Traders in Financial Futures - Futures Only Positions as of October 29, 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 189,971
Positions
5,717 105,571 191 65,952 10,293 6,776 53,176 41,394 2,058 15,493 2,942 22 40,586 20,724
Changes from: October 22, 2019 Total Change is: 19,666
-684 21,031 0 11,100 -3,636 649 9,297 5,077 -1,545 -2,597 -721 19 3,427 -1,208
Percent of Open Interest Represented by Each Category of Trader
3.0 55.6 0.1 34.7 5.4 3.6 28.0 21.8 1.1 8.2 1.5 0.0 21.4 10.9
Number of Traders in Each Category Total Traders: 115
4 10 4 24 9 13 28 24 11 12 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 65,712
Positions
33,341 1,959 0 846 22,501 601 19,851 15,701 93 1,448 1,565 0 9,532 23,292
Changes from: October 22, 2019 Total Change is: 4,093
3,392 229 0 0 1,115 -340 1,287 861 -118 0 33 0 -128 2,313
Percent of Open Interest Represented by Each Category of Trader
50.7 3.0 0.0 1.3 34.2 0.9 30.2 23.9 0.1 2.2 2.4 0.0 14.5 35.4
Number of Traders in Each Category Total Traders: 56
8 . 0 . 14 . 10 16 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 214,406
Positions
74,780 33,174 1,103 51,137 73,553 7,173 42,235 54,362 5,215 7,229 9,121 0 25,534 30,705
Changes from: October 22, 2019 Total Change is: -15,818
-25,217 1,865 -772 4,966 -5,384 263 4,603 -9,633 -1,222 10 -1,021 0 1,551 86
Percent of Open Interest Represented by Each Category of Trader
34.9 15.5 0.5 23.9 34.3 3.3 19.7 25.4 2.4 3.4 4.3 0.0 11.9 14.3
Number of Traders in Each Category Total Traders: 119
7 7 5 16 27 11 23 33 14 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 163,486
Positions
58,144 31,951 364 25,214 45,995 7,877 38,588 38,010 3,646 1,949 2,540 0 27,704 33,103
Changes from: October 22, 2019 Total Change is: 4,236
5,701 -554 15 -404 1,504 -261 -2,235 -676 730 200 0 0 490 3,478
Percent of Open Interest Represented by Each Category of Trader
35.6 19.5 0.2 15.4 28.1 4.8 23.6 23.2 2.2 1.2 1.6 0.0 16.9 20.2
Number of Traders in Each Category Total Traders: 108
10 6 . 14 24 11 23 25 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 538,847
Positions
36,422 142,746 3,849 320,665 156,342 28,150 40,929 134,425 5,114 20,554 12,578 224 82,940 55,419
Changes from: October 22, 2019 Total Change is: 10,302
-2,009 6,752 1,401 11,007 934 -1,405 2,468 1,414 -537 -1,001 -154 -3 381 1,900
Percent of Open Interest Represented by Each Category of Trader
6.8 26.5 0.7 59.5 29.0 5.2 7.6 24.9 0.9 3.8 2.3 0.0 15.4 10.3
Number of Traders in Each Category Total Traders: 281
17 11 10 88 46 46 39 41 17 23 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 26,841
Positions
704 7,826 0 8,958 7,164 2,665 3,204 1,805 0 0 410 2 11,308 6,969
Changes from: October 22, 2019 Total Change is: -507
0 -535 0 -458 2 0 -396 -408 0 0 0 0 347 434
Percent of Open Interest Represented by Each Category of Trader
2.6 29.2 0.0 33.4 26.7 9.9 11.9 6.7 0.0 0.0 1.5 0.0 42.1 26.0
Number of Traders in Each Category Total Traders: 27
. . 0 12 6 9 4 . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 22,047
Positions
6,159 1,782 559 5,859 10,067 2,143 0 1,555 0 0 401 49 7,278 5,491
Changes from: October 22, 2019 Total Change is: -669
0 -17 17 -6 227 145 -528 -1,769 0 0 401 49 -346 278
Percent of Open Interest Represented by Each Category of Trader
27.9 8.1 2.5 26.6 45.7 9.7 0.0 7.1 0.0 0.0 1.8 0.2 33.0 24.9
Number of Traders in Each Category Total Traders: 21
