Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 130,937
Positions
5,131 41,933 712 39,645 18,654 4,698 32,474 35,667 1,841 13,946 2,071 20 32,470 25,341
Changes from: September 24, 2019 Total Change is: 7,920
2,008 5,818 -12 1,206 -1,502 873 3,253 3,401 -346 -27 0 2 963 -314
Percent of Open Interest Represented by Each Category of Trader
3.9 32.0 0.5 30.3 14.2 3.6 24.8 27.2 1.4 10.7 1.6 0.0 24.8 19.4
Number of Traders in Each Category Total Traders: 100
7 5 . 15 15 8 21 24 11 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 65,484
Positions
30,024 1,383 0 1,098 24,359 1,071 23,390 13,789 680 1,843 1,560 0 7,378 22,642
Changes from: September 24, 2019 Total Change is: 8,550
5,187 106 0 -259 2,824 60 3,561 2,090 558 875 0 0 -1,432 2,912
Percent of Open Interest Represented by Each Category of Trader
45.8 2.1 0.0 1.7 37.2 1.6 35.7 21.1 1.0 2.8 2.4 0.0 11.3 34.6
Number of Traders in Each Category Total Traders: 61
8 . 0 . 14 . 14 16 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 238,392
Positions
131,115 7,273 714 42,319 120,138 5,142 30,165 49,388 5,475 525 9,521 0 22,937 40,741
Changes from: September 24, 2019 Total Change is: 2,311
-951 -628 -10 -153 12,843 -840 3,022 -9,614 -534 525 -150 0 1,252 1,244
Percent of Open Interest Represented by Each Category of Trader
55.0 3.1 0.3 17.8 50.4 2.2 12.7 20.7 2.3 0.2 4.0 0.0 9.6 17.1
Number of Traders in Each Category Total Traders: 117
9 4 . 9 35 6 22 32 10 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 151,860
Positions
17,567 37,150 2,044 30,655 46,484 9,378 51,886 28,339 3,253 5,957 808 0 31,120 24,404
Changes from: September 24, 2019 Total Change is: 9,834
2,726 -1,397 74 -604 -1,247 -109 6,758 14,393 -3,146 2,774 0 0 1,361 1,266
Percent of Open Interest Represented by Each Category of Trader
11.6 24.5 1.3 20.2 30.6 6.2 34.2 18.7 2.1 3.9 0.5 0.0 20.5 16.1
Number of Traders in Each Category Total Traders: 111
8 6 . 18 21 13 30 22 12 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 511,934
Positions
36,143 88,334 1,816 287,328 182,172 32,203 44,921 134,406 4,531 22,766 11,550 207 82,019 56,715
Changes from: September 24, 2019 Total Change is: 9,322
-2,517 -8,558 -265 -3,471 12,831 -94 15,191 13,387 -2,055 212 -4,703 -57 2,378 -1,164
Percent of Open Interest Represented by Each Category of Trader
7.1 17.3 0.4 56.1 35.6 6.3 8.8 26.3 0.9 4.4 2.3 0.0 16.0 11.1
Number of Traders in Each Category Total Traders: 284
19 11 12 81 46 42 38 47 21 28 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 25,867
Positions
0 8,709 0 9,662 5,041 2,785 939 3,340 0 0 410 2 12,479 5,580
Changes from: September 24, 2019 Total Change is: 220
0 0 0 322 -12 -49 0 781 0 0 0 0 -53 -500
Percent of Open Interest Represented by Each Category of Trader
0.0 33.7 0.0 37.4 19.5 10.8 3.6 12.9 0.0 0.0 1.6 0.0 48.2 21.6
Number of Traders in Each Category Total Traders: 25
0 . 0 13 4 8 . 4 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 23,033
Positions
6,053 1,720 530 6,147 11,501 2,295 790 990 0 0 0 0 7,218 5,997
Changes from: September 24, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
