Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 184,631
Positions
7,733 85,511 2,915 55,558 14,037 6,556 43,259 36,216 11,312 17,887 3,247 656 38,755 24,181
Changes from: October 15, 2019 Total Change is: 23,185
476 36,186 -515 11,307 -10,681 859 2,671 -3,531 1,612 3,840 1,092 188 2,748 -2,026
Percent of Open Interest Represented by Each Category of Trader
4.2 46.3 1.6 30.1 7.6 3.6 23.4 19.6 6.1 9.7 1.8 0.4 21.0 13.1
Number of Traders in Each Category Total Traders: 108
5 9 7 20 11 11 19 24 15 13 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 62,946
Positions
30,007 1,551 466 846 21,386 941 18,345 14,958 876 1,448 1,532 0 10,018 21,237
Changes from: October 15, 2019 Total Change is: -3,285
-3,437 21 154 -396 -1,639 -17 -204 895 -414 0 0 0 1,030 -2,285
Percent of Open Interest Represented by Each Category of Trader
47.7 2.5 0.7 1.3 34.0 1.5 29.1 23.8 1.4 2.3 2.4 0.0 15.9 33.7
Number of Traders in Each Category Total Traders: 57
9 . . . 15 . 10 16 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 274,549
Positions
99,127 32,165 9,078 51,810 80,525 7,834 35,958 67,333 32,615 9,658 10,197 479 27,990 34,322
Changes from: October 15, 2019 Total Change is: -18,441
-31,489 2,981 2,801 348 -23,036 1,332 7,402 4,720 -2,821 3,968 291 -660 677 -4,049
Percent of Open Interest Represented by Each Category of Trader
36.1 11.7 3.3 18.9 29.3 2.9 13.1 24.5 11.9 3.5 3.7 0.2 10.2 12.5
Number of Traders in Each Category Total Traders: 132
8 7 8 15 29 12 22 39 19 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 183,931
Positions
52,019 33,569 5,884 25,710 43,038 10,510 39,603 38,277 18,764 2,055 2,628 587 28,799 30,673
Changes from: October 15, 2019 Total Change is: -630
9,673 -1,695 -1,239 -2,845 6,305 -1,015 -3,586 -2,160 -1,741 150 1,751 174 -202 -1,010
Percent of Open Interest Represented by Each Category of Trader
28.3 18.3 3.2 14.0 23.4 5.7 21.5 20.8 10.2 1.1 1.4 0.3 15.7 16.7
Number of Traders in Each Category Total Traders: 117
9 7 8 17 22 16 25 27 19 5 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 593,975
Positions
38,246 135,095 17,414 317,716 158,850 33,864 34,685 136,175 39,390 22,574 12,159 2,135 87,950 58,893
Changes from: October 15, 2019 Total Change is: 18,952
-6,627 29,540 3,666 10,207 -10,215 369 5,344 -2,182 4,051 5,950 44 -5,047 1,040 -1,274
Percent of Open Interest Represented by Each Category of Trader
6.4 22.7 2.9 53.5 26.7 5.7 5.8 22.9 6.6 3.8 2.0 0.4 14.8 9.9
Number of Traders in Each Category Total Traders: 295
18 10 14 91 46 55 35 48 27 27 20 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 27,348
Positions
704 8,361 0 9,416 7,162 2,665 3,600 2,213 0 0 410 2 10,961 6,535
Changes from: October 15, 2019 Total Change is: 356
147 -47 0 -468 251 -151 2,089 -533 0 0 0 0 -1,261 836
Percent of Open Interest Represented by Each Category of Trader
2.6 30.6 0.0 34.4 26.2 9.7 13.2 8.1 0.0 0.0 1.5 0.0 40.1 23.9
Number of Traders in Each Category Total Traders: 29
. . 0 13 6 9 4 . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 22,716
Positions
6,159 1,799 542 5,865 9,840 1,998 528 3,324 0 0 0 0 7,624 5,213
Changes from: October 15, 2019 Total Change is: 1,013
-10 -6 6 -29 -359 5 528 1,485 0 0 0 0 513 -118
Percent of Open Interest Represented by Each Category of Trader
