Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 133,110
Positions
7,243 13,541 5,178 40,279 18,941 3,843 20,333 41,642 14,552 7,538 5,622 1,168 32,977 28,624
Changes from: October 9, 2018 Total Change is: -5,599
-1,695 -1,587 907 -3,780 1,494 -759 -1,452 -7,687 680 280 1,167 -46 266 232
Percent of Open Interest Represented by Each Category of Trader
5.4 10.2 3.9 30.3 14.2 2.9 15.3 31.3 10.9 5.7 4.2 0.9 24.8 21.5
Number of Traders in Each Category Total Traders: 107
6 6 7 13 16 6 14 36 18 7 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 65,779
Positions
34,869 2,416 262 1,169 10,466 246 18,855 25,342 1,827 453 2,338 0 8,099 22,883
Changes from: October 9, 2018 Total Change is: 2,758
4,873 -382 3 0 2,143 -4 -1,469 1,710 245 0 365 0 -890 -1,322
Percent of Open Interest Represented by Each Category of Trader
53.0 3.7 0.4 1.8 15.9 0.4 28.7 38.5 2.8 0.7 3.6 0.0 12.3 34.8
Number of Traders in Each Category Total Traders: 49
5 4 . . 11 . 11 13 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 268,051
Positions
95,415 31,791 18,546 50,378 85,691 3,928 32,111 39,139 36,705 3,181 8,302 4,324 23,464 39,626
Changes from: October 9, 2018 Total Change is: 8,037
-2,935 11,036 3,520 602 -3,600 1,093 497 -7,784 3,408 1,740 -7 127 -14 244
Percent of Open Interest Represented by Each Category of Trader
35.6 11.9 6.9 18.8 32.0 1.5 12.0 14.6 13.7 1.2 3.1 1.6 8.8 14.8
Number of Traders in Each Category Total Traders: 126
9 6 10 15 26 10 22 35 29 8 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 235,528
Positions
109,931 1,155 8,898 37,223 51,321 6,242 27,580 96,534 18,852 2,108 8,754 2,653 22,042 41,118
Changes from: October 9, 2018 Total Change is: -44,105
-28,591 -510 -678 -2,500 -12,455 1,240 -11,208 -19,134 -713 -69 -6,393 -241 -1,344 -5,221
Percent of Open Interest Represented by Each Category of Trader
46.7 0.5 3.8 15.8 21.8 2.7 11.7 41.0 8.0 0.9 3.7 1.1 9.4 17.5
Number of Traders in Each Category Total Traders: 129
12 . 7 18 28 12 22 37 24 5 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 532,383
Positions
25,399 102,722 21,336 280,817 142,083 26,211 25,959 110,312 42,169 20,924 15,518 6,163 83,405 65,868
Changes from: October 9, 2018 Total Change is: -20,899
-420 -2,950 -4,237 5,452 -260 -1,898 -7,535 -7,366 -2,576 -4,075 -949 -1,070 -4,540 407
Percent of Open Interest Represented by Each Category of Trader
4.8 19.3 4.0 52.7 26.7 4.9 4.9 20.7 7.9 3.9 2.9 1.2 15.7 12.4
Number of Traders in Each Category Total Traders: 297
16 12 16 88 39 52 34 59 41 28 21 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 36,512
Positions
468 21,956 0 14,733 6,904 1,659 5,154 0 0 523 778 5 13,970 5,210
Changes from: October 9, 2018 Total Change is: -1,284
-359 -749 0 -531 -1,586 -205 331 0 0 -77 0 0 -443 1,256
Percent of Open Interest Represented by Each Category of Trader
1.3 60.1 0.0 40.4 18.9 4.5 14.1 0.0 0.0 1.4 2.1 0.0 38.3 14.3
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 16, 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 25,330
Positions
5 5,496 734 9,902 11,031 2,595 5,307 0 0 0 879 0 6,787 4,595
Changes from: October 9, 2018 Total Change is: 65
-21 39 0 -8 -1,138 -2 848 0 0 0 250 0 -752 916
Percent of Open Interest Represented by Each Category of Trader
0.0 21.7 2.9 39.1 43.5 10.2 21.0 0.0 0.0 0.0 3.5 0.0 26.8 18.1
Number of Traders in Each Category Total Traders: 23
. . . 8 8 10 . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 174,483
