Traders in Financial Futures - Options and Futures Combined 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 132,577
Positions
10,492 10,408 3,445 42,525 25,460 3,967 19,125 41,966 13,980 7,011 4,412 1,248 30,783 27,692
Changes from: September 18, 2018 Total Change is: -35,705
-40,028 4,251 -4,603 1,197 -8,086 568 7,244 4,112 -845 -457 -1,851 32 1,185 -29,285
Percent of Open Interest Represented by Each Category of Trader
7.9 7.9 2.6 32.1 19.2 3.0 14.4 31.7 10.5 5.3 3.3 0.9 23.2 20.9
Number of Traders in Each Category Total Traders: 103
5 8 6 13 16 5 18 29 17 7 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 55,093
Positions
24,287 3,431 276 1,169 7,121 270 13,360 23,990 1,113 2,710 1,303 0 11,908 17,589
Changes from: September 18, 2018 Total Change is: -284
-1,519 1,734 -5 0 -1,685 0 1,182 -466 72 -587 -288 -1 574 355
Percent of Open Interest Represented by Each Category of Trader
44.1 6.2 0.5 2.1 12.9 0.5 24.3 43.5 2.0 4.9 2.4 0.0 21.6 31.9
Number of Traders in Each Category Total Traders: 51
. 5 . . 10 . 10 18 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 285,878
Positions
116,179 13,205 18,705 48,137 93,486 4,536 30,458 55,305 40,658 866 11,837 4,848 21,492 43,298
Changes from: September 18, 2018 Total Change is: 3,146
-12,693 5,954 5,496 3,058 -9,454 674 -324 -1,404 5,884 8 -2,021 225 817 -2,208
Percent of Open Interest Represented by Each Category of Trader
40.6 4.6 6.5 16.8 32.7 1.6 10.7 19.3 14.2 0.3 4.1 1.7 7.5 15.1
Number of Traders in Each Category Total Traders: 133
8 7 8 14 25 10 24 43 23 4 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 243,669
Positions
103,445 757 8,433 34,761 52,916 6,509 43,490 91,248 19,196 2,085 10,952 2,347 23,404 51,311
Changes from: September 18, 2018 Total Change is: 15,966
18,250 -667 -979 -2,875 7,025 225 1,332 8,094 -1,027 10 3,479 79 951 -264
Percent of Open Interest Represented by Each Category of Trader
42.5 0.3 3.5 14.3 21.7 2.7 17.8 37.4 7.9 0.9 4.5 1.0 9.6 21.1
Number of Traders in Each Category Total Traders: 129
11 . 6 17 27 9 24 39 23 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 544,300
Positions
22,093 124,366 19,714 276,252 127,563 31,834 30,857 117,892 44,178 20,655 10,652 6,780 91,936 61,320
Changes from: September 18, 2018 Total Change is: 19,001
126 17,832 927 6,313 -1,758 -238 -2,277 9,373 5,820 1,101 -9,070 801 6,428 -4,687
Percent of Open Interest Represented by Each Category of Trader
4.1 22.8 3.6 50.8 23.4 5.8 5.7 21.7 8.1 3.8 2.0 1.2 16.9 11.3
Number of Traders in Each Category Total Traders: 297
13 16 17 89 39 54 27 63 37 30 19 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 181,988
Positions
103,680 3,533 4,578 7,828 56,178 3,141 21,147 49,168 17,250 966 3,465 2,065 21,333 42,610
Changes from: September 18, 2018 Total Change is: -4,444
-80 34 456 459 -247 -315 -5,189 -198 -788 6 106 -71 1,078 -3,422
Percent of Open Interest Represented by Each Category of Trader
57.0 1.9 2.5 4.3 30.9 1.7 11.6 27.0 9.5 0.5 1.9 1.1 11.7 23.4
Number of Traders in Each Category Total Traders: 98
11 . 6 4 19 7 17 34 19 . 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 205,480
Positions
7,547 137,304 628 117,694 1,535 0 65,581 34,762 578 5,978 27,473 11 7,463 3,190
Changes from: September 18, 2018 Total Change is: 4,481
-21 10,916 35 3,481 341 0 1,645 -11,947 -703 271 6,064 11 -238 -236
Percent of Open Interest Represented by Each Category of Trader
3.7 66.8 0.3 57.3 0.7 0.0 31.9 16.9 0.3 2.9 13.4 0.0 3.6 1.6
Number of Traders in Each Category Total Traders: 138
. 7 . 25 5 0 37 35 6 11 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 54,634
Positions
6,130 33,524 914 15,020 3,960 271 17,800 5,152 2,295 2,719 1,522 435 9,049 6,561
Changes from: September 18, 2018 Total Change is: -11,548
-3,673 1,568 -7,572 -276 2,059 -790 3,218 -1,857 -1,613 1,095 -198 -449 -1,487 -2,695
Percent of Open Interest Represented by Each Category of Trader
11.2 61.4 1.7 27.5 7.2 0.5 32.6 9.4 4.2 5.0 2.8 0.8 16.6 12.0
Number of Traders in Each Category Total Traders: 112
