Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 147,706 Positions 4,927 78,127 804 37,709 10,413 474 56,415 22,797 4,357 5,442 4,208 2,608 34,970 23,918 Changes from: October 31, 2017 Total Change is: -9,836 3,519 -7,498 -549 -1,701 -4,425 -123 -9,859 2,785 695 -1,028 -2,818 1,052 -1,842 1,045 Percent of Open Interest Represented by Each Category of Trader 3.3 52.9 0.5 25.5 7.0 0.3 38.2 15.4 2.9 3.7 2.8 1.8 23.7 16.2 Number of Traders in Each Category Total Traders: 91 4 7 . 15 7 5 30 17 14 5 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 79,116 Positions 42,012 3,281 0 586 7,095 0 28,945 40,025 1,033 0 1,680 0 6,540 26,002 Changes from: October 31, 2017 Total Change is: 4,399 6,554 -26 0 10 383 0 -984 2,910 -224 0 0 0 -957 1,356 Percent of Open Interest Represented by Each Category of Trader 53.1 4.1 0.0 0.7 9.0 0.0 36.6 50.6 1.3 0.0 2.1 0.0 8.3 32.9 Number of Traders in Each Category Total Traders: 50 6 . 0 . 6 0 11 22 4 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 177,968 Positions 45,284 12,062 2,393 16,957 74,180 3,282 46,099 35,103 10,299 18,322 9,022 4,177 31,155 27,450 Changes from: October 31, 2017 Total Change is: -7,155 2,309 -1,667 1,505 -1,431 -3,032 221 -12,427 -3,995 -255 3,013 -668 -89 -1 825 Percent of Open Interest Represented by Each Category of Trader 25.4 6.8 1.3 9.5 41.7 1.8 25.9 19.7 5.8 10.3 5.1 2.3 17.5 15.4 Number of Traders in Each Category Total Traders: 121 7 10 7 11 23 9 32 29 24 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 287,936 Positions 161,396 13,432 591 17,958 36,877 6,520 42,449 153,637 9,705 20,850 11,147 10,420 18,047 45,607 Changes from: October 31, 2017 Total Change is: 10,230 15,672 1,420 -91 -632 -3,642 1,775 -6,684 10,447 -293 -2,322 -3 1,020 1,785 -403 Percent of Open Interest Represented by Each Category of Trader 56.1 4.7 0.2 6.2 12.8 2.3 14.7 53.4 3.4 7.2 3.9 3.6 6.3 15.8 Number of Traders in Each Category Total Traders: 127 12 6 7 11 22 8 26 41 18 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 446,502 Positions 37,528 136,187 3,984 218,740 100,238 17,045 62,131 57,575 17,278 16,742 54,514 2,244 70,810 57,437 Changes from: October 31, 2017 Total Change is: 6,118 -2,854 12,126 790 4,359 -1,910 898 3,013 -1,600 -373 190 -1,570 -295 390 -1,948 Percent of Open Interest Represented by Each Category of Trader 8.4 30.5 0.9 49.0 22.4 3.8 13.9 12.9 3.9 3.7 12.2 0.5 15.9 12.9 Number of Traders in Each Category Total Traders: 239 16 12 10 63 34 37 40 38 23 22 12 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 35,000 Positions 2,761 23,679 0 16,792 1,577 1,677 1,211 3,038 619 0 771 5 11,935 3,634 Changes from: October 31, 2017 Total Change is: 31 78 653 0 344 -408 -31 -218 -727 10 0 0 0 -152 534 Percent of Open Interest Represented by Each Category of Trader 7.9 67.7 0.0 48.0 4.5 4.8 3.5 8.7 1.8 0.0 2.2 0.0 34.1 10.4 Number of Traders in Each Category Total Traders: 25 . . 0 14 . 7 . 4 . 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 125,196 Positions 7,896 50,721 823 4,765 24,432 1,608 73,777 17,063 2,880 5,081 0 2,124 26,242 25,545 Changes from: October 31, 2017 Total Change is: -6,803 3,238 -3,326 111 -4,707 -1,665 103 -7,357 -1,543 124 2,430 0 -1,372 627 765 Percent of Open Interest Represented by Each Category of Trader 6.3 40.5 0.7 3.8 19.5 1.3 58.9 13.6 2.3 4.1 0.0 1.7 21.0 20.4 Number of Traders in Each Category Total Traders: 87 5 8 4 4 14 . 