Positions
104,250 3,690 4,043 7,835 54,953 2,490 18,729 49,085 11,958 596 2,875 1,942 22,640 43,447
Changes from: October 9, 2018 Total Change is: -14,723
-4,529 45 -1,332 290 -2,184 123 -4,232 -7,400 -1,212 103 359 119 -4,052 -3,240
Percent of Open Interest Represented by Each Category of Trader
59.7 2.1 2.3 4.5 31.5 1.4 10.7 28.1 6.9 0.3 1.6 1.1 13.0 24.9
Number of Traders in Each Category Total Traders: 96
11 4 6 4 20 6 15 33 16 4 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 26,301
Positions
0 15,237 0 22,588 741 0 1,749 8,283 1 339 422 0 1,624 1,617
Changes from: October 9, 2018 Total Change is: 1,226
0 568 0 1,295 -348 0 -54 1,172 0 0 -18 0 -15 -148
Percent of Open Interest Represented by Each Category of Trader
0.0 57.9 0.0 85.9 2.8 0.0 6.6 31.5 0.0 1.3 1.6 0.0 6.2 6.1
Number of Traders in Each Category Total Traders: 31
0 4 0 8 . 0 5 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 216,172
Positions
7,541 153,555 606 115,366 2,778 190 79,051 25,861 1,470 4,267 28,400 193 7,488 3,119
Changes from: October 9, 2018 Total Change is: 6,672
-20 3,903 14 3,540 -3,450 190 2,948 4,722 367 -482 774 173 -58 -20
Percent of Open Interest Represented by Each Category of Trader
3.5 71.0 0.3 53.4 1.3 0.1 36.6 12.0 0.7 2.0 13.1 0.1 3.5 1.4
Number of Traders in Each Category Total Traders: 151
. 8 . 27 8 . 48 30 8 12 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 37,688
Positions
27,850 2,109 638 116 4,631 0 5,758 27,689 235 1,484 770 0 1,607 1,616
Changes from: October 9, 2018 Total Change is: 307
0 -274 0 0 -7,778 0 87 8,425 34 466 -35 0 -280 -65
Percent of Open Interest Represented by Each Category of Trader
73.9 5.6 1.7 0.3 12.3 0.0 15.3 73.5 0.6 3.9 2.0 0.0 4.3 4.3
Number of Traders in Each Category Total Traders: 38
. . . . 4 0 8 13 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 62,493
Positions
46,097 126 0 1,001 19,747 17 10,735 29,542 2,174 128 3,757 297 2,044 6,833
Changes from: October 9, 2018 Total Change is: -2,218
1,914 -119 0 11 -523 0 -3,914 -2,861 79 -163 784 79 -224 343
Percent of Open Interest Represented by Each Category of Trader
73.8 0.2 0.0 1.6 31.6 0.0 17.2 47.3 3.5 0.2 6.0 0.5 3.3 10.9
Number of Traders in Each Category Total Traders: 94
7 . 0 . 20 . 20 36 7 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 8,365
Positions
5,434 0 0 1,441 2,723 10 895 3,965 0 0 0 0 585 1,667
Changes from: October 9, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
65.0 0.0 0.0 17.2 32.6 0.1 10.7 47.4 0.0 0.0 0.0 0.0 7.0 19.9
Number of Traders in Each Category Total Traders: 22
. 0 0 . 4 . . 12 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 47,703
Positions
7,236 26,640 1,714 13,459 161 529 9,805 6,694 2,783 2,384 950 687 9,107 7,545
Changes from: October 9, 2018 Total Change is: -5,750
1,370 -7,537 436 -1,547 -609 311 -6,473 1,144 -120 12 -74 99 162 601
Percent of Open Interest Represented by Each Category of Trader
15.2 55.8 3.6 28.2 0.3 1.1 20.6 14.0 5.8 5.0 2.0 1.4 19.1 15.8
Number of Traders in Each Category Total Traders: 109
12 20 6 20 . 4 26 16 9 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 95,406
Positions
14,471 53,280 3,427 26,918 322 1,057 19,610 13,388 5,567 4,767 1,901 1,374 18,214 15,090
Changes from: October 9, 2018 Total Change is: -11,500
2,740 -15,075 871 -3,093 -1,218 622 -12,946 2,288 -240 24 -147 197 325 1,202
Percent of Open Interest Represented by Each Category of Trader