27.1 7.9 2.4 25.8 43.3 8.8 2.3 14.6 0.0 0.0 0.0 0.0 33.6 22.9
Number of Traders in Each Category Total Traders: 24
. . . 5 8 7 . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 176,375
Positions
75,874 5,942 2,679 13,692 58,194 5,433 33,149 50,395 12,640 2,007 3,393 545 30,354 37,154
Changes from: October 15, 2019 Total Change is: -5,725
-1,411 2,330 -453 -1,268 -9,554 817 -5,218 189 1,037 1,432 253 169 -830 -513
Percent of Open Interest Represented by Each Category of Trader
43.0 3.4 1.5 7.8 33.0 3.1 18.8 28.6 7.2 1.1 1.9 0.3 17.2 21.1
Number of Traders in Each Category Total Traders: 92
6 5 8 10 20 11 11 32 12 . 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 55,261
Positions
900 42,293 0 43,606 0 0 7,854 8,420 0 608 3,339 0 2,293 1,209
Changes from: October 15, 2019 Total Change is: -125
0 0 0 -661 0 0 -55 -30 0 168 -50 0 423 -45
Percent of Open Interest Represented by Each Category of Trader
1.6 76.5 0.0 78.9 0.0 0.0 14.2 15.2 0.0 1.1 6.0 0.0 4.1 2.2
Number of Traders in Each Category Total Traders: 39
. 4 0 9 0 0 15 4 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 255,983
Positions
1,175 145,093 884 135,716 6,646 799 100,307 64,343 1,398 9,067 32,932 1 6,637 3,888
Changes from: October 15, 2019 Total Change is: 21,468
265 -1,590 6 5,114 -1,050 -109 16,026 15,548 -637 794 8,980 -2 9 321
Percent of Open Interest Represented by Each Category of Trader
0.5 56.7 0.3 53.0 2.6 0.3 39.2 25.1 0.5 3.5 12.9 0.0 2.6 1.5
Number of Traders in Each Category Total Traders: 177
5 12 . 30 9 . 60 30 12 12 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 60,366
Positions
36,913 402 253 2,768 46,733 0 13,657 7,829 1,846 2,121 1,245 0 2,808 2,058
Changes from: October 15, 2019 Total Change is: 5,521
50 140 253 46 5,554 0 2,808 -1,421 758 1,343 275 0 263 -38
Percent of Open Interest Represented by Each Category of Trader
61.1 0.7 0.4 4.6 77.4 0.0 22.6 13.0 3.1 3.5 2.1 0.0 4.7 3.4
Number of Traders in Each Category Total Traders: 50
4 . . . 9 0 12 14 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 73,925
Positions
50,681 0 142 3,741 32,154 1,150 14,340 31,014 431 567 2,920 90 2,783 6,024
Changes from: October 15, 2019 Total Change is: -1,312
1,127 -28 -231 -78 -1,885 642 -2,058 97 -175 -219 186 1 -321 82
Percent of Open Interest Represented by Each Category of Trader
68.6 0.0 0.2 5.1 43.5 1.6 19.4 42.0 0.6 0.8 3.9 0.1 3.8 8.1
Number of Traders in Each Category Total Traders: 103
10 0 . 5 28 4 20 27 5 4 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 9,309
Positions
951 1,500 0 4,075 2,036 0 3,394 3,561 105 100 250 0 684 1,857
Changes from: October 15, 2019 Total Change is: -1,079
-21 0 0 -2,005 -967 0 744 -203 49 100 150 0 54 -108
Percent of Open Interest Represented by Each Category of Trader
10.2 16.1 0.0 43.8 21.9 0.0 36.5 38.3 1.1 1.1 2.7 0.0 7.3 19.9
Number of Traders in Each Category Total Traders: 22
. . 0 . . 0 6 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 53,521
Positions
13,523 36,216 1,107 17,251 601 1,028 10,700 4,279 1,375 707 1,526 0 7,830 7,389
Changes from: October 15, 2019 Total Change is: 680
73 820 158 -282 -545 117 603 412 223 0 262 0 -212 -767
Percent of Open Interest Represented by Each Category of Trader
25.3 67.7 2.1 32.2 1.1 1.9 20.0 8.0 2.6 1.3 2.9 0.0 14.6 13.8
