Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 115,727
Positions
9,405 9,237 220 43,389 25,017 2,433 18,866 42,768 4,794 7,011 4,650 455 29,154 26,153
Changes from: September 18, 2018 Total Change is: -34,811
-41,204 2,443 -2,680 1,958 -7,701 9 6,576 4,197 -133 -457 -1,692 -13 1,133 -29,241
Percent of Open Interest Represented by Each Category of Trader
8.1 8.0 0.2 37.5 21.6 2.1 16.3 37.0 4.1 6.1 4.0 0.4 25.2 22.6
Number of Traders in Each Category Total Traders: 100
6 6 . 14 15 4 18 29 12 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 53,927
Positions
24,287 3,288 0 1,169 7,121 270 13,327 24,341 529 2,710 1,303 0 11,635 17,075
Changes from: September 18, 2018 Total Change is: -324
-1,519 1,714 0 0 -1,685 0 1,155 -446 60 -587 -288 -1 568 322
Percent of Open Interest Represented by Each Category of Trader
45.0 6.1 0.0 2.2 13.2 0.5 24.7 45.1 1.0 5.0 2.4 0.0 21.6 31.7
Number of Traders in Each Category Total Traders: 51
. 5 0 . 10 . 9 19 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 225,082
Positions
105,883 15,803 1,245 48,852 92,977 2,308 40,042 54,358 5,928 1,437 11,727 3 19,384 40,733
Changes from: September 18, 2018 Total Change is: -4,555
-11,751 8,336 537 2,829 -9,553 342 1,816 -1,135 1,154 -218 -1,892 0 736 -2,344
Percent of Open Interest Represented by Each Category of Trader
47.0 7.0 0.6 21.7 41.3 1.0 17.8 24.2 2.6 0.6 5.2 0.0 8.6 18.1
Number of Traders in Each Category Total Traders: 125
6 8 5 13 25 8 25 39 16 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 215,376
Positions
103,682 946 245 34,111 55,174 3,941 45,774 90,403 3,639 2,396 11,002 90 21,498 49,936
Changes from: September 18, 2018 Total Change is: 15,155
18,403 -1,900 -737 -2,862 8,187 -703 643 7,842 -656 157 3,193 0 910 -71
Percent of Open Interest Represented by Each Category of Trader
48.1 0.4 0.1 15.8 25.6 1.8 21.3 42.0 1.7 1.1 5.1 0.0 10.0 23.2
Number of Traders in Each Category Total Traders: 124
11 . . 15 28 6 21 39 16 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 477,881
Positions
20,055 125,379 2,425 276,673 126,826 27,306 32,021 118,715 11,026 20,149 11,012 885 87,341 54,307
Changes from: September 18, 2018 Total Change is: 12,751
-1,976 20,302 -773 8,670 -1,992 -2,032 -1,677 8,354 3,267 1,042 -8,893 -1 6,231 -5,481
Percent of Open Interest Represented by Each Category of Trader
4.2 26.2 0.5 57.9 26.5 5.7 6.7 24.8 2.3 4.2 2.3 0.2 18.3 11.4
Number of Traders in Each Category Total Traders: 281
14 15 10 88 37 46 29 57 23 25 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 36,712
Positions
0 22,638 0 17,082 8,067 1,931 1,864 0 0 0 778 5 15,830 3,293
Changes from: September 18, 2018 Total Change is: 1,033
0 1,007 0 1,245 678 -469 -416 0 0 0 0 0 673 -183
Percent of Open Interest Represented by Each Category of Trader
0.0 61.7 0.0 46.5 22.0 5.3 5.1 0.0 0.0 0.0 2.1 0.0 43.1 9.0
Number of Traders in Each Category Total Traders: 25
0 . 0 14 5 7 . 0 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 158,761
Positions
100,407 3,558 19 7,043 56,315 1,666 25,023 48,824 3,874 1,358 3,684 13 19,358 40,808
Changes from: September 18, 2018 Total Change is: -4,099
1,480 0 5 34 -854 0 -6,793 -355 415 -109 153 3 866 -3,466
