Traders in Financial Futures - Futures Only Positions as of November 21, 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 143,596 Positions 8,237 80,921 2,088 39,250 10,015 545 45,374 22,252 4,058 5,820 2,554 433 37,791 20,730 Changes from: November 14, 2017 Total Change is: -245 -859 4,944 1,169 3,848 98 55 -7,428 487 423 160 -3,377 -1,440 3,827 -2,604 Percent of Open Interest Represented by Each Category of Trader 5.7 56.4 1.5 27.3 7.0 0.4 31.6 15.5 2.8 4.1 1.8 0.3 26.3 14.4 Number of Traders in Each Category Total Traders: 92 4 8 5 16 7 5 30 17 12 6 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 82,906 Positions 44,834 3,622 3 1,007 8,348 0 29,859 43,923 1,043 0 1,680 0 6,160 24,287 Changes from: November 14, 2017 Total Change is: 1,245 1,071 275 3 421 770 0 1,032 2,068 -106 -612 0 0 -564 -1,765 Percent of Open Interest Represented by Each Category of Trader 54.1 4.4 0.0 1.2 10.1 0.0 36.0 53.0 1.3 0.0 2.0 0.0 7.4 29.3 Number of Traders in Each Category Total Traders: 53 7 4 . . 7 0 13 19 5 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 175,839 Positions 51,613 17,461 5,492 17,877 73,237 3,614 52,292 32,000 10,384 1,817 8,344 858 31,892 24,449 Changes from: November 14, 2017 Total Change is: -888 10,951 2,236 3,707 2,157 -170 193 2,483 -1,024 -954 -16,435 -60 -3,729 739 -1,087 Percent of Open Interest Represented by Each Category of Trader 29.4 9.9 3.1 10.2 41.7 2.1 29.7 18.2 5.9 1.0 4.7 0.5 18.1 13.9 Number of Traders in Each Category Total Traders: 114 6 10 7 13 21 9 29 27 21 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 261,019 Positions 159,447 14,424 9,182 19,408 38,448 7,788 38,817 137,644 8,788 621 3,598 307 16,661 40,840 Changes from: November 14, 2017 Total Change is: -22,609 2,256 -735 8,601 1,091 4,931 1,108 -1,679 -16,414 -1,594 -23,255 -7,600 -8,440 -697 -2,466 Percent of Open Interest Represented by Each Category of Trader 61.1 5.5 3.5 7.4 14.7 3.0 14.9 52.7 3.4 0.2 1.4 0.1 6.4 15.6 Number of Traders in Each Category Total Traders: 126 12 7 7 13 23 9 21 43 18 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 465,307 Positions 38,559 206,828 3,864 230,478 101,068 18,888 67,135 57,542 15,709 16,701 9,073 693 73,280 51,642 Changes from: November 14, 2017 Total Change is: -2,535 -47 58,527 313 7,384 5,468 1,978 -12,193 -17,930 817 190 -46,692 -942 -35 -4,074 Percent of Open Interest Represented by Each Category of Trader 8.3 44.4 0.8 49.5 21.7 4.1 14.4 12.4 3.4 3.6 1.9 0.1 15.7 11.1 Number of Traders in Each Category Total Traders: 244 15 19 12 72 32 37 40 32 21 19 15 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 36,717 Positions 2,761 24,235 0 18,482 1,297 1,961 462 4,084 638 0 1,274 5 12,408 3,223 Changes from: November 14, 2017 Total Change is: 1,022 0 225 0 1,660 44 -50 -274 451 -10 0 0 0 -304 362 Percent of Open Interest Represented by Each Category of Trader 7.5 66.0 0.0 50.3 3.5 5.3 1.3 11.1 1.7 0.0 3.5 0.0 33.8 8.8 Number of Traders in Each Category Total Traders: 28 . . 0 16 . 7 . 5 . 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 132,975 Positions 22,117 43,128 1,709 6,603 36,296 1,661 73,439 20,330 2,589 598 0 9 24,250 27,253 Changes from: November 14, 2017 Total Change is: 6,878 9,909 -6,860 1,158 2,063 7,745 -153 3,128 4,161 89 -6,180 0 -1,018 -2,118 1,756 Percent of Open Interest Represented by Each Category of Trader 16.6 32.4 1.3 5.0 27.3 1.2 55.2 15.3 1.9 0.4 0.0 0.0 18.2 20.5 Number of Traders in Each Category Total Traders: 91 8 8 6 6 16 . 