36 16 12 4 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 54,709 Positions 110 37,934 246 5,807 0 0 45,558 14,829 44 955 100 0 1,989 1,556 Changes from: October 31, 2017 Total Change is: 1,519 0 908 0 -30 0 0 2,054 576 0 -332 -114 0 -173 149 Percent of Open Interest Represented by Each Category of Trader 0.2 69.3 0.4 10.6 0.0 0.0 83.3 27.1 0.1 1.7 0.2 0.0 3.6 2.8 Number of Traders in Each Category Total Traders: 34 . 6 . 4 0 0 14 6 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 177,429 Positions 14,602 88,873 595 62,814 6,139 544 88,336 65,332 2,170 2,201 9,541 0 6,167 4,235 Changes from: October 31, 2017 Total Change is: 123 255 277 -155 -300 1,035 -117 1,301 -212 474 -886 -826 0 -449 -353 Percent of Open Interest Represented by Each Category of Trader 8.2 50.1 0.3 35.4 3.5 0.3 49.8 36.8 1.2 1.2 5.4 0.0 3.5 2.4 Number of Traders in Each Category Total Traders: 131 6 6 . 12 10 . 37 40 12 5 15 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 23,992 Positions 0 17,404 0 5,017 326 0 15,543 4,602 77 1,602 975 0 1,753 608 Changes from: October 31, 2017 Total Change is: -10,784 0 -1,322 -4,482 -134 43 -43 -4,403 1,241 -1,512 100 -4,885 0 -310 176 Percent of Open Interest Represented by Each Category of Trader 0.0 72.5 0.0 20.9 1.4 0.0 64.8 19.2 0.3 6.7 4.1 0.0 7.3 2.5 Number of Traders in Each Category Total Traders: 33 0 . 0 . . 0 13 7 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 52,072 Positions 26,593 5,788 26 1,571 5,647 7 17,317 33,486 673 2,098 1,122 0 3,787 5,323 Changes from: October 31, 2017 Total Change is: 2,462 5,169 287 -2 -275 -97 0 -2,530 2,688 -106 256 -41 0 -50 -267 Percent of Open Interest Represented by Each Category of Trader 51.1 11.1 0.0 3.0 10.8 0.0 33.3 64.3 1.3 4.0 2.2 0.0 7.3 10.2 Number of Traders in Each Category Total Traders: 89 8 . . 7 10 . 24 28 6 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 21,757 Positions 6,521 15,200 3,000 2,661 1,090 0 8,123 1,022 104 340 0 0 1,008 1,341 Changes from: October 31, 2017 Total Change is: 528 41 0 500 1,258 0 0 -1,201 -141 -99 -28 0 0 57 268 Percent of Open Interest Represented by Each Category of Trader 30.0 69.9 13.8 12.2 5.0 0.0 37.3 4.7 0.5 1.6 0.0 0.0 4.6 6.2 Number of Traders in Each Category Total Traders: 28 4 . . . . 0 9 5 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 78,121 Positions 8,406 55,546 1,052 12,206 2,528 153 40,188 5,747 2,430 1,560 1,388 3 12,126 9,277 Changes from: October 31, 2017 Total Change is: -1,859 725 -142 -12 -2,019 -509 -11 -470 -559 -86 -382 -525 0 396 -16 Percent of Open Interest Represented by Each Category of Trader 10.8 71.1 1.3 15.6 3.2 0.2 51.4 7.4 3.1 2.0 1.8 0.0 15.5 11.9 Number of Traders in Each Category Total Traders: 118 10 23 . 14 4 . 40 18 8 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 156,241 Positions 16,811 111,091 2,104 24,411 5,055 306 80,375 11,493 4,859 3,119 2,775 5 24,251 18,553 Changes from: October 31, 2017 Total Change is: -3,717 1,450 -283 -23 -4,038 -1,018 -22 -940 -1,118 -172 -764 -1,049 0 792 -32 Percent of Open Interest Represented by Each Category of Trader 10.8 71.1 1.3 15.6 3.2 0.2 51.4 7.4 3.1 2.0 1.8 0.0 15.5 11.9 Number of Traders in Each Category Total Traders: 118 10 23 . 14 4 . 