Percent of Open Interest Represented by Each Category of Trader
63.2 2.2 0.0 4.4 35.5 1.0 15.8 30.8 2.4 0.9 2.3 0.0 12.2 25.7
Number of Traders in Each Category Total Traders: 95
10 . . . 20 5 19 30 15 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 24,833
Positions
0 14,947 0 12,980 6,214 0 9,852 1,612 1 339 374 0 1,661 1,685
Changes from: September 18, 2018 Total Change is: -635
0 -130 0 771 -47 0 -1,594 -474 1 0 82 0 187 -67
Percent of Open Interest Represented by Each Category of Trader
0.0 60.2 0.0 52.3 25.0 0.0 39.7 6.5 0.0 1.4 1.5 0.0 6.7 6.8
Number of Traders in Each Category Total Traders: 31
0 . 0 5 4 0 10 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 204,650
Positions
7,403 137,224 400 117,694 1,535 0 65,581 34,696 212 5,988 27,449 1 7,371 3,133
Changes from: September 18, 2018 Total Change is: 4,458
50 10,930 0 3,481 341 0 1,491 -12,036 -590 281 6,040 1 -256 -228
Percent of Open Interest Represented by Each Category of Trader
3.6 67.1 0.2 57.5 0.8 0.0 32.0 17.0 0.1 2.9 13.4 0.0 3.6 1.5
Number of Traders in Each Category Total Traders: 137
. 6 . 25 5 0 37 35 4 12 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 46,266
Positions
29,037 831 3,516 116 28,207 0 9,197 7,647 543 1,586 2,570 602 1,669 2,350
Changes from: September 18, 2018 Total Change is: 4,961
2,272 0 3,516 116 -1,205 0 -1,939 1,925 480 21 -60 602 -107 -297
Percent of Open Interest Represented by Each Category of Trader
62.8 1.8 7.6 0.3 61.0 0.0 19.9 16.5 1.2 3.4 5.6 1.3 3.6 5.1
Number of Traders in Each Category Total Traders: 47
. . . . 8 0 12 13 . 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 56,994
Positions
40,662 0 3 591 20,164 1 11,427 26,494 1,818 0 2,331 472 2,020 5,711
Changes from: September 18, 2018 Total Change is: -435
122 0 3 0 2,446 1 -437 -1,233 -232 0 -1,283 248 -140 -385
Percent of Open Interest Represented by Each Category of Trader
71.3 0.0 0.0 1.0 35.4 0.0 20.0 46.5 3.2 0.0 4.1 0.8 3.5 10.0
Number of Traders in Each Category Total Traders: 98
7 0 . . 24 . 22 34 6 0 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 8,541
Positions
5,450 0 0 0 4,506 10 2,339 1,895 0 0 0 0 742 2,130
Changes from: September 18, 2018 Total Change is: -715
1,934 0 0 0 -414 0 -2,567 -167 0 -150 -180 0 68 46
Percent of Open Interest Represented by Each Category of Trader
63.8 0.0 0.0 0.0 52.8 0.1 27.4 22.2 0.0 0.0 0.0 0.0 8.7 24.9
Number of Traders in Each Category Total Traders: 21
. 0 0 0 5 . 7 7 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 53,775
Positions
6,077 33,524 756 15,020 3,960 271 17,749 5,177 2,095 2,852 1,556 21 8,937 6,417
Changes from: September 18, 2018 Total Change is: -10,762
-3,623 1,576 -7,459 -276 2,059 -790 3,453 -1,942 -1,388 910 -79 -102 -1,488 -2,638
Percent of Open Interest Represented by Each Category of Trader
11.3 62.3 1.4 27.9 7.4 0.5 33.0 9.6 3.9 5.3 2.9 0.0 16.6 11.9
Number of Traders in Each Category Total Traders: 111
11 20 . 17 4 4 34 10 6 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 107,549
Positions
12,153 67,048 1,511 30,039 7,920 541 35,498 10,353 4,189 5,703 3,112 42 17,873 12,833
Changes from: September 18, 2018 Total Change is: -21,524
