Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 137,507
Positions
10,184 14,782 4,364 40,951 20,454 4,529 20,522 37,589 16,460 7,697 6,172 1,212 31,589 31,946
Changes from: October 16, 2018 Total Change is: 4,397
2,941 1,241 -814 673 1,513 686 190 -4,053 1,908 159 550 44 -1,388 3,322
Percent of Open Interest Represented by Each Category of Trader
7.4 10.7 3.2 29.8 14.9 3.3 14.9 27.3 12.0 5.6 4.5 0.9 23.0 23.2
Number of Traders in Each Category Total Traders: 107
6 5 6 15 15 5 14 36 18 8 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 70,931
Positions
40,714 2,594 274 1,169 11,220 246 18,433 24,816 1,829 453 3,331 0 7,813 26,621
Changes from: October 16, 2018 Total Change is: 5,152
5,845 178 12 0 754 0 -422 -526 2 0 993 0 -286 3,738
Percent of Open Interest Represented by Each Category of Trader
57.4 3.7 0.4 1.6 15.8 0.3 26.0 35.0 2.6 0.6 4.7 0.0 11.0 37.5
Number of Traders in Each Category Total Traders: 46
6 4 . . 11 . 9 11 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 280,940
Positions
101,276 34,714 20,502 52,383 90,313 3,829 29,568 36,410 40,741 4,311 7,411 4,374 23,956 42,647
Changes from: October 16, 2018 Total Change is: 12,889
5,861 2,923 1,956 2,005 4,621 -99 -2,543 -2,729 4,037 1,130 -891 50 492 3,021
Percent of Open Interest Represented by Each Category of Trader
36.0 12.4 7.3 18.6 32.1 1.4 10.5 13.0 14.5 1.5 2.6 1.6 8.5 15.2
Number of Traders in Each Category Total Traders: 132
10 7 10 16 27 10 21 36 22 11 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 232,563
Positions
104,163 1,615 10,192 35,706 48,726 7,121 26,992 90,624 20,420 2,103 7,758 3,215 22,650 42,892
Changes from: October 16, 2018 Total Change is: -2,965
-5,767 460 1,294 -1,517 -2,595 879 -588 -5,910 1,568 -4 -996 562 609 1,773
Percent of Open Interest Represented by Each Category of Trader
44.8 0.7 4.4 15.4 21.0 3.1 11.6 39.0 8.8 0.9 3.3 1.4 9.7 18.4
Number of Traders in Each Category Total Traders: 132
14 . 8 17 28 11 28 32 23 4 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 560,984
Positions
30,202 99,269 29,693 282,561 148,544 25,294 29,517 118,962 45,876 24,955 19,935 7,113 85,773 66,297
Changes from: October 16, 2018 Total Change is: 28,601
4,803 -3,453 8,357 1,744 6,461 -917 3,558 8,651 3,707 4,031 4,417 950 2,368 429
Percent of Open Interest Represented by Each Category of Trader
5.4 17.7 5.3 50.4 26.5 4.5 5.3 21.2 8.2 4.4 3.6 1.3 15.3 11.8
Number of Traders in Each Category Total Traders: 305
17 11 15 91 39 50 34 61 39 31 21 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 36,618
Positions
470 21,954 0 14,677 7,394 1,663 5,149 0 0 523 778 5 14,131 4,824
Changes from: October 16, 2018 Total Change is: 106
2 -2 0 -56 490 4 -5 0 0 0 0 0 161 -386
Percent of Open Interest Represented by Each Category of Trader
1.3 60.0 0.0 40.1 20.2 4.5 14.1 0.0 0.0 1.4 2.1 0.0 38.6 13.2
Number of Traders in Each Category Total Traders: 29
. . 0 13 7 7 4 0 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 25,616
Positions
0 5,997 726 9,805 11,766 2,591 6,156 0 0 0 419 0 6,338 4,117
Changes from: October 16, 2018 Total Change is: 286
-5 501 -8 -97 735 -4 849 0 0 0 -460 0 -449 -478
Percent of Open Interest Represented by Each Category of Trader
0.0 23.4 2.8 38.3 45.9 10.1 24.0 0.0 0.0 0.0 1.6 0.0 24.7 16.1
Number of Traders in Each Category Total Traders: 26
