 Number of Traders in Each Category Total Traders: 244 20 22 . 54 39 30 29 53 16 9 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 202,812 Positions 38,557 39,878 1,910 76,449 47,973 5,242 43,561 51,492 2,766 3,157 15,044 76 31,094 38,431 Changes from: October 1, 2019 Total Change is: -3,705 5,187 -5,871 357 -8,618 2,823 -132 238 -817 -1,052 -328 1,413 3 640 -429 Percent of Open Interest Represented by Each Category of Trader 19.0 19.7 0.9 37.7 23.7 2.6 21.5 25.4 1.4 1.6 7.4 0.0 15.3 18.9 Number of Traders in Each Category Total Traders: 244 20 22 . 54 39 30 29 53 16 9 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50) CFTC Code #239742 Open Interest is 439,257 Positions 72,321 55,606 8,836 222,564 222,767 38,044 57,539 63,630 4,349 13,968 25,575 17 21,619 20,433 Changes from: October 1, 2019 Total Change is: -1,911 6,993 -10,161 -658 -4,020 6,194 -662 -6,920 -770 513 2,767 -350 0 76 3,983 Percent of Open Interest Represented by Each Category of Trader 16.5 12.7 2.0 50.7 50.7 8.7 13.1 14.5 1.0 3.2 5.8 0.0 4.9 4.7 Number of Traders in Each Category Total Traders: 303 22 22 5 73 64 42 44 53 25 12 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 23,223 Positions 3,501 3,808 0 10,392 430 27 2,367 15,599 45 786 555 0 6,105 2,759 Changes from: October 1, 2019 Total Change is: -989 816 0 0 -1,323 0 6 -1,966 232 -16 -62 -252 0 1,556 -959 Percent of Open Interest Represented by Each Category of Trader 15.1 16.4 0.0 44.7 1.9 0.1 10.2 67.2 0.2 3.4 2.4 0.0 26.3 11.9 Number of Traders in Each Category Total Traders: 30 4 . 0 13 . . 4 4 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 48,274 Positions 3,041 13,379 268 11,519 14,908 457 20,235 13,930 67 1,189 300 0 11,498 4,965 Changes from: October 1, 2019 Total Change is: -3,123 932 -1,305 108 -527 -306 -46 -2,470 -1,292 -46 321 -233 0 -1,395 -3 Percent of Open Interest Represented by Each Category of Trader 6.3 27.7 0.6 23.9 30.9 0.9 41.9 28.9 0.1 2.5 0.6 0.0 23.8 10.3 Number of Traders in Each Category Total Traders: 73 7 12 . 13 10 5 10 18 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 350,376 Positions 47,017 180,619 765 247,766 113,580 29,335 13,355 10,434 842 2,516 8,540 0 8,780 6,261 Changes from: October 1, 2019 Total Change is: -42 2,154 97 94 -157 3,820 -2,957 527 -1,544 344 119 -22 0 -166 126 Percent of Open Interest Represented by Each Category of Trader 13.4 51.6 0.2 70.7 32.4 8.4 3.8 3.0 0.2 0.7 2.4 0.0 2.5 1.8 Number of Traders in Each Category Total Traders: 176 14 13 4 71 36 33 18 15 7 5 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50) CFTC Code #244042 Open Interest is 1,247,274 Positions 73,536 710,419 5,250 878,336 332,579 117,708 87,186 39,193 2,561 42,653 14,188 4,781 35,263 20,595 Changes from: October 1, 2019 Total Change is: 18,138 4,528 16,742 1,745 3,678 5,226 3,877 4,084 -4,744 -165 -933 -1,718 94 1,230 -2,919 Percent of Open Interest Represented by Each Category of Trader 5.9 57.0 0.4 70.4 26.7 9.4 7.0 3.1 0.2 3.4 1.1 0.4 2.8 1.7 Number of Traders in Each Category Total Traders: 402 22 20 8 