Number of Traders in Each Category Total Traders: 97
10 22 7 16 . 6 21 16 8 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 107,041
Positions
27,046 72,432 2,215 34,501 1,201 2,056 21,399 8,557 2,751 1,413 3,052 0 15,660 14,778
Changes from: October 15, 2019 Total Change is: 1,360
146 1,640 316 -564 -1,089 234 1,207 824 445 0 523 0 -424 -1,534
Percent of Open Interest Represented by Each Category of Trader
25.3 67.7 2.1 32.2 1.1 1.9 20.0 8.0 2.6 1.3 2.9 0.0 14.6 13.8
Number of Traders in Each Category Total Traders: 97
10 22 7 16 . 6 21 16 8 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 40,281
Positions
806 32,356 0 35,392 960 208 611 4,581 0 936 448 145 2,183 1,583
Changes from: October 15, 2019 Total Change is: -1,114
806 -1,301 0 -1,186 0 26 51 362 0 -564 0 145 -392 -346
Percent of Open Interest Represented by Each Category of Trader
2.0 80.3 0.0 87.9 2.4 0.5 1.5 11.4 0.0 2.3 1.1 0.4 5.4 3.9
Number of Traders in Each Category Total Traders: 28
. 7 0 13 . . . . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 721,172
Positions
51,432 112,888 37,179 282,056 124,779 58,398 30,477 77,457 160,293 17,023 68,886 5,980 78,333 75,312
Changes from: October 15, 2019 Total Change is: -22,468
67 -2,054 -269 1,528 -3,917 -2,599 2,280 4,604 -18,203 -966 1,221 -755 -3,551 -495
Percent of Open Interest Represented by Each Category of Trader
7.1 15.7 5.2 39.1 17.3 8.1 4.2 10.7 22.2 2.4 9.6 0.8 10.9 10.4
Number of Traders in Each Category Total Traders: 604
35 37 46 169 98 130 75 94 99 42 54 50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 45,679
Positions
2,957 7,213 979 2,018 1,234 2,995 1,382 4,053 14,006 8 35 435 20,898 14,727
Changes from: October 15, 2019 Total Change is: -7,083
-2,328 2,131 -501 0 110 -249 529 -1,598 -5,112 -3 -7 -67 648 -1,790
Percent of Open Interest Represented by Each Category of Trader
6.5 15.8 2.1 4.4 2.7 6.6 3.0 8.9 30.7 0.0 0.1 1.0 45.7 32.2
Number of Traders in Each Category Total Traders: 38
. 6 6 . . . 9 12 19 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 3,377,465
Positions
253,006 539,001 170,367 1,402,768 620,300 274,435 164,418 385,963 712,493 85,075 344,254 27,725 287,178 302,926
Changes from: October 15, 2019 Total Change is: -76,926
6,120 -26,781 7,014 7,799 -19,974 -11,911 11,207 33,464 -67,911 -4,811 6,141 -3,441 -20,993 6,472
Percent of Open Interest Represented by Each Category of Trader
7.5 16.0 5.0 41.5 18.4 8.1 4.9 11.4 21.1 2.5 10.2 0.8 8.5 9.0
Number of Traders in Each Category Total Traders: 593
36 36 45 170 96 129 72 91 94 40 52 47
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 20,318
Positions
10,171 13,374 1 5,739 2,282 979 0 311 0 0 357 0 3,428 3,014
Changes from: October 15, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
50.1 65.8 0.0 28.2 11.2 4.8 0.0 1.5 0.0 0.0 1.8 0.0 16.9 14.8
Number of Traders in Each Category Total Traders: 20
4 8 . 4 . . 0 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 9,795
Positions
3,498 8,241 0 4,695 783 0 251 230 0 0 0 0 1,351 541
Changes from: October 15, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
35.7 84.1 0.0 47.9 8.0 0.0 2.6 2.3 0.0 0.0 0.0 0.0 13.8 5.5
Number of Traders in Each Category Total Traders: 20
. 9 0 5 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 12,408