. . . 5 8 8 0 . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 153,444
Positions
69,291 7,282 284 10,886 56,154 4,680 32,282 45,942 537 5,145 3,154 0 30,339 35,411
Changes from: October 22, 2019 Total Change is: -3,756
-5,262 1,657 80 -806 -1,884 164 -2,725 -3,886 -148 3,152 8 0 1,789 253
Percent of Open Interest Represented by Each Category of Trader
45.2 4.7 0.2 7.1 36.6 3.0 21.0 29.9 0.3 3.4 2.1 0.0 19.8 23.1
Number of Traders in Each Category Total Traders: 83
7 4 5 10 19 10 12 27 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 54,882
Positions
1,151 42,293 0 43,685 0 9 7,100 8,049 0 682 3,197 0 2,255 1,334
Changes from: October 22, 2019 Total Change is: -379
251 0 0 79 0 9 -754 -371 0 74 -142 0 -38 125
Percent of Open Interest Represented by Each Category of Trader
2.1 77.1 0.0 79.6 0.0 0.0 12.9 14.7 0.0 1.2 5.8 0.0 4.1 2.4
Number of Traders in Each Category Total Traders: 39
. 4 0 10 0 . 14 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 280,627
Positions
546 161,831 800 153,235 5,979 1,585 107,894 87,612 395 9,269 18,882 0 6,903 3,543
Changes from: October 22, 2019 Total Change is: 26,242
-625 16,672 -1 17,519 -667 786 8,014 23,269 -108 202 -13,924 0 455 215
Percent of Open Interest Represented by Each Category of Trader
0.2 57.7 0.3 54.6 2.1 0.6 38.4 31.2 0.1 3.3 6.7 0.0 2.5 1.3
Number of Traders in Each Category Total Traders: 175
. 12 . 31 8 . 63 29 8 13 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 66,061
Positions
34,603 208 11,353 3,267 44,866 0 9,514 4,500 1,806 2,495 1,164 175 2,848 1,989
Changes from: October 22, 2019 Total Change is: 5,695
-2,310 -194 11,100 499 -1,867 0 -4,143 -3,329 -40 374 -81 175 40 -69
Percent of Open Interest Represented by Each Category of Trader
52.4 0.3 17.2 4.9 67.9 0.0 14.4 6.8 2.7 3.8 1.8 0.3 4.3 3.0
Number of Traders in Each Category Total Traders: 46
. . . . 9 0 11 11 5 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 72,478
Positions
49,959 21 151 3,741 32,612 589 13,831 30,048 389 655 2,864 6 3,157 5,798
Changes from: October 22, 2019 Total Change is: -1,021
-658 -24 148 0 458 -561 -510 -967 37 88 60 0 435 -172
Percent of Open Interest Represented by Each Category of Trader
68.9 0.0 0.2 5.2 45.0 0.8 19.1 41.5 0.5 0.9 4.0 0.0 4.4 8.0
Number of Traders in Each Category Total Traders: 107
9 . . 5 27 . 22 30 5 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 10,483
Positions
951 1,500 0 7,730 2,381 0 940 4,495 19 100 253 0 743 1,835
Changes from: October 22, 2019 Total Change is: 1,174
0 0 0 3,655 345 0 -2,454 934 -86 0 3 0 59 -22
Percent of Open Interest Represented by Each Category of Trader
9.1 14.3 0.0 73.7 22.7 0.0 9.0 42.9 0.2 1.0 2.4 0.0 7.1 17.5
Number of Traders in Each Category Total Traders: 21
. . 0 . 4 0 . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 57,263
Positions
14,024 38,401 988 18,065 398 1,051 12,696 4,855 1,660 732 2,103 0 8,048 7,809
Changes from: October 22, 2019 Total Change is: 4,070
501 2,187 -53 815 -203 23 2,032 592 433 26 577 0 295 515
Percent of Open Interest Represented by Each Category of Trader
24.5 67.1 1.7 31.5 0.7 1.8 22.2 8.5 2.9 1.3 3.7 0.0 14.1 13.6
Number of Traders in Each Category Total Traders: 103
11 21 6 19 . 6 27 12 4 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 114,525
Positions
28,048 76,802 1,975 36,130 796 2,101 25,392 9,709 3,319 1,464 4,205 0 16,096 15,618