-7,246 3,151 -14,917 -552 4,118 -1,579 6,906 -3,884 -2,776 1,820 -157 -204 -2,976 -5,276
Percent of Open Interest Represented by Each Category of Trader
11.3 62.3 1.4 27.9 7.4 0.5 33.0 9.6 3.9 5.3 2.9 0.0 16.6 11.9
Number of Traders in Each Category Total Traders: 111
11 20 . 17 4 4 34 10 6 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 26,105
Positions
576 21,529 0 23,193 1,522 280 435 2,087 0 0 454 0 1,621 233
Changes from: September 18, 2018 Total Change is: -13,388
-3,466 -1,341 -8,076 -841 -2 -2 -15 -2,775 0 0 -7 0 -988 -1,185
Percent of Open Interest Represented by Each Category of Trader
2.2 82.5 0.0 88.8 5.8 1.1 1.7 8.0 0.0 0.0 1.7 0.0 6.2 0.9
Number of Traders in Each Category Total Traders: 22
. 5 0 11 . 4 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 579,634
Positions
24,225 133,900 42,059 311,899 157,675 54,198 37,725 87,414 7,884 26,140 36,177 5,579 69,924 54,746
Changes from: September 18, 2018 Total Change is: -147,075
-18,867 7,258 -52,919 13,843 -7,420 -24,196 -9,057 -1,384 -28,790 522 -4,966 -3,366 -24,244 -31,293
Percent of Open Interest Represented by Each Category of Trader
4.2 23.1 7.3 53.8 27.2 9.4 6.5 15.1 1.4 4.5 6.2 1.0 12.1 9.4
Number of Traders in Each Category Total Traders: 578
29 43 24 166 99 115 75 96 54 37 33 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 33,216
Positions
12,660 10,914 0 5,605 12,648 16 1,182 1,327 200 219 2 0 13,334 8,109
Changes from: September 18, 2018 Total Change is: -33,645
-20,706 -6,832 -702 -63 -4,178 -50 -8,364 -3,328 -198 -277 2 -32 -3,253 -18,327
Percent of Open Interest Represented by Each Category of Trader
38.1 32.9 0.0 16.9 38.1 0.0 3.6 4.0 0.6 0.7 0.0 0.0 40.1 24.4
Number of Traders in Each Category Total Traders: 31
4 5 0 . . . 5 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,732,088
Positions
160,453 717,559 107,668 1,539,119 732,786 263,259 184,271 431,992 36,866 129,607 180,876 27,896 282,949 233,186
Changes from: September 18, 2018 Total Change is: -567,149
-54,224 7,034 -197,666 69,307 -16,432 -120,508 -59,207 -46,020 -87,221 1,538 -27,294 -14,213 -104,955 -64,829
Percent of Open Interest Represented by Each Category of Trader
5.9 26.3 3.9 56.3 26.8 9.6 6.7 15.8 1.3 4.7 6.6 1.0 10.4 8.5
Number of Traders in Each Category Total Traders: 574
30 41 21 168 97 114 74 96 52 35 33 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 27,589
Positions
5,205 21,955 0 17,169 2,167 1,426 934 353 0 0 841 0 2,855 847
Changes from: September 18, 2018 Total Change is: -10,149
-2,046 -2,484 -7,272 -8 0 0 -82 0 0 0 0 0 -741 -393
Percent of Open Interest Represented by Each Category of Trader
18.9 79.6 0.0 62.2 7.9 5.2 3.4 1.3 0.0 0.0 3.0 0.0 10.3 3.1
Number of Traders in Each Category Total Traders: 21
. 7 0 7 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 13,706
Positions
2,343 12,277 0 5,881 889 0 1,395 0 0 1,756 0 0 2,331 540
Changes from: September 18, 2018 Total Change is: -3,244
1,379 1,152 -3,846 -39 0 0 -234 0 -530 0 0 0 26 -20
Percent of Open Interest Represented by Each Category of Trader
17.1 89.6 0.0 42.9 6.5 0.0 10.2 0.0 0.0 12.8 0.0 0.0 17.0 3.9
Number of Traders in Each Category Total Traders: 25
4 9 0 5 . 0 . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 17,967