Positions
4,129 7,069 0 3,587 1,275 1,733 389 1,018 18 0 0 0 2,552 1,295
Changes from: October 15, 2019 Total Change is: 934
63 772 0 230 -830 882 0 160 2 0 0 0 -243 -52
Percent of Open Interest Represented by Each Category of Trader
33.3 57.0 0.0 28.9 10.3 14.0 3.1 8.2 0.1 0.0 0.0 0.0 20.6 10.4
Number of Traders in Each Category Total Traders: 21
5 5 0 5 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 67,775
Positions
5,822 14,942 189 46,696 37,047 2,162 3,042 2,116 114 0 7,012 0 9,750 4,193
Changes from: October 15, 2019 Total Change is: 4,034
-821 4,110 -50 5,351 365 -943 434 424 -4 0 -23 0 67 155
Percent of Open Interest Represented by Each Category of Trader
8.6 22.0 0.3 68.9 54.7 3.2 4.5 3.1 0.2 0.0 10.3 0.0 14.4 6.2
Number of Traders in Each Category Total Traders: 76
5 6 . 34 17 11 8 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 46,835
Positions
7,318 10,056 633 17,432 8,861 1,024 9,683 11,723 3,142 656 3,119 53 6,894 8,224
Changes from: October 15, 2019 Total Change is: -1
328 1,455 -60 639 -446 -61 -753 876 -733 55 -109 -31 615 -893
Percent of Open Interest Represented by Each Category of Trader
15.6 21.5 1.4 37.2 18.9 2.2 20.7 25.0 6.7 1.4 6.7 0.1 14.7 17.6
Number of Traders in Each Category Total Traders: 253
19 24 5 55 34 33 37 51 24 9 24 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 234,174
Positions
36,592 50,279 3,166 87,159 44,307 5,122 48,414 58,615 15,710 3,280 15,594 263 34,468 41,118
Changes from: October 15, 2019 Total Change is: -7
1,642 7,277 -302 3,196 -2,228 -306 -3,767 4,382 -3,665 275 -544 -153 3,074 -4,467
Percent of Open Interest Represented by Each Category of Trader
15.6 21.5 1.4 37.2 18.9 2.2 20.7 25.0 6.7 1.4 6.7 0.1 14.7 17.6
Number of Traders in Each Category Total Traders: 253
19 24 5 55 34 33 37 51 24 9 24 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 452,582
Positions
61,661 69,332 7,600 241,066 219,024 36,913 61,811 61,304 12,406 10,876 27,755 156 20,093 18,092
Changes from: October 15, 2019 Total Change is: -1,018
-4,521 6,104 -543 7,279 -370 -2,257 3,194 -792 -1,538 -1,205 -12 74 -1,502 -1,685
Percent of Open Interest Represented by Each Category of Trader
13.6 15.3 1.7 53.3 48.4 8.2 13.7 13.5 2.7 2.4 6.1 0.0 4.4 4.0
Number of Traders in Each Category Total Traders: 313
21 25 6 82 62 41 43 52 32 13 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 27,151
Positions
3,790 3,808 0 11,600 426 19 4,511 18,736 57 1,143 555 0 6,031 3,550
Changes from: October 15, 2019 Total Change is: 222
-35 0 0 -313 -4 0 -123 71 2 0 0 0 691 153
Percent of Open Interest Represented by Each Category of Trader
14.0 14.0 0.0 42.7 1.6 0.1 16.6 69.0 0.2 4.2 2.0 0.0 22.2 13.1
Number of Traders in Each Category Total Traders: 32
4 . 0 15 . . 5 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 57,714
Positions
4,243 20,914 381 11,809 14,084 695 27,699 13,945 759 601 2,245 0 11,527 4,691
Changes from: October 15, 2019 Total Change is: 3,204
546 2,203 49 388 498 24 3,633 641 63 0 1,945 0 -1,499 -2,219
Percent of Open Interest Represented by Each Category of Trader
7.4 36.2 0.7 20.5 24.4 1.2 48.0 24.2 1.3 1.0 3.9 0.0 20.0 8.1
Number of Traders in Each Category Total Traders: 83
6 15 . 15 9 6 13 22 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 356,022
Positions