Changes from: October 22, 2019 Total Change is: 8,139
1,002 4,374 -106 1,629 -405 45 4,064 1,183 865 51 1,153 0 589 1,030
Percent of Open Interest Represented by Each Category of Trader
24.5 67.1 1.7 31.5 0.7 1.8 22.2 8.5 2.9 1.3 3.7 0.0 14.1 13.6
Number of Traders in Each Category Total Traders: 103
11 21 6 19 . 6 27 12 4 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 40,409
Positions
2,716 32,471 0 34,359 960 231 244 4,270 0 0 448 398 2,461 1,631
Changes from: October 22, 2019 Total Change is: 128
1,910 115 0 -1,033 0 23 -367 -311 0 -936 0 253 278 48
Percent of Open Interest Represented by Each Category of Trader
6.7 80.4 0.0 85.0 2.4 0.6 0.6 10.6 0.0 0.0 1.1 1.0 6.1 4.0
Number of Traders in Each Category Total Traders: 27
. 7 0 12 . . . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 546,562
Positions
53,941 128,155 23,485 285,431 117,278 51,467 34,185 84,076 13,707 16,865 67,393 1,126 66,355 59,877
Changes from: October 22, 2019 Total Change is: 18,760
3,332 12,851 6,558 4,312 -6,286 768 1,370 5,853 -20 -147 -900 -3 2,593 -59
Percent of Open Interest Represented by Each Category of Trader
9.9 23.4 4.3 52.2 21.5 9.4 6.3 15.4 2.5 3.1 12.3 0.2 12.1 11.0
Number of Traders in Each Category Total Traders: 569
35 33 28 174 92 116 72 95 58 27 41 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 21,305
Positions
2,962 8,627 0 2,017 1,051 0 773 4,514 200 0 0 0 15,353 6,913
Changes from: October 22, 2019 Total Change is: 274
3 1,350 0 -1 0 0 -605 584 -600 0 0 0 1,477 -1,060
Percent of Open Interest Represented by Each Category of Trader
13.9 40.5 0.0 9.5 4.9 0.0 3.6 21.2 0.9 0.0 0.0 0.0 72.1 32.4
Number of Traders in Each Category Total Traders: 23
. 5 0 . . 0 6 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 2,626,285
Positions
267,107 609,849 105,214 1,419,546 583,612 254,856 182,993 413,741 51,601 84,327 336,965 5,629 255,012 264,818
Changes from: October 22, 2019 Total Change is: 92,432
17,704 58,566 31,728 21,463 -31,531 3,939 8,894 25,362 3,880 -737 -4,499 -17 5,578 5,004
Percent of Open Interest Represented by Each Category of Trader
10.2 23.2 4.0 54.1 22.2 9.7 7.0 15.8 2.0 3.2 12.8 0.2 9.7 10.1
Number of Traders in Each Category Total Traders: 568
35 33 27 175 91 116 72 94 54 27 41 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 20,922
Positions
11,180 13,048 1 5,739 2,718 979 0 1,503 0 0 357 0 3,023 2,316
Changes from: October 22, 2019 Total Change is: 604
1,009 -326 0 0 436 0 0 1,192 0 0 0 0 -405 -698
Percent of Open Interest Represented by Each Category of Trader
53.4 62.4 0.0 27.4 13.0 4.7 0.0 7.2 0.0 0.0 1.7 0.0 14.4 11.1
Number of Traders in Each Category Total Traders: 22
4 9 . 4 . . 0 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 21,901
Positions
5,003 10,317 57 13,430 0 0 539 2,103 2 0 0 0 2,870 9,422
Changes from: October 22, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
22.8 47.1 0.3 61.3 0.0 0.0 2.5 9.6 0.0 0.0 0.0 0.0 13.1 43.0
Number of Traders in Each Category Total Traders: 20
. 6 . 6 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 10,309
Positions
3,574 8,483 0 5,160 783 0 468 229 0 0 0 0 1,107 814
Changes from: October 22, 2019 Total Change is: 514
76 242 0 465 0 0 217 -1 0 0 0 0 -244 273
Percent of Open Interest Represented by Each Category of Trader
34.7 82.3 0.0 50.1 7.6 0.0 4.5 2.2 0.0 0.0 0.0 0.0 10.7 7.9
Number of Traders in Each Category Total Traders: 21