Positions
5,946 10,849 0 8,241 2,283 422 1,153 910 0 0 2,476 0 2,205 1,027
Changes from: September 18, 2018 Total Change is: -22,197
-13,161 -13,156 -8,539 -186 1,129 -183 515 -238 -896 0 0 0 253 -314
Percent of Open Interest Represented by Each Category of Trader
33.1 60.4 0.0 45.9 12.7 2.3 6.4 5.1 0.0 0.0 13.8 0.0 12.3 5.7
Number of Traders in Each Category Total Traders: 28
5 5 0 6 4 . 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 84,484
Positions
3,225 40,527 506 55,318 29,932 3,815 6,386 3,321 1,448 559 705 88 13,139 4,142
Changes from: September 18, 2018 Total Change is: -9,958
-37 533 -7,262 3 -1,692 -404 -1,075 -112 -139 -79 -200 29 -994 -711
Percent of Open Interest Represented by Each Category of Trader
3.8 48.0 0.6 65.5 35.4 4.5 7.6 3.9 1.7 0.7 0.8 0.1 15.6 4.9
Number of Traders in Each Category Total Traders: 86
. 13 . 37 14 12 11 6 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 49,420
Positions
9,865 16,697 155 21,303 10,242 794 7,563 11,657 1,156 1,921 1,839 22 6,641 6,859
Changes from: September 18, 2018 Total Change is: -12,259
-6,676 3,896 -5,659 5,165 -3,488 -5,031 601 -1,033 387 246 -208 -352 -939 -771
Percent of Open Interest Represented by Each Category of Trader
20.0 33.8 0.3 43.1 20.7 1.6 15.3 23.6 2.3 3.9 3.7 0.0 13.4 13.9
Number of Traders in Each Category Total Traders: 279
18 26 5 57 36 26 36 68 15 14 24 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 247,101
Positions
49,326 83,483 776 106,515 51,210 3,972 37,814 58,287 5,778 9,606 9,193 108 33,206 34,294
Changes from: September 18, 2018 Total Change is: -61,294
-33,380 19,482 -28,293 25,825 -17,442 -25,156 3,004 -5,166 1,935 1,229 -1,038 -1,761 -4,697 -3,855
Percent of Open Interest Represented by Each Category of Trader
20.0 33.8 0.3 43.1 20.7 1.6 15.3 23.6 2.3 3.9 3.7 0.0 13.4 13.9
Number of Traders in Each Category Total Traders: 279
18 26 5 57 36 26 36 68 15 14 24 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 527,404
Positions
40,521 151,235 226 312,622 151,123 36,181 82,644 147,365 10,901 18,993 10,347 320 24,996 19,706
Changes from: September 18, 2018 Total Change is: -117,977
-9,075 -6,356 -71,514 149 -155 -15,796 -1,573 -11,213 -5,808 -3,893 -61 -347 -10,120 -6,727
Percent of Open Interest Represented by Each Category of Trader
7.7 28.7 0.0 59.3 28.7 6.9 15.7 27.9 2.1 3.6 2.0 0.1 4.7 3.7
Number of Traders in Each Category Total Traders: 315
23 21 4 91 52 41 50 53 23 16 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 31,793
Positions
1,393 9,452 0 14,594 1,913 39 7,505 14,456 29 1,302 2,094 0 6,931 3,810
Changes from: September 18, 2018 Total Change is: 40
500 1,095 0 -50 860 -325 -50 -661 -21 3 -456 0 -17 -452
Percent of Open Interest Represented by Each Category of Trader
4.4 29.7 0.0 45.9 6.0 0.1 23.6 45.5 0.1 4.1 6.6 0.0 21.8 12.0
Number of Traders in Each Category Total Traders: 45
. 4 0 16 . . 9 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 70,422
Positions
3,798 13,306 77 31,291 8,290 1,341 21,984 8,760 176 2,584 1,350 0 9,171 37,122
Changes from: September 18, 2018 Total Change is: 7,446
977 970 -950 6,136 -720 -595 1,483 -1,134 -237 -275 -96 0 907 10,208
