Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 167,489 Positions 7,320 76,509 8,469 36,121 8,639 2,166 51,946 20,313 16,939 5,662 6,555 2,771 36,095 25,128 Changes from: November 7, 2017 Total Change is: -1,689 3,470 -2,304 839 -2,142 -22 -622 -4,594 -2,533 2,542 195 1,382 -571 -807 -399 Percent of Open Interest Represented by Each Category of Trader 4.4 45.7 5.1 21.6 5.2 1.3 31.0 12.1 10.1 3.4 3.9 1.7 21.6 15.0 Number of Traders in Each Category Total Traders: 99 5 8 8 14 7 6 32 17 18 7 9 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 85,895 Positions 44,410 3,347 483 586 7,578 0 28,827 42,371 4,203 612 1,680 0 6,775 26,233 Changes from: November 7, 2017 Total Change is: 564 968 66 221 0 483 0 -909 287 -538 612 0 0 210 45 Percent of Open Interest Represented by Each Category of Trader 51.7 3.9 0.6 0.7 8.8 0.0 33.6 49.3 4.9 0.7 2.0 0.0 7.9 30.5 Number of Traders in Each Category Total Traders: 50 6 . . . 6 0 13 19 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 219,921 Positions 39,863 15,383 16,373 15,569 74,262 4,573 48,475 31,191 35,023 19,364 8,093 7,371 33,309 27,652 Changes from: November 7, 2017 Total Change is: 2,378 -5,488 2,744 977 -1,388 -711 128 2,684 -3,517 4,328 -186 -874 858 465 -1,555 Percent of Open Interest Represented by Each Category of Trader 18.1 7.0 7.4 7.1 33.8 2.1 22.0 14.2 15.9 8.8 3.7 3.4 15.1 12.6 Number of Traders in Each Category Total Traders: 117 5 10 11 10 22 8 30 32 32 . . 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 320,479 Positions 161,113 15,878 9,625 18,866 33,040 8,242 34,951 153,477 29,189 24,956 11,569 14,179 19,359 45,280 Changes from: November 7, 2017 Total Change is: 622 -4,800 2,124 392 872 -3,645 876 -4,446 -521 4,854 4,517 73 -1,135 -509 -2,398 Percent of Open Interest Represented by Each Category of Trader 50.3 5.0 3.0 5.9 10.3 2.6 10.9 47.9 9.1 7.8 3.6 4.4 6.0 14.1 Number of Traders in Each Category Total Traders: 126 11 8 11 11 21 11 20 45 24 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 554,186 Positions 42,889 140,762 30,321 224,592 96,010 19,656 65,232 70,902 67,978 16,964 55,679 8,208 78,347 64,671 Changes from: November 7, 2017 Total Change is: 25,573 1,022 9,811 762 3,032 -3,548 -18 8,951 8,802 9,207 360 32 216 2,041 309 Percent of Open Interest Represented by Each Category of Trader 7.7 25.4 5.5 40.5 17.3 3.5 11.8 12.8 12.3 3.1 10.0 1.5 14.1 11.7 Number of Traders in Each Category Total Traders: 263 17 17 17 71 31 43 46 39 37 20 20 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #299741 Open Interest is 35,695 Positions 2,761 24,010 0 16,822 1,253 2,011 736 3,633 648 0 1,274 5 12,712 2,861 Changes from: November 7, 2017 Total Change is: 695 0 331 0 30 -324 334 -475 595 29 0 503 0 777 -773 Percent of Open Interest Represented by Each Category of Trader 7.7 67.3 0.0 47.1 3.5 5.6 2.1 10.2 1.8 0.0 3.6 0.0 35.6 8.0 Number of Traders in Each Category Total Traders: 26 . . 0 14 . 7 . 5 . 