40 18 8 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 715,963 Positions 63,401 141,178 44,082 314,136 166,475 56,239 90,328 127,753 35,604 25,450 51,175 7,680 79,043 85,777 Changes from: October 31, 2017 Total Change is: 14,760 9,626 -8,165 -1,528 -5,064 428 -269 7,126 13,924 1,650 566 -76 88 2,564 8,707 Percent of Open Interest Represented by Each Category of Trader 8.9 19.7 6.2 43.9 23.3 7.9 12.6 17.8 5.0 3.6 7.1 1.1 11.0 12.0 Number of Traders in Each Category Total Traders: 638 32 45 25 138 96 94 93 132 85 54 48 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 67,082 Positions 29,608 16,718 500 8,716 16,458 381 4,507 10,835 0 5,113 27 0 18,257 22,163 Changes from: October 31, 2017 Total Change is: 3,418 3,408 -1,941 0 -81 -682 -244 1,176 961 -25 48 -6 0 -864 5,355 Percent of Open Interest Represented by Each Category of Trader 44.1 24.9 0.7 13.0 24.5 0.6 6.7 16.2 0.0 7.6 0.0 0.0 27.2 33.0 Number of Traders in Each Category Total Traders: 53 8 7 . 5 4 . 11 13 0 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 3,244,403 Positions 267,297 720,631 119,578 1,529,460 752,444 276,929 484,670 640,153 122,458 113,883 267,941 26,198 303,930 318,071 Changes from: October 31, 2017 Total Change is: 56,708 13,559 -48,650 9,888 -25,085 5,378 48 44,479 79,545 -6,352 2,860 -78 171 17,140 16,758 Percent of Open Interest Represented by Each Category of Trader 8.2 22.2 3.7 47.1 23.2 8.5 14.9 19.7 3.8 3.5 8.3 0.8 9.4 9.8 Number of Traders in Each Category Total Traders: 629 30 45 21 137 95 93 90 132 76 52 48 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CFTC Code #13874C Open Interest is 30,020 Positions 1,408 28,555 0 10,563 224 536 14,211 0 0 202 0 0 3,100 705 Changes from: October 31, 2017 Total Change is: -53 307 -136 0 2 5 -5 4 0 0 -73 0 0 -288 83 Percent of Open Interest Represented by Each Category of Trader 4.7 95.1 0.0 35.2 0.7 1.8 47.3 0.0 0.0 0.7 0.0 0.0 10.3 2.3 Number of Traders in Each Category Total Traders: 27 . 9 0 5 . . 8 0 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CFTC Code #13874J Open Interest is 22,475 Positions 16,099 5,308 1 1,927 14,093 494 2,178 1,048 0 0 280 0 1,776 1,251 Changes from: October 31, 2017 Total Change is: -14 -434 -1,761 0 162 1,438 0 2 8 0 0 0 0 256 301 Percent of Open Interest Represented by Each Category of Trader 71.6 23.6 0.0 8.6 62.7 2.2 9.7 4.7 0.0 0.0 1.2 0.0 7.9 5.6 Number of Traders in Each Category Total Traders: 23 8 . . . 4 . . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 92,880 Positions 4,814 42,569 453 43,145 37,729 3,085 27,393 3,849 962 207 260 0 12,821 3,973 Changes from: October 31, 2017 Total Change is: 918 1,182 471 -14 -83 762 -458 61 -599 -141 207 -272 0 164 1,169 Percent of Open Interest Represented by Each Category of Trader 5.2 45.8 0.5 46.5 40.6 3.3 29.5 4.1 1.0 0.2 0.3 0.0 13.8 4.3 Number of Traders in Each Category Total Traders: 93 5 10 . 29 19 13 21 7 7 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 55,140 Positions 10,275 15,295 3,997 12,315 9,886 1,049 17,634 12,082 1,338 1,566 3,678 114 6,850 7,699 Changes from: October 31, 2017 Total Change is: 747 758 237 973 -634 -200 -178 -210 -563 139 102 172 26 -227 142 Percent of Open Interest Represented by Each Category of Trader 18.6 27.7 7.2 22.3 17.9 1.9 32.0 21.9 2.4 2.8 6.7 0.2 12.4 14.0 Number of Traders in Each Category Total Traders: 274 17 25 9 46 24 11 52 62 14 12 36 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 275,700 Positions 51,376 76,477 19,986 61,575 49,432 5,247 88,170 60,409 6,692 7,830 18,392 572 34,252 38,493 Changes from: October 31, 2017 Total Change is: 3,736 3,788 1,183 4,864 -3,172 -999 -892 -1,052 -2,817 696 510 862 131 -1,137 708 Percent