Traders in Financial Futures - Options and Futures Combined 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 138,709
Positions
8,938 15,128 4,271 44,059 17,447 4,602 21,785 49,329 13,872 7,258 4,455 1,214 32,711 28,392
Changes from: October 2, 2018 Total Change is: -12,449
-667 2,417 200 188 -3,705 -1,043 -2,972 -5,226 -6,424 137 -205 -303 -1,566 1,839
Percent of Open Interest Represented by Each Category of Trader
6.4 10.9 3.1 31.8 12.6 3.3 15.7 35.6 10.0 5.2 3.2 0.9 23.6 20.5
Number of Traders in Each Category Total Traders: 111
7 8 7 14 13 6 16 37 21 7 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 63,021
Positions
29,996 2,798 258 1,169 8,323 250 20,324 23,632 1,582 453 1,973 0 8,989 24,205
Changes from: October 2, 2018 Total Change is: 7,035
4,362 -1,131 -67 0 2,829 0 2,999 -311 329 0 862 0 -588 4,525
Percent of Open Interest Represented by Each Category of Trader
47.6 4.4 0.4 1.9 13.2 0.4 32.2 37.5 2.5 0.7 3.1 0.0 14.3 38.4
Number of Traders in Each Category Total Traders: 50
5 5 . . 11 . 10 14 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 260,014
Positions
98,351 20,754 15,025 49,776 89,291 2,835 31,614 46,923 33,297 1,442 8,309 4,197 23,478 39,382
Changes from: October 2, 2018 Total Change is: -6,878
-2,996 2,725 -3,540 -1,263 48 -30 2,203 -656 -2,794 520 -792 -428 1,450 -1,411
Percent of Open Interest Represented by Each Category of Trader
37.8 8.0 5.8 19.1 34.3 1.1 12.2 18.0 12.8 0.6 3.2 1.6 9.0 15.1
Number of Traders in Each Category Total Traders: 130
9 6 10 13 25 9 25 41 26 6 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 279,633
Positions
138,521 1,665 9,576 39,723 63,776 5,002 38,787 115,668 19,565 2,177 15,147 2,895 23,386 46,339
Changes from: October 2, 2018 Total Change is: -5,532
10,152 273 -779 4,705 3,141 -2,909 -8,847 -1,363 -6,008 -1,029 997 109 -926 1,009
Percent of Open Interest Represented by Each Category of Trader
49.5 0.6 3.4 14.2 22.8 1.8 13.9 41.4 7.0 0.8 5.4 1.0 8.4 16.6
Number of Traders in Each Category Total Traders: 138
12 . 7 18 29 13 23 43 24 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 553,282
Positions
25,819 105,672 25,573 275,364 142,343 28,109 33,494 117,678 44,745 24,999 16,468 7,233 87,945 65,461
Changes from: October 2, 2018 Total Change is: -2,235
1,334 -10,668 1,187 825 10,494 -2,136 -3,696 1,159 -4,324 353 3,693 -256 4,478 -1,385
Percent of Open Interest Represented by Each Category of Trader
4.7 19.1 4.6 49.8 25.7 5.1 6.1 21.3 8.1 4.5 3.0 1.3 15.9 11.8
Number of Traders in Each Category Total Traders: 307
14 15 15 88 39 52 35 63 37 34 18 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 189,206
Positions
108,779 3,644 5,375 7,545 57,137 2,367 22,961 56,485 13,170 493 2,516 1,824 26,691 46,688
Changes from: October 2, 2018 Total Change is: 13,402
7,348 61 716 -262 2,251 -579 3,441 5,361 -1,281 -468 422 -121 4,608 6,571
Percent of Open Interest Represented by Each Category of Trader
57.5 1.9 2.8 4.0 30.2 1.3 12.1 29.9 7.0 0.3 1.3 1.0 14.1 24.7
Number of Traders in Each Category Total Traders: 102
10 4 5 4 21 6 17 38 19 . 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 209,500
Positions
7,561 149,652 592 111,826 6,228 0 76,103 21,139 1,103 4,749 27,626 20 7,546 3,139
Changes from: October 2, 2018 Total Change is: -8,625
146 713 23 -6,611 877 0 -148 -9,465 161 -1,931 294 -97 -167 -1,131
Percent of Open Interest Represented by Each Category of Trader
3.6 71.4 0.3 53.4 3.0 0.0 36.3 10.1 0.5 2.3 13.2 0.0 3.6 1.5
Number of Traders in Each Category Total Traders: 148
4 7 . 27 8 0 51 24 8 11 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 64,711
Positions
44,183 245 0 990 20,270 17 14,649 32,403 2,095 291 2,973 218 2,268 6,490
Changes from: October 2, 2018 Total Change is: 8,263
4,252 245 -3 392 640 17 3,376 6,139 198 187 1,660 -450 294 -183
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 - Options and Futures Combined 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 53,453
Positions
5,866 34,177 1,278 15,006 770 218 16,278 5,550 2,903 2,372 1,024 588 8,945 6,944
Changes from: October 2, 2018 Total Change is: -4,657
