Traders in Financial Futures - Futures Only Positions as of November 14, 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 143,841 Positions 9,096 75,977 919 35,402 9,917 490 52,802 21,765 3,635 5,660 5,931 1,873 33,964 23,334 Changes from: November 7, 2017 Total Change is: -3,865 4,169 -2,150 115 -2,307 -496 16 -3,613 -1,032 -722 218 1,723 -735 -1,006 -584 Percent of Open Interest Represented by Each Category of Trader 6.3 52.8 0.6 24.6 6.9 0.3 36.7 15.1 2.5 3.9 4.1 1.3 23.6 16.2 Number of Traders in Each Category Total Traders: 94 6 7 4 14 7 5 32 16 12 6 6 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 81,661 Positions 43,763 3,347 0 586 7,578 0 28,827 41,855 1,149 612 1,680 0 6,724 26,052 Changes from: November 7, 2017 Total Change is: 2,545 1,751 66 0 0 483 0 -118 1,830 116 612 0 0 184 50 Percent of Open Interest Represented by Each Category of Trader 53.6 4.1 0.0 0.7 9.3 0.0 35.3 51.3 1.4 0.7 2.1 0.0 8.2 31.9 Number of Traders in Each Category Total Traders: 49 6 . 0 . 6 0 13 18 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 176,727 Positions 40,662 15,225 1,785 15,720 73,407 3,421 49,809 33,024 11,338 18,252 8,404 4,587 31,153 25,536 Changes from: November 7, 2017 Total Change is: -1,241 -4,622 3,163 -608 -1,237 -773 139 3,710 -2,079 1,039 -70 -618 410 -2 -1,914 Percent of Open Interest Represented by Each Category of Trader 23.0 8.6 1.0 8.9 41.5 1.9 28.2 18.7 6.4 10.3 4.8 2.6 17.6 14.4 Number of Traders in Each Category Total Traders: 113 5 10 6 11 21 8 32 27 22 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 283,628 Positions 157,191 15,159 581 18,317 33,517 6,680 40,496 154,058 10,382 23,876 11,198 8,747 17,358 43,306 Changes from: November 7, 2017 Total Change is: -4,308 -4,205 1,727 -10 359 -3,360 160 -1,953 421 677 3,026 51 -1,673 -689 -2,301 Percent of Open Interest Represented by Each Category of Trader 55.4 5.3 0.2 6.5 11.8 2.4 14.3 54.3 3.7 8.4 3.9 3.1 6.1 15.3 Number of Traders in Each Category Total Traders: 124 12 7 6 11 21 8 23 41 18 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 467,842 Positions 38,606 148,301 3,551 223,094 95,600 16,910 79,328 75,472 14,892 16,511 55,765 1,635 73,315 55,716 Changes from: November 7, 2017 Total Change is: 21,340 1,078 12,114 -433 4,354 -4,638 -135 17,197 17,897 -2,386 -231 1,251 -609 2,505 -1,721 Percent of Open Interest Represented by Each Category of Trader 8.3 31.7 0.8 47.7 20.4 3.6 17.0 16.1 3.2 3.5 11.9 0.3 15.7 11.9 Number of Traders in Each Category Total Traders: 250 16 18 11 70 30 38 47 34 22 19 14 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 35,695 Positions 2,761 24,010 0 16,822 1,253 2,011 736 3,633 648 0 1,274 5 12,712 2,861 Changes from: November 7, 2017 Total Change is: 695 0 331 0 30 -324 334 -475 595 29 0 503 0 777 -773 Percent of Open Interest Represented by Each Category of Trader 7.7 67.3 0.0 47.1 3.5 5.6 2.1 10.2 1.8 0.0 3.6 0.0 35.6 8.0 Number of Traders in Each Category Total Traders: 26 . . 0 14 . 7 . 5 . 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 126,097 Positions 12,208 49,988 551 4,540 28,551 1,814 70,311 16,169 2,500 6,778 0 1,027 26,368 25,497 Changes from: November 7, 2017 Total Change is: 901 4,312 -733 -272 -225 4,119 206 -3,466 -894 -380 1,697 0 -1,097 126 -48 Percent of Open Interest Represented by Each Category of Trader 9.7 39.6 0.4 3.6 22.6 1.4 55.8 12.8 2.0 5.4 0.0 0.8 20.9 20.2 Number of Traders in Each Category Total Traders: 85 5 8 4 4 15 . 