15.2 55.8 3.6 28.2 0.3 1.1 20.6 14.0 5.8 5.0 2.0 1.4 19.1 15.8
Number of Traders in Each Category Total Traders: 109
12 20 6 20 . 4 26 16 9 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 28,113
Positions
3,020 22,035 0 23,146 1,454 257 405 3,710 0 0 454 0 1,285 203
Changes from: October 9, 2018 Total Change is: -1,308
536 -8 0 -1,706 -9 -42 -30 -900 0 0 0 0 -66 -349
Percent of Open Interest Represented by Each Category of Trader
10.7 78.4 0.0 82.3 5.2 0.9 1.4 13.2 0.0 0.0 1.6 0.0 4.6 0.7
Number of Traders in Each Category Total Traders: 22
. 6 0 10 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 905,248
Positions
45,443 135,790 97,165 266,827 176,399 71,945 57,660 65,361 181,535 35,766 39,991 60,658 88,249 76,404
Changes from: October 9, 2018 Total Change is: 68,201
13,467 -188 10,020 -28,635 13,582 6,890 12,351 -13,589 42,685 4,019 2,172 6,214 1,191 415
Percent of Open Interest Represented by Each Category of Trader
5.0 15.0 10.7 29.5 19.5 7.9 6.4 7.2 20.1 4.0 4.4 6.7 9.7 8.4
Number of Traders in Each Category Total Traders: 658
39 40 49 166 98 130 93 111 118 59 50 61
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 80,791
Positions
22,981 16,311 3,439 4,772 21,022 1,274 6,808 5,713 14,848 55 696 2,984 23,631 14,504
Changes from: October 9, 2018 Total Change is: 7,526
6,417 1,286 349 -606 3,205 -1,554 2,172 2,470 857 -298 678 232 -43 3
Percent of Open Interest Represented by Each Category of Trader
28.4 20.2 4.3 5.9 26.0 1.6 8.4 7.1 18.4 0.1 0.9 3.7 29.2 18.0
Number of Traders in Each Category Total Traders: 63
7 10 10 . 5 . 15 13 21 . 8 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 10,893
Positions
1,722 8,879 0 5,218 642 271 662 0 0 404 0 0 2,616 1,101
Changes from: October 9, 2018 Total Change is: -473
-55 -567 0 -38 0 -19 0 0 0 0 0 0 -361 113
Percent of Open Interest Represented by Each Category of Trader
15.8 81.5 0.0 47.9 5.9 2.5 6.1 0.0 0.0 3.7 0.0 0.0 24.0 10.1
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 16, 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 4,122,285
Positions
245,618 730,704 335,325 1,321,285 787,897 342,348 297,029 341,005 790,671 181,641 199,560 285,279 323,089 309,496
Changes from: October 9, 2018 Total Change is: 303,377
34,161 -8,462 49,447 -140,133 51,895 42,210 74,986 -56,200 185,046 24,657 10,544 26,836 6,168 2,063
Percent of Open Interest Represented by Each Category of Trader
6.0 17.7 8.1 32.1 19.1 8.3 7.2 8.3 19.2 4.4 4.8 6.9 7.8 7.5
Number of Traders in Each Category Total Traders: 643
37 42 46 167 95 129 91 105 113 57 47 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 28,813
Positions
7,972 25,674 0 15,733 0 1,426 762 613 0 0 384 0 2,920 716
Changes from: October 9, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
27.7 89.1 0.0 54.6 0.0 4.9 2.6 2.1 0.0 0.0 1.3 0.0 10.1 2.5
Number of Traders in Each Category Total Traders: 23
. 9 0 8 0 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 15,820
Positions
4,142 14,721 0 6,429 343 0 1,411 219 0 1,288 0 0 2,550 537
Changes from: October 9, 2018 Total Change is: 920
574 793 0 276 -3 0 0 219 0 0 0 0 70 -89
Percent of Open Interest Represented by Each Category of Trader
26.2 93.1 0.0 40.6 2.2 0.0 8.9 1.4 0.0 8.1 0.0 0.0 16.1 3.4
Number of Traders in Each Category Total Traders: 27
4 10 0 6 . 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 15,990
Positions
4,208 10,786 0 8,362 1,330 435 432 0 0 0 2,050 0 2,553 1,389
