Traders in Financial Futures - Futures Only Positions as of December 5, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 147,099
Positions
15,339 81,360 1,385 36,114 10,042 420 43,515 22,378 4,951 7,612 2,439 1,079 36,684 23,045
Changes from: November 28, 2017 Total Change is: 1,842
5,568 -2,349 -245 -5,397 0 -89 -179 1,440 852 1,501 -125 660 -829 1,698
Percent of Open Interest Represented by Each Category of Trader
10.4 55.3 0.9 24.6 6.8 0.3 29.6 15.2 3.4 5.2 1.7 0.7 24.9 15.7
Number of Traders in Each Category Total Traders: 86
6 7 5 14 7 4 28 12 14 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 80,778
Positions
44,231 5,272 168 1,042 7,507 0 27,491 42,113 1,550 0 1,680 0 6,296 22,488
Changes from: November 28, 2017 Total Change is: 1,234
-212 1,211 168 35 629 0 347 -598 677 0 0 0 219 -853
Percent of Open Interest Represented by Each Category of Trader
54.8 6.5 0.2 1.3 9.3 0.0 34.0 52.1 1.9 0.0 2.1 0.0 7.8 27.8
Number of Traders in Each Category Total Traders: 48
6 5 . . 6 0 12 16 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 202,693
Positions
37,361 21,843 3,870 25,586 71,531 4,669 78,233 52,567 14,044 2,005 7,932 865 36,060 25,372
Changes from: November 28, 2017 Total Change is: 24,463
-5,882 4,343 -2,098 5,731 1,138 597 18,483 16,589 2,383 702 -1,046 238 4,309 2,319
Percent of Open Interest Represented by Each Category of Trader
18.4 10.8 1.9 12.6 35.3 2.3 38.6 25.9 6.9 1.0 3.9 0.4 17.8 12.5
Number of Traders in Each Category Total Traders: 128
7 10 6 15 23 7 36 29 24 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 238,077
Positions
135,349 14,237 7,199 20,088 31,308 7,783 37,211 128,459 11,232 215 1,098 791 18,209 35,970
Changes from: November 28, 2017 Total Change is: -6,459
-4,631 -4,520 -212 -1,337 -4,549 241 -3,730 2,332 3,843 -5 -400 -156 -472 -3,038
Percent of Open Interest Represented by Each Category of Trader
56.9 6.0 3.0 8.4 13.2 3.3 15.6 54.0 4.7 0.1 0.5 0.3 7.6 15.1
Number of Traders in Each Category Total Traders: 120
12 7 7 13 19 9 22 43 19 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 499,124
Positions
38,365 222,032 11,369 235,215 99,950 20,271 79,554 72,003 17,552 16,027 6,604 951 79,820 48,392
Changes from: November 28, 2017 Total Change is: 3,563
2,093 -3,028 5,916 -4,270 1,867 -100 -1,270 -1,892 2,290 -1,095 -2,221 -79 78 810
Percent of Open Interest Represented by Each Category of Trader
7.7 44.5 2.3 47.1 20.0 4.1 15.9 14.4 3.5 3.2 1.3 0.2 16.0 9.7
Number of Traders in Each Category Total Traders: 246
16 20 13 72 32 36 43 32 23 20 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 40,239
Positions
1,928 25,103 0 21,756 3,581 1,575 0 3,952 907 538 1,274 5 13,530 3,842
Changes from: November 28, 2017 Total Change is: 1,551
0 201 0 1,410 2,284 -385 -560 -1,276 174 118 0 0 794 553
Percent of Open Interest Represented by Each Category of Trader
4.8 62.4 0.0 54.1 8.9 3.9 0.0 9.8 2.3 1.3 3.2 0.0 33.6 9.5
Number of Traders in Each Category Total Traders: 29
. . 0 17 . 8 0 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 139,427
Positions
30,143 37,746 1,973 5,617 39,556 1,750 73,766 25,205 4,181 236 0 8 21,753 29,008
Changes from: November 28, 2017 Total Change is: 4,622
5,325 -3,052 335 -1,150 1,804 -32 1,433 3,058 1,425 -426 0 -1 -2,287 1,085
Percent of Open Interest Represented by Each Category of Trader
21.6 27.1 1.4 4.0 28.4 1.3 52.9 18.1 3.0 0.2 0.0 0.0 15.6 20.8
Number of Traders in Each Category Total Traders: 90
8 7 8 5 16 5 32 20 12 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 51,380
Positions
151 38,921 999 25,863 0 0 22,503 10,057 123 370 126 0 1,371 1,154