0 4 . 8 9 10 4 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 177,342
Positions
98,608 3,027 6,003 8,805 53,037 2,689 18,160 49,802 13,731 1,901 3,062 1,848 25,597 44,143
Changes from: October 16, 2018 Total Change is: 2,859
-5,642 -663 1,960 970 -1,915 199 -569 717 1,773 1,305 187 -94 2,957 695
Percent of Open Interest Represented by Each Category of Trader
55.6 1.7 3.4 5.0 29.9 1.5 10.2 28.1 7.7 1.1 1.7 1.0 14.4 24.9
Number of Traders in Each Category Total Traders: 98
11 . 6 5 19 6 17 33 19 5 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 29,489
Positions
0 15,673 0 25,751 745 0 1,754 11,449 0 339 407 0 1,645 1,215
Changes from: October 16, 2018 Total Change is: 3,188
0 436 0 3,163 4 0 5 3,166 -1 0 -15 0 21 -402
Percent of Open Interest Represented by Each Category of Trader
0.0 53.1 0.0 87.3 2.5 0.0 5.9 38.8 0.0 1.1 1.4 0.0 5.6 4.1
Number of Traders in Each Category Total Traders: 32
0 4 0 7 . 0 5 11 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 207,255
Positions
7,346 148,914 777 115,939 1,900 47 68,880 22,790 2,276 4,476 26,824 0 7,515 3,727
Changes from: October 16, 2018 Total Change is: -8,917
-196 -4,641 171 573 -878 -143 -10,171 -3,071 806 209 -1,576 -193 26 608
Percent of Open Interest Represented by Each Category of Trader
3.5 71.9 0.4 55.9 0.9 0.0 33.2 11.0 1.1 2.2 12.9 0.0 3.6 1.8
Number of Traders in Each Category Total Traders: 136
. 7 . 27 6 . 36 34 13 9 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 39,251
Positions
27,978 2,111 695 1,578 1,527 0 5,720 32,429 233 1,074 808 0 1,973 1,448
Changes from: October 16, 2018 Total Change is: 1,563
128 2 57 1,462 -3,104 0 -38 4,740 -2 -410 38 0 366 -168
Percent of Open Interest Represented by Each Category of Trader
71.3 5.4 1.8 4.0 3.9 0.0 14.6 82.6 0.6 2.7 2.1 0.0 5.0 3.7
Number of Traders in Each Category Total Traders: 37
. . . . . 0 8 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 58,685
Positions
42,556 644 0 941 17,589 0 10,091 28,237 2,550 0 2,894 128 2,419 6,643
Changes from: October 16, 2018 Total Change is: -3,808
-3,541 518 0 -60 -2,158 -17 -644 -1,305 376 -128 -863 -169 375 -190
Percent of Open Interest Represented by Each Category of Trader
72.5 1.1 0.0 1.6 30.0 0.0 17.2 48.1 4.3 0.0 4.9 0.2 4.1 11.3
Number of Traders in Each Category Total Traders: 96
7 . 0 . 20 0 22 35 10 0 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 46,175
Positions
7,434 26,194 1,556 12,670 367 303 9,957 6,952 3,051 1,821 849 566 8,817 6,336
Changes from: October 16, 2018 Total Change is: -1,529
199 -446 -158 -789 206 -226 152 258 268 -563 -101 -121 -291 -1,209
Percent of Open Interest Represented by Each Category of Trader
16.1 56.7 3.4 27.4 0.8 0.7 21.6 15.1 6.6 3.9 1.8 1.2 19.1 13.7
Number of Traders in Each Category Total Traders: 99
11 19 6 17 . 4 25 14 12 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 92,349
Positions
14,868 52,387 3,112 25,340 734 606 19,913 13,904 6,103 3,642 1,698 1,132 17,633 12,673
Changes from: October 16, 2018 Total Change is: -3,057
397 -892 -315 -1,578 412 -451 303 516 536 -1,125 -203 -242 -581 -2,417
Percent of Open Interest Represented by Each Category of Trader
16.1 56.7 3.4 27.4 0.8 0.7 21.6 15.1 6.6 3.9 1.8 1.2 19.1 13.7
Number of Traders in Each Category Total Traders: 99
11 19 6 17 . 4 25 14 12 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 26,886
Positions
