Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 134,066
Positions
3,367 37,327 2,517 40,009 20,005 4,078 29,228 32,749 7,727 13,773 2,158 218 33,148 27,287
Changes from: September 17, 2019 Total Change is: -64,954
-9,248 -40,573 -19,732 -3,126 2,359 36 -20,133 4,925 -8,640 -380 -1,858 198 -3,929 -1,669
Percent of Open Interest Represented by Each Category of Trader
2.5 27.8 1.9 29.8 14.9 3.0 21.8 24.4 5.8 10.3 1.6 0.2 24.7 20.4
Number of Traders in Each Category Total Traders: 104
7 6 7 15 14 9 23 24 15 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 58,275
Positions
24,807 1,446 340 1,357 21,535 1,011 20,068 11,729 560 968 1,560 0 9,163 20,093
Changes from: September 17, 2019 Total Change is: 4,549
5,781 -123 64 8 2,716 -157 -614 2,827 -185 0 50 0 -348 -643
Percent of Open Interest Represented by Each Category of Trader
42.6 2.5 0.6 2.3 37.0 1.7 34.4 20.1 1.0 1.7 2.7 0.0 15.7 34.5
Number of Traders in Each Category Total Traders: 54
7 . . . 14 . 12 13 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 268,266
Positions
131,406 8,854 8,269 44,745 107,843 6,853 26,899 60,180 24,296 977 9,604 532 24,289 41,834
Changes from: September 17, 2019 Total Change is: 12,624
900 4,372 1,709 2,281 -7,399 613 1,703 7,664 5,437 175 83 140 -334 5
Percent of Open Interest Represented by Each Category of Trader
49.0 3.3 3.1 16.7 40.2 2.6 10.0 22.4 9.1 0.4 3.6 0.2 9.1 15.6
Number of Traders in Each Category Total Traders: 127
8 6 7 11 36 12 23 36 19 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 168,164
Positions
16,039 38,634 7,678 31,071 47,002 11,786 43,426 14,532 22,810 4,140 856 151 31,063 24,716
Changes from: September 17, 2019 Total Change is: 11,135
7,460 -283 -681 -163 1,557 -583 -478 5,364 4,812 -244 -299 -65 1,077 1,313
Percent of Open Interest Represented by Each Category of Trader
9.5 23.0 4.6 18.5 27.9 7.0 25.8 8.6 13.6 2.5 0.5 0.1 18.5 14.7
Number of Traders in Each Category Total Traders: 113
8 5 7 19 21 15 26 24 17 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 578,955
Positions
43,763 100,970 16,280 295,492 167,033 41,252 23,850 123,904 48,018 21,795 17,579 2,546 85,958 61,373
Changes from: September 17, 2019 Total Change is: 575
-3,504 5,224 -2,683 1,955 48 5,084 -2,877 -16,141 3,082 -5,085 1,934 10 4,593 4,018
Percent of Open Interest Represented by Each Category of Trader
7.6 17.4 2.8 51.0 28.9 7.1 4.1 21.4 8.3 3.8 3.0 0.4 14.8 10.6
Number of Traders in Each Category Total Traders: 290
20 9 15 86 47 54 27 52 33 27 21 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 25,647
Positions
0 8,709 0 9,340 5,053 2,834 939 2,559 0 0 410 2 12,532 6,080
Changes from: September 17, 2019 Total Change is: 585
-426 -17 0 92 -192 111 0 693 0 0 -177 0 808 167
Percent of Open Interest Represented by Each Category of Trader
0.0 34.0 0.0 36.4 19.7 11.1 3.7 10.0 0.0 0.0 1.6 0.0 48.9 23.7
Number of Traders in Each Category Total Traders: 23
0 . 0 12 4 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 175,925
Positions
74,054 3,258 2,599 14,646 59,328 4,230 40,195 56,458 10,265 1,013 3,080 213 28,709 36,493
Changes from: September 17, 2019 Total Change is: 24,686
10,202 22 553 -52 14,960 429 10,130 7,210 1,254 1,013 -331 -56 1,213 645
