Traders in Financial Futures - Futures Only Positions as of October 9, 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 121,489
Positions
8,510 14,974 392 44,877 17,447 3,308 21,843 49,623 3,982 7,258 4,386 445 30,874 26,932
Changes from: October 2, 2018 Total Change is: -5,844
2,779 2,843 162 -1,367 -3,144 250 -4,066 -6,119 -1,815 137 -352 -17 -1,907 2,348
Percent of Open Interest Represented by Each Category of Trader
7.0 12.3 0.3 36.9 14.4 2.7 18.0 40.8 3.3 6.0 3.6 0.4 25.4 22.2
Number of Traders in Each Category Total Traders: 106
7 8 4 14 13 5 15 37 13 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 61,862
Positions
30,044 2,536 6 1,169 8,323 250 20,046 23,968 1,042 453 1,973 0 8,852 23,764
Changes from: October 2, 2018 Total Change is: 7,212
4,410 -1,224 6 0 2,829 0 2,977 -298 484 0 862 0 -665 4,553
Percent of Open Interest Represented by Each Category of Trader
48.6 4.1 0.0 1.9 13.5 0.4 32.4 38.7 1.7 0.7 3.2 0.0 14.3 38.4
Number of Traders in Each Category Total Traders: 50
6 4 . . 11 . 9 15 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 210,549
Positions
94,812 15,150 3,531 48,715 89,150 1,846 31,909 48,385 6,391 1,372 8,545 503 21,470 37,048
Changes from: October 2, 2018 Total Change is: 54
-2,760 -2,131 1,675 -98 -55 -399 -1,182 2,156 411 -231 -494 500 2,138 -1,609
Percent of Open Interest Represented by Each Category of Trader
45.0 7.2 1.7 23.1 42.3 0.9 15.2 23.0 3.0 0.7 4.1 0.2 10.2 17.6
Number of Traders in Each Category Total Traders: 124
10 5 7 12 25 9 22 41 21 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 253,374
Positions
138,868 3,690 1,179 39,723 64,352 4,003 40,448 114,678 4,934 2,500 15,818 90 21,629 44,630
Changes from: October 2, 2018 Total Change is: 1,097
9,197 1,954 934 4,912 -154 78 -11,619 -3,021 -1,179 -980 1,684 90 -336 711
Percent of Open Interest Represented by Each Category of Trader
54.8 1.5 0.5 15.7 25.4 1.6 16.0 45.3 1.9 1.0 6.2 0.0 8.5 17.6
Number of Traders in Each Category Total Traders: 137
12 . . 18 29 10 26 39 17 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 483,802
Positions
25,698 102,243 8,636 271,172 143,116 25,700 36,846 118,768 7,500 25,244 16,413 910 82,096 60,516
Changes from: October 2, 2018 Total Change is: 4,158
-464 -8,006 3,419 406 9,257 -1,306 -769 -663 -1,861 406 3,970 -5 4,332 -647
Percent of Open Interest Represented by Each Category of Trader
5.3 21.1 1.8 56.1 29.6 5.3 7.6 24.5 1.6 5.2 3.4 0.2 17.0 12.5
Number of Traders in Each Category Total Traders: 293
15 14 10 85 39 45 31 62 19 29 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 37,796
Positions
827 22,705 0 15,264 8,490 1,864 4,823 0 0 600 778 5 14,413 3,954
Changes from: October 2, 2018 Total Change is: 618
205 -156 0 -821 181 -47 2,203 0 -21 600 0 0 -1,501 661
Percent of Open Interest Represented by Each Category of Trader
2.2 60.1 0.0 40.4 22.5 4.9 12.8 0.0 0.0 1.6 2.1 0.0 38.1 10.5
Number of Traders in Each Category Total Traders: 28
. . 0 13 6 7 4 0 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 25,265
Positions
26 5,457 734 9,910 12,169 2,597 4,459 0 0 0 629 0 7,539 3,679
Changes from: October 2, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.1 21.6 2.9 39.2 48.2 10.3 17.6 0.0 0.0 0.0 2.5 0.0 29.8 14.6