Changes from: November 28, 2017 Total Change is: 2,368
0 409 742 1,436 0 0 103 1,051 -29 243 126 0 -127 69
Percent of Open Interest Represented by Each Category of Trader
0.3 75.8 1.9 50.3 0.0 0.0 43.8 19.6 0.2 0.7 0.2 0.0 2.7 2.2
Number of Traders in Each Category Total Traders: 30
. 6 . 4 0 0 11 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 179,296
Positions
16,921 91,768 167 52,701 9,645 197 97,398 61,538 3,016 1,326 9,495 0 7,570 3,470
Changes from: November 28, 2017 Total Change is: 7,811
-1,703 2,558 -357 3,694 507 0 4,288 3,024 1,313 -203 226 0 779 540
Percent of Open Interest Represented by Each Category of Trader
9.4 51.2 0.1 29.4 5.4 0.1 54.3 34.3 1.7 0.7 5.3 0.0 4.2 1.9
Number of Traders in Each Category Total Traders: 139
6 7 . 14 10 . 50 35 8 7 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 17,280
Positions
0 2,546 2,198 5,705 1,076 0 5,633 8,279 1,160 1,100 1,231 79 1,405 711
Changes from: November 28, 2017 Total Change is: -8,997
-70 -11,426 914 259 -671 -138 -6,111 6,047 -3,795 134 155 0 -190 -83
Percent of Open Interest Represented by Each Category of Trader
0.0 14.7 12.7 33.0 6.2 0.0 32.6 47.9 6.7 6.4 7.1 0.5 8.1 4.1
Number of Traders in Each Category Total Traders: 37
0 . . 4 . 0 11 9 . 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 61,386
Positions
33,533 9,163 196 1,816 5,333 92 20,171 38,596 1,797 461 797 0 3,320 5,412
Changes from: November 28, 2017 Total Change is: 126
-228 27 173 -48 388 85 -487 -1,109 647 86 104 0 -102 -189
Percent of Open Interest Represented by Each Category of Trader
54.6 14.9 0.3 3.0 8.7 0.1 32.9 62.9 2.9 0.8 1.3 0.0 5.4 8.8
Number of Traders in Each Category Total Traders: 93
9 . . 7 13 . 21 32 13 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 22,624
Positions
7,342 15,200 4,202 6,031 342 0 3,078 917 862 100 155 0 1,009 946
Changes from: November 28, 2017 Total Change is: 734
-361 0 452 2,340 -418 0 -2,399 165 721 0 0 0 -19 -186
Percent of Open Interest Represented by Each Category of Trader
32.5 67.2 18.6 26.7 1.5 0.0 13.6 4.1 3.8 0.4 0.7 0.0 4.5 4.2
Number of Traders in Each Category Total Traders: 26
4 . . 4 . 0 7 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 78,456
Positions
9,871 54,441 1,441 14,204 2,225 251 34,557 6,340 4,328 2,207 467 33 11,568 8,934
Changes from: November 28, 2017 Total Change is: 2,344
728 4,378 -207 -826 -750 -3 2,427 -100 -255 567 -779 25 -113 33
Percent of Open Interest Represented by Each Category of Trader
12.6 69.4 1.8 18.1 2.8 0.3 44.0 8.1 5.5 2.8 0.6 0.0 14.7 11.4
Number of Traders in Each Category Total Traders: 120
12 22 9 19 . 4 38 18 9 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 156,912
Positions
19,741 108,881 2,881 28,407 4,449 501 69,114 12,679 8,655 4,413 934 65 23,135 17,867
Changes from: November 28, 2017 Total Change is: 4,688
1,456 8,756 -414 -1,652 -1,499 -5 4,854 -199 -509 1,134 -1,558 50 -226 66
Percent of Open Interest Represented by Each Category of Trader
12.6 69.4 1.8 18.1 2.8 0.3 44.0 8.1 5.5 2.8 0.6 0.0 14.7 11.4
Number of Traders in Each Category Total Traders: 120
12 22 9 19 . 4 38 18 9 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 780,215
Positions
77,761 154,397 64,901 295,351 159,878 70,173 106,236 128,540 42,243 24,528 67,269 9,437 89,584 83,377
Changes from: November 28, 2017 Total Change is: 23,871
4,802 8,565 15,000 -13,851 -3,883 4,826 6,373 203 7,646 58 -671 1,533 -2,516 -9,348
Percent of Open Interest Represented by Each Category of Trader
10.0 19.8 8.3 37.9 20.5 9.0 13.6 16.5 5.4 3.1 8.6 1.2 11.5 10.7
Number of Traders in Each Category Total Traders: 632