Changes from: October 9, 2018 Total Change is: 226
222 -500 0 -6 0 0 -284 0 0 0 425 0 294 301
Percent of Open Interest Represented by Each Category of Trader
26.3 67.5 0.0 52.3 8.3 2.7 2.7 0.0 0.0 0.0 12.8 0.0 16.0 8.7
Number of Traders in Each Category Total Traders: 21
4 5 0 6 . . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 217,007
Positions
161,991 161,991 55,016 0 0 0 0 0 0 0 0 0 0 0
Changes from: October 9, 2018 Total Change is: 7,000
5,155 5,155 1,845 0 0 0 0 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
74.6 74.6 25.4 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
8 12 13 0 0 0 0 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 77,504
Positions
9,189 30,330 941 49,201 35,657 3,725 2,924 1,452 1,496 252 0 0 9,776 3,903
Changes from: October 9, 2018 Total Change is: -5,674
2,118 -8,619 279 -2,220 3,308 -149 -2,651 -253 -312 -525 0 -1 -2,213 73
Percent of Open Interest Represented by Each Category of Trader
11.9 39.1 1.2 63.5 46.0 4.8 3.8 1.9 1.9 0.3 0.0 0.0 12.6 5.0
Number of Traders in Each Category Total Traders: 82
5 11 . 34 19 14 7 5 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 54,887
Positions
15,941 13,198 634 13,559 12,589 1,409 9,318 10,522 3,252 1,847 3,135 1,618 7,309 8,531
Changes from: October 9, 2018 Total Change is: 1,684
2,493 -337 -13 -3,908 317 359 2,028 -1,487 1,016 -493 436 635 -433 758
Percent of Open Interest Represented by Each Category of Trader
29.0 24.0 1.2 24.7 22.9 2.6 17.0 19.2 5.9 3.4 5.7 2.9 13.3 15.5
Number of Traders in Each Category Total Traders: 296
18 26 10 54 44 29 41 57 28 18 38 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 274,433
Positions
79,707 65,991 3,169 67,794 62,943 7,043 46,591 52,608 16,260 9,236 15,677 8,088 36,544 42,653
Changes from: October 9, 2018 Total Change is: 8,421
12,465 -1,684 -64 -19,541 1,583 1,797 10,139 -7,436 5,081 -2,463 2,182 3,173 -2,166 3,789
Percent of Open Interest Represented by Each Category of Trader
29.0 24.0 1.2 24.7 22.9 2.6 17.0 19.2 5.9 3.4 5.7 2.9 13.3 15.5
Number of Traders in Each Category Total Traders: 296
18 26 10 54 44 29 41 57 28 18 38 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 506,187
Positions
65,531 98,165 6,627 239,107 157,937 42,705 90,206 152,259 15,651 18,817 11,365 3,186 24,358 18,292
Changes from: October 9, 2018 Total Change is: -26,488
-2,487 -28,470 2,680 -23,275 44 9,063 -10,986 -8,817 195 125 -560 78 -1,882 -701
Percent of Open Interest Represented by Each Category of Trader
12.9 19.4 1.3 47.2 31.2 8.4 17.8 30.1 3.1 3.7 2.2 0.6 4.8 3.6
Number of Traders in Each Category Total Traders: 301
27 20 12 81 57 44 41 46 25 17 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 32,575
Positions
2,983 12,314 265 14,642 1,332 73 5,942 12,755 33 1,939 2,237 0 6,698 3,566
Changes from: October 9, 2018 Total Change is: -1,150
-12 100 64 -518 -586 -241 -784 -1,510 2 -57 916 0 396 105
Percent of Open Interest Represented by Each Category of Trader
9.2 37.8 0.8 44.9 4.1 0.2 18.2 39.2 0.1 6.0 6.9 0.0 20.6 10.9
Number of Traders in Each Category Total Traders: 45
. 4 . 18 . . 4 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 73,103
Positions
13,200 10,537 287 24,934 8,999 1,413 21,883 14,079 637 2,511 1,150 0 8,238 36,001
Changes from: October 9, 2018 Total Change is: 7,756
5,485 -1,882 203 -1,611 -155 -221 3,539 -3,145 510 1,017 -295 0 -1,166 12,741