31 20 16 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 42,903 Positions 151 36,849 257 17,873 0 0 22,470 4,435 96 0 0 0 2,056 1,266 Changes from: November 14, 2017 Total Change is: -4,121 0 -414 6 12,196 0 0 -16,369 -3,711 52 -239 -100 0 233 46 Percent of Open Interest Represented by Each Category of Trader 0.4 85.9 0.6 41.7 0.0 0.0 52.4 10.3 0.2 0.0 0.0 0.0 4.8 3.0 Number of Traders in Each Category Total Traders: 28 . 6 . 4 0 0 12 5 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 179,530 Positions 19,501 89,038 557 50,663 14,591 308 98,750 58,278 2,194 1,327 10,934 0 6,230 3,630 Changes from: November 14, 2017 Total Change is: 1,791 1,944 342 1 -7,407 7,087 -70 7,573 -6,107 443 -1,325 925 0 632 -830 Percent of Open Interest Represented by Each Category of Trader 10.9 49.6 0.3 28.2 8.1 0.2 55.0 32.5 1.2 0.7 6.1 0.0 3.5 2.0 Number of Traders in Each Category Total Traders: 141 7 6 . 14 11 . 45 37 11 7 14 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 22,772 Positions 0 16,668 33 11,010 326 0 8,943 3,740 100 966 1,251 104 1,616 550 Changes from: November 14, 2017 Total Change is: -1,491 0 -1,382 33 6,052 0 0 -7,365 118 75 -157 161 104 -233 -600 Percent of Open Interest Represented by Each Category of Trader 0.0 73.2 0.1 48.3 1.4 0.0 39.3 16.4 0.4 4.2 5.5 0.5 7.1 2.4 Number of Traders in Each Category Total Traders: 35 0 . . . . 0 12 9 . . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 59,737 Positions 33,732 9,320 15 1,506 3,873 7 19,820 38,480 796 461 990 0 3,400 6,256 Changes from: November 14, 2017 Total Change is: 6,047 4,548 198 -22 -404 1,331 -10 3,851 4,433 -418 -1,645 44 0 147 491 Percent of Open Interest Represented by Each Category of Trader 56.5 15.6 0.0 2.5 6.5 0.0 33.2 64.4 1.3 0.8 1.7 0.0 5.7 10.5 Number of Traders in Each Category Total Traders: 90 10 . . 6 11 . 19 35 7 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 22,857 Positions 7,936 15,200 3,750 2,885 1,327 0 7,031 827 126 200 155 0 929 1,472 Changes from: November 14, 2017 Total Change is: 538 881 0 750 628 77 0 -1,908 -400 22 0 0 0 165 89 Percent of Open Interest Represented by Each Category of Trader 34.7 66.5 16.4 12.6 5.8 0.0 30.8 3.6 0.6 0.9 0.7 0.0 4.1 6.4 Number of Traders in Each Category Total Traders: 29 4 . . . 4 0 9 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 77,797 Positions 8,186 53,702 1,554 15,184 3,450 258 34,886 4,734 4,024 1,679 1,054 23 12,006 9,000 Changes from: November 14, 2017 Total Change is: -1,364 -264 -4,580 490 1,964 725 -10 -4,686 501 1,628 85 226 20 -590 -364 Percent of Open Interest Represented by Each Category of Trader 10.5 69.0 2.0 19.5 4.4 0.3 44.8 6.1 5.2 2.2 1.4 0.0 15.4 11.6 Number of Traders in Each Category Total Traders: 122 9 25 5 18 . 4 43 12 8 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 155,593 Positions 16,371 107,404 3,107 30,367 6,899 516 69,771 9,468 8,047 3,357 2,107 45 24,012 18,000 Changes from: November 14, 2017 Total Change is: -2,728 -528 -9,159 980 3,927 1,450 -20 -9,372 1,002 3,256 169 451 40 -1,180 -728 Percent of Open Interest Represented by Each Category of Trader 10.5 69.0 2.0 19.5 4.4 0.3 44.8 6.1 5.2 2.2 1.4 0.0 15.4 11.6 Number of Traders in Each Category Total Traders: 122 9 25 5 18 . 