156 79 84 51 33 13 29 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250) CFTC Code #43874A Open Interest is 115,699 Positions 46,165 77,612 36,131 11,446 0 980 18,987 750 166 1,794 0 0 30 60 Changes from: October 1, 2019 Total Change is: -1,503 1,757 2,836 -4,389 -29 0 0 1,110 250 -200 244 0 0 4 0 Percent of Open Interest Represented by Each Category of Trader 39.9 67.1 31.2 9.9 0.0 0.8 16.4 0.6 0.1 1.6 0.0 0.0 0.0 0.1 Number of Traders in Each Category Total Traders: 39 4 18 12 8 0 . 5 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 968,097 Positions 10,786 121,097 557 472,468 262,687 169,574 43,858 225,955 11,129 87,880 49,013 0 171,845 128,085 Changes from: October 1, 2019 Total Change is: -425 2,845 -2,913 -723 -96 481 -129 -3,511 22,158 -2,944 2,266 -6,551 -16 1,883 -9,788 Percent of Open Interest Represented by Each Category of Trader 1.1 12.5 0.1 48.8 27.1 17.5 4.5 23.3 1.1 9.1 5.1 0.0 17.8 13.2 Number of Traders in Each Category Total Traders: 183 7 17 . 59 26 52 19 38 15 11 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 1,137,223 Positions 41,407 151,629 1,791 644,678 55,946 181,030 35,750 640,401 13,614 41,406 9,662 0 177,547 83,150 Changes from: October 1, 2019 Total Change is: 3,064 4,142 2,242 0 -12,649 10,020 3,494 3,996 128 2,143 -1,165 -4,980 0 3,103 -9,983 Percent of Open Interest Represented by Each Category of Trader 3.6 13.3 0.2 56.7 4.9 15.9 3.1 56.3 1.2 3.6 0.8 0.0 15.6 7.3 Number of Traders in Each Category Total Traders: 139 6 13 . 68 12 50 12 22 12 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 3,798,118 Positions 73,815 287,545 17,039 1,612,271 715,581 261,122 1,030,251 2,196,067 71,881 514,219 143,827 11,712 205,808 93,344 Changes from: October 1, 2019 Total Change is: 88,137 4,409 6,273 3,469 2,945 -25,301 29,951 19,009 56,548 17,927 12,669 -9,424 -175 -2,067 8,869 Percent of Open Interest Represented by Each Category of Trader 1.9 7.6 0.4 42.4 18.8 6.9 27.1 57.8 1.9 13.5 3.8 0.3 5.4 2.5 Number of Traders in Each Category Total Traders: 371 23 31 6 124 30 77 68 51 33 33 11 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 3,640,852 Positions 214,801 278,681 72,153 1,542,662 687,644 774,756 271,831 1,120,191 117,054 193,923 190,900 6,695 446,977 392,778 Changes from: October 1, 2019 Total Change is: 40,357 24,092 -16,302 34,113 73,730 25,001 -37,486 -92,339 18,287 47,048 -8,917 -48,110 -1,781 1,897 19,587 Percent of Open Interest Represented by Each Category of Trader 5.9 7.7 2.0 42.4 18.9 21.3 7.5 30.8 3.2 5.3 5.2 0.2 12.3 10.8 Number of Traders in Each Category Total Traders: 383 27 29 9 101 61 96 56 68 45 25 16 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043607 Open Interest is 827,005 Positions 86,984 70,705 2,625 285,387 263,465 140,505 124,522 147,186 19,570 50,989 16,969 0 116,423 165,980 Changes from: October 1, 2019 Total Change is: 9,922 -3,558 3,067 899 14,823 -7,929 2,549 -6,019 12,186 -1,861 18 -4,410 0 3,071 5,421 Percent of Open Interest Represented by Each Category of Trader 10.5 8.5 0.3 34.5 31.9 17.0 15.1 17.8 2.4 6.2 2.1 0.0 14.1 20.1 Number of Traders in Each Category Total Traders: 109 5 8 . 