26.3 7.5 2.3 26.7 49.9 10.0 3.4 4.3 0.0 0.0 0.0 0.0 31.3 26.0
Number of Traders in Each Category Total Traders: 21
. . . 5 9 8 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 171,940
Positions
80,288 2,900 192 11,809 66,628 3,740 44,399 55,129 1,813 200 2,702 0 29,499 38,836
Changes from: September 24, 2019 Total Change is: 11,068
6,026 0 8 -1,723 7,283 351 4,153 -311 5 -794 -33 0 3,042 3,765
Percent of Open Interest Represented by Each Category of Trader
46.7 1.7 0.1 6.9 38.8 2.2 25.8 32.1 1.1 0.1 1.6 0.0 17.2 22.6
Number of Traders in Each Category Total Traders: 91
7 . 5 9 23 11 19 27 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 68,604
Positions
0 44,645 0 60,875 0 0 5,644 19,222 0 440 3,438 0 1,645 1,299
Changes from: September 24, 2019 Total Change is: 1,306
0 -25 0 1,433 0 0 115 1,198 0 0 229 0 -242 -96
Percent of Open Interest Represented by Each Category of Trader
0.0 65.1 0.0 88.7 0.0 0.0 8.2 28.0 0.0 0.6 5.0 0.0 2.4 1.9
Number of Traders in Each Category Total Traders: 37
0 5 0 9 0 0 12 6 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 215,614
Positions
123 137,585 800 127,073 8,432 938 72,938 46,116 730 7,536 17,662 4 5,472 3,347
Changes from: September 24, 2019 Total Change is: 16,346
123 23,087 0 20,380 770 732 -6,312 -8,087 -403 2,222 -140 0 -396 387
Percent of Open Interest Represented by Each Category of Trader
0.1 63.8 0.4 58.9 3.9 0.4 33.8 21.4 0.3 3.5 8.2 0.0 2.5 1.6
Number of Traders in Each Category Total Traders: 152
. 12 . 26 11 . 46 34 6 8 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 71,597
Positions
23,986 951 12,895 2,694 43,711 0 27,954 10,084 561 836 1,147 0 2,671 2,248
Changes from: September 24, 2019 Total Change is: 24,664
0 173 12,895 -36 9,967 0 11,569 784 466 42 17 0 -272 362
Percent of Open Interest Represented by Each Category of Trader
33.5 1.3 18.0 3.8 61.1 0.0 39.0 14.1 0.8 1.2 1.6 0.0 3.7 3.1
Number of Traders in Each Category Total Traders: 50
. . . . 7 0 10 19 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 75,163
Positions
47,950 7 333 3,522 33,814 487 18,275 31,486 448 973 2,729 6 3,169 5,853
Changes from: September 24, 2019 Total Change is: 89
623 4 332 693 -754 3 -867 376 -35 -753 23 0 93 140
Percent of Open Interest Represented by Each Category of Trader
63.8 0.0 0.4 4.7 45.0 0.6 24.3 41.9 0.6 1.3 3.6 0.0 4.2 7.8
Number of Traders in Each Category Total Traders: 109
9 . . 6 28 4 23 30 . 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 13,390
Positions
993 1,500 0 11,153 2,412 0 545 7,350 0 120 230 0 579 1,898
Changes from: September 24, 2019 Total Change is: -3,354
-538 0 0 -3,020 -623 0 148 -2,417 0 120 -83 0 -64 -231
Percent of Open Interest Represented by Each Category of Trader
7.4 11.2 0.0 83.3 18.0 0.0 4.1 54.9 0.0 0.9 1.7 0.0 4.3 14.2
Number of Traders in Each Category Total Traders: 28
. . 0 4 4 0 . 13 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 51,743
Positions
11,704 34,459 615 17,797 3,336 333 11,465 2,117 946 1,302 1,349 0 7,583 8,590
Changes from: September 24, 2019 Total Change is: 1,634
955 2,188 132 475 -372 13 -743 -966 215 0 -37 0 589 462
Percent of Open Interest Represented by Each Category of Trader