4 43 12 8 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 738,955 Positions 71,417 143,935 44,919 305,927 163,160 66,064 98,590 125,230 29,135 23,781 67,729 7,841 91,280 90,942 Changes from: November 14, 2017 Total Change is: 18,320 10,755 229 -1,340 -4,950 -227 8,250 3,511 -458 -2,456 -2,099 10,757 26 6,623 3,539 Percent of Open Interest Represented by Each Category of Trader 9.7 19.5 6.1 41.4 22.1 8.9 13.3 16.9 3.9 3.2 9.2 1.1 12.4 12.3 Number of Traders in Each Category Total Traders: 620 34 44 27 139 93 99 94 119 78 48 49 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 73,031 Positions 31,679 15,322 500 8,738 18,468 380 5,010 10,006 600 5,393 7 0 20,731 27,748 Changes from: November 14, 2017 Total Change is: 5,122 295 -252 0 48 992 0 1,939 -173 273 121 -18 0 2,446 4,300 Percent of Open Interest Represented by Each Category of Trader 43.4 21.0 0.7 12.0 25.3 0.5 6.9 13.7 0.8 7.4 0.0 0.0 28.4 38.0 Number of Traders in Each Category Total Traders: 49 6 8 . 5 6 . 9 11 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 22,258 Positions 20,555 8,073 0 0 9,714 66 0 2,342 29 0 0 0 1,608 2,034 Changes from: November 14, 2017 Total Change is: 1,346 1,282 254 0 0 -391 0 0 144 -47 0 0 0 111 1,386 Percent of Open Interest Represented by Each Category of Trader 92.3 36.3 0.0 0.0 43.6 0.3 0.0 10.5 0.1 0.0 0.0 0.0 7.2 9.1 Number of Traders in Each Category Total Traders: 21 9 5 0 0 4 . 0 . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 3,329,620 Positions 264,582 708,957 156,206 1,493,678 731,192 320,689 521,968 630,188 88,606 103,476 350,145 27,668 352,747 315,969 Changes from: November 14, 2017 Total Change is: 65,991 18,072 -31,820 27,527 -20,169 -1,277 36,433 20,213 10,929 -25,998 -12,001 52,976 1,028 20,886 -3,807 Percent of Open Interest Represented by Each Category of Trader 7.9 21.3 4.7 44.9 22.0 9.6 15.7 18.9 2.7 3.1 10.5 0.8 10.6 9.5 Number of Traders in Each Category Total Traders: 614 32 45 25 138 92 98 92 120 71 46 49 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 30,472 Positions 1,360 28,793 0 11,856 224 536 14,022 0 0 0 330 0 2,698 589 Changes from: November 14, 2017 Total Change is: 192 -56 228 0 1,047 0 0 -847 0 0 0 0 0 48 -36 Percent of Open Interest Represented by Each Category of Trader 4.5 94.5 0.0 38.9 0.7 1.8 46.0 0.0 0.0 0.0 1.1 0.0 8.9 1.9 Number of Traders in Each Category Total Traders: 29 . 9 0 7 . . 8 0 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 22,608 Positions 15,815 6,307 1 2,884 14,343 291 1,653 521 0 0 280 0 1,964 865 Changes from: November 14, 2017 Total Change is: -392 -286 315 0 527 250 -245 -531 -694 0 0 0 0 143 -18 Percent of Open Interest Represented by Each Category of Trader 70.0 27.9 0.0 12.8 63.4 1.3 7.3 2.3 0.0 0.0 1.2 0.0 8.7 3.8 Number of Traders in Each Category Total Traders: 24 8 4 . 4 5 . . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 94,496 Positions 4,074 43,846 453 44,143 37,076 3,089 27,836 5,293 1,084 0 260 0 13,817 3,395 Changes from: November 14, 2017 Total Change is: 934 -276 750 -2 515 -441 6 -336 599 412 0 0 0 615 -390 Percent of Open Interest Represented by Each Category of Trader 4.3 46.4 0.5 46.7 39.2 3.3 29.5 5.6 1.1 0.0 0.3 0.0 14.6 3.6 Number of Traders in Each Category Total Traders: 94 . 11 . 31 19 14 19 10 7 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 58,925 Positions 11,954 16,110 3,605 14,216 11,170 1,255 17,334 12,778 1,818 1,503 4,528 106 7,134 7,555 Changes from: November 14, 2017 Total Change is: 1,664 871 1,940 -322 2,123 1,578 -43 -1,784 -1,979 448 154 306 2 215 -266 Percent of Open Interest Represented by Each Category of Trader 20.3 27.3 6.1 24.1 19.0 2.1 29.4 21.7 3.1 2.6 7.7 0.2 12.1 12.8 Number of Traders in Each Category Total Traders: 283 19 23 7 52 26 14 54 60 21 13 35 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 294,625 