Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 149,079
Positions
6,478 48,380 823 43,536 24,599 5,477 41,189 39,508 3,131 14,047 2,527 18 34,380 24,616
Changes from: October 8, 2019 Total Change is: 12,974
96 15,936 40 4,913 -1,839 94 4,264 4,290 280 -82 -1 -1 3,370 -5,825
Percent of Open Interest Represented by Each Category of Trader
4.3 32.5 0.6 29.2 16.5 3.7 27.6 26.5 2.1 9.4 1.7 0.0 23.1 16.5
Number of Traders in Each Category Total Traders: 103
5 6 4 17 13 8 22 26 10 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 64,763
Positions
32,972 1,693 0 1,242 23,025 958 19,097 13,943 340 1,448 1,532 0 8,706 23,272
Changes from: October 8, 2019 Total Change is: -74
2,428 -15 0 80 1,107 -106 -1,436 -851 -464 -410 40 0 -166 215
Percent of Open Interest Represented by Each Category of Trader
50.9 2.6 0.0 1.9 35.6 1.5 29.5 21.5 0.5 2.2 2.4 0.0 13.4 35.9
Number of Traders in Each Category Total Traders: 59
8 . 0 . 15 . 11 16 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 243,309
Positions
129,273 25,830 768 44,551 102,267 5,506 29,860 57,537 6,035 3,486 10,112 0 23,830 35,254
Changes from: October 8, 2019 Total Change is: -3,587
-7,120 11,214 -575 1,262 -16,755 279 -2,849 7,279 1,847 1,315 931 0 2,254 -7,807
Percent of Open Interest Represented by Each Category of Trader
53.1 10.6 0.3 18.3 42.0 2.3 12.3 23.6 2.5 1.4 4.2 0.0 9.8 14.5
Number of Traders in Each Category Total Traders: 121
9 6 5 12 32 9 23 31 15 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 157,707
Positions
43,559 33,760 475 27,999 38,056 9,515 44,319 41,871 2,863 1,749 808 0 27,228 30,359
Changes from: October 8, 2019 Total Change is: 7,688
20,900 -5,185 -1,560 -2,791 2,423 157 -4,513 6,706 -603 -2,143 0 0 -1,759 5,750
Percent of Open Interest Represented by Each Category of Trader
27.6 21.4 0.3 17.8 24.1 6.0 28.1 26.5 1.8 1.1 0.5 0.0 17.3 19.3
Number of Traders in Each Category Total Traders: 103
10 6 . 18 19 13 22 24 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 517,182
Positions
43,522 103,975 1,591 299,254 168,198 29,627 33,138 134,965 5,198 17,527 12,682 5,288 82,037 55,658
Changes from: October 8, 2019 Total Change is: 2,544
2,279 13,573 -1,849 4,781 -4,508 939 -5,853 -7,016 1,064 -4,967 -252 3,600 2,550 -3,007
Percent of Open Interest Represented by Each Category of Trader
8.4 20.1 0.3 57.9 32.5 5.7 6.4 26.1 1.0 3.4 2.5 1.0 15.9 10.8
Number of Traders in Each Category Total Traders: 278
20 9 10 84 45 46 35 46 20 23 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 26,992
Positions
557 8,408 0 9,884 6,911 2,816 1,511 2,746 0 0 410 2 12,222 5,699
Changes from: October 8, 2019 Total Change is: 1,337
557 -6 0 258 1,720 -74 572 -299 0 0 0 0 24 -4
Percent of Open Interest Represented by Each Category of Trader
2.1 31.1 0.0 36.6 25.6 10.4 5.6 10.2 0.0 0.0 1.5 0.0 45.3 21.1
Number of Traders in Each Category Total Traders: 30
. . 0 14 6 9 . 4 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 21,703
Positions
6,169 1,805 536 5,894 10,199 1,993 0 1,839 0 0 0 0 7,111 5,331
Changes from: October 8, 2019 Total Change is: -1,131
55 -30 8 -57 -1,200 -18 -1,124 949 0 0 0 0 5 -840