Percent of Open Interest Represented by Each Category of Trader
42.1 1.9 1.5 8.3 33.7 2.4 22.8 32.1 5.8 0.6 1.8 0.1 16.3 20.7
Number of Traders in Each Category Total Traders: 96
8 . 8 13 19 12 18 30 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 67,298
Positions
0 44,670 0 59,442 0 0 5,529 18,024 0 440 3,209 0 1,887 1,395
Changes from: September 17, 2019 Total Change is: 2,558
0 31 0 1,905 0 0 480 2,366 0 0 -145 0 173 306
Percent of Open Interest Represented by Each Category of Trader
0.0 66.4 0.0 88.3 0.0 0.0 8.2 26.8 0.0 0.7 4.8 0.0 2.8 2.1
Number of Traders in Each Category Total Traders: 39
0 5 0 11 0 0 12 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 200,233
Positions
0 114,474 824 106,693 7,662 206 79,396 54,223 1,909 5,314 17,868 4 5,887 3,064
Changes from: September 17, 2019 Total Change is: 10,777
-145 8,491 -3 9,406 1,132 -279 2,835 1,709 -869 -145 768 0 -24 -172
Percent of Open Interest Represented by Each Category of Trader
0.0 57.2 0.4 53.3 3.8 0.1 39.7 27.1 1.0 2.7 8.9 0.0 2.9 1.5
Number of Traders in Each Category Total Traders: 153
0 13 . 23 11 4 49 32 9 10 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 46,934
Positions
23,986 778 0 2,730 33,744 0 16,386 9,300 95 794 1,130 0 2,943 1,887
Changes from: September 17, 2019 Total Change is: -36
-100 162 0 22 -474 0 -239 380 -23 -108 178 0 412 -258
Percent of Open Interest Represented by Each Category of Trader
51.1 1.7 0.0 5.8 71.9 0.0 34.9 19.8 0.2 1.7 2.4 0.0 6.3 4.0
Number of Traders in Each Category Total Traders: 48
. . 0 . 7 0 9 16 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 75,412
Positions
47,379 0 38 2,829 34,568 484 19,057 31,110 667 1,739 2,706 101 3,118 5,738
Changes from: September 17, 2019 Total Change is: 6,818
2,193 0 22 382 4,702 17 3,268 2,302 -99 448 24 71 516 -221
Percent of Open Interest Represented by Each Category of Trader
62.8 0.0 0.1 3.8 45.8 0.6 25.3 41.3 0.9 2.3 3.6 0.1 4.1 7.6
Number of Traders in Each Category Total Traders: 114
11 0 . 5 30 4 21 34 5 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 16,744
Positions
1,531 1,500 0 14,173 3,035 0 397 9,767 0 0 313 0 643 2,129
Changes from: September 17, 2019 Total Change is: 2,275
25 0 0 2,364 9 0 39 2,207 0 0 0 0 -153 59
Percent of Open Interest Represented by Each Category of Trader
9.1 9.0 0.0 84.6 18.1 0.0 2.4 58.3 0.0 0.0 1.9 0.0 3.8 12.7
Number of Traders in Each Category Total Traders: 25
. . 0 . 4 0 . 13 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 50,446
Positions
10,750 32,273 560 17,322 3,708 320 12,205 3,086 898 1,302 1,386 0 7,090 8,217
Changes from: September 17, 2019 Total Change is: -9,876
2,295 3,331 -11,839 2,473 452 -326 -874 -524 -440 210 289 -7 -1,367 -812
Percent of Open Interest Represented by Each Category of Trader
21.3 64.0 1.1 34.3 7.3 0.6 24.2 6.1 1.8 2.6 2.7 0.0 14.1 16.3
Number of Traders in Each Category Total Traders: 92
11 20 6 14 7 . 21 10 7 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 100,892
Positions
21,499 64,546 1,120 34,644 7,415 639 24,411 6,172 1,796 2,603 2,771 0 14,180 16,434
Changes from: September 17, 2019 Total Change is: -19,752
4,589 6,662 -23,679 4,945 903 -651 -1,749 -1,048 -880 421 578 -14 -2,734 -1,623