4,011 21,515 0 20,588 1,450 263 405 2,926 0 0 454 0 1,619 278
Changes from: October 16, 2018 Total Change is: -1,227
991 -520 0 -2,558 -4 6 0 -784 0 0 0 0 334 75
Percent of Open Interest Represented by Each Category of Trader
14.9 80.0 0.0 76.6 5.4 1.0 1.5 10.9 0.0 0.0 1.7 0.0 6.0 1.0
Number of Traders in Each Category Total Traders: 20
. 6 0 8 . 4 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 913,350
Positions
55,501 133,488 97,713 250,944 178,061 70,429 67,439 79,004 176,775 42,276 38,855 60,825 91,448 78,201
Changes from: October 16, 2018 Total Change is: 8,102
10,058 -2,302 547 -15,883 1,662 -1,517 9,779 13,643 -4,760 6,510 -1,136 167 3,200 1,797
Percent of Open Interest Represented by Each Category of Trader
6.1 14.6 10.7 27.5 19.5 7.7 7.4 8.6 19.4 4.6 4.3 6.7 10.0 8.6
Number of Traders in Each Category Total Traders: 655
44 36 50 165 96 130 96 108 112 71 38 55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 81,189
Positions
21,550 15,929 3,238 3,640 19,819 1,701 8,239 3,191 14,657 139 1,589 3,637 24,388 17,428
Changes from: October 16, 2018 Total Change is: 398
-1,431 -383 -201 -1,132 -1,203 427 1,431 -2,522 -190 84 893 652 757 2,923
Percent of Open Interest Represented by Each Category of Trader
26.5 19.6 4.0 4.5 24.4 2.1 10.1 3.9 18.1 0.2 2.0 4.5 30.0 21.5
Number of Traders in Each Category Total Traders: 58
9 8 11 . 4 . 10 14 18 5 6 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 12,915
Positions
3,958 10,807 0 5,166 865 271 662 0 0 404 0 0 2,454 972
Changes from: October 16, 2018 Total Change is: 2,022
2,236 1,928 0 -52 223 0 0 0 0 0 0 0 -162 -129
Percent of Open Interest Represented by Each Category of Trader
30.6 83.7 0.0 40.0 6.7 2.1 5.1 0.0 0.0 3.1 0.0 0.0 19.0 7.5
Number of Traders in Each Category Total Traders: 24
4 9 0 6 . . . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 4,160,804
Positions
296,654 714,696 345,476 1,243,458 798,147 336,699 326,494 409,553 780,098 218,428 194,075 278,194 335,303 303,865
Changes from: October 16, 2018 Total Change is: 38,519
51,035 -16,008 10,151 -77,827 10,250 -5,649 29,465 68,548 -10,572 36,787 -5,485 -7,084 12,214 -5,631
Percent of Open Interest Represented by Each Category of Trader
7.1 17.2 8.3 29.9 19.2 8.1 7.8 9.8 18.7 5.2 4.7 6.7 8.1 7.3
Number of Traders in Each Category Total Traders: 642
42 38 47 166 94 129 93 104 108 67 37 51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 29,293
Positions
8,754 25,582 0 15,632 269 1,525 762 353 0 0 384 0 2,620 1,180
Changes from: October 16, 2018 Total Change is: 480
782 -92 0 -101 269 99 0 -260 0 0 0 0 -300 464
Percent of Open Interest Represented by Each Category of Trader
29.9 87.3 0.0 53.4 0.9 5.2 2.6 1.2 0.0 0.0 1.3 0.0 8.9 4.0
Number of Traders in Each Category Total Traders: 23
. 9 0 8 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 15,841
Positions
4,146 14,951 1 6,747 343 0 1,581 0 0 1,288 0 0 2,078 546
Changes from: October 16, 2018 Total Change is: 21
4 230 1 318 0 0 170 -219 0 0 0 0 -472 9
Percent of Open Interest Represented by Each Category of Trader
26.2 94.4 0.0 42.6 2.2 0.0 10.0 0.0 0.0 8.1 0.0 0.0 13.1 3.4
Number of Traders in Each Category Total Traders: 28
4 11 . 7 . 0 . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 15,735
Positions
4,270 10,861 0 8,304 1,330 470 432 0 0 0 1,625 0 2,259 1,449
Changes from: October 16, 2018 Total Change is: -255