40,671 186,300 919 262,533 107,515 26,174 15,145 18,236 217 1,015 11,240 0 9,348 5,421
Changes from: October 15, 2019 Total Change is: 7,389
-2,792 7,943 86 12,833 79 -3,041 580 1,003 -426 -725 1,800 0 874 -55
Percent of Open Interest Represented by Each Category of Trader
11.4 52.3 0.3 73.7 30.2 7.4 4.3 5.1 0.1 0.3 3.2 0.0 2.6 1.5
Number of Traders in Each Category Total Traders: 175
13 14 5 70 37 33 18 15 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 1,315,936
Positions
71,192 785,244 3,965 923,145 309,772 105,678 111,907 72,927 3,010 51,269 15,339 4,524 41,246 15,477
Changes from: October 15, 2019 Total Change is: 43,525
-2,949 48,304 33 16,800 1,119 -12,735 27,446 8,227 593 5,412 -757 32 8,893 -1,291
Percent of Open Interest Represented by Each Category of Trader
5.4 59.7 0.3 70.2 23.5 8.0 8.5 5.5 0.2 3.9 1.2 0.3 3.1 1.2
Number of Traders in Each Category Total Traders: 413
24 21 8 158 79 79 55 33 15 34 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 113,390
Positions
47,299 83,577 29,047 14,946 0 440 19,647 99 167 1,794 0 0 50 60
Changes from: October 15, 2019 Total Change is: -1,036
-2,450 1,100 -1,176 3,000 0 -540 110 -401 1 0 0 0 19 -20
Percent of Open Interest Represented by Each Category of Trader
41.7 73.7 25.6 13.2 0.0 0.4 17.3 0.1 0.1 1.6 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 39
4 18 14 8 0 . 5 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 1,230,143
Positions
8,230 150,059 60,516 496,862 273,644 189,777 45,715 205,840 154,619 85,396 42,931 7,200 181,827 145,557
Changes from: October 15, 2019 Total Change is: 228
56 13,767 1,082 26,331 7,870 -9,560 -5,612 852 -8,367 -1,991 -2,986 -2,090 378 -341
Percent of Open Interest Represented by Each Category of Trader
0.7 12.2 4.9 40.4 22.2 15.4 3.7 16.7 12.6 6.9 3.5 0.6 14.8 11.8
Number of Traders in Each Category Total Traders: 191
7 18 15 61 23 54 23 39 42 13 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 1,155,712
Positions
45,783 154,398 1,856 649,997 65,297 181,851 36,993 646,600 13,635 41,424 8,112 0 184,174 83,963
Changes from: October 15, 2019 Total Change is: 5,762
-576 7,700 2 1,234 1,920 3,147 2,981 1,182 -1,810 413 -450 0 371 -5,929
Percent of Open Interest Represented by Each Category of Trader
4.0 13.4 0.2 56.2 5.6 15.7 3.2 55.9 1.2 3.6 0.7 0.0 15.9 7.3
Number of Traders in Each Category Total Traders: 137
6 14 . 65 12 49 11 23 12 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 4,023,710
Positions
85,874 249,198 18,640 1,770,739 773,174 284,126 976,603 2,215,352 220,436 452,927 143,362 12,562 201,805 106,861
Changes from: October 15, 2019 Total Change is: 67,822
15,891 1,308 1,372 71,193 29,395 -526 -35,392 17,737 16,693 173 -339 -470 -1,112 2,652
Percent of Open Interest Represented by Each Category of Trader
2.1 6.2 0.5 44.0 19.2 7.1 24.3 55.1 5.5 11.3 3.6 0.3 5.0 2.7
Number of Traders in Each Category Total Traders: 383
22 30 10 131 30 78 70 54 53 34 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 4,516,765
Positions
192,509 271,763 297,142 1,619,071 759,410 843,698 259,539 1,165,229 561,991 259,057 145,796 42,642 441,116 429,094
Changes from: October 15, 2019 Total Change is: -37,419
-3,875 -1,845 432 48,564 45,630 -10,286 5,619 -24,456 -38,158 -5,131 -11,829 -8,802 -25,781 11,894