35 15 12 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 47,024 Positions 151 37,263 251 5,677 0 0 38,839 8,146 44 239 100 0 1,823 1,220 Changes from: November 7, 2017 Total Change is: -7,685 41 -671 5 -130 0 0 -6,719 -6,683 0 -716 0 0 -166 -336 Percent of Open Interest Represented by Each Category of Trader 0.3 79.2 0.5 12.1 0.0 0.0 82.6 17.3 0.1 0.5 0.2 0.0 3.9 2.6 Number of Traders in Each Category Total Traders: 33 . 6 . . 0 0 14 6 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 177,739 Positions 17,557 88,696 556 58,070 7,504 378 91,177 64,385 1,751 2,652 10,009 0 5,598 4,460 Changes from: November 7, 2017 Total Change is: 310 2,955 -177 -39 -4,744 1,365 -166 2,841 -947 -419 451 468 0 -569 225 Percent of Open Interest Represented by Each Category of Trader 9.9 49.9 0.3 32.7 4.2 0.2 51.3 36.2 1.0 1.5 5.6 0.0 3.1 2.5 Number of Traders in Each Category Total Traders: 136 6 5 . 13 11 . 41 34 9 8 18 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 24,263 Positions 0 18,050 0 4,958 326 0 16,308 3,622 25 1,123 1,090 0 1,849 1,150 Changes from: November 7, 2017 Total Change is: 271 0 646 0 -59 0 0 765 -980 -52 -479 115 0 96 542 Percent of Open Interest Represented by Each Category of Trader 0.0 74.4 0.0 20.4 1.3 0.0 67.2 14.9 0.1 4.6 4.5 0.0 7.6 4.7 Number of Traders in Each Category Total Traders: 34 0 . 0 . . 0 14 7 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 53,690 Positions 29,184 9,122 37 1,910 2,542 17 15,969 34,047 1,214 2,106 946 0 3,253 5,765 Changes from: November 7, 2017 Total Change is: 1,618 2,591 3,334 11 339 -3,105 10 -1,348 561 541 8 -176 0 -534 442 Percent of Open Interest Represented by Each Category of Trader 54.4 17.0 0.1 3.6 4.7 0.0 29.7 63.4 2.3 3.9 1.8 0.0 6.1 10.7 Number of Traders in Each Category Total Traders: 85 8 . . 7 11 . 20 28 7 4 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 22,319 Positions 7,055 15,200 3,000 2,257 1,250 0 8,939 1,227 104 200 155 0 764 1,383 Changes from: November 7, 2017 Total Change is: 562 534 0 0 -404 160 0 816 205 0 -140 155 0 -244 42 Percent of Open Interest Represented by Each Category of Trader 31.6 68.1 13.4 10.1 5.6 0.0 40.1 5.5 0.5 0.9 0.7 0.0 3.4 6.2 Number of Traders in Each Category Total Traders: 30 4 . . . 4 0 9 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 79,161 Positions 8,450 58,282 1,064 13,220 2,725 268 39,572 4,233 2,396 1,594 828 3 12,596 9,364 Changes from: November 7, 2017 Total Change is: 1,040 44 2,736 12 1,015 197 115 -616 -1,514 -34 35 -560 0 471 88 Percent of Open Interest Represented by Each Category of Trader 10.7 73.6 1.3 16.7 3.4 0.3 50.0 5.3 3.0 2.0 1.0 0.0 15.9 11.8 Number of Traders in Each Category Total Traders: 116 11 26 5 16 . . 40 12 4 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 158,321 Positions 16,899 116,563 2,127 26,440 5,449 536 79,143 8,466 4,791 3,188 1,656 5 25,192 18,728 Changes from: November 7, 2017 Total Change is: 2,080 88 5,472 23 2,029 394 230 -1,232 -3,027 -68 69 -1,119 0 941 175 Percent of Open Interest Represented by Each Category of Trader 10.7 73.6 1.3 16.7 3.4 0.3 50.0 5.3 3.0 2.0 1.0 0.0 15.9 11.8 Number of Traders in Each Category Total Traders: 116 11 26 5 16 . . 