of Open Interest Represented by Each Category of Trader 18.6 27.7 7.2 22.3 17.9 1.9 32.0 21.9 2.4 2.8 6.7 0.2 12.4 14.0 Number of Traders in Each Category Total Traders: 274 17 25 9 46 24 11 52 62 14 12 36 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 541,412 Positions 35,156 174,667 3,954 244,088 154,766 32,214 174,141 144,841 10,991 19,880 6,095 16 20,972 13,868 Changes from: October 31, 2017 Total Change is: -2,421 10,131 -4,834 858 -6,109 5,322 -3,732 1,896 1,081 842 -7,703 -888 16 1,380 -1,086 Percent of Open Interest Represented by Each Category of Trader 6.5 32.3 0.7 45.1 28.6 5.9 32.2 26.8 2.0 3.7 1.1 0.0 3.9 2.6 Number of Traders in Each Category Total Traders: 292 16 27 5 71 42 33 61 53 23 14 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50) CFTC Code #23977A Open Interest is 67,893 Positions 37,358 30,514 1,925 6,728 660 161 10,515 24,572 516 1,418 1,144 193 9,079 8,208 Changes from: October 31, 2017 Total Change is: 2,583 7,922 139 255 128 32 0 1,080 2,173 256 -7,278 -31 0 220 -241 Percent of Open Interest Represented by Each Category of Trader 55.0 44.9 2.8 9.9 1.0 0.2 15.5 36.2 0.8 2.1 1.7 0.3 13.4 12.1 Number of Traders in Each Category Total Traders: 81 19 12 . 7 . . 12 20 4 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 42,973 Positions 2,655 26,408 0 21,826 1,855 674 7,039 2,433 83 1,893 6,401 380 8,423 4,739 Changes from: October 31, 2017 Total Change is: -549 -44 -504 0 460 240 -2 14 52 -96 -1,260 -837 0 379 598 Percent of Open Interest Represented by Each Category of Trader 6.2 61.5 0.0 50.8 4.3 1.6 16.4 5.7 0.2 4.4 14.9 0.9 19.6 11.0 Number of Traders in Each Category Total Traders: 51 . 8 0 17 . 6 9 4 . . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 65,283 Positions 7,900 19,108 3,457 27,612 3,149 768 12,698 19,494 733 1,856 2,742 0 10,259 15,832 Changes from: October 31, 2017 Total Change is: -10,926 1,836 2,798 -1,431 -128 -3,094 98 -11,537 -513 -998 -188 -209 0 1,422 -7,577 Percent of Open Interest Represented by Each Category of Trader 12.1 29.3 5.3 42.3 4.8 1.2 19.5 29.9 1.1 2.8 4.2 0.0 15.7 24.3 Number of Traders in Each Category Total Traders: 97 13 11 4 16 6 5 17 24 4 5 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 288,658 Positions 10,583 182,959 4,205 189,649 70,466 14,883 54,674 5,448 3,924 1,773 1,254 0 8,967 5,519 Changes from: October 31, 2017 Total Change is: 1,122 -353 1,427 -10 1,475 -396 -951 2,118 969 -9 -685 0 0 -463 92 Percent of Open Interest Represented by Each Category of Trader 3.7 63.4 1.5 65.7 24.4 5.2 18.9 1.9 1.4 0.6 0.4 0.0 3.1 1.9 Number of Traders in Each Category Total Traders: 148 9 12 7 53 28 21 33 7 8 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,058,809 Positions 43,930 753,472 4,875 623,170 163,038 62,379 228,522 33,092 15,071 51,367 17,386 301 29,194 9,195 Changes from: October 31, 2017 Total Change is: -10,035 7,558 -16,374 3 -20,479 9,431 -1,000 5,746 1,554 1,492 -392 -395 19 -2,982 -4,765 Percent of Open Interest Represented by Each Category of Trader 4.1 71.2 0.5 58.9 15.4 5.9 21.6 3.1 1.4 4.9 1.6 0.0 2.8 0.9 Number of Traders in Each Category Total Traders: 368 24 22 8 132 48 48 73 25 20 37 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 102,695 Positions 18,621 36,241 65,819 10,634 0 5 6,824 0 598 170 30 0 24 2 Changes from: October 31, 2017 Total Change is: -5,471 -2,490 -5,160 -191 -20 0 0 -2,650 0 -120 0 0 0 0 0 Percent of Open Interest Represented by Each Category of Trader 18.1 35.3 64.1 10.4 0.0 0.0 6.6 0.0 0.6 0.2 0.0 0.0 0.0 0.0 Number of Traders in Each Category Total Traders: 27 . 