Positions 59,771 80,552 18,025 71,081 55,849 6,274 86,668 63,891 9,091 7,516 22,640 528 35,671 37,775 Changes from: November 14, 2017 Total Change is: 8,321 4,355 9,701 -1,608 10,614 7,888 -215 -8,921 -9,894 2,242 771 1,528 9 1,074 -1,330 Percent of Open Interest Represented by Each Category of Trader 20.3 27.3 6.1 24.1 19.0 2.1 29.4 21.7 3.1 2.6 7.7 0.2 12.1 12.8 Number of Traders in Each Category Total Traders: 283 19 23 7 52 26 14 54 60 21 13 35 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 554,480 Positions 34,712 203,917 3,071 257,474 153,565 34,306 175,207 126,943 9,662 19,004 9,377 0 21,044 13,639 Changes from: November 14, 2017 Total Change is: 13,464 464 20,937 -538 13,321 -1,734 2,630 -178 -10,685 -992 -740 2,205 -21 -482 1,662 Percent of Open Interest Represented by Each Category of Trader 6.3 36.8 0.6 46.4 27.7 6.2 31.6 22.9 1.7 3.4 1.7 0.0 3.8 2.5 Number of Traders in Each Category Total Traders: 307 15 30 7 72 43 36 65 55 24 14 13 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 68,881 Positions 35,701 33,108 3,014 8,251 10,700 161 10,352 12,633 68 1,936 1,296 193 9,205 7,708 Changes from: November 14, 2017 Total Change is: 674 -137 565 906 325 10,233 0 -467 -11,053 -204 229 275 0 22 -48 Percent of Open Interest Represented by Each Category of Trader 51.8 48.1 4.4 12.0 15.5 0.2 15.0 18.3 0.1 2.8 1.9 0.3 13.4 11.2 Number of Traders in Each Category Total Traders: 81 18 12 . 9 4 . 13 16 . 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 42,332 Positions 2,053 27,889 0 20,402 2,035 339 7,120 3,206 153 3,050 4,928 0 9,215 3,782 Changes from: November 14, 2017 Total Change is: 893 -202 123 0 607 0 -11 -630 -124 71 469 879 -90 679 45 Percent of Open Interest Represented by Each Category of Trader 4.8 65.9 0.0 48.2 4.8 0.8 16.8 7.6 0.4 7.2 11.6 0.0 21.8 8.9 Number of Traders in Each Category Total Traders: 53 . 8 0 16 . 5 11 5 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 61,626 Positions 8,620 21,881 1,069 26,240 2,524 921 11,619 20,739 933 2,133 2,252 0 10,091 11,307 Changes from: November 14, 2017 Total Change is: 3,024 737 3,841 -2,452 1,488 -357 114 2,240 897 241 690 220 0 -34 520 Percent of Open Interest Represented by Each Category of Trader 14.0 35.5 1.7 42.6 4.1 1.5 18.9 33.7 1.5 3.5 3.7 0.0 16.4 18.3 Number of Traders in Each Category Total Traders: 93 13 11 . 16 5 5 19 22 7 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 292,987 Positions 17,127 183,905 3,807 181,691 70,579 14,809 53,569 6,338 3,993 8,122 1,268 0 9,869 8,288 Changes from: November 14, 2017 Total Change is: 4,811 2,041 1,217 489 -3,874 -665 -9 -686 934 117 6,349 -5 0 384 2,733 Percent of Open Interest Represented by Each Category of Trader 5.8 62.8 1.3 62.0 24.1 5.1 18.3 2.2 1.4 2.8 0.4 0.0 3.4 2.8 Number of Traders in Each Category Total Traders: 150 10 10 6 54 27 21 35 7 8 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 1,020,434 Positions 59,435 700,907 4,790 585,286 171,103 65,350 211,453 35,752 15,989 48,738 16,206 701 28,692 9,636 Changes from: November 14, 2017 Total Change is: -20,853 -2,108 -25,296 -285 2,127 821 2,325 -24,164 2,432 766 -1,288 1,313 -99 1,873 -2,830 Percent of Open Interest Represented by Each Category of Trader 5.8 68.7 0.5 57.4 16.8 6.4 20.7 3.5 1.6 4.8 1.6 0.1 2.8 0.9 Number of Traders in Each Category Total Traders: 378 23 25 9 135 52 50 77 23 21 35 8 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 99,064 Positions 18,681 35,961 62,468 10,574 0 5 6,524 0 598 170 30 0 44 2 Changes from: November 14, 2017 Total Change is: -1,691 80 -260 -1,431 -60 0 0 -300 0 0 0 0 0 20 0 Percent of Open Interest Represented by Each Category of Trader 18.9 36.3 63.1 10.7 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: 28 . 