22.6 66.6 1.2 34.4 6.4 0.6 22.2 4.1 1.8 2.5 2.6 0.0 14.7 16.6
Number of Traders in Each Category Total Traders: 92
11 19 5 15 7 4 21 11 5 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 103,486
Positions
23,408 68,918 1,229 35,593 6,671 665 22,930 4,234 1,892 2,603 2,697 0 15,166 17,180
Changes from: September 24, 2019 Total Change is: 3,268
1,909 4,376 264 949 -744 26 -1,486 -1,932 429 0 -74 0 1,177 923
Percent of Open Interest Represented by Each Category of Trader
22.6 66.6 1.2 34.4 6.4 0.6 22.2 4.1 1.8 2.5 2.6 0.0 14.7 16.6
Number of Traders in Each Category Total Traders: 92
11 19 5 15 7 4 21 11 5 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 42,487
Positions
0 33,822 0 38,489 960 159 535 5,145 0 1,500 448 0 1,804 1,953
Changes from: September 24, 2019 Total Change is: 1,314
0 -995 0 570 120 0 0 1,069 0 500 0 0 244 1,120
Percent of Open Interest Represented by Each Category of Trader
0.0 79.6 0.0 90.6 2.3 0.4 1.3 12.1 0.0 3.5 1.1 0.0 4.2 4.6
Number of Traders in Each Category Total Traders: 28
0 8 0 14 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 515,140
Positions
42,662 119,615 7,383 285,311 131,045 54,083 26,514 63,371 11,357 18,032 68,788 1,101 68,697 58,396
Changes from: September 24, 2019 Total Change is: 3,120
4,195 -49 398 -6,675 2,932 1,389 -2,236 -3,877 1,662 -242 -276 -72 4,702 1,013
Percent of Open Interest Represented by Each Category of Trader
8.3 23.2 1.4 55.4 25.4 10.5 5.1 12.3 2.2 3.5 13.4 0.2 13.3 11.3
Number of Traders in Each Category Total Traders: 538
29 30 17 165 92 106 55 93 56 33 41 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 19,681
Positions
2,229 8,682 0 2,018 1,051 0 409 4,182 200 0 0 0 14,825 5,566
Changes from: September 24, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
11.3 44.1 0.0 10.3 5.3 0.0 2.1 21.2 1.0 0.0 0.0 0.0 75.3 28.3
Number of Traders in Each Category Total Traders: 20
. 4 0 . . 0 . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,477,294
Positions
205,440 557,940 33,642 1,418,996 652,504 267,880 146,148 311,572 40,161 90,162 343,938 5,506 269,359 264,151
Changes from: September 24, 2019 Total Change is: -901
10,934 2,716 1,032 -33,389 14,640 6,961 195 -28,919 2,976 -1,212 -1,380 -361 11,963 1,434
Percent of Open Interest Represented by Each Category of Trader
8.3 22.5 1.4 57.3 26.3 10.8 5.9 12.6 1.6 3.6 13.9 0.2 10.9 10.7
Number of Traders in Each Category Total Traders: 538
29 30 17 166 91 106 55 93 54 33 41 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 12,279
Positions
5,462 7,311 0 3,056 2,596 813 389 467 21 0 0 0 2,538 1,071
Changes from: September 24, 2019 Total Change is: 280
317 2,517 0 39 -2,203 -23 0 -45 0 0 0 0 -53 34
Percent of Open Interest Represented by Each Category of Trader
44.5 59.5 0.0 24.9 21.1 6.6 3.2 3.8 0.2 0.0 0.0 0.0 20.7 8.7
Number of Traders in Each Category Total Traders: 21
5 7 0 . . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 63,341
Positions
6,525 9,965 189 40,180 37,625 3,093 2,925 1,902 118 0 7,035 0 10,311 3,414
Changes from: September 24, 2019 Total Change is: -462
-176 133 13 42 -73 -59 -465 -1,068 14 0 10 0 169 568