12 8 5 0 . . 0 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 764,307 Positions 5,485 64,546 5,482 294,718 197,631 122,097 136,365 128,572 29,299 12,979 50,949 706 157,176 165,025 Changes from: October 31, 2017 Total Change is: 27,352 -1,679 28,615 -2,728 808 -9,064 -1,236 24,629 4,435 2,674 -3,457 5,634 661 7,680 -1,639 Percent of Open Interest Represented by Each Category of Trader 0.7 8.4 0.7 38.6 25.9 16.0 17.8 16.8 3.8 1.7 6.7 0.1 20.6 21.6 Number of Traders in Each Category Total Traders: 175 7 18 5 42 29 34 39 27 30 6 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 896,672 Positions 6,618 122,432 10,071 442,022 43,641 136,699 77,856 413,783 63,619 36,565 6,645 1,172 122,050 98,610 Changes from: October 31, 2017 Total Change is: 12,370 370 -12,042 2,865 -24,954 -3,847 5,864 4,121 17,294 10,103 3,605 0 0 10,396 -7,867 Percent of Open Interest Represented by Each Category of Trader 0.7 13.7 1.1 49.3 4.9 15.2 8.7 46.1 7.1 4.1 0.7 0.1 13.6 11.0 Number of Traders in Each Category Total Traders: 122 4 13 7 47 14 34 18 19 21 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,803,201 Positions 87,276 169,282 14,637 445,601 369,644 214,267 617,536 488,629 101,144 187,568 260,302 14,352 120,820 170,944 Changes from: October 31, 2017 Total Change is: 151,007 13,531 5,196 5,377 18,316 53,071 -1,903 43,511 50,247 33,030 24,856 -13,259 8,345 5,944 10,903 Percent of Open Interest Represented by Each Category of Trader 4.8 9.4 0.8 24.7 20.5 11.9 34.2 27.1 5.6 10.4 14.4 0.8 6.7 9.5 Number of Traders in Each Category Total Traders: 289 17 24 8 61 42 49 50 53 44 20 20 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 3,191,098 Positions 120,490 201,586 50,168 1,167,744 908,072 478,595 556,418 644,530 182,321 302,483 147,171 29,022 303,857 549,633 Changes from: October 31, 2017 Total Change is: -44,986 -31,129 32,855 16,870 -16,629 -52,790 4,100 -32,426 -41,599 13,704 -5,835 -12,464 -696 7,055 -4,966 Percent of Open Interest Represented by Each Category of Trader 3.8 6.3 1.6 36.6 28.5 15.0 17.4 20.2 5.7 9.5 4.6 0.9 9.5 17.2 Number of Traders in Each Category Total Traders: 413 18 43 14 62 101 86 56 84 60 22 27 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 431,536 Positions 14,014 17,090 4,380 137,823 164,843 36,978 125,002 33,834 11,281 16,213 19,626 0 85,845 143,504 Changes from: October 31, 2017 Total Change is: -3,529 -3,747 5,474 2,313 -2,550 -3,419 813 -8,343 -8,270 -481 2,544 1,908 0 5,922 -1,867 Percent of Open Interest Represented by Each Category of Trader 3.2 4.0 1.0 31.9 38.2 8.6 29.0 7.8 2.6 3.8 4.5 0.0 19.9 33.3 Number of Traders in Each Category Total Traders: 74 . 5 4 18 23 27 12 5 6 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 3,150,570 Positions 85,980 218,414 51,741 1,552,044 660,184 419,917 362,223 876,929 193,312 226,285 301,517 9,848 249,220 418,708 Changes from: October 31, 2017 Total Change is: 85,954 12,247 39,121 15,757 -161,355 -32,371 35,289 142,896 -7,818 29,559 4,819 10,688 1,208 5,534 -5,479 Percent of Open Interest Represented by Each Category of Trader 2.7 6.9 1.6 49.3 21.0 13.3 11.5 27.8 6.1 7.2 9.6 0.3 7.9 13.3 Number of Traders in Each Category Total Traders: 312 12 27 15 61 56 65 40 70 52 21 25 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 1,369,464 Positions 456,127 307,911 379,083 2,804 6,495 25,222 59,953 184,318 295,782 49,210 30,889 63,009 38,274 76,755 Changes from: October 31, 2017 Total Change is: -215,635 -43,510 -102,840 -65,706 -12,647 -3,819 1,703 -67,759 -533 -21,066 3,267 -13,625 -10,172 255 423 Percent of Open Interest Represented by Each Category of Trader 33.3 22.5 27.7 0.2 0.5 1.8 4.4 13.5 21.6 3.6 2.3 4.6 2.8 5.6 Number of Traders in Each Category Total Traders: 145 19 44 46 . 