Percent of Open Interest Represented by Each Category of Trader
21.3 64.0 1.1 34.3 7.3 0.6 24.2 6.1 1.8 2.6 2.7 0.0 14.1 16.3
Number of Traders in Each Category Total Traders: 92
11 20 6 14 7 . 21 10 7 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 41,173
Positions
0 34,817 0 37,919 840 159 535 4,076 0 1,000 448 0 1,560 833
Changes from: September 17, 2019 Total Change is: -22,193
0 -190 -20,576 1,145 840 10 0 1,597 -2,381 0 -840 0 -391 -653
Percent of Open Interest Represented by Each Category of Trader
0.0 84.6 0.0 92.1 2.0 0.4 1.3 9.9 0.0 2.4 1.1 0.0 3.8 2.0
Number of Traders in Each Category Total Traders: 27
0 7 0 14 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 728,079
Positions
40,361 115,597 30,801 293,178 129,580 60,448 27,961 70,373 164,336 18,506 69,822 11,603 80,884 75,520
Changes from: September 17, 2019 Total Change is: -150,317
-10,116 7,571 -55,230 18,541 -3,837 -17,903 -14,327 -14,484 -42,092 1,013 -3,043 340 -30,545 -21,640
Percent of Open Interest Represented by Each Category of Trader
5.5 15.9 4.2 40.3 17.8 8.3 3.8 9.7 22.6 2.5 9.6 1.6 11.1 10.4
Number of Traders in Each Category Total Traders: 595
28 36 42 165 94 118 69 95 98 54 53 59
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 49,231
Positions
57 9,125 1,965 2,019 1,194 3,483 1,328 993 18,056 61 41 620 21,642 13,754
Changes from: September 17, 2019 Total Change is: -31,260
-5,156 -6,846 -2,759 0 -32 -225 -10,661 -5,027 -2,952 54 26 158 -9,719 -13,604
Percent of Open Interest Represented by Each Category of Trader
0.1 18.5 4.0 4.1 2.4 7.1 2.7 2.0 36.7 0.1 0.1 1.3 44.0 27.9
Number of Traders in Each Category Total Traders: 43
. 9 5 . . . 6 13 20 6 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 3,394,241
Positions
203,875 534,715 141,828 1,458,345 644,479 282,273 139,561 353,299 725,006 92,229 348,902 54,912 296,211 308,827
Changes from: September 17, 2019 Total Change is: -595,284
-76,112 20,770 -211,040 87,410 -24,322 -83,093 -77,994 -106,951 -136,036 4,795 -15,346 912 -104,126 -40,179
Percent of Open Interest Represented by Each Category of Trader
6.0 15.8 4.2 43.0 19.0 8.3 4.1 10.4 21.4 2.7 10.3 1.6 8.7 9.1
Number of Traders in Each Category Total Traders: 583
28 36 41 166 92 117 68 92 92 49 52 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 21,008
Positions
5,154 9,630 0 13,066 228 0 421 2,504 9 0 0 0 2,358 8,637
Changes from: September 17, 2019 Total Change is: -5,739
-360 -4,616 -1,197 420 0 0 0 1,740 -1,339 0 0 0 -3,263 -327
Percent of Open Interest Represented by Each Category of Trader
24.5 45.8 0.0 62.2 1.1 0.0 2.0 11.9 0.0 0.0 0.0 0.0 11.2 41.1
Number of Traders in Each Category Total Traders: 23
5 5 0 6 . 0 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 11,999
Positions
5,145 4,794 0 3,017 4,799 836 389 512 21 0 0 0 2,591 1,037
Changes from: September 17, 2019 Total Change is: -11,057
-4,266 -796 -6,568 129 -2,701 32 0 -419 0 0 0 0 -384 -605
Percent of Open Interest Represented by Each Category of Trader
42.9 40.0 0.0 25.1 40.0 7.0 3.2 4.3 0.2 0.0 0.0 0.0 21.6 8.6
Number of Traders in Each Category Total Traders: 20
5 6 0 . . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 63,803
Positions