Percent of Open Interest Represented by Each Category of Trader
28.4 8.3 2.5 27.2 47.0 9.2 0.0 8.5 0.0 0.0 0.0 0.0 32.8 24.6
Number of Traders in Each Category Total Traders: 21
. . . 5 8 7 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 163,884
Positions
77,631 3,439 249 13,872 67,929 3,574 38,828 48,952 844 0 2,778 0 28,886 36,119
Changes from: October 8, 2019 Total Change is: -4,955
-2,332 235 -31 -354 3,668 -382 -417 -5,737 -326 -400 -2 0 -713 -2,380
Percent of Open Interest Represented by Each Category of Trader
47.4 2.1 0.2 8.5 41.4 2.2 23.7 29.9 0.5 0.0 1.7 0.0 17.6 22.0
Number of Traders in Each Category Total Traders: 90
7 . 6 13 21 10 16 28 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 55,386
Positions
900 42,293 0 44,267 0 0 7,909 8,450 0 440 3,389 0 1,870 1,254
Changes from: October 8, 2019 Total Change is: -8,561
900 -1,809 0 -11,777 0 0 2,407 -6,591 0 -322 -45 0 231 -116
Percent of Open Interest Represented by Each Category of Trader
1.6 76.4 0.0 79.9 0.0 0.0 14.3 15.3 0.0 0.8 6.1 0.0 3.4 2.3
Number of Traders in Each Category Total Traders: 38
. 4 0 10 0 0 15 . 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 233,100
Positions
902 146,736 801 130,602 7,696 908 83,930 48,614 1,340 8,273 23,888 0 6,344 3,117
Changes from: October 8, 2019 Total Change is: 14,834
685 1,798 1 6,046 -1,309 238 5,449 6,959 747 936 6,713 0 732 -313
Percent of Open Interest Represented by Each Category of Trader
0.4 62.9 0.3 56.0 3.3 0.4 36.0 20.9 0.6 3.5 10.2 0.0 2.7 1.3
Number of Traders in Each Category Total Traders: 165
5 11 . 25 11 4 57 32 6 9 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 54,844
Positions
36,863 262 0 2,722 41,179 0 10,849 9,250 1,088 778 970 0 2,544 2,095
Changes from: October 8, 2019 Total Change is: -3,711
50 -145 0 -70 -3,575 0 -3,772 -188 32 -83 18 0 132 147
Percent of Open Interest Represented by Each Category of Trader
67.2 0.5 0.0 5.0 75.1 0.0 19.8 16.9 2.0 1.4 1.8 0.0 4.6 3.8
Number of Traders in Each Category Total Traders: 43
. . 0 . 7 0 8 17 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 74,796
Positions
49,556 0 232 3,819 34,039 508 16,398 30,877 541 674 2,734 6 3,062 5,859
Changes from: October 8, 2019 Total Change is: 1,003
1,313 -33 -21 239 2,043 -694 331 -152 55 -554 -121 0 334 -74
Percent of Open Interest Represented by Each Category of Trader
66.3 0.0 0.3 5.1 45.5 0.7 21.9 41.3 0.7 0.9 3.7 0.0 4.1 7.8
Number of Traders in Each Category Total Traders: 110
10 0 . 5 29 . 22 32 4 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 10,388
Positions
972 1,500 0 6,080 3,003 0 2,650 3,764 56 0 100 0 630 1,965
Changes from: October 8, 2019 Total Change is: -483
-21 0 0 -1,099 72 0 665 -482 -26 0 0 0 -2 -47
Percent of Open Interest Represented by Each Category of Trader
9.4 14.4 0.0 58.5 28.9 0.0 25.5 36.2 0.5 0.0 1.0 0.0 6.1 18.9
Number of Traders in Each Category Total Traders: 22
. . 0 . 4 0 6 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 52,347
Positions
13,450 35,424 827 17,533 1,145 911 10,103 3,875 917 707 1,265 0 7,901 7,985
Changes from: October 8, 2019 Total Change is: 3,269
-52 1,055 132 828 -201 561 1,817 1,387 -131 0 120 0 114 347