35 46 37 137 99 99 98 119 94 52 45 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 77,526
Positions
31,911 19,562 500 9,654 18,443 629 5,279 13,855 200 6,445 0 0 22,908 24,337
Changes from: November 28, 2017 Total Change is: -1,232
-593 1,645 0 -134 41 249 -1,390 2,260 -1,071 1,513 -14 0 194 -4,342
Percent of Open Interest Represented by Each Category of Trader
41.2 25.2 0.6 12.5 23.8 0.8 6.8 17.9 0.3 8.3 0.0 0.0 29.5 31.4
Number of Traders in Each Category Total Traders: 51
5 9 . 6 6 4 9 11 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 22,435
Positions
20,499 8,248 6 0 11,130 66 0 2,256 78 0 0 0 1,786 651
Changes from: November 28, 2017 Total Change is: 196
-13 146 6 0 48 0 0 19 0 0 0 0 203 -23
Percent of Open Interest Represented by Each Category of Trader
91.4 36.8 0.0 0.0 49.6 0.3 0.0 10.1 0.3 0.0 0.0 0.0 8.0 2.9
Number of Traders in Each Category Total Traders: 22
10 5 . 0 4 . 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 12,715
Positions
3,410 12,025 3 3,565 0 238 4,044 0 0 0 0 0 1,455 449
Changes from: November 28, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
26.8 94.6 0.0 28.0 0.0 1.9 31.8 0.0 0.0 0.0 0.0 0.0 11.4 3.5
Number of Traders in Each Category Total Traders: 20
4 8 . 4 0 . 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 3,513,444
Positions
296,004 740,926 255,254 1,436,275 714,966 339,930 575,487 644,130 139,509 108,972 354,899 28,632 333,381 295,198
Changes from: November 28, 2017 Total Change is: 125,515
33,694 41,318 68,280 -68,079 -19,116 22,380 36,528 -12,571 45,872 -320 3,668 712 -13,552 -25,028
Percent of Open Interest Represented by Each Category of Trader
8.4 21.1 7.3 40.9 20.3 9.7 16.4 18.3 4.0 3.1 10.1 0.8 9.5 8.4
Number of Traders in Each Category Total Traders: 625
36 45 37 136 97 97 98 118 91 50 45 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 32,378
Positions
1,344 30,893 0 10,955 517 536 15,588 0 0 322 0 0 3,633 432
Changes from: November 28, 2017 Total Change is: 798
-77 749 0 -883 293 0 793 0 0 322 -330 0 643 86
Percent of Open Interest Represented by Each Category of Trader
4.2 95.4 0.0 33.8 1.6 1.7 48.1 0.0 0.0 1.0 0.0 0.0 11.2 1.3
Number of Traders in Each Category Total Traders: 30
. 10 0 7 . . 8 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 21,477
Positions
14,923 6,994 1 2,717 12,497 309 1,654 460 0 0 280 0 1,873 936
Changes from: November 28, 2017 Total Change is: -731
-647 1,032 0 -61 -1,846 18 5 -61 0 0 0 0 -46 126
Percent of Open Interest Represented by Each Category of Trader
69.5 32.6 0.0 12.7 58.2 1.4 7.7 2.1 0.0 0.0 1.3 0.0 8.7 4.4
Number of Traders in Each Category Total Traders: 23
8 . . 4 5 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 93,041
Positions
4,045 44,582 439 42,037 37,066 2,860 29,053 4,347 575 0 260 0 14,032 2,912
Changes from: November 28, 2017 Total Change is: -621
-38 582 -8 -341 464 -260 -428 -580 -388 0 0 0 842 -431
Percent of Open Interest Represented by Each Category of Trader
4.3 47.9 0.5 45.2 39.8 3.1 31.2 4.7 0.6 0.0 0.3 0.0 15.1 3.1
Number of Traders in Each Category Total Traders: 91
. 12 . 29 19 13 20 7 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 60,856
Positions
12,144 13,772 2,795 14,892 12,475 804 18,574 17,482 1,837 1,707 4,267 152 7,952 7,274
Changes from: November 28, 2017 Total Change is: 1,946
-849 -1,180 -315 604 808 32 968 3,401 251 308 -788 32 915 -295
Percent of Open Interest Represented by Each Category of Trader
20.0 22.6 4.6 24.5 20.5 1.3 30.5 28.7 3.0 2.8 7.0 0.2 13.1 12.0
Number of Traders in Each Category Total Traders: 288