5 6 17 42 39 6 8 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is12,846,756 Positions 5,385,541 411,132 2,165,092 8,441 2,368,319 754,825 441,317 2,897,325 1,897,043 961,254 453,818 730,815 502,428 1,168,387 Changes from: October 31, 2017 Total Change is: 212,732 83,308 10,202 44,982 727 -105,212 36,618 -23,528 174,918 30,878 73,337 66,198 -56,761 23,171 10,909 Percent of Open Interest Represented by Each Category of Trader 41.9 3.2 16.9 0.1 18.4 5.9 3.4 22.6 14.8 7.5 3.5 5.7 3.9 9.1 Number of Traders in Each Category Total Traders: 313 39 38 70 . 40 34 41 96 105 10 28 24 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 29,219 Positions 5,430 8,456 0 58 7,724 149 10,946 8,108 0 12,602 4,643 5 29 134 Changes from: October 31, 2017 Total Change is: 269 0 1,538 0 0 -87 -10 -558 -717 0 839 -440 0 -2 -15 Percent of Open Interest Represented by Each Category of Trader 18.6 28.9 0.0 0.2 26.4 0.5 37.5 27.7 0.0 43.1 15.9 0.0 0.1 0.5 Number of Traders in Each Category Total Traders: 47 . 6 0 . 12 . 8 9 0 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 24,610 Positions 2,174 4,783 0 346 6,374 401 21,092 9,447 0 197 3,133 360 40 112 Changes from: October 31, 2017 Total Change is: 1,716 509 720 0 74 -149 37 1,235 1,671 0 -148 -543 0 9 -20 Percent of Open Interest Represented by Each Category of Trader 8.8 19.4 0.0 1.4 25.9 1.6 85.7 38.4 0.0 0.8 12.7 1.5 0.2 0.5 Number of Traders in Each Category Total Traders: 34 . 4 0 . 6 . 5 9 0 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 52,065 Positions 1,320 11,389 0 13,370 3,314 1,755 9,910 27,901 2,443 13,480 3,453 0 9,787 1,810 Changes from: October 31, 2017 Total Change is: 2,837 374 2,674 0 147 -116 -5 987 343 77 732 -20 0 525 -116 Percent of Open Interest Represented by Each Category of Trader 2.5 21.9 0.0 25.7 6.4 3.4 19.0 53.6 4.7 25.9 6.6 0.0 18.8 3.5 Number of Traders in Each Category Total Traders: 158 4 . 0 17 5 . 39 33 15 51 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 659,250 Positions 138,445 57,736 25,918 105,891 66,042 112,471 102,150 232,179 94,793 27,982 10,428 19,504 32,096 40,179 Changes from: October 31, 2017 Total Change is: 31,094 -943 267 3,560 17,950 1,486 -2,409 11,578 20,324 6,286 2,058 -368 -2,424 -4,562 4,372 Percent of Open Interest Represented by Each Category of Trader 21.0 8.8 3.9 16.1 10.0 17.1 15.5 35.2 14.4 4.2 1.6 3.0 4.9 6.1 Number of Traders in Each Category Total Traders: 279 22 8 18 22 36 27 57 79 62 23 20 27 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 7, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 94,904 Positions 771 21,776 0 39,561 587 0 48,153 72,309 85 6,215 130 0 119 17 Changes from: October 31, 2017 Total Change is: 20,512 20 0 0 1,219 41 0 19,515 20,472 0 -263 0 0 21 -1 Percent of Open Interest Represented by Each Category of Trader 0.8 22.9 0.0 41.7 0.6 0.0 50.7 76.2 0.1 6.5 0.1 0.0 0.1 0.0 Number of Traders in Each Category Total Traders: 41 . . 0 9 . 0 9 8 . 9 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 10, 2017