Percent of Open Interest Represented by Each Category of Trader
5.4 18.9 0.1 44.4 11.8 1.9 31.2 12.4 0.2 3.7 1.9 0.0 13.0 52.7
Number of Traders in Each Category Total Traders: 72
7 11 . 14 7 7 17 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 256,413
Positions
7,079 138,748 639 197,413 74,127 16,987 22,416 15,389 212 3,260 3,717 6 8,401 6,588
Changes from: September 18, 2018 Total Change is: -83,139
-35,866 -37,016 -33,006 -12,131 -4,717 -1,514 4,391 925 -3,360 502 0 6 -2,161 -4,457
Percent of Open Interest Represented by Each Category of Trader
2.8 54.1 0.2 77.0 28.9 6.6 8.7 6.0 0.1 1.3 1.4 0.0 3.3 2.6
Number of Traders in Each Category Total Traders: 154
8 11 . 57 36 23 19 12 5 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,162,631
Positions
95,996 670,656 6,240 799,103 298,482 107,542 82,057 45,664 4,310 35,980 14,907 205 31,198 14,625
Changes from: September 18, 2018 Total Change is: -162,061
35,866 94,890 -173,059 -8,741 -921 -3,631 19,166 -18,607 -5,991 2,377 -1,801 -388 -27,660 -52,553
Percent of Open Interest Represented by Each Category of Trader
8.3 57.7 0.5 68.7 25.7 9.2 7.1 3.9 0.4 3.1 1.3 0.0 2.7 1.3
Number of Traders in Each Category Total Traders: 414
22 20 7 152 77 78 62 32 13 38 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 115,666
Positions
23,175 47,494 67,581 12,360 0 270 11,460 0 198 590 30 0 32 93
Changes from: September 18, 2018 Total Change is: -135
-160 1,090 -1,015 0 0 0 1,250 0 -210 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
20.0 41.1 58.4 10.7 0.0 0.2 9.9 0.0 0.2 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 33
4 13 8 7 0 . 5 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 865,076
Positions
12,990 51,126 6,596 418,679 293,469 178,489 56,036 73,533 3,497 35,577 65,461 3,164 150,048 189,741
Changes from: September 18, 2018 Total Change is: 7,671
860 -3,559 -4,293 16,684 -63 1,944 -15,114 11,933 -1,114 4,391 -5,461 583 3,730 7,701
Percent of Open Interest Represented by Each Category of Trader
1.5 5.9 0.8 48.4 33.9 20.6 6.5 8.5 0.4 4.1 7.6 0.4 17.3 21.9
Number of Traders in Each Category Total Traders: 181
9 16 . 57 34 51 24 21 9 12 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,048,223
Positions
11,147 187,151 1,932 605,761 61,931 175,386 34,096 474,069 9,864 63,961 21,659 599 145,477 115,632
Changes from: September 18, 2018 Total Change is: 8,723
973 15,541 304 7,820 -13,572 5,280 -1,582 2,412 -4,419 1,104 2,865 -1,000 243 1,312
Percent of Open Interest Represented by Each Category of Trader
1.1 17.9 0.2 57.8 5.9 16.7 3.3 45.2 0.9 6.1 2.1 0.1 13.9 11.0
Number of Traders in Each Category Total Traders: 128
. 14 . 60 13 45 8 22 11 5 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,239,796
Positions
96,870 108,289 27,085 1,048,633 526,037 334,936 315,569 723,565 49,213 222,152 289,591 1,968 143,370 179,112
Changes from: September 18, 2018 Total Change is: 50,422
24,025 20,361 617 23,094 39,829 -4,746 -20,987 121,308 6,645 8,718 -132,871 779 12,277 -1,500
Percent of Open Interest Represented by Each Category of Trader
4.3 4.8 1.2 46.8 23.5 15.0 14.1 32.3 2.2 9.9 12.9 0.1 6.4 8.0
Number of Traders in Each Category Total Traders: 348