17 23 7 47 29 19 57 70 25 17 28 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 304,281
Positions
60,722 68,859 13,975 74,458 62,377 4,018 92,868 87,408 9,183 8,537 21,333 760 39,760 36,368
Changes from: November 28, 2017 Total Change is: 9,728
-4,243 -5,899 -1,577 3,019 4,042 158 4,839 17,006 1,257 1,538 -3,942 160 4,577 -1,477
Percent of Open Interest Represented by Each Category of Trader
20.0 22.6 4.6 24.5 20.5 1.3 30.5 28.7 3.0 2.8 7.0 0.2 13.1 12.0
Number of Traders in Each Category Total Traders: 288
17 23 7 47 29 19 57 70 25 17 28 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 592,595
Positions
37,080 219,139 4,811 259,834 191,262 36,891 201,723 113,214 10,690 18,297 2,872 210 23,059 13,506
Changes from: November 28, 2017 Total Change is: 23,052
2,819 4,687 73 2,695 38,375 809 16,605 -14,582 324 -979 -6,265 210 496 -579
Percent of Open Interest Represented by Each Category of Trader
6.3 37.0 0.8 43.8 32.3 6.2 34.0 19.1 1.8 3.1 0.5 0.0 3.9 2.3
Number of Traders in Each Category Total Traders: 300
17 28 11 74 45 34 69 48 23 11 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 68,535
Positions
36,080 34,508 3,341 9,433 10,866 157 9,082 10,397 9 2,146 1,555 182 8,105 7,520
Changes from: November 28, 2017 Total Change is: -1,176
-1,237 49 374 2,133 -156 -9 -2,559 -1,593 -65 206 596 -11 -8 -361
Percent of Open Interest Represented by Each Category of Trader
52.6 50.4 4.9 13.8 15.9 0.2 13.3 15.2 0.0 3.1 2.3 0.3 11.8 11.0
Number of Traders in Each Category Total Traders: 79
17 14 . 13 4 . 9 12 . 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 56,633
Positions
1,808 27,853 3,262 19,837 1,504 310 7,516 3,936 4,156 2,302 4,352 3,117 14,325 8,143
Changes from: November 28, 2017 Total Change is: 14,534
-413 -3 3,254 -521 -650 -156 796 1,090 4,000 -751 -390 3,117 5,208 4,272
Percent of Open Interest Represented by Each Category of Trader
3.2 49.2 5.8 35.0 2.7 0.5 13.3 7.0 7.3 4.1 7.7 5.5 25.3 14.4
Number of Traders in Each Category Total Traders: 49
. 8 . 14 . 4 9 7 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 82,159
Positions
8,380 22,782 3,835 24,680 3,239 824 11,610 19,858 3,303 1,776 953 15 27,736 27,350
Changes from: November 28, 2017 Total Change is: 19,415
-1,143 1,252 2,502 -925 595 246 394 727 2,276 -417 -1,079 15 16,467 12,881
Percent of Open Interest Represented by Each Category of Trader
10.2 27.7 4.7 30.0 3.9 1.0 14.1 24.2 4.0 2.2 1.2 0.0 33.8 33.3
Number of Traders in Each Category Total Traders: 90
13 13 7 15 5 6 19 22 14 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 293,335
Positions
17,982 182,978 10,864 155,766 69,055 15,085 56,426 3,835 5,112 23,529 1,280 0 8,571 5,126
Changes from: November 28, 2017 Total Change is: 4,486
865 -817 7,096 -22,915 -509 470 2,286 -3,018 1,720 15,727 8 0 -763 -464
Percent of Open Interest Represented by Each Category of Trader
6.1 62.4 3.7 53.1 23.5 5.1 19.2 1.3 1.7 8.0 0.4 0.0 2.9 1.7
Number of Traders in Each Category Total Traders: 154
13 7 9 55 28 20 37 6 11 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 1,026,039
Positions
73,000 695,764 31,490 543,285 151,555 61,521 215,463 33,414 25,632 44,493 14,844 699 30,456 11,120
Changes from: November 28, 2017 Total Change is: 927
15,754 -142 12,787 -21,245 -15,929 -3,168 -3,723 2,990 4,875 -4,825 -1,406 57 415 863
Percent of Open Interest Represented by Each Category of Trader
7.1 67.8 3.1 52.9 14.8 6.0 21.0 3.3 2.5 4.3 1.4 0.1 3.0 1.1
Number of Traders in Each Category Total Traders: 379
28 22 15 137 49 44 76 23 25 35 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 99,784
Positions