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 147,631 Positions 13,475 50,617 5,207 4,841 27,822 3,120 69,609 18,174 12,617 6,103 2 2,816 29,843 27,257 Changes from: November 7, 2017 Total Change is: 986 3,822 -936 -273 -392 3,901 216 -3,790 -1,841 636 1,588 2 -880 60 159 Percent of Open Interest Represented by Each Category of Trader 9.1 34.3 3.5 3.3 18.8 2.1 47.2 12.3 8.5 4.1 0.0 1.9 20.2 18.5 Number of Traders in Each Category Total Traders: 88 6 7 8 5 15 5 34 17 18 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 47,024 Positions 151 37,263 251 5,677 0 0 38,839 8,146 44 239 100 0 1,823 1,220 Changes from: November 7, 2017 Total Change is: -7,685 41 -671 5 -130 0 0 -6,719 -6,683 0 -716 0 0 -166 -336 Percent of Open Interest Represented by Each Category of Trader 0.3 79.2 0.5 12.1 0.0 0.0 82.6 17.3 0.1 0.5 0.2 0.0 3.9 2.6 Number of Traders in Each Category Total Traders: 33 . 6 . . 0 0 14 6 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 179,786 Positions 17,705 88,696 771 58,070 7,536 378 91,558 64,810 2,965 2,652 10,055 0 5,687 4,575 Changes from: November 7, 2017 Total Change is: 52 2,954 -177 -51 -4,744 1,360 -166 2,788 -1,017 -611 451 466 0 -569 248 Percent of Open Interest Represented by Each Category of Trader 9.8 49.3 0.4 32.3 4.2 0.2 50.9 36.0 1.6 1.5 5.6 0.0 3.2 2.5 Number of Traders in Each Category Total Traders: 138 6 5 4 13 12 . 42 33 11 8 19 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 24,263 Positions 0 18,050 0 4,958 326 0 16,308 3,622 25 1,123 1,090 0 1,849 1,150 Changes from: November 7, 2017 Total Change is: 271 0 646 0 -59 0 0 765 -980 -52 -479 115 0 96 542 Percent of Open Interest Represented by Each Category of Trader 0.0 74.4 0.0 20.4 1.3 0.0 67.2 14.9 0.1 4.6 4.5 0.0 7.6 4.7 Number of Traders in Each Category Total Traders: 34 0 . 0 . . 0 14 7 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 53,690 Positions 29,184 9,122 37 1,910 2,542 17 15,969 34,047 1,214 2,106 946 0 3,253 5,765 Changes from: November 7, 2017 Total Change is: 1,618 2,591 3,334 11 339 -3,105 10 -1,348 561 541 8 -176 0 -534 442 Percent of Open Interest Represented by Each Category of Trader 54.4 17.0 0.1 3.6 4.7 0.0 29.7 63.4 2.3 3.9 1.8 0.0 6.1 10.7 Number of Traders in Each Category Total Traders: 85 8 . . 7 11 . 20 28 7 4 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000) CFTC Code #122741 Open Interest is 22,319 Positions 7,055 15,200 3,000 2,257 1,250 0 8,939 1,227 104 200 155 0 764 1,383 Changes from: November 7, 2017 Total Change is: 562 534 0 0 -404 160 0 816 205 0 -140 155 0 -244 42 Percent of Open Interest Represented by Each Category of Trader 31.6 68.1 13.4 10.1 5.6 0.0 40.1 5.5 0.5 0.9 0.7 0.0 3.4 6.2 Number of Traders in Each Category Total Traders: 30 4 . . . 4 0 9 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 80,371 Positions 8,349 58,251 1,232 13,220 2,725 268 39,310 3,926 3,160 1,606 717 491 12,734 9,601 Changes from: November 7, 2017 Total Change is: 1,086 40 2,743 5 1,015 197 115 -579 -1,522 -22 35 -502 -18 495 90 Percent of Open Interest Represented by Each Category of Trader 10.4 72.5 1.5 16.4 3.4 0.3 48.9 4.9 3.9 2.0 0.9 0.6 15.8 11.9 Number of Traders in Each Category Total Traders: 119 11 26 7 16 . . 