62 75 0 -58 0 35 0 0 0 0 -425 0 -294 60
Percent of Open Interest Represented by Each Category of Trader
27.1 69.0 0.0 52.8 8.5 3.0 2.7 0.0 0.0 0.0 10.3 0.0 14.4 9.2
Number of Traders in Each Category Total Traders: 22
5 6 0 6 . . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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
162,391 161,991 54,616 0 0 0 0 0 0 0 0 0 0 400
Changes from: October 16, 2018 Total Change is: 0
400 0 -400 0 0 0 0 0 0 0 0 0 0 400
Percent of Open Interest Represented by Each Category of Trader
74.8 74.6 25.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.2
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 23, 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 75,299
Positions
8,446 28,726 955 48,308 36,078 3,639 4,140 1,274 337 0 0 0 9,474 4,290
Changes from: October 16, 2018 Total Change is: -2,205
-743 -1,604 14 -893 421 -86 1,216 -178 -1,159 -252 0 0 -302 387
Percent of Open Interest Represented by Each Category of Trader
11.2 38.1 1.3 64.2 47.9 4.8 5.5 1.7 0.4 0.0 0.0 0.0 12.6 5.7
Number of Traders in Each Category Total Traders: 79
5 12 . 32 19 13 8 . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 55,036
Positions
15,436 12,129 730 11,757 12,141 1,553 12,017 12,785 2,868 1,822 3,704 1,214 7,640 7,912
Changes from: October 16, 2018 Total Change is: 150
-506 -1,069 96 -1,802 -448 144 2,699 2,264 -384 -25 568 -403 331 -618
Percent of Open Interest Represented by Each Category of Trader
28.0 22.0 1.3 21.4 22.1 2.8 21.8 23.2 5.2 3.3 6.7 2.2 13.9 14.4
Number of Traders in Each Category Total Traders: 293
20 27 11 50 45 28 39 63 30 14 34 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 275,182
Positions
77,178 60,646 3,648 58,785 60,706 7,763 60,084 63,926 14,339 9,111 18,519 6,072 38,201 39,562
Changes from: October 16, 2018 Total Change is: 749
-2,529 -5,345 479 -9,009 -2,238 720 13,493 11,318 -1,921 -125 2,842 -2,015 1,657 -3,091
Percent of Open Interest Represented by Each Category of Trader
28.0 22.0 1.3 21.4 22.1 2.8 21.8 23.2 5.2 3.3 6.7 2.2 13.9 14.4
Number of Traders in Each Category Total Traders: 293
20 27 11 50 45 28 39 63 30 14 34 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 496,593
Positions
72,691 81,667 7,258 228,689 162,919 37,341 89,915 158,748 15,486 18,101 11,392 3,134 23,979 18,648
Changes from: October 16, 2018 Total Change is: -9,594
7,160 -16,499 631 -10,418 4,982 -5,364 -292 6,489 -165 -716 27 -51 -379 356
Percent of Open Interest Represented by Each Category of Trader
14.6 16.4 1.5 46.1 32.8 7.5 18.1 32.0 3.1 3.6 2.3 0.6 4.8 3.8
Number of Traders in Each Category Total Traders: 293
28 20 11 76 56 43 42 47 20 14 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 30,275
Positions
3,638 12,314 275 14,409 1,619 296 3,498 12,036 36 1,711 994 0 6,412 2,705
Changes from: October 16, 2018 Total Change is: -2,300
655 0 10 -233 287 223 -2,444 -719 3 -228 -1,243 0 -286 -861
Percent of Open Interest Represented by Each Category of Trader
12.0 40.7 0.9 47.6 5.3 1.0 11.6 39.8 0.1 5.7 3.3 0.0 21.2 8.9
Number of Traders in Each Category Total Traders: 43
. 4 . 19 . . 5 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 66,923
Positions
13,808 10,356 462 21,498 7,689 2,442 18,474 12,725 106 1,119 1,150 0 9,014 31,993
Changes from: October 16, 2018 Total Change is: -6,180