. 9 0 5 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 10,146
Positions
4,394 6,134 0 3,869 1,339 0 0 2,136 0 0 0 0 1,883 537
Changes from: October 22, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
43.3 60.5 0.0 38.1 13.2 0.0 0.0 21.1 0.0 0.0 0.0 0.0 18.6 5.3
Number of Traders in Each Category Total Traders: 20
5 5 0 4 4 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 12,200
Positions
4,129 5,871 0 3,443 1,805 1,151 389 1,066 17 0 0 0 3,071 2,290
Changes from: October 22, 2019 Total Change is: -208
0 -1,198 0 -144 530 -582 0 48 -1 0 0 0 519 995
Percent of Open Interest Represented by Each Category of Trader
33.8 48.1 0.0 28.2 14.8 9.4 3.2 8.7 0.1 0.0 0.0 0.0 25.2 18.8
Number of Traders in Each Category Total Traders: 20
5 4 0 4 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 68,382
Positions
5,410 18,259 202 47,104 34,237 2,194 2,717 2,518 126 0 7,012 0 10,629 3,834
Changes from: October 22, 2019 Total Change is: 607
-412 3,317 13 408 -2,810 32 -325 402 12 0 0 0 879 -359
Percent of Open Interest Represented by Each Category of Trader
7.9 26.7 0.3 68.9 50.1 3.2 4.0 3.7 0.2 0.0 10.3 0.0 15.5 5.6
Number of Traders in Each Category Total Traders: 76
4 8 . 34 18 11 7 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 45,936
Positions
6,646 11,657 519 18,236 9,078 1,069 11,753 12,059 427 689 2,770 4 6,593 8,353
Changes from: October 22, 2019 Total Change is: 2,145
-690 1,595 95 803 246 55 2,123 147 -360 56 -274 0 62 639
Percent of Open Interest Represented by Each Category of Trader
14.5 25.4 1.1 39.7 19.8 2.3 25.6 26.3 0.9 1.5 6.0 0.0 14.4 18.2
Number of Traders in Each Category Total Traders: 245
18 27 . 55 33 33 39 47 14 8 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 229,678
Positions
33,228 58,286 2,597 91,178 45,389 5,343 58,765 60,293 2,136 3,445 13,848 21 32,965 41,765
Changes from: October 22, 2019 Total Change is: 10,724
-3,452 7,977 477 4,013 1,230 276 10,617 737 -1,800 282 -1,369 2 309 3,194
Percent of Open Interest Represented by Each Category of Trader
14.5 25.4 1.1 39.7 19.8 2.3 25.6 26.3 0.9 1.5 6.0 0.0 14.4 18.2
Number of Traders in Each Category Total Traders: 245
18 27 . 55 33 33 39 47 14 8 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 447,982
Positions
57,857 76,026 7,726 238,346 212,066 37,004 66,685 60,991 7,031 10,603 30,540 46 22,684 16,552
Changes from: October 22, 2019 Total Change is: 2,758
-3,584 6,694 328 -2,720 -6,275 272 4,607 -1,355 1,044 -226 2,788 34 3,003 -772
Percent of Open Interest Represented by Each Category of Trader
12.9 17.0 1.7 53.2 47.3 8.3 14.9 13.6 1.6 2.4 6.8 0.0 5.1 3.7
Number of Traders in Each Category Total Traders: 315
18 26 5 80 65 46 49 48 25 13 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 28,402
Positions
3,588 3,808 0 12,190 426 33 4,065 19,511 553 1,609 555 45 6,319 3,471
Changes from: October 22, 2019 Total Change is: 1,251
-202 0 0 590 0 14 -446 775 496 466 0 45 288 -79
Percent of Open Interest Represented by Each Category of Trader
12.6 13.4 0.0 42.9 1.5 0.1 14.3 68.7 1.9 5.7 2.0 0.2 22.2 12.2
Number of Traders in Each Category Total Traders: 33
. . 0 16 . . 4 . . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 62,163
Positions
4,915 24,663 374 11,785 14,794 603 28,234 12,916 1,288 604 2,689 4 14,356 4,832
Changes from: October 22, 2019 Total Change is: 4,449