6,701 9,832 176 40,138 37,698 3,152 3,390 2,970 104 0 7,025 0 10,142 2,846
Changes from: September 17, 2019 Total Change is: -2,755
-2,523 -2,177 -386 -199 1,570 -87 1,361 245 -723 0 -204 0 -198 -993
Percent of Open Interest Represented by Each Category of Trader
10.5 15.4 0.3 62.9 59.1 4.9 5.3 4.7 0.2 0.0 11.0 0.0 15.9 4.5
Number of Traders in Each Category Total Traders: 78
6 5 . 35 16 9 7 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 43,854
Positions
6,514 8,521 481 16,379 8,931 1,055 8,979 11,334 3,354 725 2,321 60 6,308 7,798
Changes from: September 17, 2019 Total Change is: -10,349
-675 -1,469 -2,542 -1,280 -278 -2,034 252 349 -2,899 -67 33 -145 -959 -1,364
Percent of Open Interest Represented by Each Category of Trader
14.9 19.4 1.1 37.3 20.4 2.4 20.5 25.8 7.6 1.7 5.3 0.1 14.4 17.8
Number of Traders in Each Category Total Traders: 248
19 21 4 57 36 31 33 55 23 10 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 219,270
Positions
32,568 42,604 2,405 81,894 44,655 5,273 44,893 56,669 16,770 3,624 11,603 302 31,541 38,988
Changes from: September 17, 2019 Total Change is: -51,747
-3,377 -7,343 -12,711 -6,398 -1,389 -10,171 1,258 1,743 -14,493 -334 165 -727 -4,794 -6,820
Percent of Open Interest Represented by Each Category of Trader
14.9 19.4 1.1 37.3 20.4 2.4 20.5 25.8 7.6 1.7 5.3 0.1 14.4 17.8
Number of Traders in Each Category Total Traders: 248
19 21 4 57 36 31 33 55 23 10 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 448,110
Positions
60,535 62,844 9,013 235,627 210,641 36,524 63,830 75,050 9,230 11,612 26,194 102 21,636 18,512
Changes from: September 17, 2019 Total Change is: -74,024
-22,650 -15,226 -36,414 1,479 -1,276 -6,823 4,947 1,785 -11,938 -655 -933 -47 -1,923 -3,151
Percent of Open Interest Represented by Each Category of Trader
13.5 14.0 2.0 52.6 47.0 8.2 14.2 16.7 2.1 2.6 5.8 0.0 4.8 4.1
Number of Traders in Each Category Total Traders: 310
22 25 6 79 59 41 48 49 25 11 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 20,977
Positions
1,774 3,808 0 11,136 985 21 1,603 12,195 70 848 657 0 5,525 3,241
Changes from: September 17, 2019 Total Change is: 884
263 -200 0 -400 0 -5 821 792 25 0 -2 0 180 274
Percent of Open Interest Represented by Each Category of Trader
8.5 18.2 0.0 53.1 4.7 0.1 7.6 58.1 0.3 4.0 3.1 0.0 26.3 15.5
Number of Traders in Each Category Total Traders: 28
4 . 0 12 . . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 46,943
Positions
1,913 11,507 234 15,319 15,198 426 17,682 10,622 193 906 2,674 0 10,270 6,089
Changes from: September 17, 2019 Total Change is: 5,107
817 752 -1 719 218 3 3,195 2,574 -13 -107 0 0 494 1,574
Percent of Open Interest Represented by Each Category of Trader
4.1 24.5 0.5 32.6 32.4 0.9 37.7 22.6 0.4 1.9 5.7 0.0 21.9 13.0
Number of Traders in Each Category Total Traders: 69
4 12 . 14 9 6 10 16 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 337,903
Positions
43,177 171,142 970 240,811 114,375 28,117 13,498 7,961 192 2,437 8,562 0 8,701 6,584
Changes from: September 17, 2019 Total Change is: -74,884
2,222 12,437 -74,859 3,962 2,912 1,071 -77 -9,018 -1,076 0 -64 0 -6,127 -6,287
Percent of Open Interest Represented by Each Category of Trader
12.8 50.6 0.3 71.3 33.8 8.3 4.0 2.4 0.1 0.7 2.5 0.0 2.6 1.9