Percent of Open Interest Represented by Each Category of Trader
4.3 6.0 6.6 35.8 16.8 18.7 5.7 25.8 12.4 5.7 3.2 0.9 9.8 9.5
Number of Traders in Each Category Total Traders: 408
26 34 46 98 72 105 54 74 81 30 20 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 832,832
Positions
84,532 64,700 3,607 278,007 285,279 143,228 138,221 135,309 18,236 54,675 19,357 0 112,326 163,116
Changes from: October 15, 2019 Total Change is: 5,647
-3,633 365 2,020 -1,867 12,244 3,334 10,946 -14,353 -1,710 -815 2,138 0 -2,628 1,609
Percent of Open Interest Represented by Each Category of Trader
10.1 7.8 0.4 33.4 34.3 17.2 16.6 16.2 2.2 6.6 2.3 0.0 13.5 19.6
Number of Traders in Each Category Total Traders: 106
5 7 . 25 38 41 14 11 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 4,779,124
Positions
80,219 395,081 168,669 1,907,577 863,245 951,341 615,792 1,585,467 312,194 365,007 194,214 17,908 360,417 291,004
Changes from: October 15, 2019 Total Change is: -69,851
-4,089 -79,323 -13,349 -28,879 69,388 -6,344 -6,470 -20,558 -15,509 -3,285 -7,057 -417 8,491 3,318
Percent of Open Interest Represented by Each Category of Trader
1.7 8.3 3.5 39.9 18.1 19.9 12.9 33.2 6.5 7.6 4.1 0.4 7.5 6.1
Number of Traders in Each Category Total Traders: 334
14 32 24 93 51 84 42 62 60 24 16 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 2,278,824
Positions
319,650 394,731 648,620 4,486 177,114 25,606 561,236 365,758 598,356 69,620 12,739 15,409 35,841 40,490
Changes from: October 15, 2019 Total Change is: 89,604
28,755 43,363 10,754 0 3,559 -4,798 47,223 27,085 13,972 -232 1,389 -174 -5,896 -5,547
Percent of Open Interest Represented by Each Category of Trader
14.0 17.3 28.5 0.2 7.8 1.1 24.6 16.1 26.3 3.1 0.6 0.7 1.6 1.8
Number of Traders in Each Category Total Traders: 174
18 45 47 4 9 9 40 40 59 10 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 is23,932,132
Positions
2,843,890 1,860,050 4,800,463 699,188 2,449,936 1,409,700 1,126,418 322,874 11,812,181 234,558 138,304 260,001 745,733 878,622
Changes from: October 15, 2019 Total Change is: 277,694
-89,136 33,235 173,446 76,539 3,090 -4,999 59,865 -23,764 77,469 -10,046 2,340 2,976 -8,421 13,902
Percent of Open Interest Represented by Each Category of Trader
11.9 7.8 20.1 2.9 10.2 5.9 4.7 1.3 49.4 1.0 0.6 1.1 3.1 3.7
Number of Traders in Each Category Total Traders: 290
35 39 71 24 16 27 70 55 102 27 19 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 160,523
Positions
15,982 78,490 22,454 13,903 2,600 9,323 70,950 20,035 25,461 294 913 549 1,607 698
Changes from: October 15, 2019 Total Change is: -1,601
0 2,005 -275 -81 0 10 -526 -2,395 -819 -2 -232 -5 97 110
Percent of Open Interest Represented by Each Category of Trader
10.0 48.9 14.0 8.7 1.6 5.8 44.2 12.5 15.9 0.2 0.6 0.3 1.0 0.4
Number of Traders in Each Category Total Traders: 48
. 13 4 . . . 7 19 17 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 294,390
Positions
29,495 48,987 34,979 3,041 15,078 17,851 184,429 148,478 18,802 4,884 7,358 554 355 2,303
Changes from: October 15, 2019 Total Change is: 19,279
-2,913 7,827 4,771 1,061 3,151 2,298 14,108 -2,276 2,111 747 22 143 -3,047 1,232
Percent of Open Interest Represented by Each Category of Trader
10.0 16.6 11.9 1.0 5.1 6.1 62.6 50.4 6.4 1.7 2.5 0.2 0.1 0.8