Percent of Open Interest Represented by Each Category of Trader
10.3 15.7 0.3 63.4 59.4 4.9 4.6 3.0 0.2 0.0 11.1 0.0 16.3 5.4
Number of Traders in Each Category Total Traders: 75
6 4 . 36 16 10 7 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 41,303
Positions
6,674 9,150 311 17,013 9,030 1,075 8,665 10,462 764 697 2,726 15 6,091 7,772
Changes from: September 24, 2019 Total Change is: 717
173 630 -68 633 141 38 -277 -1,026 98 18 473 10 92 421
Percent of Open Interest Represented by Each Category of Trader
16.2 22.2 0.8 41.2 21.9 2.6 21.0 25.3 1.8 1.7 6.6 0.0 14.7 18.8
Number of Traders in Each Category Total Traders: 245
21 21 . 57 39 29 28 53 14 10 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 206,517
Positions
33,370 45,749 1,553 85,067 45,150 5,374 43,323 52,309 3,818 3,485 13,631 73 30,454 38,860
Changes from: September 24, 2019 Total Change is: 3,587
865 3,149 -342 3,166 704 191 -1,386 -5,132 491 91 2,367 52 459 2,107
Percent of Open Interest Represented by Each Category of Trader
16.2 22.2 0.8 41.2 21.9 2.6 21.0 25.3 1.8 1.7 6.6 0.0 14.7 18.8
Number of Traders in Each Category Total Traders: 245
21 21 . 57 39 29 28 53 14 10 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 441,168
Positions
65,328 65,767 9,494 226,584 216,573 38,706 64,459 64,400 3,836 11,201 25,925 17 21,543 16,450
Changes from: September 24, 2019 Total Change is: 678
4,983 2,923 584 -9,043 6,955 2,182 861 -11,370 847 -408 -268 0 672 -1,175
Percent of Open Interest Represented by Each Category of Trader
14.8 14.9 2.2 51.4 49.1 8.8 14.6 14.6 0.9 2.5 5.9 0.0 4.9 3.7
Number of Traders in Each Category Total Traders: 310
22 22 5 81 60 45 50 48 22 11 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 24,212
Positions
2,685 3,808 0 11,715 430 21 4,333 15,367 61 848 807 0 4,549 3,718
Changes from: September 24, 2019 Total Change is: 3,235
911 0 0 579 -555 0 2,730 3,172 -9 0 150 0 -976 477
Percent of Open Interest Represented by Each Category of Trader
11.1 15.7 0.0 48.4 1.8 0.1 17.9 63.5 0.3 3.5 3.3 0.0 18.8 15.4
Number of Traders in Each Category Total Traders: 32
4 . 0 14 . . 4 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 51,397
Positions
2,109 14,684 160 12,046 15,214 503 22,705 15,222 113 868 533 0 12,893 4,968
Changes from: September 24, 2019 Total Change is: 4,454
196 3,177 -74 -3,273 16 77 5,023 4,600 -80 -38 -2,141 0 2,623 -1,121
Percent of Open Interest Represented by Each Category of Trader
4.1 28.6 0.3 23.4 29.6 1.0 44.2 29.6 0.2 1.7 1.0 0.0 25.1 9.7
Number of Traders in Each Category Total Traders: 76
4 15 . 14 10 6 11 18 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 350,418
Positions
44,863 180,522 671 247,923 109,760 32,292 12,828 11,978 498 2,397 8,562 0 8,946 6,135
Changes from: September 24, 2019 Total Change is: 12,515
1,686 9,380 -299 7,112 -4,615 4,175 -670 4,017 306 -40 0 0 245 -449
Percent of Open Interest Represented by Each Category of Trader
12.8 51.5 0.2 70.8 31.3 9.2 3.7 3.4 0.1 0.7 2.4 0.0 2.6 1.8
Number of Traders in Each Category Total Traders: 167
14 13 4 67 37 31 14 14 4 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,229,136