12 8 5 0 . 4 0 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 845,062 Positions 12,267 66,189 26,585 296,718 234,920 120,461 115,516 91,093 82,316 12,315 51,483 280 178,604 171,735 Changes from: November 14, 2017 Total Change is: 42,837 5,275 8,779 5,203 5,064 30,665 1,546 -4,305 -13,646 6,240 965 1,863 -284 23,133 2,471 Percent of Open Interest Represented by Each Category of Trader 1.5 7.8 3.1 35.1 27.8 14.3 13.7 10.8 9.7 1.5 6.1 0.0 21.1 20.3 Number of Traders in Each Category Total Traders: 161 7 20 8 41 26 34 28 26 27 5 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 967,506 Positions 4,112 123,228 57,835 467,207 62,528 152,360 61,720 404,767 56,536 37,722 6,645 1,157 128,857 102,450 Changes from: November 14, 2017 Total Change is: 34,918 -1,221 -7,018 38,952 14,029 10,272 18,508 -17,062 -2,051 -27,661 817 0 -2,078 10,634 5,994 Percent of Open Interest Represented by Each Category of Trader 0.4 12.7 6.0 48.3 6.5 15.7 6.4 41.8 5.8 3.9 0.7 0.1 13.3 10.6 Number of Traders in Each Category Total Traders: 117 . 13 7 46 15 34 15 17 22 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 1,992,333 Positions 82,899 164,289 29,498 500,323 432,877 225,034 607,860 505,548 188,290 201,696 239,798 21,593 135,140 185,406 Changes from: November 14, 2017 Total Change is: 145,480 -10,397 -8,640 -1,684 44,180 29,495 16,819 -9,873 33,306 53,466 18,220 -10,859 19,867 14,882 13,710 Percent of Open Interest Represented by Each Category of Trader 4.2 8.2 1.5 25.1 21.7 11.3 30.5 25.4 9.5 10.1 12.0 1.1 6.8 9.3 Number of Traders in Each Category Total Traders: 302 15 29 18 65 43 51 59 53 47 22 15 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 3,602,401 Positions 125,513 188,687 143,398 1,257,058 915,704 479,061 575,861 862,632 299,762 363,544 126,420 37,557 320,647 549,180 Changes from: November 14, 2017 Total Change is: 269,902 -9,989 -6,142 41,873 92,439 -29,034 7,777 -31,158 106,136 135,486 18,947 -20,959 6,911 7,616 27,854 Percent of Open Interest Represented by Each Category of Trader 3.5 5.2 4.0 34.9 25.4 13.3 16.0 23.9 8.3 10.1 3.5 1.0 8.9 15.2 Number of Traders in Each Category Total Traders: 424 25 38 27 65 100 88 54 92 72 25 23 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 455,448 Positions 17,588 15,639 4,495 126,539 170,902 34,896 146,658 30,658 20,333 13,311 11,628 0 91,628 166,897 Changes from: November 14, 2017 Total Change is: 18,283 1,052 1,732 58 -7,207 3,328 -1,532 19,476 -3,032 5,831 -27 -7,588 0 632 19,486 Percent of Open Interest Represented by Each Category of Trader 3.9 3.4 1.0 27.8 37.5 7.7 32.2 6.7 4.5 2.9 2.6 0.0 20.1 36.6 Number of Traders in Each Category Total Traders: 77 . 6 4 17 29 29 13 5 10 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 3,508,111 Positions 133,488 197,012 143,973 1,460,520 653,066 472,654 410,683 868,267 407,273 178,150 291,255 20,998 280,372 453,613 Changes from: November 14, 2017 Total Change is: 278,157 37,934 -30,781 62,035 -80,185 -10,395 31,195 7,685 -46,934 235,243 -49,807 -8,566 11,217 22,840 35,143 Percent of Open Interest Represented by Each Category of Trader 3.8 5.6 4.1 41.6 18.6 13.5 11.7 24.8 11.6 5.1 8.3 0.6 8.0 12.9 Number of Traders in Each Category Total Traders: 325 15 30 20 54 60 64 44 76 63 20 26 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 