27 36 42 15 13 8 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 4,282,402 Positions 80,473 443,977 15,371 1,913,187 749,728 895,142 564,407 1,600,319 50,100 432,414 222,257 294 331,014 305,214 Changes from: October 1, 2019 Total Change is: 109,398 2,049 30,335 -1,884 26,659 47,815 21,623 73,233 29,894 -11,474 -19,293 -6,264 -190 18,675 -457 Percent of Open Interest Represented by Each Category of Trader 1.9 10.4 0.4 44.7 17.5 20.9 13.2 37.4 1.2 10.1 5.2 0.0 7.7 7.1 Number of Traders in Each Category Total Traders: 336 18 32 9 96 48 82 39 65 26 19 19 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 1,978,691 Positions 294,108 329,786 607,216 7,260 176,865 24,223 442,003 288,085 480,877 65,782 12,125 15,561 41,661 43,953 Changes from: October 1, 2019 Total Change is: 9,083 12,175 2,906 3,291 -9,658 8,345 -303 -21,851 -25,409 20,735 -1,490 -2,081 3,066 3,118 -1,467 Percent of Open Interest Represented by Each Category of Trader 14.9 16.7 30.7 0.4 8.9 1.2 22.3 14.6 24.3 3.3 0.6 0.8 2.1 2.2 Number of Traders in Each Category Total Traders: 156 19 39 44 5 6 5 39 35 48 7 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is12,214,688 Positions 2,406,701 2,185,508 2,527,302 651,972 2,483,294 401,356 2,365,514 635,368 2,870,839 135,764 129,531 133,910 721,330 847,580 Changes from: October 1, 2019 Total Change is: 210,400 -17,990 188,504 40,668 62,024 -159,058 -13,111 71,095 84,187 25,940 2,115 4,071 8,417 31,242 30,782 Percent of Open Interest Represented by Each Category of Trader 19.7 17.9 20.7 5.3 20.3 3.3 19.4 5.2 23.5 1.1 1.1 1.1 5.9 6.9 Number of Traders in Each Category Total Traders: 250 37 38 68 17 17 19 55 48 82 14 15 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index) CFTC Code #134741 Open Interest is 156,267 Positions 15,777 70,315 22,934 5,762 2,600 8,359 71,876 20,253 29,236 296 1,472 578 1,449 520 Changes from: October 1, 2019 Total Change is: 6,752 266 1,618 1,570 1,182 -60 0 -174 -859 3,990 0 332 92 -174 69 Percent of Open Interest Represented by Each Category of Trader 10.1 45.0 14.7 3.7 1.7 5.3 46.0 13.0 18.7 0.2 0.9 0.4 0.9 0.3 Number of Traders in Each Category Total Traders: 49 . 13 5 . . . 8 21 18 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index) CFTC Code #134742 Open Interest is 257,091 Positions 36,043 35,899 25,454 1,311 12,843 10,368 167,880 153,418 10,797 4,381 7,236 423 434 653 Changes from: October 1, 2019 Total Change is: 16,472 -95 4,310 1,880 1,311 -1,888 6,164 11,420 5,565 -2,618 -1,146 2,716 51 -495 292 Percent of Open Interest Represented by Each Category of Trader 14.0 14.0 9.9 0.5 5.0 4.0 65.3 59.7 4.2 1.7 2.8 0.2 0.2 0.3 Number of Traders in Each Category Total Traders: 79 5 17 14 . 5 . 12 32 26 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 63,895 Positions 0 30,698 0 1,478 4,567 18 31,427 5,772 18,735 12,150 1,254 0 87 2,851 Changes from: October 1, 2019 Total Change is: 1,459 0 -44 0 0 -29 0 722 157 1,136 -428 55 0 29 184 Percent of Open Interest Represented by Each Category of Trader 0.0 48.0 0.0 2.3 7.1 0.0 49.2 9.0 29.3 19.0 2.0 0.0 0.1 4.5 Number of Traders in Each Category Total Traders: 31 0 5 0 . 