Positions
69,008 693,677 3,505 874,658 327,353 113,831 83,102 43,937 2,726 43,586 15,906 4,687 34,033 23,514
Changes from: September 24, 2019 Total Change is: -13,020
-2,870 -9,210 12 -20,085 10,390 206 5,436 -12,093 116 1,229 -1,578 -205 3,141 -658
Percent of Open Interest Represented by Each Category of Trader
5.6 56.4 0.3 71.2 26.6 9.3 6.8 3.6 0.2 3.5 1.3 0.4 2.8 1.9
Number of Traders in Each Category Total Traders: 407
25 19 7 159 78 85 48 34 14 30 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 117,202
Positions
44,408 74,776 40,520 11,475 0 980 17,877 500 366 1,550 0 0 26 60
Changes from: September 24, 2019 Total Change is: 1,612
-308 110 942 20 0 0 1,098 500 60 0 0 0 -200 0
Percent of Open Interest Represented by Each Category of Trader
37.9 63.8 34.6 9.8 0.0 0.8 15.3 0.4 0.3 1.3 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 38
5 17 12 8 0 . 5 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 968,522
Positions
7,941 124,010 1,280 472,564 262,206 169,703 47,369 203,797 14,073 85,614 55,564 16 169,962 137,873
Changes from: September 24, 2019 Total Change is: -11,815
-1,307 -24,379 65 4,991 5,448 -7,665 -12,565 9,027 -733 3,655 9,594 16 1,728 -3,188
Percent of Open Interest Represented by Each Category of Trader
0.8 12.8 0.1 48.8 27.1 17.5 4.9 21.0 1.5 8.8 5.7 0.0 17.5 14.2
Number of Traders in Each Category Total Traders: 181
6 18 . 56 27 45 22 34 17 11 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,134,159
Positions
37,265 149,387 1,791 657,327 45,926 177,536 31,754 640,273 11,471 42,571 14,642 0 174,444 93,133
Changes from: September 24, 2019 Total Change is: -4,119
-2,787 -12,480 338 13,958 -946 -8,675 -2,258 -584 -4,160 -591 5,180 0 56 17,208
Percent of Open Interest Represented by Each Category of Trader
3.3 13.2 0.2 58.0 4.0 15.7 2.8 56.5 1.0 3.8 1.3 0.0 15.4 8.2
Number of Traders in Each Category Total Traders: 132
4 11 . 68 9 48 11 21 11 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,709,981
Positions
69,406 281,272 13,570 1,609,326 740,882 231,171 1,011,242 2,139,519 53,954 501,550 153,251 11,887 207,875 84,475
Changes from: September 24, 2019 Total Change is: 51,401
-45,045 -6,709 -2,073 -4,221 66,906 -9,558 90,416 41,225 -7,666 12,722 -12,598 196 16,630 -18,322
Percent of Open Interest Represented by Each Category of Trader
1.9 7.6 0.4 43.4 20.0 6.2 27.3 57.7 1.5 13.5 4.1 0.3 5.6 2.3
Number of Traders in Each Category Total Traders: 364
19 33 6 121 33 77 65 53 32 28 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,600,495
Positions
190,709 294,983 38,040 1,468,932 662,643 812,242 364,170 1,101,904 70,006 202,840 239,010 8,476 445,080 373,191
Changes from: September 24, 2019 Total Change is: 10,622
43,820 34,616 -9,677 27,751 -20,624 -6,136 -20,247 -25,963 -5,114 -28,540 38,206 -4,075 12,840 9,389
Percent of Open Interest Represented by Each Category of Trader
5.3 8.2 1.1 40.8 18.4 22.6 10.1 30.6 1.9 5.6 6.6 0.2 12.4 10.4
Number of Traders in Each Category Total Traders: 388
24 31 10 99 67 97 66 56 38 25 20 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 817,083
Positions