672 3,749 -7 -24 710 -92 535 -1,029 529 3 444 4 2,829 141
Percent of Open Interest Represented by Each Category of Trader
7.9 39.7 0.6 19.0 23.8 1.0 45.4 20.8 2.1 1.0 4.3 0.0 23.1 7.8
Number of Traders in Each Category Total Traders: 79
6 17 . 15 9 6 13 15 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 356,959
Positions
37,561 194,909 2,088 264,590 92,367 26,001 15,532 24,215 202 1,123 11,190 0 9,862 5,987
Changes from: October 22, 2019 Total Change is: 937
-3,110 8,609 1,169 2,057 -15,148 -173 387 5,979 -15 108 -50 0 514 566
Percent of Open Interest Represented by Each Category of Trader
10.5 54.6 0.6 74.1 25.9 7.3 4.4 6.8 0.1 0.3 3.1 0.0 2.8 1.7
Number of Traders in Each Category Total Traders: 179
14 15 5 72 36 33 17 17 4 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 1,341,184
Positions
67,365 817,854 4,899 954,786 300,612 99,463 121,434 75,367 2,996 52,849 15,569 3,754 33,638 20,670
Changes from: October 22, 2019 Total Change is: 25,248
-3,827 32,610 934 31,641 -9,160 -6,215 9,527 2,440 -14 1,580 230 -770 -7,608 5,193
Percent of Open Interest Represented by Each Category of Trader
5.0 61.0 0.4 71.2 22.4 7.4 9.1 5.6 0.2 3.9 1.2 0.3 2.5 1.5
Number of Traders in Each Category Total Traders: 425
25 19 8 164 78 86 61 32 13 36 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 116,780
Positions
45,851 84,577 31,412 16,788 0 440 20,098 124 167 1,994 0 0 30 60
Changes from: October 22, 2019 Total Change is: 3,390
-1,448 1,000 2,365 1,842 0 0 451 25 0 200 0 0 -20 0
Percent of Open Interest Represented by Each Category of Trader
39.3 72.4 26.9 14.4 0.0 0.4 17.2 0.1 0.1 1.7 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 41
5 17 15 8 0 . 7 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 1,023,307
Positions
4,649 177,528 6,958 508,932 285,074 164,838 68,242 206,177 22,669 81,696 33,487 36 165,287 126,540
Changes from: October 22, 2019 Total Change is: 21,326
-5,614 18,960 1,140 24,813 23,350 712 4,229 -12,567 3,465 -4,287 -9,405 -94 -3,038 -4,235
Percent of Open Interest Represented by Each Category of Trader
0.5 17.3 0.7 49.7 27.9 16.1 6.7 20.1 2.2 8.0 3.3 0.0 16.2 12.4
Number of Traders in Each Category Total Traders: 181
. 22 6 59 25 51 29 27 19 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 1,148,157
Positions
49,051 140,358 2,528 643,445 55,482 183,318 43,788 652,802 16,661 40,549 7,307 0 168,817 89,701
Changes from: October 22, 2019 Total Change is: -7,150
3,268 -14,040 672 -6,552 -9,815 1,467 6,512 6,260 3,320 -875 -805 0 -14,962 5,791
Percent of Open Interest Represented by Each Category of Trader
4.3 12.2 0.2 56.0 4.8 16.0 3.8 56.9 1.5 3.5 0.6 0.0 14.7 7.8
Number of Traders in Each Category Total Traders: 132
7 11 4 65 12 48 10 21 14 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 3,943,158
Positions
84,614 233,690 43,830 1,755,758 808,391 300,807 950,290 2,086,033 204,075 397,854 142,853 10,923 195,007 112,556
Changes from: October 22, 2019 Total Change is: -17,537
-1,462 -15,911 25,868 -685 35,519 18,955 -44,619 -129,790 42,547 -54,811 -509 -732 -2,598 6,516
Percent of Open Interest Represented by Each Category of Trader
2.1 5.9 1.1 44.5 20.5 7.6 24.1 52.9 5.2 10.1 3.6 0.3 4.9 2.9
Number of Traders in Each Category Total Traders: 369
22 28 9 129 32 72 70 47 36 29 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 3,857,860
Positions
175,703 300,758 70,002 1,782,389 743,987 695,103 303,478 1,295,788 178,699 241,451 153,326 4,160 406,875 416,037