18,201 35,516 63,633 10,569 0 5 5,564 0 598 170 30 0 1,044 2
Changes from: November 28, 2017 Total Change is: 720
-180 -145 865 -5 0 0 -960 0 0 0 0 0 1,000 0
Percent of Open Interest Represented by Each Category of Trader
18.2 35.6 63.8 10.6 0.0 0.0 5.6 0.0 0.6 0.2 0.0 0.0 1.0 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 December 5, 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 784,646
Positions
8,046 58,687 8,764 295,338 243,558 120,210 129,990 103,323 48,118 14,895 44,456 8 159,277 157,522
Changes from: November 28, 2017 Total Change is: -47,839
-1,005 -8,905 990 11,980 28,274 -6,921 14,577 12,366 -38,332 1,744 -9,918 -470 -30,402 -24,923
Percent of Open Interest Represented by Each Category of Trader
1.0 7.5 1.1 37.6 31.0 15.3 16.6 13.2 6.1 1.9 5.7 0.0 20.3 20.1
Number of Traders in Each Category Total Traders: 170
7 18 6 39 32 32 29 32 24 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 898,596
Positions
4,974 128,310 2,625 476,141 91,623 139,731 66,600 392,119 43,732 36,940 8,167 1,152 126,701 91,137
Changes from: November 28, 2017 Total Change is: -56,166
-13 168 -6,937 17,938 7,634 -10,468 3,754 2,901 -25,914 882 1,522 -1,900 -33,508 -23,172
Percent of Open Interest Represented by Each Category of Trader
0.6 14.3 0.3 53.0 10.2 15.5 7.4 43.6 4.9 4.1 0.9 0.1 14.1 10.1
Number of Traders in Each Category Total Traders: 121
. 12 6 46 18 37 20 16 20 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 1,766,552
Positions
79,611 183,789 9,889 499,082 396,349 203,606 512,481 477,055 84,032 260,203 246,193 2,388 115,260 163,251
Changes from: November 28, 2017 Total Change is: -80,696
5,570 22,297 -18,681 39,975 -3,170 -18,572 -71,926 -2,665 -31,788 58,793 -4,186 -15,591 -28,476 -8,340
Percent of Open Interest Represented by Each Category of Trader
4.5 10.4 0.6 28.3 22.4 11.5 29.0 27.0 4.8 14.7 13.9 0.1 6.5 9.2
Number of Traders in Each Category Total Traders: 300
17 26 14 70 39 52 53 56 37 22 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 3,273,707
Positions
134,794 176,648 32,937 1,272,672 881,165 508,710 432,484 815,848 177,127 377,317 131,286 22,034 315,632 527,952
Changes from: November 28, 2017 Total Change is: -418,334
18,688 -31,945 -62,060 26,784 3,888 -19,497 -135,987 -34,815 -83,161 30,286 895 -16,932 -176,455 -174,707
Percent of Open Interest Represented by Each Category of Trader
4.1 5.4 1.0 38.9 26.9 15.5 13.2 24.9 5.4 11.5 4.0 0.7 9.6 16.1
Number of Traders in Each Category Total Traders: 392
20 35 17 63 97 75 46 86 53 23 22 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 530,075
Positions
29,205 32,900 5,126 119,989 170,352 44,651 201,114 84,931 22,894 18,593 17,086 0 88,503 152,135
Changes from: November 28, 2017 Total Change is: 44,330
8,426 21,804 -99 -2,883 7,062 4,103 43,499 35,201 -4,086 5,484 -2,928 -476 -9,638 -16,251
Percent of Open Interest Represented by Each Category of Trader
5.5 6.2 1.0 22.6 32.1 8.4 37.9 16.0 4.3 3.5 3.2 0.0 16.7 28.7
Number of Traders in Each Category Total Traders: 85
4 8 . 16 27 28 14 10 9 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 3,072,028
Positions
121,338 203,556 55,661 1,508,774 684,544 424,985 338,983 846,073 160,147 197,846 252,915 8,315 255,979 435,832
Changes from: November 28, 2017 Total Change is: -317,373
41,749 -72,851 -19,647 33,393 91,888 -51,731 -70,554 -5,023 -157,345 10,567 -13,995 -15,309 -88,496 -73,360
Percent of Open Interest Represented by Each Category of Trader
3.9 6.6 1.8 49.1 22.3 13.8 11.0 27.5 5.2 6.4 8.2 0.3 8.3 14.2
Number of Traders in Each Category Total Traders: 311