90,542 67,638 1,726 270,564 271,394 137,956 130,541 135,000 21,431 50,971 21,379 0 113,352 160,559
Changes from: September 24, 2019 Total Change is: -6,234
-148 24 91 1,420 10,431 3,717 -6,183 -19,814 124 1,694 969 0 -6,949 -1,776
Percent of Open Interest Represented by Each Category of Trader
11.1 8.3 0.2 33.1 33.2 16.9 16.0 16.5 2.6 6.2 2.6 0.0 13.9 19.7
Number of Traders in Each Category Total Traders: 112
5 11 . 25 36 41 15 14 11 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 4,173,004
Positions
78,424 413,642 17,255 1,886,528 701,913 873,519 491,174 1,570,425 61,574 451,707 228,521 484 312,339 305,671
Changes from: September 24, 2019 Total Change is: 61,499
7,148 48,619 -6,606 49,144 10,728 -10,588 10,299 18,045 4,091 7,157 9,149 -43 897 -11,896
Percent of Open Interest Represented by Each Category of Trader
1.9 9.9 0.4 45.2 16.8 20.9 11.8 37.6 1.5 10.8 5.5 0.0 7.5 7.3
Number of Traders in Each Category Total Traders: 328
12 33 8 91 49 79 44 60 28 22 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,969,608
Positions
281,933 326,880 603,925 16,918 168,520 24,526 463,854 313,494 460,142 67,272 14,206 12,495 38,543 45,420
Changes from: September 24, 2019 Total Change is: -117,604
-77,940 -9,254 -29,114 5,760 6,116 -3,605 20,825 -73,558 16,935 -49,649 -7,697 2,728 -3,544 -20,155
Percent of Open Interest Represented by Each Category of Trader
14.3 16.6 30.7 0.9 8.6 1.2 23.6 15.9 23.4 3.4 0.7 0.6 2.0 2.3
Number of Traders in Each Category Total Traders: 159
24 34 42 6 7 5 33 41 49 6 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is12,004,288
Positions
2,424,691 1,997,004 2,486,634 589,948 2,642,352 414,467 2,294,419 551,181 2,844,899 133,649 125,460 125,493 690,088 816,798
Changes from: September 24, 2019 Total Change is: 3,246
44,103 140,221 -87,384 56,412 64,738 -17,783 96,192 9,110 -55,453 -4,930 -6,739 100 -28,011 -43,564
Percent of Open Interest Represented by Each Category of Trader
20.2 16.6 20.7 4.9 22.0 3.5 19.1 4.6 23.7 1.1 1.0 1.0 5.7 6.8
Number of Traders in Each Category Total Traders: 256
33 41 69 17 19 22 66 42 85 14 15 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 149,515
Positions
15,511 68,697 21,364 4,580 2,660 8,359 72,050 21,112 25,246 296 1,140 486 1,623 451
Changes from: September 24, 2019 Total Change is: 7,692
1,926 4,357 782 1,151 0 -33 994 -1,616 3,414 51 705 30 -623 53
Percent of Open Interest Represented by Each Category of Trader
10.4 45.9 14.3 3.1 1.8 5.6 48.2 14.1 16.9 0.2 0.8 0.3 1.1 0.3
Number of Traders in Each Category Total Traders: 49
. 13 4 . . . 8 20 17 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 240,619
Positions
36,138 31,589 23,574 0 14,731 4,204 156,460 147,853 13,415 5,527 4,520 372 929 361
Changes from: September 24, 2019 Total Change is: -16,941
2,538 -1,349 422 -1,814 -154 -1,559 -4,650 -8,554 -9,860 -2,065 4,440 -212 259 -115
Percent of Open Interest Represented by Each Category of Trader
15.0 13.1 9.8 0.0 6.1 1.7 65.0 61.4 5.6 2.3 1.9 0.2 0.4 0.2
Number of Traders in Each Category Total Traders: 73
8 13 13 0 4 . 15 27 23 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 62,436
Positions