Percent of Open Interest Represented by Each Category of Trader
18.1 14.4 0.4 34.1 12.3 1.9 29.9 19.3 0.9 3.4 1.6 0.0 11.3 49.2
Number of Traders in Each Category Total Traders: 72
9 11 . 15 5 6 14 15 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 277,793
Positions
21,083 159,458 1,081 205,369 79,205 19,319 20,143 8,443 185 2,924 3,754 0 7,689 6,348
Changes from: October 9, 2018 Total Change is: 15,415
509 5,400 -8 15,944 10,847 246 88 -1,114 36 -268 60 -4 -1,128 -48
Percent of Open Interest Represented by Each Category of Trader
7.6 57.4 0.4 73.9 28.5 7.0 7.3 3.0 0.1 1.1 1.4 0.0 2.8 2.3
Number of Traders in Each Category Total Traders: 161
12 10 . 57 39 27 21 12 5 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 1,168,187
Positions
138,159 631,271 5,399 738,200 353,695 108,606 97,876 35,498 5,631 34,869 14,033 805 38,642 13,249
Changes from: October 9, 2018 Total Change is: 10,215
-935 -23,687 1,111 -12,188 42,135 4,349 7,205 -6,953 1,986 -415 -1,845 -96 9,198 -6,785
Percent of Open Interest Represented by Each Category of Trader
11.8 54.0 0.5 63.2 30.3 9.3 8.4 3.0 0.5 3.0 1.2 0.1 3.3 1.1
Number of Traders in Each Category Total Traders: 422
27 21 8 153 76 76 62 35 13 36 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 117,683
Positions
26,365 50,803 66,309 12,381 0 270 11,535 0 178 590 30 0 55 93
Changes from: October 9, 2018 Total Change is: 629
1,569 1,689 -1,040 0 0 0 120 0 -20 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
22.4 43.2 56.3 10.5 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 16, 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 1,189,222
Positions
20,994 55,274 27,885 452,237 298,875 245,345 63,864 79,004 176,331 27,397 78,834 26,082 149,087 201,593
Changes from: October 9, 2018 Total Change is: -45,536
-5,073 17,861 -6,281 -4,581 398 -6,289 5,984 -23,793 -12,869 622 636 -3,258 -13,790 -11,941
Percent of Open Interest Represented by Each Category of Trader
1.8 4.6 2.3 38.0 25.1 20.6 5.4 6.6 14.8 2.3 6.6 2.2 12.5 17.0
Number of Traders in Each Category Total Traders: 212
12 18 21 60 39 54 32 28 46 12 11 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 1,088,077
Positions
30,487 211,424 1,743 611,954 63,697 181,135 42,946 457,893 7,768 70,151 34,601 750 141,144 129,066
Changes from: October 9, 2018 Total Change is: 31,179
19,011 25,243 -49 9,728 -7,310 5,521 -6,084 5,356 719 1,732 3,805 175 426 -2,281
Percent of Open Interest Represented by Each Category of Trader
2.8 19.4 0.2 56.2 5.9 16.6 3.9 42.1 0.7 6.4 3.2 0.1 13.0 11.9
Number of Traders in Each Category Total Traders: 131
. 17 . 55 15 45 7 22 14 5 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 2,256,288
Positions
68,663 121,221 22,711 1,131,507 401,660 296,407 286,571 881,046 56,862 252,251 295,088 9,445 131,873 171,848
Changes from: October 9, 2018 Total Change is: -19,543
-28,893 -2,025 -7,781 38,956 -51,658 -15,843 14,084 84,940 -23,132 4,695 4,497 3,355 -4,986 -11,898
Percent of Open Interest Represented by Each Category of Trader
3.0 5.4 1.0 50.1 17.8 13.1 12.7 39.0 2.5 11.2 13.1 0.4 5.8 7.6
Number of Traders in Each Category Total Traders: 354
15 29 12 94 39 70 46 71 38 35 25 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 5,020,625
Positions
132,241 335,990 232,020 1,921,216 938,016 772,123 357,449 1,217,113 555,984 513,744 341,684 106,843 429,007 520,853
Changes from: October 9, 2018 Total Change is: -27,404