1,453,198 Positions 447,991 244,766 468,927 12,391 7,444 72,955 44,713 237,297 276,276 38,554 28,461 57,583 33,808 59,489 Changes from: November 14, 2017 Total Change is: 46,237 -11,899 -59,979 72,555 88 2,068 45,888 -15,858 20,857 -19,883 -11,478 4,434 -14,350 1,174 -5,353 Percent of Open Interest Represented by Each Category of Trader 30.8 16.8 32.3 0.9 0.5 5.0 3.1 16.3 19.0 2.7 2.0 4.0 2.3 4.1 Number of Traders in Each Category Total Traders: 156 21 43 46 4 5 7 19 43 43 5 13 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 is13,502,048 Positions 6,526,412 465,460 2,421,695 14,125 2,624,214 881,563 501,149 2,971,965 1,773,521 80,106 371,058 798,538 504,939 1,194,034 Changes from: November 14, 2017 Total Change is: 379,224 936,151 66,722 316,978 2,684 212,087 106,429 55,461 -170,382 -92,330 -941,913 -71,985 14,580 -18,816 -2,875 Percent of Open Interest Represented by Each Category of Trader 48.3 3.4 17.9 0.1 19.4 6.5 3.7 22.0 13.1 0.6 2.7 5.9 3.7 8.8 Number of Traders in Each Category Total Traders: 310 43 34 72 6 38 33 45 94 104 12 21 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 28,112 Positions 5,430 7,736 0 303 8,526 149 9,956 7,168 0 12,247 4,391 5 22 137 Changes from: November 14, 2017 Total Change is: -745 0 -804 0 245 699 0 -716 -665 0 -253 -4 0 -21 29 Percent of Open Interest Represented by Each Category of Trader 19.3 27.5 0.0 1.1 30.3 0.5 35.4 25.5 0.0 43.6 15.6 0.0 0.1 0.5 Number of Traders in Each Category Total Traders: 49 . 7 0 . 12 . 8 9 0 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 24,064 Positions 2,067 5,482 0 69 6,103 401 20,862 8,474 0 256 3,142 357 52 105 Changes from: November 14, 2017 Total Change is: 478 652 451 0 -277 -173 0 120 278 0 14 -46 -24 -7 -8 Percent of Open Interest Represented by Each Category of Trader 8.6 22.8 0.0 0.3 25.4 1.7 86.7 35.2 0.0 1.1 13.1 1.5 0.2 0.4 Number of Traders in Each Category Total Traders: 33 . 5 0 . 8 . . 11 0 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 40,200 Positions 1,482 6,050 0 12,276 5,405 1,210 5,575 19,815 1,767 9,368 3,642 0 8,522 2,311 Changes from: November 14, 2017 Total Change is: -6,291 36 -4,367 0 -1,327 1,744 1 -1,269 -2,883 -608 -2,487 9 0 -637 -187 Percent of Open Interest Represented by Each Category of Trader 3.7 15.0 0.0 30.5 13.4 3.0 13.9 49.3 4.4 23.3 9.1 0.0 21.2 5.7 Number of Traders in Each Category Total Traders: 135 4 . 0 13 8 . 24 33 10 46 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 628,899 Positions 110,380 53,406 27,172 103,454 91,324 120,971 94,788 171,265 95,560 23,388 7,816 20,452 32,734 40,933 Changes from: November 14, 2017 Total Change is: -29,047 -12,549 5,218 -17,304 -12,831 4,899 8,646 -3,450 -37,329 6,915 -2,812 -2,064 3,995 343 -2,023 Percent of Open Interest Represented by Each Category of Trader 17.6 8.5 4.3 16.5 14.5 19.2 15.1 27.2 15.2 3.7 1.2 3.3 5.2 6.5 Number of Traders in Each Category Total Traders: 267 20 12 19 17 38 26 51 80 60 23 15 20 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 21, 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 87,596 Positions 771 21,776 0 38,677 170 166 41,552 65,268 85 6,234 128 0 111 3 Changes from: November 14, 2017 Total Change is: -7,409 20 0 0 -937 -459 166 -6,681 -6,940 0 52 0 0 -29 -176 Percent of Open Interest Represented by Each Category of Trader 0.9 24.9 0.0 44.2 0.2 0.2 47.4 74.5 0.1 7.1 0.1 0.0 0.1 0.0 Number of Traders in Each Category Total Traders: 38 . . 0 8 . . 10 6 . 9 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 24, 2017