Percent of Open Interest Represented by Each Category of Trader
25.7 67.7 1.6 33.5 2.2 1.7 19.3 7.4 1.8 1.3 2.4 0.0 15.1 15.3
Number of Traders in Each Category Total Traders: 97
10 23 5 17 4 6 24 11 4 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 104,694
Positions
26,900 70,847 1,654 35,065 2,290 1,822 20,206 7,750 1,833 1,413 2,529 0 15,801 15,969
Changes from: October 8, 2019 Total Change is: 6,538
-103 2,109 264 1,656 -402 1,122 3,633 2,773 -261 0 240 0 227 693
Percent of Open Interest Represented by Each Category of Trader
25.7 67.7 1.6 33.5 2.2 1.7 19.3 7.4 1.8 1.3 2.4 0.0 15.1 15.3
Number of Traders in Each Category Total Traders: 97
10 23 5 17 4 6 24 11 4 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 41,395
Positions
0 33,657 0 36,578 960 182 560 4,219 0 1,500 448 0 2,575 1,929
Changes from: October 8, 2019 Total Change is: -1,352
0 -1,178 0 -1,781 0 23 0 36 0 0 0 0 406 -233
Percent of Open Interest Represented by Each Category of Trader
0.0 81.3 0.0 88.4 2.3 0.4 1.4 10.2 0.0 3.6 1.1 0.0 6.2 4.7
Number of Traders in Each Category Total Traders: 26
0 8 0 13 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 526,647
Positions
50,289 116,925 14,728 279,379 127,005 53,242 29,818 74,171 12,766 18,362 66,231 1,438 66,627 60,142
Changes from: October 8, 2019 Total Change is: 8,756
2,180 -1,346 4,902 5,449 -4,826 -2,545 -977 12,651 974 -1,470 -1,358 290 -47 15
Percent of Open Interest Represented by Each Category of Trader
9.5 22.2 2.8 53.0 24.1 10.1 5.7 14.1 2.4 3.5 12.6 0.3 12.7 11.4
Number of Traders in Each Category Total Traders: 565
36 30 26 168 93 114 69 89 53 34 46 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 21,082
Positions
5,326 5,259 0 2,018 1,051 0 755 5,525 400 0 0 0 12,583 8,847
Changes from: October 8, 2019 Total Change is: 1,423
-3 984 0 0 0 0 688 637 -292 0 0 0 1,030 94
Percent of Open Interest Represented by Each Category of Trader
25.3 24.9 0.0 9.6 5.0 0.0 3.6 26.2 1.9 0.0 0.0 0.0 59.7 42.0
Number of Traders in Each Category Total Traders: 23
4 4 0 . . 0 . 9 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,527,826
Positions
242,272 575,789 56,181 1,389,226 632,189 263,787 165,985 363,899 41,160 91,809 331,156 7,188 270,218 256,477
Changes from: October 8, 2019 Total Change is: 36,666
13,499 -9,068 21,926 27,376 -24,001 -12,854 -2,083 66,312 89 -7,349 -6,790 1,448 -5,386 -396
Percent of Open Interest Represented by Each Category of Trader
9.6 22.8 2.2 55.0 25.0 10.4 6.6 14.4 1.6 3.6 13.1 0.3 10.7 10.1
Number of Traders in Each Category Total Traders: 563
35 30 24 169 92 114 70 87 51 34 46 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 11,474
Positions
4,066 6,297 0 3,357 2,105 851 389 858 16 0 0 0 2,795 1,347
Changes from: October 8, 2019 Total Change is: 297
479 -767 0 286 22 -22 -343 597 16 0 0 0 -119 451
Percent of Open Interest Represented by Each Category of Trader
35.4 54.9 0.0 29.3 18.3 7.4 3.4 7.5 0.1 0.0 0.0 0.0 24.4 11.7
Number of Traders in Each Category Total Traders: 21
5 5 0 4 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 63,741
Positions
6,643 10,832 239 41,345 36,682 3,105 2,608 1,692 118 0 7,035 0 9,683 4,038