10 . 4 4 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 24,301 Positions 985 8,346 0 1,110 683 0 12,485 3,472 9,692 0 0 0 29 2,108 Changes from: October 1, 2019 Total Change is: 5,571 2 582 0 0 0 0 798 121 4,778 0 0 0 -7 90 Percent of Open Interest Represented by Each Category of Trader 4.1 34.3 0.0 4.6 2.8 0.0 51.4 14.3 39.9 0.0 0.0 0.0 0.1 8.7 Number of Traders in Each Category Total Traders: 21 . . 0 . 5 0 4 6 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal CFTC Code #344601 Open Interest is 50,917 Positions 12,842 178 16,597 0 180 0 6,454 19,737 11,248 3,530 2,710 246 0 21 Changes from: October 1, 2019 Total Change is: -503 0 50 0 0 0 0 -500 -554 0 0 0 0 -3 1 Percent of Open Interest Represented by Each Category of Trader 25.2 0.3 32.6 0.0 0.4 0.0 12.7 38.8 22.1 6.9 5.3 0.5 0.0 0.0 Number of Traders in Each Category Total Traders: 22 . . . 0 . 0 . 8 . . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins) CFTC Code #133741 Open Interest is 3,335 Positions 59 0 0 140 138 0 1,211 2,048 79 395 526 56 1,395 488 Changes from: October 1, 2019 Total Change is: -13 0 0 0 70 107 -30 -87 -15 37 21 -46 -9 -15 -57 Percent of Open Interest Represented by Each Category of Trader 1.8 0.0 0.0 4.2 4.1 0.0 36.3 61.4 2.4 11.8 15.8 1.7 41.8 14.6 Number of Traders in Each Category Total Traders: 45 . 0 0 . . 0 8 18 . 10 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 58,016 Positions 848 41,999 0 29,144 1,945 479 20,198 9,868 812 2,507 995 131 3,897 1,787 Changes from: October 1, 2019 Total Change is: -1,029 160 -3 0 -394 117 6 -492 -638 -235 -69 -27 2 -7 -251 Percent of Open Interest Represented by Each Category of Trader 1.5 72.4 0.0 50.2 3.4 0.8 34.8 17.0 1.4 4.3 1.7 0.2 6.7 3.1 Number of Traders in Each Category Total Traders: 99 . . 0 15 5 . 37 13 6 18 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 401,077 Positions 88,844 27,642 18,996 136,687 90,379 23,495 29,435 136,070 66,692 7,934 2,250 7,683 21,311 27,870 Changes from: October 1, 2019 Total Change is: -28,174 -13,542 7,363 2,858 -10,005 -16,961 -1,214 -3,143 -13,321 -1,576 -1,871 -999 -903 1,222 -3,421 Percent of Open Interest Represented by Each Category of Trader 22.2 6.9 4.7 34.1 22.5 5.9 7.3 33.9 16.6 2.0 0.6 1.9 5.3 6.9 Number of Traders in Each Category Total Traders: 200 14 17 16 25 34 24 29 59 51 7 5 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 8, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 19,974 Positions 3,952 663 971 4,891 10,910 1,602 7,701 5,668 100 564 50 0 193 10 Changes from: October 1, 2019 Total Change is: 927 445 -40 -210 0 1,059 1 677 140 0 76 -20 0 -62 -3 Percent of Open Interest Represented by Each Category of Trader 19.8 3.3 4.9 24.5 54.6 8.0 38.6 28.4 0.5 2.8 0.3 0.0 1.0 0.0 Number of Traders in Each Category Total Traders: 39 4 . . 8 5 . . 8 . 9 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 11, 2019