11 20 4 17 4 4 35 9 8 5 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 109,267
Positions
12,261 67,048 1,827 30,039 7,920 541 35,600 10,303 4,591 5,438 3,044 871 18,099 13,122
Changes from: September 18, 2018 Total Change is: -23,095
-7,347 3,137 -15,145 -552 4,118 -1,579 6,437 -3,714 -3,227 2,190 -397 -898 -2,974 -5,390
Percent of Open Interest Represented by Each Category of Trader
11.2 61.4 1.7 27.5 7.2 0.5 32.6 9.4 4.2 5.0 2.8 0.8 16.6 12.0
Number of Traders in Each Category Total Traders: 112
11 20 4 17 4 4 35 9 8 5 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 795,796
Positions
27,007 133,182 65,396 314,890 159,298 63,296 37,407 89,021 120,028 25,620 36,611 60,767 81,384 68,197
Changes from: September 18, 2018 Total Change is: -189,336
-19,691 5,834 -59,173 14,162 -7,268 -28,457 -13,999 -8,349 -47,998 1,881 -1,724 -9,286 -26,774 -32,915
Percent of Open Interest Represented by Each Category of Trader
3.4 16.7 8.2 39.6 20.0 8.0 4.7 11.2 15.1 3.2 4.6 7.6 10.2 8.6
Number of Traders in Each Category Total Traders: 640
30 42 43 165 106 129 83 104 99 52 57 58
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 63,720
Positions
13,501 10,929 2,475 5,605 13,815 4,709 2,529 2,044 13,404 414 87 2,697 18,386 13,559
Changes from: September 18, 2018 Total Change is: -46,993
-19,898 -6,493 -2,209 -63 -4,477 -2,538 -6,691 -2,225 -8,799 -1,031 -43 -385 -5,378 -19,824
Percent of Open Interest Represented by Each Category of Trader
21.2 17.2 3.9 8.8 21.7 7.4 4.0 3.2 21.0 0.6 0.1 4.2 28.9 21.3
Number of Traders in Each Category Total Traders: 58
7 8 7 . 4 . 12 11 20 5 8 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,660,381
Positions
171,377 715,111 210,763 1,554,076 735,059 285,285 182,062 442,559 525,450 126,029 182,618 290,346 314,993 273,190
Changes from: September 18, 2018 Total Change is: -711,715
-60,925 -327 -222,857 70,901 -14,179 -129,372 -73,127 -67,204 -159,408 7,348 -15,613 -37,297 -106,977 -65,458
Percent of Open Interest Represented by Each Category of Trader
4.7 19.5 5.8 42.5 20.1 7.8 5.0 12.1 14.4 3.4 5.0 7.9 8.6 7.5
Number of Traders in Each Category Total Traders: 623
30 41 41 167 103 127 82 99 94 50 50 51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 52,630
Positions
9,865 16,706 414 21,284 10,237 880 7,542 11,393 2,621 2,079 1,944 1,006 6,940 7,430
Changes from: September 18, 2018 Total Change is: -13,530
-6,594 3,836 -5,940 5,162 -3,495 -4,995 579 -846 -360 374 -113 -755 -1,001 -861
Percent of Open Interest Represented by Each Category of Trader
18.7 31.7 0.8 40.4 19.5 1.7 14.3 21.6 5.0 3.9 3.7 1.9 13.2 14.1
Number of Traders in Each Category Total Traders: 288
18 26 7 57 36 29 36 73 27 16 26 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 263,151
Positions
49,326 83,530 2,068 106,418 51,185 4,399 37,710 56,964 13,104 10,393 9,720 5,031 34,701 37,148
Changes from: September 18, 2018 Total Change is: -67,649
-32,972 19,178 -29,702 25,812 -17,476 -24,973 2,897 -4,232 -1,799 1,868 -565 -3,774 -5,005 -4,305
Percent of Open Interest Represented by Each Category of Trader
18.7 31.7 0.8 40.4 19.5 1.7 14.3 21.6 5.0 3.9 3.7 1.9 13.2 14.1
Number of Traders in Each Category Total Traders: 288
18 26 7 57 36 29 36 73 27 16 26 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 533,153
Positions
40,521 151,052 720 312,622 151,123 36,181 82,705 147,081 13,914 19,372 10,595 1,701 25,419 20,788
Changes from: September 18, 2018 Total Change is: -119,212
-9,075 -6,226 -71,761 149 -155 -15,796 -1,720 -11,198 -6,210 -3,731 -72 -763 -10,305 -7,030
Percent of Open Interest Represented by Each Category of Trader
7.6 28.3 0.1 58.6 28.3 6.8 15.5 27.6 2.6 3.6 2.0 0.3 4.8 3.9
Number of Traders in Each Category Total Traders: 318
23 21 5 91 52 41 52 53 31 16 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 1,063,053
Positions
13,384 50,124 22,968 428,706 289,041 220,168 45,069 71,277 120,267 31,753 66,963 17,154 163,583 205,091
Changes from: September 18, 2018 Total Change is: -12,107
-2,510 -408 -5,216 11,443 -776 -8,788 -821 10,933 -10,400 3,346 -3,411 -48 887 6,007