608 -181 175 -3,436 -1,310 1,029 -3,409 -1,354 -531 -1,392 0 0 776 -4,008
Percent of Open Interest Represented by Each Category of Trader
20.6 15.5 0.7 32.1 11.5 3.6 27.6 19.0 0.2 1.7 1.7 0.0 13.5 47.8
Number of Traders in Each Category Total Traders: 72
12 9 . 15 6 6 12 16 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 279,191
Positions
21,415 156,656 1,412 197,621 83,817 18,320 27,430 7,165 140 2,925 4,375 0 9,928 7,306
Changes from: October 16, 2018 Total Change is: 1,398
332 -2,802 331 -7,748 4,612 -999 7,287 -1,278 -45 1 621 0 2,239 958
Percent of Open Interest Represented by Each Category of Trader
7.7 56.1 0.5 70.8 30.0 6.6 9.8 2.6 0.1 1.0 1.6 0.0 3.6 2.6
Number of Traders in Each Category Total Traders: 161
11 11 . 53 42 25 24 9 5 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,162,386
Positions
139,964 626,275 5,511 725,241 346,067 108,599 93,591 37,205 4,397 33,997 14,131 854 50,232 19,347
Changes from: October 16, 2018 Total Change is: -5,801
1,805 -4,996 112 -12,959 -7,628 -7 -4,285 1,707 -1,234 -872 98 49 11,590 6,098
Percent of Open Interest Represented by Each Category of Trader
12.0 53.9 0.5 62.4 29.8 9.3 8.1 3.2 0.4 2.9 1.2 0.1 4.3 1.7
Number of Traders in Each Category Total Traders: 413
24 23 8 148 76 73 58 35 10 37 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 121,042
Positions
30,071 56,988 63,483 12,456 0 270 13,962 0 178 590 30 0 32 93
Changes from: October 16, 2018 Total Change is: 3,359
3,706 6,185 -2,826 75 0 0 2,427 0 0 0 0 0 -23 0
Percent of Open Interest Represented by Each Category of Trader
24.8 47.1 52.4 10.3 0.0 0.2 11.5 0.0 0.1 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 33
4 13 7 7 0 . 5 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 1,178,733
Positions
16,369 66,746 29,766 449,747 296,269 245,596 68,041 65,448 168,036 28,462 81,287 24,000 148,715 201,584
Changes from: October 16, 2018 Total Change is: -10,489
-4,624 11,472 1,881 -2,490 -2,606 251 4,176 -13,556 -8,295 1,065 2,454 -2,082 -372 -8
Percent of Open Interest Represented by Each Category of Trader
1.4 5.7 2.5 38.2 25.1 20.8 5.8 5.6 14.3 2.4 6.9 2.0 12.6 17.1
Number of Traders in Each Category Total Traders: 218
12 17 22 61 37 55 34 29 46 13 15 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 1,071,262
Positions
21,864 206,987 367 602,451 65,966 182,902 39,512 452,100 8,852 70,020 29,764 627 144,667 123,697
Changes from: October 16, 2018 Total Change is: -16,815
-8,623 -4,437 -1,376 -9,502 2,269 1,767 -3,434 -5,793 1,084 -131 -4,837 -123 3,524 -5,369
Percent of Open Interest Represented by Each Category of Trader
2.0 19.3 0.0 56.2 6.2 17.1 3.7 42.2 0.8 6.5 2.8 0.1 13.5 11.5
Number of Traders in Each Category Total Traders: 127
. 17 . 51 16 44 7 22 14 5 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 2,313,719
Positions
110,960 148,721 17,561 1,115,112 398,764 316,096 283,363 886,658 58,952 269,147 305,419 13,261 129,269 168,288
Changes from: October 16, 2018 Total Change is: 57,431
42,297 27,500 -5,150 -16,395 -2,897 19,689 -3,208 5,612 2,090 16,896 10,331 3,817 -2,604 -3,561
Percent of Open Interest Represented by Each Category of Trader
4.8 6.4 0.8 48.2 17.2 13.7 12.2 38.3 2.5 11.6 13.2 0.6 5.6 7.3
Number of Traders in Each Category Total Traders: 361
19 28 12 99 37 68 48 69 45 29 32 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 5,193,265
Positions