40 12 4 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 720,635 Positions 60,663 143,706 46,259 310,877 163,387 57,814 95,080 125,688 31,590 25,880 56,972 7,815 84,657 87,403 Changes from: November 7, 2017 Total Change is: 4,672 -2,739 2,528 2,178 -3,259 -3,087 1,575 4,751 -2,065 -4,014 431 5,797 135 5,614 1,626 Percent of Open Interest Represented by Each Category of Trader 8.4 19.9 6.4 43.1 22.7 8.0 13.2 17.4 4.4 3.6 7.9 1.1 11.7 12.1 Number of Traders in Each Category Total Traders: 623 34 45 31 136 92 95 88 123 83 50 55 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 67,909 Positions 31,384 15,574 500 8,690 17,476 380 3,071 10,179 327 5,272 25 0 18,285 23,448 Changes from: November 7, 2017 Total Change is: 827 1,776 -1,144 0 -26 1,018 -1 -1,436 -656 327 159 -2 0 28 1,285 Percent of Open Interest Represented by Each Category of Trader 46.2 22.9 0.7 12.8 25.7 0.6 4.5 15.0 0.5 7.8 0.0 0.0 26.9 34.5 Number of Traders in Each Category Total Traders: 54 8 8 . 5 5 . 8 15 4 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 #138748 Open Interest is 20,912 Positions 19,273 7,819 0 0 10,105 66 0 2,198 76 0 0 0 1,497 648 Changes from: November 7, 2017 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 92.2 37.4 0.0 0.0 48.3 0.3 0.0 10.5 0.4 0.0 0.0 0.0 7.2 3.1 Number of Traders in Each Category Total Traders: 21 9 4 0 0 5 . 0 . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 3,263,629 Positions 246,510 740,777 128,679 1,513,847 732,469 284,256 501,755 619,259 114,604 115,477 297,169 26,640 331,861 319,776 Changes from: November 7, 2017 Total Change is: 19,226 -20,787 20,146 9,101 -15,613 -19,975 7,327 17,085 -20,894 -7,854 1,594 29,228 442 27,931 1,705 Percent of Open Interest Represented by Each Category of Trader 7.6 22.7 3.9 46.4 22.4 8.7 15.4 19.0 3.5 3.5 9.1 0.8 10.2 9.8 Number of Traders in Each Category Total Traders: 616 32 46 27 135 91 94 86 123 76 48 55 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 30,280 Positions 1,416 28,565 0 10,809 224 536 14,869 0 0 0 330 0 2,650 625 Changes from: November 7, 2017 Total Change is: 260 8 10 0 246 0 0 658 0 0 -202 330 0 -450 -80 Percent of Open Interest Represented by Each Category of Trader 4.7 94.3 0.0 35.7 0.7 1.8 49.1 0.0 0.0 0.0 1.1 0.0 8.8 2.1 Number of Traders in Each Category Total Traders: 29 . 9 0 6 . . 9 0 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 23,000 Positions 16,101 5,992 1 2,357 14,093 536 2,184 1,215 0 0 280 0 1,821 883 Changes from: November 7, 2017 Total Change is: 525 2 684 0 430 0 42 6 167 0 0 0 0 45 -368 Percent of Open Interest Represented by Each Category of Trader 70.0 26.1 0.0 10.2 61.3 2.3 9.5 5.3 0.0 0.0 1.2 0.0 7.9 3.8 Number of Traders in Each Category Total Traders: 24 8 4 . . 4 . . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 93,562 Positions 4,350 43,096 455 43,628 37,517 3,083 28,172 4,694 672 0 260 0 13,202 3,785 Changes from: November 7, 2017 Total Change is: 682 -464 527 2 483 -212 -2 779 845 -290 -207 0 0 381 -188 Percent of Open Interest Represented by Each Category of Trader 4.6 46.1 0.5 46.6 40.1 3.3 30.1 5.0 0.7 0.0 0.3 0.0 14.1 4.0 Number of Traders in Each Category Total Traders: 94 4 10 . 30 19 14 22 8 7 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 57,261 Positions 11,083 14,170 3,927 12,093 9,592 1,298 19,118 14,757 1,370 1,349 4,222 104 6,919 7,821 Changes from: November 7, 2017 Total Change is: 2,121 808 -1,125 -71 -222 -294 248 1,484 2,675 31 -217 544 -11 69 122 Percent of Open Interest Represented by Each Category of Trader 19.4 24.7 6.9 21.1 16.8 2.3 33.4 25.8 2.4 2.4 7.4 0.2 12.1 13.7 Number of Traders in Each Category Total Traders: 284 19 24 10 48 22 12 56 65 18 13 37 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 286,304 Positions 55,416 70,851 