Changes from: October 8, 2019 Total Change is: -1,767
-452 515 48 -883 -2,348 -54 50 45 114 0 0 0 -590 -87
Percent of Open Interest Represented by Each Category of Trader
10.4 17.0 0.4 64.9 57.5 4.9 4.1 2.7 0.2 0.0 11.0 0.0 15.2 6.3
Number of Traders in Each Category Total Traders: 73
6 5 . 34 16 11 6 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 42,866
Positions
6,998 8,620 415 16,794 9,280 1,075 10,459 11,226 577 575 3,179 15 5,959 8,479
Changes from: October 8, 2019 Total Change is: 2,304
-714 645 33 1,504 -314 26 1,747 927 24 -56 170 0 -260 793
Percent of Open Interest Represented by Each Category of Trader
16.3 20.1 1.0 39.2 21.6 2.5 24.4 26.2 1.3 1.3 7.4 0.0 13.9 19.8
Number of Traders in Each Category Total Traders: 246
22 24 . 52 38 30 34 47 18 8 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 214,331
Positions
34,989 43,102 2,073 83,968 46,401 5,374 52,295 56,128 2,886 2,877 15,896 76 29,793 42,395
Changes from: October 8, 2019 Total Change is: 11,519
-3,568 3,224 163 7,519 -1,572 132 8,734 4,636 120 -280 852 0 -1,301 3,964
Percent of Open Interest Represented by Each Category of Trader
16.3 20.1 1.0 39.2 21.6 2.5 24.4 26.2 1.3 1.3 7.4 0.0 13.9 19.8
Number of Traders in Each Category Total Traders: 246
22 24 . 52 38 30 34 47 18 8 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 444,796
Positions
66,080 63,228 7,943 231,089 218,826 39,047 58,626 62,717 6,204 14,744 27,812 23 21,040 18,996
Changes from: October 8, 2019 Total Change is: 5,539
-6,241 7,622 -893 8,525 -3,941 1,003 1,087 -913 1,855 776 2,237 6 -579 -1,437
Percent of Open Interest Represented by Each Category of Trader
14.9 14.2 1.8 52.0 49.2 8.8 13.2 14.1 1.4 3.3 6.3 0.0 4.7 4.3
Number of Traders in Each Category Total Traders: 298
22 22 4 76 58 43 43 49 23 13 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 26,929
Positions
3,825 3,808 0 11,913 430 19 4,634 18,665 55 1,143 555 0 5,340 3,397
Changes from: October 8, 2019 Total Change is: 3,706
324 0 0 1,521 0 -8 2,267 3,066 10 357 0 0 -765 638
Percent of Open Interest Represented by Each Category of Trader
14.2 14.1 0.0 44.2 1.6 0.1 17.2 69.3 0.2 4.2 2.1 0.0 19.8 12.6
Number of Traders in Each Category Total Traders: 35
4 . 0 16 . . 7 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 54,510
Positions
3,697 18,711 332 11,421 13,586 671 24,066 13,304 696 601 300 0 13,026 6,910
Changes from: October 8, 2019 Total Change is: 6,236
656 5,332 64 -98 -1,322 214 3,831 -626 629 -588 0 0 1,528 1,945
Percent of Open Interest Represented by Each Category of Trader
6.8 34.3 0.6 21.0 24.9 1.2 44.1 24.4 1.3 1.1 0.6 0.0 23.9 12.7
Number of Traders in Each Category Total Traders: 72
6 13 . 14 9 6 7 21 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 348,633
Positions
43,463 178,357 833 248,492 107,436 29,215 14,565 17,233 643 2,948 9,440 0 8,474 5,476
Changes from: October 8, 2019 Total Change is: -1,743
-3,554 -2,262 68 726 -6,144 -120 1,210 6,799 -199 432 900 0 -306 -785
Percent of Open Interest Represented by Each Category of Trader
12.5 51.2 0.2 71.3 30.8 8.4 4.2 4.9 0.2 0.8 2.7 0.0 2.4 1.6