125,843 353,453 264,799 1,942,150 924,531 796,755 423,860 1,294,615 578,715 516,214 333,366 122,390 422,538 524,641
Changes from: October 16, 2018 Total Change is: 172,640
-6,398 17,463 32,779 20,935 -13,485 24,633 66,411 77,502 22,731 2,470 -8,318 15,548 -6,469 3,788
Percent of Open Interest Represented by Each Category of Trader
2.4 6.8 5.1 37.4 17.8 15.3 8.2 24.9 11.1 9.9 6.4 2.4 8.1 10.1
Number of Traders in Each Category Total Traders: 487
24 45 47 111 93 132 56 92 91 29 37 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 648,232
Positions
26,883 34,495 5,238 201,089 228,037 106,537 132,083 41,312 10,049 52,911 45,411 1,000 112,442 176,153
Changes from: October 16, 2018 Total Change is: 20,319
-4,228 -8,348 342 -3,624 23,481 -1,073 28,326 -7,746 -181 -331 7,129 494 594 6,221
Percent of Open Interest Represented by Each Category of Trader
4.1 5.3 0.8 31.0 35.2 16.4 20.4 6.4 1.6 8.2 7.0 0.2 17.3 27.2
Number of Traders in Each Category Total Traders: 107
5 5 4 27 36 39 11 11 7 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 4,886,803
Positions
65,167 507,941 92,383 2,468,858 580,638 855,895 403,941 1,533,119 348,769 272,091 476,375 54,536 325,163 437,147
Changes from: October 16, 2018 Total Change is: 82,856
919 14,731 1,864 -41,805 -15,462 13,029 19,218 -23,858 57,007 11,879 36,217 10,431 10,315 -11,104
Percent of Open Interest Represented by Each Category of Trader
1.3 10.4 1.9 50.5 11.9 17.5 8.3 31.4 7.1 5.6 9.7 1.1 6.7 8.9
Number of Traders in Each Category Total Traders: 366
11 43 26 96 56 86 35 71 58 25 29 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,842,478
Positions
490,641 331,704 552,649 14,924 41,694 50,739 136,901 243,624 361,092 45,074 49,325 151,979 38,479 59,672
Changes from: October 16, 2018 Total Change is: 18,239
13,691 -15,877 22,958 -2,331 7,934 9,618 -23,487 -24,229 21,987 -14,986 5,931 -3,753 -5,458 -6,330
Percent of Open Interest Represented by Each Category of Trader
26.6 18.0 30.0 0.8 2.3 2.8 7.4 13.2 19.6 2.4 2.7 8.2 2.1 3.2
Number of Traders in Each Category Total Traders: 153
28 32 49 . 5 . 28 32 47 11 11 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 is28,021,346
Positions
5,349,732 1,514,087 4,585,404 460,453 2,259,324 2,250,240 903,709 1,939,285 11,815,077 195,052 443,915 1,772,368 689,313 1,441,646
Changes from: October 16, 2018 Total Change is: 862,599
12,825 78,586 90,667 -933 -74,281 126,253 -120,120 -44,083 501,688 93,314 -24,414 133,305 25,601 74,878
Percent of Open Interest Represented by Each Category of Trader
19.1 5.4 16.4 1.6 8.1 8.0 3.2 6.9 42.2 0.7 1.6 6.3 2.5 5.1
Number of Traders in Each Category Total Traders: 320
32 46 72 14 36 43 51 83 110 21 29 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 12,331
Positions
1,930 2,665 1,517 0 0 0 1,549 769 7,270 0 0 0 65 110
Changes from: October 16, 2018 Total Change is: -1,095
10 0 -15 0 0 0 -170 -163 -958 0 0 0 38 41
Percent of Open Interest Represented by Each Category of Trader
15.7 21.6 12.3 0.0 0.0 0.0 12.6 6.2 59.0 0.0 0.0 0.0 0.5 0.9
Number of Traders in Each Category Total Traders: 23
4 . 5 0 0 0 7 5 11 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 29,012
Positions
5,259 1,528 11,978 0 0 0 2,006 5,750 9,185 50 0 0 534 571
Changes from: October 16, 2018 Total Change is: 1,859
1,287 72 296 0 0 0 -305 646 319 0 0 0 262 526
Percent of Open Interest Represented by Each Category of Trader