Number of Traders in Each Category Total Traders: 166
13 13 4 68 36 32 16 12 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 1,242,156
Positions
71,878 702,887 3,493 894,743 316,963 113,625 77,666 56,030 2,610 42,357 17,484 4,892 30,892 24,172
Changes from: September 17, 2019 Total Change is: -304,381
-14,431 57,731 -172,460 34,655 -1,227 5,168 -3,346 -33,137 -4,197 -266 -5,336 -2,766 -146,738 -148,157
Percent of Open Interest Represented by Each Category of Trader
5.8 56.6 0.3 72.0 25.5 9.1 6.3 4.5 0.2 3.4 1.4 0.4 2.5 1.9
Number of Traders in Each Category Total Traders: 405
27 19 8 163 78 84 43 39 15 25 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 115,590
Positions
44,716 74,666 39,578 11,455 0 980 16,779 0 306 1,550 0 0 226 60
Changes from: September 17, 2019 Total Change is: -595
-986 -521 -74 -235 0 0 500 0 0 0 0 0 200 0
Percent of Open Interest Represented by Each Category of Trader
38.7 64.6 34.2 9.9 0.0 0.8 14.5 0.0 0.3 1.3 0.0 0.0 0.2 0.1
Number of Traders in Each Category Total Traders: 37
5 17 12 8 0 . 5 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 1,187,163
Positions
10,756 135,332 46,905 461,089 260,370 204,196 53,672 192,187 135,039 81,069 44,191 11,484 182,953 157,459
Changes from: September 17, 2019 Total Change is: -123,551
3,502 -14,062 -31,826 -13,154 320 -7,972 1,561 814 -75,454 8,765 7,398 -9,908 936 7,140
Percent of Open Interest Represented by Each Category of Trader
0.9 11.4 4.0 38.8 21.9 17.2 4.5 16.2 11.4 6.8 3.7 1.0 15.4 13.3
Number of Traders in Each Category Total Traders: 188
9 16 16 57 29 52 29 30 43 12 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 1,138,620
Positions
40,052 161,867 1,453 643,369 46,872 186,211 33,948 640,857 15,801 43,162 9,462 0 174,624 76,097
Changes from: September 17, 2019 Total Change is: -28,872
-2,151 3,556 -865 -2,729 4,612 -4,367 868 -11,371 -10,565 65 -250 0 -9,128 -9,622
Percent of Open Interest Represented by Each Category of Trader
3.5 14.2 0.1 56.5 4.1 16.4 3.0 56.3 1.4 3.8 0.8 0.0 15.3 6.7
Number of Traders in Each Category Total Traders: 136
5 14 . 68 12 53 9 22 14 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 3,705,484
Positions
115,370 285,440 18,263 1,613,953 676,042 242,506 914,889 2,098,539 102,636 489,273 165,860 12,380 196,215 103,818
Changes from: September 17, 2019 Total Change is: 67,271
22,793 -1,453 263 47,480 83,760 3,465 62,287 42,279 -68,102 -2,146 2,038 -2,006 3,238 7,027
Percent of Open Interest Represented by Each Category of Trader
3.1 7.7 0.5 43.6 18.2 6.5 24.7 56.6 2.8 13.2 4.5 0.3 5.3 2.8
Number of Traders in Each Category Total Traders: 363
25 28 9 117 32 75 63 58 54 27 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 4,323,837
Positions
148,195 265,562 196,515 1,442,408 647,669 955,412 346,992 1,119,678 473,474 231,877 204,969 62,290 466,672 398,267
Changes from: September 17, 2019 Total Change is: -271,611
-27,000 12,676 -36,885 44,267 24,060 -56,300 -779 8,870 -174,445 -17,890 -7,720 -20,534 17,955 -21,334
Percent of Open Interest Represented by Each Category of Trader
3.4 6.1 4.5 33.4 15.0 22.1 8.0 25.9 11.0 5.4 4.7 1.4 10.8 9.2
Number of Traders in Each Category Total Traders: 389