Number of Traders in Each Category Total Traders: 174
15 13 5 68 36 30 18 14 6 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,272,411
Positions
74,141 736,940 3,932 906,345 308,653 118,413 84,461 64,700 2,417 45,857 16,096 4,492 32,353 16,768
Changes from: October 8, 2019 Total Change is: 25,137
605 26,521 -1,318 28,009 -23,926 705 -2,725 25,507 -144 3,204 1,908 -289 -2,910 -3,827
Percent of Open Interest Represented by Each Category of Trader
5.8 57.9 0.3 71.2 24.3 9.3 6.6 5.1 0.2 3.6 1.3 0.4 2.5 1.3
Number of Traders in Each Category Total Traders: 415
24 20 9 164 75 83 53 33 13 34 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 114,426
Positions
49,749 82,477 30,223 11,946 0 980 19,537 500 166 1,794 0 0 31 80
Changes from: October 8, 2019 Total Change is: -1,273
3,584 4,865 -5,908 500 0 0 550 -250 0 0 0 0 1 20
Percent of Open Interest Represented by Each Category of Trader
43.5 72.1 26.4 10.4 0.0 0.9 17.1 0.4 0.1 1.6 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 39
4 18 13 8 0 . 5 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 974,337
Positions
8,547 150,678 747 464,481 251,020 170,445 58,242 213,707 11,736 91,893 45,892 0 168,246 130,112
Changes from: October 8, 2019 Total Change is: 6,240
-2,239 29,581 190 -7,987 -11,667 871 14,384 -12,248 607 4,013 -3,121 0 -3,599 2,027
Percent of Open Interest Represented by Each Category of Trader
0.9 15.5 0.1 47.7 25.8 17.5 6.0 21.9 1.2 9.4 4.7 0.0 17.3 13.4
Number of Traders in Each Category Total Traders: 183
5 19 . 59 25 50 23 33 13 14 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,149,704
Positions
46,359 146,698 1,854 648,763 63,377 178,704 34,134 645,407 15,303 41,011 8,562 0 183,576 89,799
Changes from: October 8, 2019 Total Change is: 12,481
4,952 -4,931 63 4,085 7,431 -2,326 -1,616 5,006 1,689 -395 -1,100 0 6,029 6,649
Percent of Open Interest Represented by Each Category of Trader
4.0 12.8 0.2 56.4 5.5 15.5 3.0 56.1 1.3 3.6 0.7 0.0 16.0 7.8
Number of Traders in Each Category Total Traders: 132
6 11 . 65 11 49 10 23 10 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 3,894,832
Positions
70,150 248,539 16,375 1,693,433 742,986 282,049 1,012,466 2,199,813 146,443 463,336 143,685 11,940 198,640 103,002
Changes from: October 8, 2019 Total Change is: 96,714
-3,665 -39,006 -664 81,162 27,405 20,927 -17,785 3,746 74,562 -50,883 -142 228 -7,168 9,658
Percent of Open Interest Represented by Each Category of Trader
1.8 6.4 0.4 43.5 19.1 7.2 26.0 56.5 3.8 11.9 3.7 0.3 5.1 2.6
Number of Traders in Each Category Total Traders: 367
22 27 7 129 32 78 64 49 32 32 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,610,864
Positions
208,365 314,974 61,176 1,522,749 672,372 712,343 278,570 1,172,680 125,522 255,401 164,762 7,225 439,513 379,810
Changes from: October 8, 2019 Total Change is: -29,988
-6,436 36,293 -10,977 -19,913 -15,272 -62,413 6,739 52,489 8,468 61,478 -26,138 530 -7,464 -12,968
Percent of Open Interest Represented by Each Category of Trader
5.8 8.7 1.7 42.2 18.6 19.7 7.7 32.5 3.5 7.1 4.6 0.2 12.2 10.5
Number of Traders in Each Category Total Traders: 388
29 29 11 97 66 95 54 71 42 27 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 827,185