-276 -1,920 276 -1,729 -1,903 26 -4,102 -1,294 904 -330 -368 115 461 -493
Percent of Open Interest Represented by Each Category of Trader
11.0 63.9 2.4 28.1 1.4 0.4 30.5 10.4 5.4 4.4 1.9 1.1 16.7 13.0
Number of Traders in Each Category Total Traders: 112
12 22 6 18 . . 33 13 9 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 106,906
Positions
11,731 68,354 2,556 30,011 1,540 435 32,556 11,100 5,807 4,743 2,048 1,177 17,890 13,889
Changes from: October 2, 2018 Total Change is: -9,313
-552 -3,839 551 -3,458 -3,806 52 -8,205 -2,588 1,808 -660 -736 230 922 -985
Percent of Open Interest Represented by Each Category of Trader
11.0 63.9 2.4 28.1 1.4 0.4 30.5 10.4 5.4 4.4 1.9 1.1 16.7 13.0
Number of Traders in Each Category Total Traders: 112
12 22 6 18 . . 33 13 9 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 837,047
Positions
31,976 135,979 87,145 295,462 162,817 65,055 45,309 78,950 138,850 31,747 37,818 54,444 87,058 75,988
Changes from: October 2, 2018 Total Change is: 31,483
4,412 701 14,405 -18,681 3,030 2,220 4,285 -5,226 17,907 5,217 -284 -7,348 9,065 6,078
Percent of Open Interest Represented by Each Category of Trader
3.8 16.2 10.4 35.3 19.5 7.8 5.4 9.4 16.6 3.8 4.5 6.5 10.4 9.1
Number of Traders in Each Category Total Traders: 662
33 42 48 167 97 130 97 107 114 64 53 60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 73,265
Positions
16,565 15,025 3,089 5,378 17,816 2,828 4,635 3,244 13,991 353 18 2,753 23,674 14,502
Changes from: October 2, 2018 Total Change is: 8,497
2,567 3,685 507 -116 4,008 -2,003 1,907 1,697 580 -12 -21 12 5,054 31
Percent of Open Interest Represented by Each Category of Trader
22.6 20.5 4.2 7.3 24.3 3.9 6.3 4.4 19.1 0.5 0.0 3.8 32.3 19.8
Number of Traders in Each Category Total Traders: 62
7 8 9 . 5 . 14 13 22 8 4 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 3,818,908
Positions
211,457 739,166 285,879 1,461,418 736,002 300,138 222,043 397,206 605,625 156,984 189,016 258,443 316,922 307,433
Changes from: October 2, 2018 Total Change is: 114,931
33,861 9,718 44,851 -89,396 -1,462 17,686 19,980 -26,525 78,544 26,130 -1,334 -36,781 20,056 30,234
Percent of Open Interest Represented by Each Category of Trader
5.5 19.4 7.5 38.3 19.3 7.9 5.8 10.4 15.9 4.1 4.9 6.8 8.3 8.1
Number of Traders in Each Category Total Traders: 645
34 41 47 168 94 129 93 104 107 58 51 54
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 53,202
Positions
13,448 13,535 647 17,467 12,272 1,049 7,290 12,009 2,236 2,340 2,699 983 7,742 7,773
Changes from: October 2, 2018 Total Change is: 676
4,694 -2,868 206 -3,301 1,542 220 -2,426 1,315 -108 718 307 23 650 39
Percent of Open Interest Represented by Each Category of Trader
25.3 25.4 1.2 32.8 23.1 2.0 13.7 22.6 4.2 4.4 5.1 1.8 14.6 14.6
Number of Traders in Each Category Total Traders: 300
21 22 11 54 44 32 40 67 27 23 29 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 266,012
Positions
67,242 67,675 3,234 87,335 61,360 5,247 36,452 60,044 11,179 11,699 13,495 4,915 38,710 38,864
Changes from: October 2, 2018 Total Change is: 3,379
23,471 -14,340 1,028 -16,504 7,711 1,098 -12,129 6,573 -539 3,590 1,537 117 3,248 195
Percent of Open Interest Represented by Each Category of Trader
25.3 25.4 1.2 32.8 23.1 2.0 13.7 22.6 4.2 4.4 5.1 1.8 14.6 14.6
Number of Traders in Each Category Total Traders: 300
21 22 11 54 44 32 40 67 27 23 29 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 532,675
Positions
68,018 126,635 3,947 262,382 157,894 33,642 101,192 161,077 15,456 18,692 11,925 3,107 26,240 18,993
Changes from: October 2, 2018 Total Change is: -4,003
17,910 -1,971 1,808 -32,843 895 90 8,614 -4,832 1,147 -620 364 781 -890 -2,285
Percent of Open Interest Represented by Each Category of Trader
12.8 23.8 0.7 49.3 29.6 6.3 19.0 30.2 2.9 3.5 2.2 0.6 4.9 3.6
Number of Traders in Each Category Total Traders: 316
26 22 10 87 55 41 51 48 25 15 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 1,234,758
Positions
26,067 37,413 34,166 456,818 298,477 251,634 57,880 102,796 189,200 26,775 78,198 29,340 162,877 213,534