-31,415 -17,967 6,366 -19,808 -75,712 42,846 13,526 56,701 2,051 -12,112 9,869 -21,991 -6,869 -29,566
Percent of Open Interest Represented by Each Category of Trader
2.6 6.7 4.6 38.3 18.7 15.4 7.1 24.2 11.1 10.2 6.8 2.1 8.5 10.4
Number of Traders in Each Category Total Traders: 477
26 41 46 106 92 125 57 89 97 31 35 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 627,913
Positions
31,111 42,843 4,896 204,713 204,556 107,610 103,757 49,058 10,230 53,242 38,282 506 111,848 169,932
Changes from: October 9, 2018 Total Change is: 10,007
691 -136 2,420 -4,487 -7,194 6,925 2,165 6,030 -4,464 451 591 6 6,300 5,829
Percent of Open Interest Represented by Each Category of Trader
5.0 6.8 0.8 32.6 32.6 17.1 16.5 7.8 1.6 8.5 6.1 0.1 17.8 27.1
Number of Traders in Each Category Total Traders: 107
5 7 . 27 36 41 9 11 7 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 4,803,947
Positions
64,249 493,210 90,519 2,510,663 596,100 842,866 384,723 1,556,977 291,762 260,212 440,158 44,105 314,848 448,251
Changes from: October 9, 2018 Total Change is: 70,086
8,768 98,229 -5,306 -5,503 -77,424 30,761 25,029 47,059 8,194 4,773 -4,641 -5,583 8,952 -21,203
Percent of Open Interest Represented by Each Category of Trader
1.3 10.3 1.9 52.3 12.4 17.5 8.0 32.4 6.1 5.4 9.2 0.9 6.6 9.3
Number of Traders in Each Category Total Traders: 363
11 42 24 95 58 84 31 75 59 27 24 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 1,824,239
Positions
476,950 347,581 529,691 17,255 33,760 41,121 160,388 267,853 339,105 60,060 43,394 155,732 43,937 66,002
Changes from: October 9, 2018 Total Change is: 67,068
-5,495 -2,722 47,867 5 6,660 10,445 -4,716 -16,119 436 -2,707 -5,446 16,542 4,691 9,405
Percent of Open Interest Represented by Each Category of Trader
26.1 19.1 29.0 0.9 1.9 2.3 8.8 14.7 18.6 3.3 2.4 8.5 2.4 3.6
Number of Traders in Each Category Total Traders: 151
25 32 46 4 4 4 27 34 44 11 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 is27,158,747
Positions
5,336,907 1,435,501 4,494,737 461,386 2,333,604 2,123,986 1,023,829 1,983,368 11,313,389 101,738 468,330 1,639,063 663,711 1,366,768
Changes from: October 9, 2018 Total Change is: -841,302
87,623 30,898 -192,988 3,562 34,071 -60,503 -104,306 -154,827 -548,424 -32,209 21,454 -19,005 24,947 48,021
Percent of Open Interest Represented by Each Category of Trader
19.7 5.3 16.5 1.7 8.6 7.8 3.8 7.3 41.7 0.4 1.7 6.0 2.4 5.0
Number of Traders in Each Category Total Traders: 317
34 44 71 14 35 42 55 77 109 23 26 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 13,426
Positions
1,920 2,665 1,532 0 0 0 1,719 932 8,228 0 0 0 27 69
Changes from: October 9, 2018 Total Change is: 1,556
1 -178 -56 0 0 0 103 283 1,585 0 -1 -77 0 0
Percent of Open Interest Represented by Each Category of Trader
14.3 19.8 11.4 0.0 0.0 0.0 12.8 6.9 61.3 0.0 0.0 0.0 0.2 0.5
Number of Traders in Each Category Total Traders: 24
4 . 5 0 0 0 6 7 12 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 27,153
Positions
3,972 1,456 11,682 0 0 0 2,311 5,104 8,866 50 0 0 272 45
Changes from: October 9, 2018 Total Change is: 1,659
-363 155 1,032 0 0 0 480 193 274 0 0 0 236 5
Percent of Open Interest Represented by Each Category of Trader
14.6 5.4 43.0 0.0 0.0 0.0 8.5 18.8 32.7 0.2 0.0 0.0 1.0 0.2
Number of Traders in Each Category Total Traders: 25
4 . 4 0 0 0 10 8 13 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 29,350
Positions
1,511 5,656 0 1,120 10,447 0 15,176 9,734 0 11,258 1,503 212 73 1,798