19 29 9 97 38 68 46 62 30 31 26 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,035,499
Positions
125,939 289,424 21,403 1,992,201 922,717 633,469 335,831 1,282,831 67,663 420,862 289,484 35,559 402,572 492,949
Changes from: September 18, 2018 Total Change is: 49,258
-36,348 34,901 -3,610 93,808 14,604 9,871 37,560 -26,606 -48,212 -10,603 17,196 4,877 1,915 46,237
Percent of Open Interest Represented by Each Category of Trader
3.1 7.2 0.5 49.4 22.9 15.7 8.3 31.8 1.7 10.4 7.2 0.9 10.0 12.2
Number of Traders in Each Category Total Traders: 451
21 40 10 112 88 111 40 92 33 28 30 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 608,107
Positions
35,690 37,542 2,027 206,346 225,606 87,490 104,091 33,489 12,871 52,686 39,234 500 106,406 169,348
Changes from: September 18, 2018 Total Change is: -1,025
2,907 1,921 -1,771 -5,185 3,684 -3,097 -158 69 -4,025 4,978 1,396 0 5,326 798
Percent of Open Interest Represented by Each Category of Trader
5.9 6.2 0.3 33.9 37.1 14.4 17.1 5.5 2.1 8.7 6.5 0.1 17.5 27.8
Number of Traders in Each Category Total Traders: 102
4 7 . 22 41 41 7 10 6 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 4,407,198
Positions
63,044 433,299 23,173 2,455,149 659,822 791,134 414,222 1,518,414 86,795 236,583 428,503 21,080 316,018 444,978
Changes from: September 18, 2018 Total Change is: -22,793
-15,516 20,388 -18,726 85,081 -6,054 -29,926 30,097 8,031 -30,587 -45,802 26,723 -3,431 6,017 10,789
Percent of Open Interest Represented by Each Category of Trader
1.4 9.8 0.5 55.7 15.0 18.0 9.4 34.5 2.0 5.4 9.7 0.5 7.2 10.1
Number of Traders in Each Category Total Traders: 352
10 35 6 99 57 82 33 70 32 24 24 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,841,941
Positions
502,846 315,888 545,426 19,295 45,008 32,898 150,216 289,341 354,519 41,480 47,639 159,156 36,105 52,066
Changes from: September 18, 2018 Total Change is: 46,354
-3,352 49,559 -3,534 -1,078 -626 1,104 53,238 -1,086 -16,989 1,326 2,631 12,720 2,919 2,575
Percent of Open Interest Represented by Each Category of Trader
27.3 17.1 29.6 1.0 2.4 1.8 8.2 15.7 19.2 2.3 2.6 8.6 2.0 2.8
Number of Traders in Each Category Total Traders: 148
29 22 46 6 5 5 30 32 45 6 12 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is13,859,626
Positions
5,390,171 1,070,270 1,952,937 427,252 2,305,822 1,244,282 931,631 2,577,362 2,522,560 240,955 379,499 569,409 580,429 1,237,485
Changes from: September 18, 2018 Total Change is: 219,326
-134,100 -48,306 115,043 15,513 60,922 86,148 45,048 -96,668 106,604 -23,571 -7,574 -13,060 21,701 16,217
Percent of Open Interest Represented by Each Category of Trader
38.9 7.7 14.1 3.1 16.6 9.0 6.7 18.6 18.2 1.7 2.7 4.1 4.2 8.9
Number of Traders in Each Category Total Traders: 306
36 45 68 7 37 37 39 86 98 15 22 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 21,478
Positions
5,341 2,826 7,647 0 0 0 1,197 3,955 6,965 250 0 0 78 85
Changes from: September 18, 2018 Total Change is: 3,945
-87 -986 2,742 0 0 0 623 1,619 607 50 0 0 10 -37
Percent of Open Interest Represented by Each Category of Trader
24.9 13.2 35.6 0.0 0.0 0.0 5.6 18.4 32.4 1.2 0.0 0.0 0.4 0.4
Number of Traders in Each Category Total Traders: 24