Positions
88,165 64,335 1,587 279,874 273,035 139,894 127,275 149,662 19,946 55,490 17,219 0 114,954 161,507
Changes from: October 8, 2019 Total Change is: 180
1,181 -6,370 -1,038 -5,513 9,570 -611 2,753 2,476 376 4,501 250 0 -1,469 -4,473
Percent of Open Interest Represented by Each Category of Trader
10.7 7.8 0.2 33.8 33.0 16.9 15.4 18.1 2.4 6.7 2.1 0.0 13.9 19.5
Number of Traders in Each Category Total Traders: 106
5 8 . 27 36 42 13 11 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,338,519
Positions
81,702 452,980 17,518 1,915,777 773,103 897,021 624,933 1,626,944 84,590 371,878 205,825 421 344,679 280,117
Changes from: October 8, 2019 Total Change is: 56,117
1,229 9,003 2,147 2,590 23,375 1,879 60,526 26,625 34,490 -60,536 -16,432 127 13,665 -25,097
Percent of Open Interest Represented by Each Category of Trader
1.9 10.4 0.4 44.2 17.8 20.7 14.4 37.5 1.9 8.6 4.7 0.0 7.9 6.5
Number of Traders in Each Category Total Traders: 330
16 34 8 93 48 84 33 67 38 22 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 2,180,547
Positions
290,895 351,350 637,866 4,486 173,555 30,404 515,727 340,651 574,174 70,248 11,350 15,163 41,584 46,034
Changes from: October 8, 2019 Total Change is: 201,856
-3,213 21,564 30,650 -2,774 -3,310 6,181 73,724 52,566 93,297 4,466 -775 -398 -77 2,081
Percent of Open Interest Represented by Each Category of Trader
13.3 16.1 29.3 0.2 8.0 1.4 23.7 15.6 26.3 3.2 0.5 0.7 1.9 2.1
Number of Traders in Each Category Total Traders: 167
19 39 47 4 8 7 35 45 57 10 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,927,249
Positions
2,298,943 2,056,043 2,376,846 657,915 2,435,753 386,142 2,289,034 599,028 2,882,466 126,919 128,484 226,228 682,756 836,259
Changes from: October 8, 2019 Total Change is: -287,439
-107,758 -129,465 -150,456 5,943 -47,541 -15,214 -76,480 -36,340 11,627 -8,845 -1,047 92,318 -38,574 -11,321
Percent of Open Interest Represented by Each Category of Trader
19.3 17.2 19.9 5.5 20.4 3.2 19.2 5.0 24.2 1.1 1.1 1.9 5.7 7.0
Number of Traders in Each Category Total Traders: 249
36 36 64 18 16 20 61 42 82 15 15 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 162,124
Positions
15,982 76,485 22,729 13,984 2,600 9,313 71,476 22,430 26,280 296 1,145 554 1,510 588
Changes from: October 8, 2019 Total Change is: 5,857
205 6,170 -205 8,222 0 954 -400 2,177 -2,956 0 -327 -24 61 68
Percent of Open Interest Represented by Each Category of Trader
9.9 47.2 14.0 8.6 1.6 5.7 44.1 13.8 16.2 0.2 0.7 0.3 0.9 0.4
Number of Traders in Each Category Total Traders: 50
. 13 5 . . . 8 21 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 275,111
Positions
32,408 41,160 30,208 1,980 11,927 15,553 170,321 150,754 16,691 4,137 7,336 411 3,402 1,071
Changes from: October 8, 2019 Total Change is: 18,020
-3,635 5,261 4,754 669 -916 5,185 2,441 -2,664 5,894 -244 100 -12 2,968 418
Percent of Open Interest Represented by Each Category of Trader
11.8 15.0 11.0 0.7 4.3 5.7 61.9 54.8 6.1 1.5 2.7 0.1 1.2 0.4
Number of Traders in Each Category Total Traders: 81
4 18 14 . 6 . 14 27 29 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 67,420