19,633 60,467 47,961 6,489 95,589 73,785 6,849 6,745 21,112 519 34,597 39,105 Changes from: November 7, 2017 Total Change is: 10,604 4,040 -5,626 -353 -1,108 -1,471 1,242 7,419 13,376 157 -1,085 2,720 -53 345 612 Percent of Open Interest Represented by Each Category of Trader 19.4 24.7 6.9 21.1 16.8 2.3 33.4 25.8 2.4 2.4 7.4 0.2 12.1 13.7 Number of Traders in Each Category Total Traders: 284 19 24 10 48 22 12 56 65 18 13 37 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 541,016 Positions 34,248 182,980 3,609 244,153 155,299 31,676 175,385 137,628 10,654 19,744 7,172 21 21,526 11,977 Changes from: November 7, 2017 Total Change is: -396 -908 8,313 -345 65 533 -538 1,244 -7,213 -337 -136 1,077 5 554 -1,891 Percent of Open Interest Represented by Each Category of Trader 6.3 33.8 0.7 45.1 28.7 5.9 32.4 25.4 2.0 3.6 1.3 0.0 4.0 2.2 Number of Traders in Each Category Total Traders: 302 16 28 6 69 46 34 62 55 23 15 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 68,207 Positions 35,838 32,543 2,108 7,926 467 161 10,819 23,686 272 1,707 1,021 193 9,183 7,756 Changes from: November 7, 2017 Total Change is: 314 -1,520 2,029 183 1,198 -193 0 304 -886 -244 289 -123 0 104 -452 Percent of Open Interest Represented by Each Category of Trader 52.5 47.7 3.1 11.6 0.7 0.2 15.9 34.7 0.4 2.5 1.5 0.3 13.5 11.4 Number of Traders in Each Category Total Traders: 80 18 13 . 8 . . 13 18 4 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 41,439 Positions 2,255 27,766 0 19,795 2,035 350 7,750 3,330 82 2,581 4,049 90 8,536 3,737 Changes from: November 7, 2017 Total Change is: -1,534 -400 1,358 0 -2,031 180 -324 711 897 -1 688 -2,352 -290 113 -1,002 Percent of Open Interest Represented by Each Category of Trader 5.4 67.0 0.0 47.8 4.9 0.8 18.7 8.0 0.2 6.2 9.8 0.2 20.6 9.0 Number of Traders in Each Category Total Traders: 54 . 8 0 16 . 5 12 6 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 58,602 Positions 7,883 18,040 3,521 24,752 2,881 807 9,379 19,842 692 1,443 2,032 0 10,125 10,787 Changes from: November 7, 2017 Total Change is: -6,681 -17 -1,068 64 -2,860 -268 39 -3,319 348 -41 -413 -710 0 -134 -5,045 Percent of Open Interest Represented by Each Category of Trader 13.5 30.8 6.0 42.2 4.9 1.4 16.0 33.9 1.2 2.5 3.5 0.0 17.3 18.4 Number of Traders in Each Category Total Traders: 88 14 10 . 16 6 5 16 20 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 288,176 Positions 15,086 182,688 3,318 185,565 71,244 14,818 54,255 5,404 3,876 1,773 1,273 0 9,485 5,555 Changes from: November 7, 2017 Total Change is: -482 4,503 -271 -887 -4,084 778 -65 -419 -44 -48 0 19 0 518 36 Percent of Open Interest Represented by Each Category of Trader 5.2 63.4 1.2 64.4 24.7 5.1 18.8 1.9 1.3 0.6 0.4 0.0 3.3 1.9 Number of Traders in Each Category Total Traders: 150 10 11 6 53 27 20 35 8 8 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 1,041,287 Positions 61,543 726,203 5,075 583,159 170,282 63,025 235,617 33,320 15,223 50,026 14,893 800 26,819 12,466 Changes from: November 7, 2017 Total Change is: -17,522 17,613 -27,269 200 -40,011 7,244 646 7,095 228 152 -1,341 -2,493 499 -2,375 3,271 Percent of Open Interest Represented by Each Category of Trader 5.9 69.7 0.5 56.0 16.4 6.1 22.6 3.2 1.5 4.8 1.4 0.1 2.6 1.2 Number of Traders in Each Category Total Traders: 361 26 21 9 127 50 47 75 23 20 33 6 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 100,755 Positions 18,601 36,221 63,899 10,634 0 5 6,824 0 598 170 30 0 24 2 Changes