Changes from: October 22, 2019 Total Change is: 189,764
-39,641 3,516 2,708 228,604 6,805 -13,321 -2,894 120,322 33,687 -10,512 14,411 -478 -8,389 22,114
Percent of Open Interest Represented by Each Category of Trader
4.6 7.8 1.8 46.2 19.3 18.0 7.9 33.6 4.6 6.3 4.0 0.1 10.5 10.8
Number of Traders in Each Category Total Traders: 388
21 37 14 106 64 95 54 66 45 28 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 836,246
Positions
85,375 60,855 1,721 278,959 293,341 148,879 149,228 136,018 16,980 46,845 20,686 0 108,259 157,766
Changes from: October 22, 2019 Total Change is: 3,414
843 -3,845 -1,886 952 8,062 5,651 11,007 709 -1,256 -7,830 1,329 0 -4,067 -5,350
Percent of Open Interest Represented by Each Category of Trader
10.2 7.3 0.2 33.4 35.1 17.8 17.8 16.3 2.0 5.6 2.5 0.0 12.9 18.9
Number of Traders in Each Category Total Traders: 109
5 7 . 27 38 39 16 11 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 4,504,463
Positions
85,773 448,601 56,623 1,986,282 822,103 894,066 681,255 1,632,301 147,331 338,895 202,409 696 313,542 300,333
Changes from: October 22, 2019 Total Change is: 163,143
-11,815 43,899 39,881 101,202 -8,825 -6,354 61,599 19,324 47,790 -31,072 8,888 22 -38,110 18,518
Percent of Open Interest Represented by Each Category of Trader
1.9 10.0 1.3 44.1 18.3 19.8 15.1 36.2 3.3 7.5 4.5 0.0 7.0 6.7
Number of Traders in Each Category Total Traders: 329
13 31 12 92 50 77 41 63 43 26 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 2,274,882
Positions
358,529 379,347 650,044 4,869 181,775 24,522 563,039 401,447 562,084 59,080 15,750 12,266 40,449 47,647
Changes from: October 22, 2019 Total Change is: 5,405
38,879 -15,367 1,424 383 4,661 -1,084 -753 32,872 -24,543 -10,932 3,011 -2,728 4,759 7,159
Percent of Open Interest Represented by Each Category of Trader
15.8 16.7 28.6 0.2 8.0 1.1 24.8 17.6 24.7 2.6 0.7 0.5 1.8 2.1
Number of Traders in Each Category Total Traders: 171
22 39 50 4 9 8 46 34 59 10 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 is12,047,066
Positions
2,248,651 2,163,461 2,474,243 781,329 2,422,741 350,506 2,417,279 579,033 2,910,865 53,437 146,411 143,355 667,401 856,451
Changes from: October 22, 2019 Total Change is: 87,309
38,332 77,330 7,194 52,383 -22,122 -6,485 47,569 10,995 2,001 -41,727 14,693 -4,875 -7,083 8,578
Percent of Open Interest Represented by Each Category of Trader
18.7 18.0 20.5 6.5 20.1 2.9 20.1 4.8 24.2 0.4 1.2 1.2 5.5 7.1
Number of Traders in Each Category Total Traders: 248
32 42 64 16 16 21 59 46 81 15 15 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 162,484
Positions
17,384 79,406 22,454 13,317 3,600 9,680 71,674 19,810 25,639 394 927 332 1,610 636
Changes from: October 22, 2019 Total Change is: 1,961
1,402 916 0 -586 1,000 357 724 -225 178 100 14 -217 3 -62
Percent of Open Interest Represented by Each Category of Trader
10.7 48.9 13.8 8.2 2.2 6.0 44.1 12.2 15.8 0.2 0.6 0.2 1.0 0.4
Number of Traders in Each Category Total Traders: 52
. 14 4 . . . 8 20 16 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 338,329
Positions
48,644 59,841 36,515 6,205 16,826 26,651 185,220 162,141 25,780 8,303 7,721 683 328 2,171
Changes from: October 22, 2019 Total Change is: 43,939
19,149 10,854 1,536 3,164 1,748 8,800 791 13,663 6,978 3,419 363 129 -27 -132
Percent of Open Interest Represented by Each Category of Trader