0 30,742 0 1,478 4,596 18 30,705 5,615 17,599 12,578 1,199 0 58 2,667
Changes from: September 24, 2019 Total Change is: 3,482
0 1,677 0 285 -137 18 1,507 -138 1,711 -25 92 0 -14 259
Percent of Open Interest Represented by Each Category of Trader
0.0 49.2 0.0 2.4 7.4 0.0 49.2 9.0 28.2 20.1 1.9 0.0 0.1 4.3
Number of Traders in Each Category Total Traders: 33
0 5 0 . 10 . 5 5 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 18,730
Positions
983 7,764 0 1,110 683 0 11,687 3,351 4,914 0 0 0 36 2,018
Changes from: September 24, 2019 Total Change is: 5,742
-20 3,558 0 81 -58 0 2,595 -665 3,219 0 0 0 -133 -312
Percent of Open Interest Represented by Each Category of Trader
5.2 41.5 0.0 5.9 3.6 0.0 62.4 17.9 26.2 0.0 0.0 0.0 0.2 10.8
Number of Traders in Each Category Total Traders: 21
. . 0 . 5 0 4 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 51,420
Positions
12,842 128 16,597 0 180 0 6,954 20,291 11,248 3,530 2,710 246 3 20
Changes from: September 24, 2019 Total Change is: 6,151
0 -90 0 0 0 0 6,266 7,345 -98 0 0 0 -17 -1,006
Percent of Open Interest Represented by Each Category of Trader
25.0 0.2 32.3 0.0 0.4 0.0 13.5 39.5 21.9 6.9 5.3 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 22
. . . 0 . 0 . 8 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,348
Positions
59 0 0 70 31 30 1,298 2,063 42 374 572 65 1,410 545
Changes from: September 24, 2019 Total Change is: -830
-13 -50 0 28 -69 -25 -353 -447 -129 -114 -115 -6 -218 11
Percent of Open Interest Represented by Each Category of Trader
1.8 0.0 0.0 2.1 0.9 0.9 38.8 61.6 1.3 11.2 17.1 1.9 42.1 16.3
Number of Traders in Each Category Total Traders: 42
. 0 0 . . . 9 15 . 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 59,045
Positions
688 42,002 0 29,538 1,828 473 20,690 10,506 1,047 2,576 1,022 129 3,904 2,038
Changes from: September 24, 2019 Total Change is: 1,862
30 208 0 1,061 -240 -14 1,154 1,756 -437 117 -23 0 -49 612
Percent of Open Interest Represented by Each Category of Trader
1.2 71.1 0.0 50.0 3.1 0.8 35.0 17.8 1.8 4.4 1.7 0.2 6.6 3.5
Number of Traders in Each Category Total Traders: 96
. . 0 15 5 . 33 15 11 15 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 429,251
Positions
102,386 20,279 16,138 146,692 107,340 24,709 32,578 149,391 68,268 9,805 3,249 8,586 20,089 31,291
Changes from: September 24, 2019 Total Change is: 23,923
1,508 6,096 304 16,072 -16,559 569 -6,145 19,743 12,335 -313 253 413 -820 769
Percent of Open Interest Represented by Each Category of Trader
23.9 4.7 3.8 34.2 25.0 5.8 7.6 34.8 15.9 2.3 0.8 2.0 4.7 7.3
Number of Traders in Each Category Total Traders: 198
14 11 16 22 36 23 34 59 54 6 7 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 19,047
Positions
3,507 703 1,181 4,891 9,851 1,601 7,024 5,528 100 488 70 0 255 13
Changes from: September 24, 2019 Total Change is: 7,010
2,330 5 -5 -2,439 8,644 151 6,874 -1,776 0 25 20 0 74 -29
Percent of Open Interest Represented by Each Category of Trader
18.4 3.7 6.2 25.7 51.7 8.4 36.9 29.0 0.5 2.6 0.4 0.0 1.3 0.1
Number of Traders in Each Category Total Traders: 38
4 . . 8 5 . . 8 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 04, 2019