Changes from: October 9, 2018 Total Change is: 315
-67 380 0 0 163 0 222 -4 0 150 1 0 10 -225
Percent of Open Interest Represented by Each Category of Trader
5.1 19.3 0.0 3.8 35.6 0.0 51.7 33.2 0.0 38.4 5.1 0.7 0.2 6.1
Number of Traders in Each Category Total Traders: 35
. 4 0 . 11 0 . 7 0 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 17,120
Positions
2,253 4,353 0 931 2,412 9 13,894 7,428 0 0 1,448 0 33 1,470
Changes from: October 9, 2018 Total Change is: 85
-19 97 0 4 -15 0 81 186 0 0 -50 0 19 -133
Percent of Open Interest Represented by Each Category of Trader
13.2 25.4 0.0 5.4 14.1 0.1 81.2 43.4 0.0 0.0 8.5 0.0 0.2 8.6
Number of Traders in Each Category Total Traders: 31
. 5 0 . 7 . . 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 4,262
Positions
55 0 0 29 0 0 1,096 1,723 253 927 1,715 2 1,900 569
Changes from: October 9, 2018 Total Change is: 234
0 0 0 29 0 0 -3 48 94 221 158 -8 -99 -58
Percent of Open Interest Represented by Each Category of Trader
1.3 0.0 0.0 0.7 0.0 0.0 25.7 40.4 5.9 21.8 40.2 0.0 44.6 13.4
Number of Traders in Each Category Total Traders: 44
. 0 0 . 0 0 9 11 5 17 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 2,730
Positions
0 76 0 54 108 0 1,606 1,620 64 302 556 0 704 306
Changes from: October 9, 2018 Total Change is: -118
0 0 0 54 -13 0 -37 -36 40 -93 -50 0 -82 -59
Percent of Open Interest Represented by Each Category of Trader
0.0 2.8 0.0 2.0 4.0 0.0 58.8 59.3 2.3 11.1 20.4 0.0 25.8 11.2
Number of Traders in Each Category Total Traders: 41
0 . 0 . . 0 11 16 4 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 54,988
Positions
2,950 41,239 0 16,450 480 407 19,991 7,417 1,391 8,226 1,647 180 5,394 2,228
Changes from: October 9, 2018 Total Change is: -3,247
170 0 0 -1,421 -107 3 -1,189 -3,186 263 -212 82 -11 -850 -291
Percent of Open Interest Represented by Each Category of Trader
5.4 75.0 0.0 29.9 0.9 0.7 36.4 13.5 2.5 15.0 3.0 0.3 9.8 4.1
Number of Traders in Each Category Total Traders: 115
. . 0 14 . . 38 15 14 32 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 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 536,159
Positions
55,050 17,394 36,224 99,310 34,298 28,255 65,804 162,056 184,257 11,052 13,328 27,927 28,280 32,420
Changes from: October 9, 2018 Total Change is: 1,250
-32,556 9,169 5,302 -18,182 -41,003 -2,854 4,759 -21,457 40,688 -2,616 6,854 2,225 4,484 2,326
Percent of Open Interest Represented by Each Category of Trader
10.3 3.2 6.8 18.5 6.4 5.3 12.3 30.2 34.4 2.1 2.5 5.2 5.3 6.0
Number of Traders in Each Category Total Traders: 229
15 13 20 24 34 19 45 55 65 11 22 21
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Traders in Financial Futures - Options and Futures Combined Positions as of October 16, 2018
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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 :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 33,055
Positions
3,666 64 626 16,097 94 4,272 4,860 26,875 242 3,100 845 0 192 37
Changes from: October 9, 2018 Total Change is: -1,140
-716 0 600 -140 8 329 -1,743 -2,539 0 712 712 -163 -19 -87
Percent of Open Interest Represented by Each Category of Trader
11.1 0.2 1.9 48.7 0.3 12.9 14.7 81.3 0.7 9.4 2.6 0.0 0.6 0.1
Number of Traders in Each Category Total Traders: 42
. . . 12 . . 6 7 . 9 . 0
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Updated October 19, 2018