5 4 5 0 0 0 5 9 10 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 30,600
Positions
910 4,700 0 1,217 10,075 0 16,781 12,013 0 11,458 1,353 214 20 2,245
Changes from: September 18, 2018 Total Change is: -819
130 -54 0 -5 -238 0 -148 -14 0 -781 -434 2 -17 -81
Percent of Open Interest Represented by Each Category of Trader
3.0 15.4 0.0 4.0 32.9 0.0 54.8 39.3 0.0 37.4 4.4 0.7 0.1 7.3
Number of Traders in Each Category Total Traders: 38
. 4 0 . 11 0 . 8 0 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 16,966
Positions
2,345 3,797 0 1,054 2,427 9 13,532 7,357 0 0 1,580 0 26 1,796
Changes from: September 18, 2018 Total Change is: 196
-2 492 0 0 -1 0 178 70 0 0 -250 0 20 -115
Percent of Open Interest Represented by Each Category of Trader
13.8 22.4 0.0 6.2 14.3 0.1 79.8 43.4 0.0 0.0 9.3 0.0 0.2 10.6
Number of Traders in Each Category Total Traders: 26
. . 0 . 7 . . 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 3,815
Positions
55 0 0 27 0 0 721 1,948 281 989 1,017 18 1,724 551
Changes from: September 18, 2018 Total Change is: -1,029
0 0 0 -51 0 0 -483 -115 -239 24 -540 -37 -243 -98
Percent of Open Interest Represented by Each Category of Trader
1.4 0.0 0.0 0.7 0.0 0.0 18.9 51.1 7.4 25.9 26.7 0.5 45.2 14.4
Number of Traders in Each Category Total Traders: 46
. 0 0 . 0 0 9 12 5 18 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,746
Positions
0 1 35 0 131 18 1,412 1,420 277 213 539 2 789 323
Changes from: September 18, 2018 Total Change is: 4
0 1 35 0 -9 8 -154 38 74 123 -115 -13 -69 -15
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 1.3 0.0 4.8 0.7 51.4 51.7 10.1 7.8 19.6 0.1 28.7 11.8
Number of Traders in Each Category Total Traders: 35
0 . . 0 . . 9 12 . 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 52,751
Positions
4,780 41,147 0 14,325 606 406 15,198 5,705 1,608 10,770 1,168 41 5,623 2,070
Changes from: September 18, 2018 Total Change is: -4,157
200 0 0 -2,393 193 0 -849 -5,066 239 -829 232 -13 -512 258
Percent of Open Interest Represented by Each Category of Trader
9.1 78.0 0.0 27.2 1.1 0.8 28.8 10.8 3.0 20.4 2.2 0.1 10.7 3.9
Number of Traders in Each Category Total Traders: 113
. . 0 13 4 . 30 19 12 33 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 527,409
Positions
94,213 2,468 28,924 118,853 92,540 31,779 66,086 188,998 121,131 16,492 7,447 23,771 26,160 30,351
Changes from: September 18, 2018 Total Change is: -12,701
17,977 -8,944 -9,555 -4,332 16,827 2,367 -1,637 6,143 -20,255 2,256 1,409 32 446 -725
Percent of Open Interest Represented by Each Category of Trader
17.9 0.5 5.5 22.5 17.5 6.0 12.5 35.8 23.0 3.1 1.4 4.5 5.0 5.8
Number of Traders in Each Category Total Traders: 235
21 4 19 19 44 25 39 62 54 15 17 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 25,242
Positions
996 0 0 20,350 31 274 580 23,684 242 1,816 133 775 209 103
Changes from: September 18, 2018 Total Change is: -11,436
-317 -3,146 -210 -12 0 0 -9,452 -5,548 -1,373 456 -645 -517 -11 3
Percent of Open Interest Represented by Each Category of Trader
3.9 0.0 0.0 80.6 0.1 1.1 2.3 93.8 1.0 7.2 0.5 3.1 0.8 0.4
Number of Traders in Each Category Total Traders: 43
. 0 0 12 . . 4 13 . 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 29, 2018