19 31 32 98 68 107 65 60 75 29 19 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 823,317
Positions
90,690 67,614 1,635 269,144 260,963 134,239 136,724 154,814 21,307 49,277 20,410 0 120,301 162,335
Changes from: September 17, 2019 Total Change is: 4,990
-2,437 17,649 -536 16,650 -461 -8,836 5,116 4,405 -3,621 0 212 0 -1,346 -3,822
Percent of Open Interest Represented by Each Category of Trader
11.0 8.2 0.2 32.7 31.7 16.3 16.6 18.8 2.6 6.0 2.5 0.0 14.6 19.7
Number of Traders in Each Category Total Traders: 109
5 11 . 25 35 39 14 13 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 4,439,808
Positions
95,857 357,666 95,367 1,802,596 701,078 941,726 469,150 1,523,689 256,233 443,681 222,430 14,836 320,361 326,783
Changes from: September 17, 2019 Total Change is: -195,232
29,817 -45,674 -75,358 -156,053 52,189 5,641 30,859 -46,373 -72,467 28,745 -8,540 -9,851 23,435 5,201
Percent of Open Interest Represented by Each Category of Trader
2.2 8.1 2.1 40.6 15.8 21.2 10.6 34.3 5.8 10.0 5.0 0.3 7.2 7.4
Number of Traders in Each Category Total Traders: 323
13 28 18 90 53 82 41 60 55 20 18 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 2,093,570
Positions
359,866 336,241 633,046 11,158 162,404 28,131 444,036 387,999 448,264 116,918 21,903 9,985 42,167 65,598
Changes from: September 17, 2019 Total Change is: -59,871
-28,889 8,779 -27,880 -3,058 11,162 7,030 -49,845 -127,068 44,999 -4,489 -597 1,069 1,192 22,635
Percent of Open Interest Represented by Each Category of Trader
17.2 16.1 30.2 0.5 7.8 1.3 21.2 18.5 21.4 5.6 1.0 0.5 2.0 3.1
Number of Traders in Each Category Total Traders: 164
24 33 43 5 9 8 36 39 57 8 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 is24,719,303
Positions
2,974,032 1,621,706 4,897,455 572,424 2,683,608 1,481,975 1,135,922 319,203 12,444,394 176,779 140,121 235,344 800,978 895,496
Changes from: September 17, 2019 Total Change is: 347,565
192,699 53,352 -47,261 34,729 29,863 62,156 -181,960 1,551 201,431 16,654 15,511 9,235 59,882 21,727
Percent of Open Interest Represented by Each Category of Trader
12.0 6.6 19.8 2.3 10.9 6.0 4.6 1.3 50.3 0.7 0.6 1.0 3.2 3.6
Number of Traders in Each Category Total Traders: 296
39 39 75 22 19 26 70 60 107 27 18 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 141,823
Positions
13,585 64,340 20,582 3,429 2,660 8,392 71,056 22,728 21,832 245 435 456 2,246 398
Changes from: September 17, 2019 Total Change is: -4,525
-3,240 2,119 -398 -2,144 -3,405 2,375 1,176 -3,084 -1,194 -197 166 -1,003 100 -101
Percent of Open Interest Represented by Each Category of Trader
9.6 45.4 14.5 2.4 1.9 5.9 50.1 16.0 15.4 0.2 0.3 0.3 1.6 0.3
Number of Traders in Each Category Total Traders: 46
. 12 4 . . . 7 19 16 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 257,560
Positions
33,600 32,938 23,152 1,814 14,885 5,763 161,110 156,407 23,275 7,592 80 584 670 476
Changes from: September 17, 2019 Total Change is: 52,246
-3,689 7,104 2,708 -1,301 -5,271 -4,221 57,337 54,354 269 884 80 -13 272 -2,764
Percent of Open Interest Represented by Each Category of Trader
13.0 12.8 9.0 0.7 5.8 2.2 62.6 60.7 9.0 2.9 0.0 0.2 0.3 0.2
Number of Traders in Each Category Total Traders: 77