Number of Traders in Each Category Total Traders: 21
. . . 8 8 10 . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 170,758
Positions
107,201 4,233 1,270 7,545 57,241 1,630 25,419 56,043 2,944 662 2,725 9 24,078 44,663
Changes from: October 2, 2018 Total Change is: 16,087
8,936 675 569 484 2,128 -2 2,472 5,747 314 -781 505 -2 4,097 6,153
Percent of Open Interest Represented by Each Category of Trader
62.8 2.5 0.7 4.4 33.5 1.0 14.9 32.8 1.7 0.4 1.6 0.0 14.1 26.2
Number of Traders in Each Category Total Traders: 99
10 4 . 4 20 5 20 34 11 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 25,075
Positions
0 14,669 0 21,293 1,089 0 1,803 7,111 1 339 440 0 1,639 1,765
Changes from: October 2, 2018 Total Change is: -1,370
0 -2,906 0 4,672 -255 0 -6,022 1,698 -1 0 66 0 -19 28
Percent of Open Interest Represented by Each Category of Trader
0.0 58.5 0.0 84.9 4.3 0.0 7.2 28.4 0.0 1.4 1.8 0.0 6.5 7.0
Number of Traders in Each Category Total Traders: 31
0 4 0 7 . 0 6 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 208,594
Positions
7,442 149,567 346 111,826 6,228 0 76,131 21,116 622 4,769 27,617 0 7,458 3,098
Changes from: October 2, 2018 Total Change is: -8,624
317 716 -68 -6,611 877 0 -120 -9,283 64 -1,911 307 -117 -178 -1,120
Percent of Open Interest Represented by Each Category of Trader
3.6 71.7 0.2 53.6 3.0 0.0 36.5 10.1 0.3 2.3 13.2 0.0 3.6 1.5
Number of Traders in Each Category Total Traders: 147
4 6 . 27 8 0 51 24 5 12 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 37,381
Positions
27,850 2,383 638 116 12,409 0 5,671 19,264 201 1,018 805 0 1,887 1,681
Changes from: October 2, 2018 Total Change is: -2,179
-1,782 -38 638 0 -15,114 0 -1,092 14,174 93 -93 -1,650 0 57 -282
Percent of Open Interest Represented by Each Category of Trader
74.5 6.4 1.7 0.3 33.2 0.0 15.2 51.5 0.5 2.7 2.2 0.0 5.0 4.5
Number of Traders in Each Category Total Traders: 38
. . . . 5 0 8 12 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 64,710
Positions
44,183 245 0 990 20,270 17 14,649 32,403 2,095 291 2,973 218 2,267 6,489
Changes from: October 2, 2018 Total Change is: 8,262
4,252 245 -3 392 640 17 3,376 6,139 198 187 1,660 -450 293 -184
Percent of Open Interest Represented by Each Category of Trader
68.3 0.4 0.0 1.5 31.3 0.0 22.6 50.1 3.2 0.4 4.6 0.3 3.5 10.0
Number of Traders in Each Category Total Traders: 102
7 . 0 . 22 . 18 43 7 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 52,344
Positions
5,836 34,180 1,085 15,006 770 218 16,162 5,577 2,667 2,532 1,039 49 8,792 6,762
Changes from: October 2, 2018 Total Change is: -4,838
-264 -1,925 261 -1,729 -1,903 26 -4,157 -1,294 869 -326 -405 48 434 -516
Percent of Open Interest Represented by Each Category of Trader
11.1 65.3 2.1 28.7 1.5 0.4 30.9 10.7 5.1 4.8 2.0 0.1 16.8 12.9
Number of Traders in Each Category Total Traders: 112
12 22 4 18 . . 32 14 7 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 104,688
Positions
11,672 68,359 2,169 30,011 1,540 435 32,323 11,153 5,333 5,063 2,077 98 17,584 13,524
Changes from: October 2, 2018 Total Change is: -9,675
-527 -3,849 522 -3,458 -3,806 52 -8,314 -2,588 1,738 -652 -809 96 868 -1,031
Percent of Open Interest Represented by Each Category of Trader