18.1 5.3 41.3 0.0 0.0 0.0 6.9 19.8 31.7 0.2 0.0 0.0 1.8 2.0
Number of Traders in Each Category Total Traders: 27
5 . 4 0 0 0 10 8 13 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 30,209
Positions
1,630 5,640 0 1,120 10,616 0 15,841 10,151 0 11,333 1,633 212 73 1,957
Changes from: October 16, 2018 Total Change is: 859
119 -16 0 0 169 0 665 417 0 75 130 0 0 159
Percent of Open Interest Represented by Each Category of Trader
5.4 18.7 0.0 3.7 35.1 0.0 52.4 33.6 0.0 37.5 5.4 0.7 0.2 6.5
Number of Traders in Each Category Total Traders: 37
. 4 0 . 12 0 . 8 0 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 16,412
Positions
2,184 5,130 0 931 2,508 9 13,240 6,003 0 0 1,448 0 48 1,314
Changes from: October 16, 2018 Total Change is: -708
-69 777 0 0 96 0 -654 -1,425 0 0 0 0 15 -156
Percent of Open Interest Represented by Each Category of Trader
13.3 31.3 0.0 5.7 15.3 0.1 80.7 36.6 0.0 0.0 8.8 0.0 0.3 8.0
Number of Traders in Each Category Total Traders: 32
. 5 0 . 8 . . 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 3,522
Positions
55 0 0 0 0 0 631 1,314 237 1,029 1,459 2 1,568 510
Changes from: October 16, 2018 Total Change is: -740
0 0 0 -29 0 0 -465 -409 -16 102 -256 0 -332 -59
Percent of Open Interest Represented by Each Category of Trader
1.6 0.0 0.0 0.0 0.0 0.0 17.9 37.3 6.7 29.2 41.4 0.1 44.5 14.5
Number of Traders in Each Category Total Traders: 37
. 0 0 0 0 0 8 9 4 15 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 3,001
Positions
0 76 0 0 161 0 1,659 1,400 466 211 531 0 665 367
Changes from: October 16, 2018 Total Change is: 271
0 0 0 -54 53 0 53 -220 402 -91 -25 0 -39 61
Percent of Open Interest Represented by Each Category of Trader
0.0 2.5 0.0 0.0 5.4 0.0 55.3 46.7 15.5 7.0 17.7 0.0 22.2 12.2
Number of Traders in Each Category Total Traders: 38
0 . 0 0 . 0 11 16 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 59,373
Positions
2,890 41,249 0 18,246 478 404 22,171 11,410 1,817 7,383 1,924 172 6,290 1,919
Changes from: October 16, 2018 Total Change is: 4,385
-60 10 0 1,796 -2 -3 2,180 3,993 426 -843 277 -8 896 -309
Percent of Open Interest Represented by Each Category of Trader
4.9 69.5 0.0 30.7 0.8 0.7 37.3 19.2 3.1 12.4 3.2 0.3 10.6 3.2
Number of Traders in Each Category Total Traders: 121
. . 0 14 . . 40 15 14 34 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 493,126
Positions
45,992 23,387 22,668 104,630 31,146 28,994 75,701 167,854 145,057 11,550 12,353 27,607 30,927 34,060
Changes from: October 16, 2018 Total Change is: -43,033
-9,058 5,993 -13,556 5,320 -3,152 739 9,897 5,798 -39,200 498 -975 -320 2,647 1,640
Percent of Open Interest Represented by Each Category of Trader
9.3 4.7 4.6 21.2 6.3 5.9 15.4 34.0 29.4 2.3 2.5 5.6 6.3 6.9
Number of Traders in Each Category Total Traders: 237
15 13 20 25 29 24 52 54 64 14 19 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 31,124
Positions
3,536 0 626 13,492 1,869 2,434 7,796 24,651 242 2,802 1,297 0 196 5
Changes from: October 16, 2018 Total Change is: -1,931
-130 -64 0 -2,605 1,775 -1,838 2,936 -2,224 0 -298 452 0 4 -32
Percent of Open Interest Represented by Each Category of Trader
11.4 0.0 2.0 43.3 6.0 7.8 25.0 79.2 0.8 9.0 4.2 0.0 0.6 0.0
Number of Traders in Each Category Total Traders: 45
4 0 . 11 . . 5 10 . 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 26, 2018