9 15 15 . . . 18 22 25 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 58,954
Positions
0 29,065 0 1,193 4,733 0 29,198 5,753 15,888 12,603 1,107 0 72 2,408
Changes from: September 17, 2019 Total Change is: 2,679
0 287 0 0 71 0 3,150 1,579 189 -685 0 0 25 553
Percent of Open Interest Represented by Each Category of Trader
0.0 49.3 0.0 2.0 8.0 0.0 49.5 9.8 26.9 21.4 1.9 0.0 0.1 4.1
Number of Traders in Each Category Total Traders: 32
0 5 0 . 10 0 4 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 12,988
Positions
1,003 4,206 0 1,029 741 0 9,092 4,016 1,695 0 0 0 169 2,330
Changes from: September 17, 2019 Total Change is: 2,128
-40 69 0 0 0 0 952 884 1,061 0 0 0 155 114
Percent of Open Interest Represented by Each Category of Trader
7.7 32.4 0.0 7.9 5.7 0.0 70.0 30.9 13.1 0.0 0.0 0.0 1.3 17.9
Number of Traders in Each Category Total Traders: 21
. . 0 . 5 0 . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 45,269
Positions
12,842 218 16,597 0 180 0 688 12,946 11,346 3,530 2,710 246 20 1,026
Changes from: September 17, 2019 Total Change is: -7,012
-2,464 148 0 0 0 0 -4,566 -8,145 0 0 0 0 18 985
Percent of Open Interest Represented by Each Category of Trader
28.4 0.5 36.7 0.0 0.4 0.0 1.5 28.6 25.1 7.8 6.0 0.5 0.0 2.3
Number of Traders in Each Category Total Traders: 23
. . . 0 . 0 . 8 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 4,178
Positions
72 50 0 42 100 55 1,651 2,510 171 488 687 71 1,628 534
Changes from: September 17, 2019 Total Change is: 4
41 0 0 -220 -101 55 -37 256 7 -33 -406 16 175 177
Percent of Open Interest Represented by Each Category of Trader
1.7 1.2 0.0 1.0 2.4 1.3 39.5 60.1 4.1 11.7 16.4 1.7 39.0 12.8
Number of Traders in Each Category Total Traders: 50
. . 0 . . . 9 20 . 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 57,202
Positions
658 41,794 0 28,477 2,068 487 19,536 8,742 1,493 2,460 1,048 135 3,956 1,435
Changes from: September 17, 2019 Total Change is: 1,351
-155 0 0 1,268 50 18 -424 670 630 -135 166 1 149 -184
Percent of Open Interest Represented by Each Category of Trader
1.2 73.1 0.0 49.8 3.6 0.9 34.2 15.3 2.6 4.3 1.8 0.2 6.9 2.5
Number of Traders in Each Category Total Traders: 94
. . 0 15 5 . 30 13 10 19 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 405,328
Positions
100,878 14,183 15,834 130,620 123,899 24,140 38,723 129,648 55,933 10,118 2,996 8,173 20,909 30,522
Changes from: September 17, 2019 Total Change is: 2,610
16,556 350 -4,815 17,402 20,524 1,170 -8,502 3,696 -15,764 1,166 -1,276 -2,734 -1,869 1,459
Percent of Open Interest Represented by Each Category of Trader
24.9 3.5 3.9 32.2 30.6 6.0 9.6 32.0 13.8 2.5 0.7 2.0 5.2 7.5
Number of Traders in Each Category Total Traders: 191
16 10 17 17 38 21 36 51 46 10 4 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 12,037
Positions
1,177 698 1,186 7,330 1,207 1,450 150 7,304 100 463 50 0 181 42
Changes from: September 17, 2019 Total Change is: -8,666
-1,276 -1,002 0 -554 0 145 -6,156 -6,795 -638 -130 -128 0 -57 -248
Percent of Open Interest Represented by Each Category of Trader
9.8 5.8 9.9 60.9 10.0 12.0 1.2 60.7 0.8 3.8 0.4 0.0 1.5 0.3
Number of Traders in Each Category Total Traders: 35
. . . 10 . . . 8 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 27, 2019