11.1 65.3 2.1 28.7 1.5 0.4 30.9 10.7 5.1 4.8 2.0 0.1 16.8 12.9
Number of Traders in Each Category Total Traders: 112
12 22 4 18 . . 32 14 7 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 29,421
Positions
2,484 22,043 0 24,852 1,463 299 435 4,610 0 0 454 0 1,351 552
Changes from: October 2, 2018 Total Change is: -21
0 0 0 320 3 21 0 -355 0 0 0 0 -362 310
Percent of Open Interest Represented by Each Category of Trader
8.4 74.9 0.0 84.5 5.0 1.0 1.5 15.7 0.0 0.0 1.5 0.0 4.6 1.9
Number of Traders in Each Category Total Traders: 22
. 6 0 10 . 4 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 611,580
Positions
30,974 136,295 61,761 293,335 161,344 57,290 45,865 77,897 12,976 30,385 37,581 4,881 74,113 61,556
Changes from: October 2, 2018 Total Change is: 21,038
5,775 268 11,273 -17,724 3,805 3,531 5,192 -5,352 2,513 2,719 -177 -124 7,883 5,302
Percent of Open Interest Represented by Each Category of Trader
5.1 22.3 10.1 48.0 26.4 9.4 7.5 12.7 2.1 5.0 6.1 0.8 12.1 10.1
Number of Traders in Each Category Total Traders: 599
33 42 29 167 91 114 87 99 64 42 38 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 43,461
Positions
16,227 14,958 6 5,378 17,029 6 3,910 2,593 200 229 2 0 17,505 8,667
Changes from: October 2, 2018 Total Change is: 9,609
2,960 3,568 6 -116 4,381 0 2,224 1,840 0 -30 0 0 4,565 -186
Percent of Open Interest Represented by Each Category of Trader
37.3 34.4 0.0 12.4 39.2 0.0 9.0 6.0 0.5 0.5 0.0 0.0 40.3 19.9
Number of Traders in Each Category Total Traders: 37
4 7 . . 4 . 9 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 11,366
Positions
1,777 9,446 0 5,256 642 290 662 0 0 404 0 0 2,977 988
Changes from: October 2, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
15.6 83.1 0.0 46.2 5.6 2.6 5.8 0.0 0.0 3.6 0.0 0.0 26.2 8.7
Number of Traders in Each Category Total Traders: 21
. 7 0 7 . . . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 2,840,595
Positions
205,746 738,694 176,767 1,450,785 732,574 275,420 224,310 391,052 49,344 150,779 187,896 24,403 283,041 264,445
Changes from: October 2, 2018 Total Change is: 57,143
37,365 6,786 33,047 -84,614 549 14,225 25,732 -25,065 1,670 13,747 -886 -621 16,592 27,438
Percent of Open Interest Represented by Each Category of Trader
7.2 26.0 6.2 51.1 25.8 9.7 7.9 13.8 1.7 5.3 6.6 0.9 10.0 9.3
Number of Traders in Each Category Total Traders: 596
33 42 27 168 89 114 86 99 59 41 38 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 14,900
Positions
3,568 13,928 0 6,153 346 0 1,411 0 0 1,288 0 0 2,480 626
Changes from: October 2, 2018 Total Change is: 557
771 621 0 228 -3 0 0 0 0 -468 0 0 26 -61
Percent of Open Interest Represented by Each Category of Trader
23.9 93.5 0.0 41.3 2.3 0.0 9.5 0.0 0.0 8.6 0.0 0.0 16.6 4.2
Number of Traders in Each Category Total Traders: 24
4 9 0 5 . 0 . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 15,764
Positions
3,986 11,286 0 8,368 1,330 435 716 0 0 0 1,625 0 2,259 1,088
Changes from: October 2, 2018 Total Change is: -2,132
-2,162 624 0 235 -1,023 36 -190 -927 0 0 -851 0 -51 9
Percent of Open Interest Represented by Each Category of Trader
25.3 71.6 0.0 53.1 8.4 2.8 4.5 0.0 0.0 0.0 10.3 0.0 14.3 6.9
Number of Traders in Each Category Total Traders: 22