14.4 17.7 10.8 1.8 5.0 7.9 54.7 47.9 7.6 2.5 2.3 0.2 0.1 0.6
Number of Traders in Each Category Total Traders: 86
7 17 13 . 6 . 16 29 27 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 75,274
Positions
26 36,145 0 1,478 3,828 46 36,450 5,721 26,411 10,800 1,121 0 63 2,002
Changes from: October 22, 2019 Total Change is: 2,257
26 786 0 0 -62 0 -553 -256 1,869 945 0 0 -30 -80
Percent of Open Interest Represented by Each Category of Trader
0.0 48.0 0.0 2.0 5.1 0.1 48.4 7.6 35.1 14.3 1.5 0.0 0.1 2.7
Number of Traders in Each Category Total Traders: 33
. 5 0 . 9 . . 6 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 44,196
Positions
1,005 21,600 0 1,110 415 12 25,395 3,623 16,652 0 0 0 22 1,894
Changes from: October 22, 2019 Total Change is: 3,877
2 1,640 0 0 -23 0 1,655 184 2,223 0 0 0 -3 -147
Percent of Open Interest Represented by Each Category of Trader
2.3 48.9 0.0 2.5 0.9 0.0 57.5 8.2 37.7 0.0 0.0 0.0 0.0 4.3
Number of Traders in Each Category Total Traders: 22
. . 0 . 5 . 5 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 50,928
Positions
12,119 0 17,032 0 160 0 6,479 19,262 11,452 3,600 2,710 246 0 66
Changes from: October 22, 2019 Total Change is: -147
0 0 0 0 0 0 -5 94 -212 70 0 0 0 -29
Percent of Open Interest Represented by Each Category of Trader
23.8 0.0 33.4 0.0 0.3 0.0 12.7 37.8 22.5 7.1 5.3 0.5 0.0 0.1
Number of Traders in Each Category Total Traders: 21
. 0 . 0 . 0 . 8 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 3,155
Positions
33 0 0 260 86 0 956 2,016 103 569 445 49 1,185 456
Changes from: October 22, 2019 Total Change is: 62
-26 0 0 97 55 0 6 302 -45 248 -73 -19 -199 -158
Percent of Open Interest Represented by Each Category of Trader
1.0 0.0 0.0 8.2 2.7 0.0 30.3 63.9 3.3 18.0 14.1 1.6 37.6 14.5
Number of Traders in Each Category Total Traders: 46
. 0 0 4 . 0 10 15 . 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 49,700
Positions
1,083 37,375 0 14,474 2,930 488 26,139 4,257 2,098 1,567 815 151 3,700 1,586
Changes from: October 22, 2019 Total Change is: -4,160
-65 -2,037 0 -2,159 158 10 -1,361 -2,478 -339 -281 359 133 -98 34
Percent of Open Interest Represented by Each Category of Trader
2.2 75.2 0.0 29.1 5.9 1.0 52.6 8.6 4.2 3.2 1.6 0.3 7.4 3.2
Number of Traders in Each Category Total Traders: 85
. . 0 13 7 . 34 9 7 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 453,332
Positions
107,829 18,564 18,110 138,853 134,849 21,758 53,838 141,618 72,484 10,553 4,247 8,014 21,893 33,688
Changes from: October 22, 2019 Total Change is: 16,016
5,499 2,428 2,632 1,336 8,454 -1,680 5,502 -1,793 1,983 80 1,958 -320 984 2,354
Percent of Open Interest Represented by Each Category of Trader
23.8 4.1 4.0 30.6 29.7 4.8 11.9 31.2 16.0 2.3 0.9 1.8 4.8 7.4
Number of Traders in Each Category Total Traders: 199
18 7 15 19 36 21 39 57 47 9 8 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 18,572
Positions
3,946 665 827 6,344 5,678 912 5,626 10,308 100 571 50 0 246 32
Changes from: October 22, 2019 Total Change is: -2,056
149 -38 -104 -115 -6,906 115 -2,135 4,897 0 8 -20 0 26 0
Percent of Open Interest Represented by Each Category of Trader
21.2 3.6 4.5 34.2 30.6 4.9 30.3 55.5 0.5 3.1 0.3 0.0 1.3 0.2
Number of Traders in Each Category Total Traders: 37
4 . . 7 6 . . 7 . 9 . 0
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Updated November 01, 2019