from: November 7, 2017 Total Change is: -1,940 -20 -20 -1,920 0 0 0 0 0 0 0 0 0 0 0 Percent of Open Interest Represented by Each Category of Trader 18.5 35.9 63.4 10.6 0.0 0.0 6.8 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 14, 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 802,225 Positions 6,992 57,410 21,382 291,654 204,255 118,915 119,821 104,739 76,076 11,350 49,620 564 155,471 169,264 Changes from: November 7, 2017 Total Change is: 37,918 1,507 -7,136 15,900 -3,064 6,624 -3,182 -16,544 -23,833 46,777 -1,629 -1,329 -142 -1,705 4,239 Percent of Open Interest Represented by Each Category of Trader 0.9 7.2 2.7 36.4 25.5 14.8 14.9 13.1 9.5 1.4 6.2 0.1 19.4 21.1 Number of Traders in Each Category Total Traders: 167 7 17 6 41 30 33 34 26 33 6 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 932,588 Positions 5,333 130,246 18,883 453,178 52,256 133,852 78,782 406,818 84,197 36,905 6,645 3,235 118,223 96,456 Changes from: November 7, 2017 Total Change is: 35,916 -1,285 7,814 8,812 11,156 8,615 -2,847 926 -6,965 20,578 340 0 2,063 -3,827 -2,154 Percent of Open Interest Represented by Each Category of Trader 0.6 14.0 2.0 48.6 5.6 14.4 8.4 43.6 9.0 4.0 0.7 0.3 12.7 10.3 Number of Traders in Each Category Total Traders: 121 . 15 10 46 12 33 17 18 26 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 1,846,853 Positions 93,296 172,929 31,182 456,143 403,382 208,215 617,733 472,242 134,824 183,476 250,657 1,726 120,258 171,696 Changes from: November 7, 2017 Total Change is: 43,652 6,020 3,647 16,545 10,542 33,738 -6,052 197 -16,387 33,680 -4,092 -9,645 -12,626 -562 752 Percent of Open Interest Represented by Each Category of Trader 5.1 9.4 1.7 24.7 21.8 11.3 33.4 25.6 7.3 9.9 13.6 0.1 6.5 9.3 Number of Traders in Each Category Total Traders: 299 20 25 10 62 43 50 56 54 47 21 18 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 3,332,499 Positions 135,502 194,829 101,525 1,164,619 944,738 471,284 607,019 756,496 164,276 344,597 147,379 30,646 313,031 521,326 Changes from: November 7, 2017 Total Change is: 141,401 15,012 -6,757 51,357 -3,125 36,666 -7,311 50,601 111,966 -18,045 42,114 208 1,624 9,174 -28,307 Percent of Open Interest Represented by Each Category of Trader 4.1 5.8 3.0 34.9 28.3 14.1 18.2 22.7 4.9 10.3 4.4 0.9 9.4 15.6 Number of Traders in Each Category Total Traders: 415 23 39 18 65 99 85 53 87 60 24 25 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 437,165 Positions 16,536 13,907 4,437 133,746 167,574 36,428 127,182 33,690 14,502 13,338 19,216 0 90,996 147,411 Changes from: November 7, 2017 Total Change is: 5,629 2,522 -3,183 57 -4,077 2,731 -550 2,180 -144 3,221 -2,875 -410 0 5,151 3,907 Percent of Open Interest Represented by Each Category of Trader 3.8 3.2 1.0 30.6 38.3 8.3 29.1 7.7 3.3 3.1 4.4 0.0 20.8 33.7 Number of Traders in Each Category Total Traders: 75 . 5 . 19 25 26 11 5 7 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 3,229,954 Positions 95,554 227,793 81,938 1,540,705 663,461 441,459 402,998 915,201 172,030 227,957 299,821 9,781 257,532 418,470 Changes from: November 7, 2017 Total Change is: 79,384 9,574 9,379 30,197 -11,339 3,277 21,542 40,775 38,272 -21,282 1,672 -1,696 -67 8,312 -238 Percent of Open Interest Represented by Each Category of Trader 3.0 7.1 2.5 47.7 20.5 13.7 12.5 28.3 5.3 7.1 9.3 0.3 8.0 13.0 Number of Traders in Each Category Total Traders: 318 15 31 18 55 60 65 40 71 51 20 26 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 1,406,961 Positions 459,890 304,745 396,372 12,303 5,376 27,067 60,571 216,440 296,159 50,032 24,027 71,933 32,634 64,842 Changes from: November 7, 2017 Total Change is: 37,497 3,763 -3,166 17,289 9,499 -1,119 1,845 618 32,122 377 822 -6,862 8,924 -5,640 -11,913 Percent of Open Interest Represented by Each Category of Trader 32.7 21.7 28.2 0.9 0.4 1.9 4.3 15.4 21.0 3.6 1.7 5.1 2.3 4.6 Number of Traders in Each Category Total Traders: 153 20 45 45 . 