Number of Traders in Each Category Total Traders: 85
5 20 13 . 7 . 15 27 29 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 73,017
Positions
0 35,359 0 1,478 3,890 46 37,003 5,977 24,542 9,855 1,121 0 93 2,082
Changes from: October 15, 2019 Total Change is: 5,597
0 2,085 0 0 -542 28 -527 305 4,443 1,665 7 0 -12 -729
Percent of Open Interest Represented by Each Category of Trader
0.0 48.4 0.0 2.0 5.3 0.1 50.7 8.2 33.6 13.5 1.5 0.0 0.1 2.9
Number of Traders in Each Category Total Traders: 32
0 5 0 . 9 . 4 5 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 40,319
Positions
1,003 19,960 0 1,110 438 12 23,740 3,439 14,429 0 0 0 25 2,041
Changes from: October 15, 2019 Total Change is: 5,353
-21 3,572 0 0 -275 12 3,375 6 1,980 0 0 0 7 58
Percent of Open Interest Represented by Each Category of Trader
2.5 49.5 0.0 2.8 1.1 0.0 58.9 8.5 35.8 0.0 0.0 0.0 0.1 5.1
Number of Traders in Each Category Total Traders: 22
. . 0 . 5 . 5 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 51,075
Positions
12,119 0 17,032 0 160 0 6,484 19,168 11,664 3,530 2,710 246 0 95
Changes from: October 15, 2019 Total Change is: 253
-163 -90 51 0 -20 0 30 -62 335 0 0 0 0 39
Percent of Open Interest Represented by Each Category of Trader
23.7 0.0 33.3 0.0 0.3 0.0 12.7 37.5 22.8 6.9 5.3 0.5 0.0 0.2
Number of Traders in Each Category Total Traders: 21
. 0 . 0 . 0 . 8 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 3,093
Positions
59 0 0 163 31 0 950 1,714 148 321 518 68 1,384 614
Changes from: October 15, 2019 Total Change is: -351
0 0 0 -47 -118 -1 -236 -317 -6 -49 7 22 -34 62
Percent of Open Interest Represented by Each Category of Trader
1.9 0.0 0.0 5.3 1.0 0.0 30.7 55.4 4.8 10.4 16.7 2.2 44.7 19.9
Number of Traders in Each Category Total Traders: 39
. 0 0 . . 0 9 15 . 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 53,881
Positions
1,148 39,412 0 16,633 2,772 478 27,511 6,735 2,438 1,843 456 29 3,801 1,561
Changes from: October 15, 2019 Total Change is: -958
90 -2,617 0 -9,073 463 -175 8,321 1,380 382 -277 -319 -88 -138 16
Percent of Open Interest Represented by Each Category of Trader
2.1 73.1 0.0 30.9 5.1 0.9 51.1 12.5 4.5 3.4 0.8 0.1 7.1 2.9
Number of Traders in Each Category Total Traders: 90
. . 0 14 7 . 34 13 9 13 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 437,316
Positions
102,330 16,136 15,478 137,517 126,395 23,438 48,336 143,411 70,501 10,473 2,289 8,334 20,909 31,334
Changes from: October 15, 2019 Total Change is: -7,883
11,325 -5,444 -12,498 9,905 12,541 31 -2,869 13,044 -10,663 1,222 -2,473 -2,902 -1,434 481
Percent of Open Interest Represented by Each Category of Trader
23.4 3.7 3.5 31.4 28.9 5.4 11.1 32.8 16.1 2.4 0.5 1.9 4.8 7.2
Number of Traders in Each Category Total Traders: 203
16 9 14 19 39 22 38 57 43 11 6 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 20,628
Positions
3,797 703 931 6,459 12,584 797 7,761 5,411 100 563 70 0 220 32
Changes from: October 15, 2019 Total Change is: 929
-161 0 0 732 914 1 342 22 0 16 0 0 -1 -8
Percent of Open Interest Represented by Each Category of Trader
18.4 3.4 4.5 31.3 61.0 3.9 37.6 26.2 0.5 2.7 0.3 0.0 1.1 0.2
Number of Traders in Each Category Total Traders: 39
4 . . 7 6 . 4 7 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 25, 2019