5 5 0 6 . . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874N Open Interest is 210,007
Positions
156,836 156,836 53,171 0 0 0 0 0 0 0 0 0 0 0
Changes from: October 2, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
74.7 74.7 25.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
10 10 13 0 0 0 0 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 83,178
Positions
7,071 38,949 662 51,421 32,349 3,874 5,575 1,705 1,808 777 0 1 11,989 3,830
Changes from: October 2, 2018 Total Change is: -2,333
2,982 -1,333 77 -3,691 807 -118 -1,492 -1,669 432 280 0 -28 -775 -501
Percent of Open Interest Represented by Each Category of Trader
8.5 46.8 0.8 61.8 38.9 4.7 6.7 2.0 2.2 0.9 0.0 0.0 14.4 4.6
Number of Traders in Each Category Total Traders: 85
5 12 . 34 15 11 12 5 6 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 49,546
Positions
13,440 13,533 376 17,503 12,272 981 7,151 12,096 617 2,143 2,499 67 7,267 7,104
Changes from: October 2, 2018 Total Change is: 105
4,686 -2,905 215 -3,320 1,536 230 -2,597 1,071 -238 608 212 37 482 -54
Percent of Open Interest Represented by Each Category of Trader
27.1 27.3 0.8 35.3 24.8 2.0 14.4 24.4 1.2 4.3 5.0 0.1 14.7 14.3
Number of Traders in Each Category Total Traders: 289
21 22 7 54 43 29 38 66 15 20 24 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 247,730
Positions
67,198 67,667 1,880 87,516 61,358 4,907 35,757 60,482 3,085 10,714 12,493 336 36,337 35,522
Changes from: October 2, 2018 Total Change is: 523
23,430 -14,525 1,075 -16,599 7,679 1,152 -12,983 5,357 -1,191 3,042 1,058 187 2,410 -269
Percent of Open Interest Represented by Each Category of Trader
27.1 27.3 0.8 35.3 24.8 2.0 14.4 24.4 1.2 4.3 5.0 0.1 14.7 14.3
Number of Traders in Each Category Total Traders: 289
21 22 7 54 43 29 38 66 15 20 24 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 523,645
Positions
68,061 126,595 3,354 262,382 157,438 33,642 100,894 161,399 10,749 18,367 11,925 936 25,260 17,607
Changes from: October 2, 2018 Total Change is: -6,297
18,004 -2,011 1,552 -32,843 439 90 8,662 -4,624 -350 -496 760 200 -1,116 -2,353
Percent of Open Interest Represented by Each Category of Trader
13.0 24.2 0.6 50.1 30.1 6.4 19.3 30.8 2.1 3.5 2.3 0.2 4.8 3.4
Number of Traders in Each Category Total Traders: 315
26 22 9 87 55 41 49 49 19 15 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 33,725
Positions
2,995 12,214 201 15,160 1,918 314 6,726 14,265 31 1,996 1,321 0 6,302 3,461
Changes from: October 2, 2018 Total Change is: 538
1,574 2,348 -40 115 -24 59 -744 -1,271 4 244 -531 0 -674 -7
Percent of Open Interest Represented by Each Category of Trader
8.9 36.2 0.6 45.0 5.7 0.9 19.9 42.3 0.1 5.9 3.9 0.0 18.7 10.3
Number of Traders in Each Category Total Traders: 45
. 4 . 18 . . 6 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 65,347
Positions
7,715 12,419 84 26,545 9,154 1,634 18,344 17,224 127 1,494 1,445 0 9,404 23,260
Changes from: October 2, 2018 Total Change is: -6,740
2,977 -1,259 -827 -2,498 -442 167 -5,929 920 -377 -611 295 0 358 -5,217
Percent of Open Interest Represented by Each Category of Trader
11.8 19.0 0.1 40.6 14.0 2.5 28.1 26.4 0.2 2.3 2.2 0.0 14.4 35.6
Number of Traders in Each Category Total Traders: 70
9 11 . 15 7 7 13 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 262,378