4 6 21 42 43 6 7 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 is13,122,824 Positions 5,590,261 398,738 2,104,717 11,441 2,412,127 775,134 445,688 3,142,347 1,865,851 1,022,019 443,043 783,958 523,755 1,196,909 Changes from: November 7, 2017 Total Change is: 276,068 204,720 -12,394 -60,375 3,000 43,808 20,309 4,371 245,022 -31,192 60,765 -10,775 53,143 21,327 28,522 Percent of Open Interest Represented by Each Category of Trader 42.6 3.0 16.0 0.1 18.4 5.9 3.4 23.9 14.2 7.8 3.4 6.0 4.0 9.1 Number of Traders in Each Category Total Traders: 308 44 30 69 4 39 34 36 103 103 12 25 24 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 28,857 Positions 5,430 8,540 0 58 7,827 149 10,672 7,833 0 12,500 4,395 5 43 108 Changes from: November 7, 2017 Total Change is: -362 0 84 0 0 103 0 -274 -275 0 -102 -248 0 14 -26 Percent of Open Interest Represented by Each Category of Trader 18.8 29.6 0.0 0.2 27.1 0.5 37.0 27.1 0.0 43.3 15.2 0.0 0.1 0.4 Number of Traders in Each Category Total Traders: 48 . 7 0 . 12 . 8 9 0 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 23,586 Positions 1,415 5,031 0 346 6,276 401 20,742 8,196 0 242 3,188 381 59 113 Changes from: November 7, 2017 Total Change is: -1,024 -759 248 0 0 -98 0 -350 -1,251 0 45 55 21 19 1 Percent of Open Interest Represented by Each Category of Trader 6.0 21.3 0.0 1.5 26.6 1.7 87.9 34.7 0.0 1.0 13.5 1.6 0.3 0.5 Number of Traders in Each Category Total Traders: 34 . 5 0 . 6 . . 11 0 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 46,491 Positions 1,446 10,417 0 13,603 3,661 1,209 6,844 22,698 2,375 11,855 3,633 0 9,159 2,498 Changes from: November 7, 2017 Total Change is: -5,574 126 -972 0 233 347 -546 -3,066 -5,203 -68 -1,625 180 0 -628 688 Percent of Open Interest Represented by Each Category of Trader 3.1 22.4 0.0 29.3 7.9 2.6 14.7 48.8 5.1 25.5 7.8 0.0 19.7 5.4 Number of Traders in Each Category Total Traders: 136 4 . 0 15 6 . 26 33 13 44 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 657,946 Positions 122,929 48,188 44,476 116,285 86,425 112,325 98,238 208,594 88,645 26,200 9,880 16,457 32,391 42,956 Changes from: November 7, 2017 Total Change is: -1,304 -15,516 -9,548 18,558 10,394 20,383 -146 -3,912 -23,585 -6,148 -1,782 -548 -3,047 295 2,777 Percent of Open Interest Represented by Each Category of Trader 18.7 7.3 6.8 17.7 13.1 17.1 14.9 31.7 13.5 4.0 1.5 2.5 4.9 6.5 Number of Traders in Each Category Total Traders: 276 19 11 21 25 37 27 56 79 64 18 24 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 14, 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 95,005 Positions 751 21,776 0 39,614 629 0 48,233 72,208 85 6,182 128 0 140 179 Changes from: November 7, 2017 Total Change is: 101 -20 0 0 53 42 0 80 -101 0 -33 -2 0 21 162 Percent of Open Interest Represented by Each Category of Trader 0.8 22.9 0.0 41.7 0.7 0.0 50.8 76.0 0.1 6.5 0.1 0.0 0.1 0.2 Number of Traders in Each Category Total Traders: 40 . . 0 8 . 0 10 7 . 9 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 17, 2017