Positions
0 33,274 0 1,478 4,432 18 37,530 5,672 20,099 8,190 1,114 0 105 2,811
Changes from: October 8, 2019 Total Change is: 3,525
0 2,576 0 0 -135 0 6,103 -100 1,364 -3,960 -140 0 18 -40
Percent of Open Interest Represented by Each Category of Trader
0.0 49.4 0.0 2.2 6.6 0.0 55.7 8.4 29.8 12.1 1.7 0.0 0.2 4.2
Number of Traders in Each Category Total Traders: 31
0 5 0 . 9 . . 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 34,966
Positions
1,024 16,388 0 1,110 713 0 20,365 3,433 12,449 0 0 0 18 1,983
Changes from: October 8, 2019 Total Change is: 10,665
39 8,042 0 0 30 0 7,880 -39 2,757 0 0 0 -11 -125
Percent of Open Interest Represented by Each Category of Trader
2.9 46.9 0.0 3.2 2.0 0.0 58.2 9.8 35.6 0.0 0.0 0.0 0.1 5.7
Number of Traders in Each Category Total Traders: 23
. . 0 . 6 0 5 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 50,822
Positions
12,282 90 16,981 0 180 0 6,454 19,230 11,329 3,530 2,710 246 0 56
Changes from: October 8, 2019 Total Change is: -95
-560 -88 384 0 0 0 0 -507 81 0 0 0 0 35
Percent of Open Interest Represented by Each Category of Trader
24.2 0.2 33.4 0.0 0.4 0.0 12.7 37.8 22.3 6.9 5.3 0.5 0.0 0.1
Number of Traders in Each Category Total Traders: 21
. . . 0 . 0 . 8 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 3,444
Positions
59 0 0 210 149 1 1,186 2,031 154 370 511 46 1,418 552
Changes from: October 8, 2019 Total Change is: 109
0 0 0 70 11 1 -25 -17 75 -25 -15 -10 23 64
Percent of Open Interest Represented by Each Category of Trader
1.7 0.0 0.0 6.1 4.3 0.0 34.4 59.0 4.5 10.7 14.8 1.3 41.2 16.0
Number of Traders in Each Category Total Traders: 44
. 0 0 . . . 10 15 . 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 54,820
Positions
1,058 42,029 0 25,706 2,309 653 19,190 5,361 2,049 2,119 773 111 3,934 1,535
Changes from: October 8, 2019 Total Change is: -3,196
210 30 0 -3,438 364 174 -1,008 -4,507 1,237 -388 -222 -20 37 -252
Percent of Open Interest Represented by Each Category of Trader
1.9 76.7 0.0 46.9 4.2 1.2 35.0 9.8 3.7 3.9 1.4 0.2 7.2 2.8
Number of Traders in Each Category Total Traders: 91
. . 0 14 6 4 35 15 8 11 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 445,199
Positions
91,005 21,580 27,976 127,612 113,854 23,407 51,205 130,367 81,164 9,251 4,762 11,236 22,343 30,853
Changes from: October 8, 2019 Total Change is: 44,122
2,161 -6,062 8,980 -9,075 23,475 -88 21,770 -5,703 14,472 1,317 2,512 3,553 1,032 2,983
Percent of Open Interest Represented by Each Category of Trader
20.4 4.8 6.3 28.7 25.6 5.3 11.5 29.3 18.2 2.1 1.1 2.5 5.0 6.9
Number of Traders in Each Category Total Traders: 206
16 12 19 21 31 23 38 62 58 9 9 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 19,699
Positions
3,958 703 931 5,727 11,670 796 7,419 5,389 100 547 70 0 221 40
Changes from: October 8, 2019 Total Change is: -275
6 40 -40 836 760 -806 -282 -279 0 -17 20 0 28 30
Percent of Open Interest Represented by Each Category of Trader
20.1 3.6 4.7 29.1 59.2 4.0 37.7 27.4 0.5 2.8 0.4 0.0 1.1 0.2
Number of Traders in Each Category Total Traders: 37
4 . . 8 5 . . 6 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 18, 2019