Positions
20,574 154,058 1,089 189,425 68,358 19,073 20,055 9,557 149 3,192 3,694 4 8,817 6,396
Changes from: October 2, 2018 Total Change is: -1,610
12,633 716 329 -12,968 -2,941 1,488 -1,915 -2,004 1 -409 -23 0 -769 824
Percent of Open Interest Represented by Each Category of Trader
7.8 58.7 0.4 72.2 26.1 7.3 7.6 3.6 0.1 1.2 1.4 0.0 3.4 2.4
Number of Traders in Each Category Total Traders: 160
13 11 . 56 36 24 22 11 6 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 1,157,972
Positions
139,094 654,958 4,288 750,388 311,560 104,257 90,671 42,451 3,645 35,284 15,878 901 29,444 20,034
Changes from: October 2, 2018 Total Change is: 125
36,692 -18,510 2,553 -45,543 23,590 -2,047 8,131 -7,567 -2,257 -1,472 1,719 618 3,450 2,026
Percent of Open Interest Represented by Each Category of Trader
12.0 56.6 0.4 64.8 26.9 9.0 7.8 3.7 0.3 3.0 1.4 0.1 2.5 1.7
Number of Traders in Each Category Total Traders: 426
27 22 8 155 78 77 58 36 14 37 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 117,054
Positions
24,796 49,114 67,349 12,381 0 270 11,415 0 198 590 30 0 55 93
Changes from: October 2, 2018 Total Change is: 1,497
473 790 707 20 0 0 274 0 0 0 0 0 23 0
Percent of Open Interest Represented by Each Category of Trader
21.2 42.0 57.5 10.6 0.0 0.2 9.8 0.0 0.2 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 32
4 13 7 7 0 . 4 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 944,352
Positions
27,027 40,956 10,597 457,024 314,379 178,826 82,559 117,999 5,973 31,753 75,471 4,368 146,225 195,783
Changes from: October 2, 2018 Total Change is: 58,234
11,214 -5,757 4,657 42,779 16,035 -10,046 16,257 33,281 2,236 -21 3,409 -494 -8,348 14,913
Percent of Open Interest Represented by Each Category of Trader
2.9 4.3 1.1 48.4 33.3 18.9 8.7 12.5 0.6 3.4 8.0 0.5 15.5 20.7
Number of Traders in Each Category Total Traders: 199
13 14 . 59 37 53 27 28 13 11 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 1,055,458
Positions
11,476 186,188 1,785 602,284 71,007 175,545 49,030 452,383 6,417 68,419 30,796 575 139,927 130,762
Changes from: October 2, 2018 Total Change is: 6,730
-1,423 503 1,581 -10,345 5,765 1,685 13,790 -24,119 -856 2,850 11,677 -9 -543 10,503
Percent of Open Interest Represented by Each Category of Trader
1.1 17.6 0.2 57.1 6.7 16.6 4.6 42.9 0.6 6.5 2.9 0.1 13.3 12.4
Number of Traders in Each Category Total Traders: 130
. 16 . 54 16 45 7 24 12 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 2,231,833
Positions
97,590 124,084 25,762 1,091,833 452,778 311,395 281,728 804,686 38,040 248,244 290,401 2,885 134,356 181,802
Changes from: October 2, 2018 Total Change is: 47,416
-177 -1,137 6,099 24,794 -24,986 -20,470 -818 46,839 20,436 16,682 17,511 1,520 -650 1,604
Percent of Open Interest Represented by Each Category of Trader
4.4 5.6 1.2 48.9 20.3 14.0 12.6 36.1 1.7 11.1 13.0 0.1 6.0 8.1
Number of Traders in Each Category Total Traders: 354
17 31 7 93 38 69 48 69 26 32 26 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 4,126,136
Positions
122,919 355,737 51,299 1,917,755 982,430 617,868 380,141 1,160,692 103,034 492,008 309,035 38,089 403,023 507,952
Changes from: October 2, 2018 Total Change is: 147,309