Changes from: October 2, 2018 Total Change is: 143,281
9,391 -8,210 11,700 35,088 8,287 8,123 6,275 23,417 68,569 -1,378 4,919 9,780 -4,267 16,697
Percent of Open Interest Represented by Each Category of Trader
2.1 3.0 2.8 37.0 24.2 20.4 4.7 8.3 15.3 2.2 6.3 2.4 13.2 17.3
Number of Traders in Each Category Total Traders: 211
13 14 20 61 39 57 31 30 49 9 14 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,056,898
Positions
11,476 186,181 1,792 602,226 71,007 175,614 49,030 452,537 7,049 68,419 30,796 575 140,718 131,347
Changes from: October 2, 2018 Total Change is: 7,620
-1,423 496 1,588 -10,377 5,765 1,726 13,790 -24,060 -449 2,850 11,677 -9 -75 10,886
Percent of Open Interest Represented by Each Category of Trader
1.1 17.6 0.2 57.0 6.7 16.6 4.6 42.8 0.7 6.5 2.9 0.1 13.3 12.4
Number of Traders in Each Category Total Traders: 130
. 16 4 54 16 46 7 24 13 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,275,831
Positions
97,556 123,245 30,491 1,092,550 453,318 312,249 272,487 796,106 79,994 247,556 290,592 6,089 136,859 183,746
Changes from: October 2, 2018 Total Change is: 53,377
-220 -1,166 6,779 24,150 -25,752 -19,824 -10,027 38,714 33,860 16,799 17,121 1,255 606 2,389
Percent of Open Interest Represented by Each Category of Trader
4.3 5.4 1.3 48.0 19.9 13.7 12.0 35.0 3.5 10.9 12.8 0.3 6.0 8.1
Number of Traders in Each Category Total Traders: 356
17 31 10 93 38 69 43 75 39 31 28 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 5,048,029
Positions
163,655 353,957 225,654 1,941,024 1,013,728 729,277 343,922 1,160,413 553,933 525,856 331,815 128,834 435,875 550,419
Changes from: October 2, 2018 Total Change is: 407,469
36,177 49,973 49,845 -47,914 55,827 18,099 40,478 -12,271 160,260 121,057 19,029 41,883 -12,416 24,825
Percent of Open Interest Represented by Each Category of Trader
3.2 7.0 4.5 38.5 20.1 14.4 6.8 23.0 11.0 10.4 6.6 2.6 8.6 10.9
Number of Traders in Each Category Total Traders: 474
23 45 44 103 92 121 57 88 86 35 31 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 4,733,861
Positions
55,480 394,981 95,825 2,516,166 673,524 812,105 359,694 1,509,917 283,568 255,439 444,799 49,687 305,896 469,454
Changes from: October 2, 2018 Total Change is: 121,118
7,917 -8,570 32,748 102,716 26,374 -40,855 -26,817 43,568 39,708 15,144 14,916 6,029 -15,472 7,200
Percent of Open Interest Represented by Each Category of Trader
1.2 8.3 2.0 53.2 14.2 17.2 7.6 31.9 6.0 5.4 9.4 1.0 6.5 9.9
Number of Traders in Each Category Total Traders: 364
11 38 22 96 58 86 32 76 59 26 27 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,757,171
Positions
482,445 350,303 481,824 17,250 27,100 30,676 165,104 283,972 338,669 62,767 48,840 139,190 39,246 56,597
Changes from: October 2, 2018 Total Change is: -9,243
-12,956 42,651 -17,981 -439 -11,630 6,658 42,910 -6,438 -15,688 1,480 8,151 -15,406 2,179 440
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 - Options and Futures Combined 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 is28,000,049
Positions
5,249,284 1,404,603 4,687,725 457,824 2,299,533 2,184,489 1,128,135 2,138,194 11,861,813 133,947 446,876 1,658,068 638,764 1,318,747
Changes from: October 2, 2018 Total Change is: 1,900,651
40,376 186,943 244,203 6,403 -94,839 20,902 44,584 -55,100 1,443,716 -15,898 42,042 128,519 -12,155 -15,735
Percent of Open Interest Represented by Each Category of Trader
18.7 5.0 16.7 1.6 8.2 7.8 4.0 7.6 42.4 0.5 1.6 5.9 2.3 4.7
Number of Traders in Each Category Total Traders: 323
31 47 71 13 36 43 52 87 112 20 26 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 58,235
Positions
2,780 41,239 0 17,871 587 404 21,180 10,603 1,127 8,438 1,565 191 6,244 2,519
Changes from: October 2, 2018 Total Change is: 4,782
2,210 30 0 2,139 174 29 457 4,188 -277 303 223 1 -80 414
Percent of Open Interest Represented by Each Category of Trader
4.8 70.8 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: 125
. . 0 14 4 . 37 16 13 41 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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