13 29 18 58 60 66 42 65 40 21 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 1,422,163
Positions
447,426 213,719 455,507 10,347 6,067 68,202 45,025 278,771 246,264 57,251 32,903 60,899 31,242 59,831
Changes from: November 28, 2017 Total Change is: -97,999
-10,990 -45,098 -62,101 -1,943 -603 -4,900 -6,980 34,412 -25,583 17,936 5,996 488 -3,926 -610
Percent of Open Interest Represented by Each Category of Trader
31.5 15.0 32.0 0.7 0.4 4.8 3.2 19.6 17.3 4.0 2.3 4.3 2.2 4.2
Number of Traders in Each Category Total Traders: 153
24 34 47 . 4 7 21 39 44 7 13 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 is14,188,185
Positions
6,341,153 500,093 2,551,428 32,855 2,480,936 989,880 519,052 3,057,832 2,108,046 239,136 303,041 907,620 499,015 1,289,309
Changes from: November 28, 2017 Total Change is: 365,330
-93,608 4,049 16,195 18,730 -221,502 101,082 24,407 202,845 192,402 52,657 -68,188 108,288 -54,823 30,159
Percent of Open Interest Represented by Each Category of Trader
44.7 3.5 18.0 0.2 17.5 7.0 3.7 21.6 14.9 1.7 2.1 6.4 3.5 9.1
Number of Traders in Each Category Total Traders: 307
39 33 71 6 36 35 40 97 104 14 22 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 27,989
Positions
5,430 7,916 80 142 8,359 149 9,506 6,906 15 12,647 4,402 5 15 157
Changes from: November 28, 2017 Total Change is: 346
0 609 80 -222 -117 0 178 -322 15 302 11 0 -7 70
Percent of Open Interest Represented by Each Category of Trader
19.4 28.3 0.3 0.5 29.9 0.5 34.0 24.7 0.1 45.2 15.7 0.0 0.1 0.6
Number of Traders in Each Category Total Traders: 49
. 6 . . 12 . 9 9 . 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 22,716
Positions
1,350 5,790 36 69 4,815 383 19,872 7,989 176 439 3,065 331 60 131
Changes from: November 28, 2017 Total Change is: -1,606
-834 339 36 0 -1,222 -18 -1,233 -745 147 300 -77 -26 22 -40
Percent of Open Interest Represented by Each Category of Trader
5.9 25.5 0.2 0.3 21.2 1.7 87.5 35.2 0.8 1.9 13.5 1.5 0.3 0.6
Number of Traders in Each Category Total Traders: 32
. 5 . . 8 . . 10 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 45,289
Positions
552 1,765 617 12,286 7,688 816 3,922 25,145 5,753 12,931 1,263 4 8,408 2,238
Changes from: November 28, 2017 Total Change is: 1,772
-3 176 617 -218 135 1 -5,986 1,311 2,771 4,036 -3,033 -96 650 -110
Percent of Open Interest Represented by Each Category of Trader
1.2 3.9 1.4 27.1 17.0 1.8 8.7 55.5 12.7 28.6 2.8 0.0 18.6 4.9
Number of Traders in Each Category Total Traders: 141
. 4 . 12 8 . 17 44 16 47 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 622,772
Positions
115,184 55,235 20,476 111,808 79,650 117,692 85,522 175,683 100,387 11,200 8,546 27,908 32,595 37,195
Changes from: November 28, 2017 Total Change is: -9,344
804 -1,564 -7,730 3,097 -12,107 4,903 -17,173 -2,658 2,816 -8,124 699 8,405 3,658 -2,108
Percent of Open Interest Represented by Each Category of Trader
18.5 8.9 3.3 18.0 12.8 18.9 13.7 28.2 16.1 1.8 1.4 4.5 5.2 6.0
Number of Traders in Each Category Total Traders: 259
18 10 18 22 36 26 47 77 63 17 18 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 5, 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 67,220
Positions
941 21,776 0 37,932 173 166 23,026 44,872 85 4,951 128 0 119 20
Changes from: November 28, 2017 Total Change is: -15,056
20 0 0 -310 3 0 -13,304 -15,078 0 -1,457 0 0 -5 19
Percent of Open Interest Represented by Each Category of Trader
1.4 32.4 0.0 56.4 0.3 0.2 34.3 66.8 0.1 7.4 0.2 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 39
. . 0 7 . . 10 6 . 11 . 0
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Updated December 8, 2017