-4,729 39,995 34,890 -59,725 50,357 -3,738 77,831 -20,856 21,827 97,062 8,146 -246 -15,863 16,934
Percent of Open Interest Represented by Each Category of Trader
3.0 8.6 1.2 46.5 23.8 15.0 9.2 28.1 2.5 11.9 7.5 0.9 9.8 12.3
Number of Traders in Each Category Total Traders: 453
20 47 13 104 86 104 53 89 42 30 24 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 617,906
Positions
30,420 42,979 2,476 209,200 211,750 100,685 101,592 43,028 14,694 52,791 37,691 500 105,548 164,103
Changes from: October 2, 2018 Total Change is: -1,851
-8,668 -3,490 182 4,382 -5,042 5,542 -2,767 6,953 66 11 -2,807 0 -599 -3,255
Percent of Open Interest Represented by Each Category of Trader
4.9 7.0 0.4 33.9 34.3 16.3 16.4 7.0 2.4 8.5 6.1 0.1 17.1 26.6
Number of Traders in Each Category Total Traders: 104
4 7 . 24 38 40 8 12 6 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 4,448,802
Positions
59,090 421,203 33,649 2,526,947 682,107 768,724 396,909 1,540,297 88,927 261,099 442,231 17,394 296,063 454,270
Changes from: October 2, 2018 Total Change is: 43,248
6,643 14,595 9,432 111,759 22,336 -47,487 -16,039 51,730 -15,963 15,505 14,503 -4,365 -16,237 -1,533
Percent of Open Interest Represented by Each Category of Trader
1.3 9.5 0.8 56.8 15.3 17.3 8.9 34.6 2.0 5.9 9.9 0.4 6.7 10.2
Number of Traders in Each Category Total Traders: 362
10 39 10 96 58 80 34 74 36 22 29 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 1,756,746
Positions
482,445 350,303 481,824 17,250 27,100 30,676 165,179 283,972 338,419 62,767 48,840 139,190 38,996 56,422
Changes from: October 2, 2018 Total Change is: -9,212
-12,956 42,651 -17,981 -439 -11,630 6,658 42,985 -6,382 -15,738 1,480 8,151 -15,406 2,185 465
Percent of Open Interest Represented by Each Category of Trader
27.5 19.9 27.4 1.0 1.5 1.7 9.4 16.2 19.3 3.6 2.8 7.9 2.2 3.2
Number of Traders in Each Category Total Traders: 149
27 29 46 4 4 5 31 33 43 7 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 is14,504,143
Positions
5,447,427 1,171,511 1,935,315 397,981 2,184,535 1,314,350 936,071 2,588,789 3,021,043 263,217 433,272 586,261 602,478 1,269,067
Changes from: October 2, 2018 Total Change is: 373,018
58,231 137,078 -40,317 2,687 -149,326 12,322 368 25,297 296,396 -11,935 39,419 71,427 -16,161 -19,278
Percent of Open Interest Represented by Each Category of Trader
37.6 8.1 13.3 2.7 15.1 9.1 6.5 17.8 20.8 1.8 3.0 4.0 4.2 8.7
Number of Traders in Each Category Total Traders: 296
33 44 66 8 34 37 37 86 97 11 24 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 11,870
Positions
1,919 2,843 1,588 0 0 0 1,616 649 6,643 0 1 77 27 69
Changes from: October 2, 2018 Total Change is: 2,161
-50 -225 155 0 0 0 -270 -71 2,422 0 1 -121 25 0
Percent of Open Interest Represented by Each Category of Trader
16.2 24.0 13.4 0.0 0.0 0.0 13.6 5.5 56.0 0.0 0.0 0.6 0.2 0.6
Number of Traders in Each Category Total Traders: 23
4 . 4 0 0 0 6 5 11 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 25,494
Positions
4,335 1,301 10,650 0 0 0 1,831 4,911 8,592 50 0 0 36 40
Changes from: October 2, 2018 Total Change is: 4,531
714 0 3,592 0 0 0 -749 -62 1,010 -15 0 -25 4 16
Percent of Open Interest Represented by Each Category of Trader
17.0 5.1 41.8 0.0 0.0 0.0 7.2 19.3 33.7 0.2 0.0 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 23