Percent of Open Interest Represented by Each Category of Trader
1.3 4.7 2.2 40.3 27.2 20.7 4.2 6.7 11.3 3.0 6.3 1.6 15.4 19.3
Number of Traders in Each Category Total Traders: 191
10 15 16 60 34 56 23 26 39 9 14 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,048,756
Positions
11,147 187,151 1,932 605,731 61,931 175,416 34,094 474,105 10,097 63,961 21,659 599 145,779 115,866
Changes from: September 18, 2018 Total Change is: 8,296
973 15,541 304 7,816 -13,572 5,284 -1,252 2,229 -4,697 1,104 2,865 -1,000 -236 1,342
Percent of Open Interest Represented by Each Category of Trader
1.1 17.8 0.2 57.8 5.9 16.7 3.3 45.2 1.0 6.1 2.1 0.1 13.9 11.0
Number of Traders in Each Category Total Traders: 128
. 14 . 60 13 45 7 23 13 5 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,279,834
Positions
97,484 108,289 29,042 1,048,862 527,198 336,023 318,170 723,787 78,914 220,853 290,080 6,247 144,239 180,254
Changes from: September 18, 2018 Total Change is: 23,668
24,278 20,896 -102 22,871 39,691 -4,009 -22,220 123,393 -19,167 12,803 -133,149 -2,814 12,027 -1,072
Percent of Open Interest Represented by Each Category of Trader
4.3 4.7 1.3 46.0 23.1 14.7 14.0 31.7 3.5 9.7 12.7 0.3 6.3 7.9
Number of Traders in Each Category Total Traders: 349
19 29 11 97 38 68 43 66 40 29 28 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 4,740,290
Positions
138,707 280,134 171,105 2,003,392 958,346 718,501 327,844 1,263,842 416,928 432,929 304,645 97,768 433,115 529,020
Changes from: September 18, 2018 Total Change is: -17,300
-33,194 22,945 -24,573 88,693 42,727 -16,397 68,414 -20,537 -82,470 -24,506 15,767 4,285 2,449 40,954
Percent of Open Interest Represented by Each Category of Trader
2.9 5.9 3.6 42.3 20.2 15.2 6.9 26.7 8.8 9.1 6.4 2.1 9.1 11.2
Number of Traders in Each Category Total Traders: 466
22 39 44 111 93 124 49 87 82 33 32 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 4,632,901
Positions
61,637 423,996 66,800 2,454,095 653,223 820,215 376,170 1,489,567 248,880 233,697 432,118 45,586 325,821 452,515
Changes from: September 18, 2018 Total Change is: -96,205
-15,608 -569 -18,296 76,053 9,541 -58,315 30,310 6,742 -67,087 -46,460 24,681 -4,598 7,797 11,695
Percent of Open Interest Represented by Each Category of Trader
1.3 9.2 1.4 53.0 14.1 17.7 8.1 32.2 5.4 5.0 9.3 1.0 7.0 9.8
Number of Traders in Each Category Total Traders: 357
11 34 17 99 58 86 34 70 56 28 23 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,842,397
Positions
502,846 315,888 545,426 19,295 45,008 32,898 150,216 289,399 354,718 41,480 47,639 159,156 36,362 52,265
Changes from: September 18, 2018 Total Change is: 46,349
-3,352 49,559 -3,534 -1,078 -626 1,104 53,280 -1,028 -17,042 1,326 2,631 12,720 2,925 2,565
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 19.3 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 46 6 12 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 is26,234,169
Positions
5,215,792 1,280,195 4,476,396 472,419 2,385,636 2,097,950 1,177,843 2,259,720 10,442,562 116,303 385,824 1,618,938 615,967 1,286,948
Changes from: September 18, 2018 Total Change is: 1,061,663
-166,759 -44,335 270,690 31,903 77,335 95,855 170,212 -46,795 590,963 -20,045 30,644 67,517 21,327 19,789
Percent of Open Interest Represented by Each Category of Trader
19.9 4.9 17.1 1.8 9.1 8.0 4.5 8.6 39.8 0.4 1.5 6.2 2.3 4.9
Number of Traders in Each Category Total Traders: 332
33 49 75 12 38 43 62 78 114 22 26 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 52,822
Positions
4,780 41,147 0 14,325 606 406 15,198 5,728 1,622 10,786 1,168 62 5,643 2,084
Changes from: September 18, 2018 Total Change is: -4,165
200 0 0 -2,393 193 0 -849 -5,077 242 -837 231 -14 -514 260
Percent of Open Interest Represented by Each Category of Trader
9.0 77.9 0.0 27.1 1.1 0.8 28.8 10.8 3.1 20.4 2.2 0.1 10.7 3.9
Number of Traders in Each Category Total Traders: 115
. . 0 13 4 . 31 19 13 34 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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