4 . 4 0 0 0 7 9 13 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 29,035
Positions
1,578 5,276 0 1,120 10,284 0 14,954 9,738 0 11,108 1,502 212 63 2,023
Changes from: October 2, 2018 Total Change is: 97
627 1,278 0 -29 166 0 -73 -1,353 0 -450 114 -2 24 -106
Percent of Open Interest Represented by Each Category of Trader
5.4 18.2 0.0 3.9 35.4 0.0 51.5 33.5 0.0 38.3 5.2 0.7 0.2 7.0
Number of Traders in Each Category Total Traders: 36
. 4 0 . 11 0 . 7 0 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 17,035
Positions
2,272 4,256 0 927 2,427 9 13,813 7,242 0 0 1,498 0 14 1,603
Changes from: October 2, 2018 Total Change is: 521
-156 785 0 0 0 0 669 -311 0 0 68 0 8 -21
Percent of Open Interest Represented by Each Category of Trader
13.3 25.0 0.0 5.4 14.2 0.1 81.1 42.5 0.0 0.0 8.8 0.0 0.1 9.4
Number of Traders in Each Category Total Traders: 30
. 5 0 . 7 . . 7 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 4,028
Positions
55 0 0 0 0 0 1,099 1,675 159 706 1,557 10 1,999 627
Changes from: October 2, 2018 Total Change is: -35
0 0 0 0 0 0 206 -134 -184 -172 243 -2 117 42
Percent of Open Interest Represented by Each Category of Trader
1.4 0.0 0.0 0.0 0.0 0.0 27.3 41.6 3.9 17.5 38.7 0.2 49.6 15.6
Number of Traders in Each Category Total Traders: 41
. 0 0 0 0 0 11 10 4 14 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 2,848
Positions
0 76 0 0 121 0 1,643 1,656 24 395 606 0 786 365
Changes from: October 2, 2018 Total Change is: 494
0 36 0 -26 -4 -4 406 314 5 68 40 0 45 107
Percent of Open Interest Represented by Each Category of Trader
0.0 2.7 0.0 0.0 4.2 0.0 57.7 58.1 0.8 13.9 21.3 0.0 27.6 12.8
Number of Traders in Each Category Total Traders: 34
0 . 0 0 . 0 9 13 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 58,150
Positions
2,780 41,239 0 17,871 587 404 21,180 10,560 1,119 8,404 1,565 165 6,227 2,511
Changes from: October 2, 2018 Total Change is: 4,786
2,210 30 0 2,139 174 29 457 4,190 -276 306 226 -2 -77 415
Percent of Open Interest Represented by Each Category of Trader
4.8 70.9 0.0 30.7 1.0 0.7 36.4 18.2 1.9 14.5 2.7 0.3 10.7 4.3
Number of Traders in Each Category Total Traders: 123
. . 0 14 4 . 36 16 12 40 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 534,909
Positions
87,606 8,225 30,922 117,492 75,301 31,109 61,045 183,513 143,569 13,668 6,474 25,702 23,796 30,094
Changes from: October 2, 2018 Total Change is: -815
-6,881 4,328 1,643 -1,065 -14,964 -5,123 -13,896 -12,504 29,321 -2,402 -1,087 -620 -1,792 -1,809
Percent of Open Interest Represented by Each Category of Trader
16.4 1.5 5.8 22.0 14.1 5.8 11.4 34.3 26.8 2.6 1.2 4.8 4.4 5.6
Number of Traders in Each Category Total Traders: 244
16 11 20 24 38 25 52 53 55 13 17 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 34,195
Positions
4,382 64 26 16,237 86 3,943 6,603 29,414 242 2,388 133 163 211 124
Changes from: October 2, 2018 Total Change is: 4,304
3,434 -5 26 -6,830 86 1,857 5,972 2,193 0 -288 0 155 -22 -8
Percent of Open Interest Represented by Each Category of Trader
12.8 0.2 0.1 47.5 0.3 11.5 19.3 86.0 0.7 7.0 0.4 0.5 0.6 0.4
Number of Traders in Each Category Total Traders: 40
. . . 11 . . 5 9 . 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 12, 2018