41 11 6 8 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 160,742 Positions 16,699 116,503 2,464 26,440 5,449 536 78,620 7,853 6,321 3,212 1,433 982 25,468 19,202 Changes from: November 7, 2017 Total Change is: 2,172 80 5,486 10 2,029 394 230 -1,159 -3,045 -45 71 -1,004 -35 990 180 Percent of Open Interest Represented by Each Category of Trader 10.4 72.5 1.5 16.4 3.4 0.3 48.9 4.9 3.9 2.0 0.9 0.6 15.8 11.9 Number of Traders in Each Category Total Traders: 119 11 26 7 16 . . 41 11 6 8 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 952,622 Positions 63,944 143,006 62,724 311,052 164,184 67,704 93,150 128,471 176,886 27,293 55,455 47,385 102,483 106,806 Changes from: November 7, 2017 Total Change is: 1,237 -2,615 3,291 817 -3,445 -3,599 218 3,601 -2,249 -3,814 -398 4,624 1,631 5,244 318 Percent of Open Interest Represented by Each Category of Trader 6.7 15.0 6.6 32.7 17.2 7.1 9.8 13.5 18.6 2.9 5.8 5.0 10.8 11.2 Number of Traders in Each Category Total Traders: 712 36 44 53 137 96 111 87 139 133 101 71 112 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 147,626 Positions 33,666 15,443 9,554 8,690 19,403 7,247 4,201 12,387 44,024 6,814 213 7,350 26,080 32,005 Changes from: November 7, 2017 Total Change is: -4,563 1,677 -1,042 -857 -26 329 -1,453 -1,962 -1,170 -1,364 -669 -175 327 -236 842 Percent of Open Interest Represented by Each Category of Trader 22.8 10.5 6.5 5.9 13.1 4.9 2.8 8.4 29.8 4.6 0.1 5.0 17.7 21.7 Number of Traders in Each Category Total Traders: 76 8 9 7 5 6 4 10 21 28 9 7 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CFTC Code #138748 Open Interest is 20,912 Positions 19,273 7,819 0 0 10,105 66 0 2,198 76 0 0 0 1,497 648 Changes from: November 7, 2017 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 92.2 37.4 0.0 0.0 48.3 0.3 0.0 10.5 0.4 0.0 0.0 0.0 7.2 3.1 Number of Traders in Each Category Total Traders: 21 9 4 0 0 5 . 0 . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 4,024,978 Positions 252,110 738,533 165,133 1,514,721 726,818 299,374 502,293 637,970 606,763 116,399 290,209 186,170 382,015 374,008 Changes from: November 7, 2017 Total Change is: 29,000 -21,502 21,625 8,409 -16,543 -19,086 7,801 12,811 -20,399 2,755 2,397 25,040 5,476 27,396 -2,621 Percent of Open Interest Represented by Each Category of Trader 6.3 18.3 4.1 37.6 18.1 7.4 12.5 15.9 15.1 2.9 7.2 4.6 9.5 9.3 Number of Traders in Each Category Total Traders: 692 33 46 50 136 94 109 88 132 127 94 69 107 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CFTC Code #13874C Open Interest is 30,280 Positions 1,416 28,565 0 10,809 224 536 14,869 0 0 0 330 0 2,650 625 Changes from: November 7, 2017 Total Change is: 260 8 10 0 246 0 0 658 0 0 -202 330 0 -450 -80 Percent of Open Interest Represented by Each Category of Trader 4.7 94.3 0.0 35.7 0.7 1.8 49.1 0.0 0.0 0.0 1.1 0.0 8.8 2.1 Number of Traders in Each Category Total Traders: 29 . 9 0 6 . . 9 0 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CFTC Code #13874J Open Interest is 23,000 Positions 16,101 5,992 1 2,357 14,093 536 2,184 1,215 0 0 280 0 1,821 883 Changes from: November 7, 2017 Total Change is: 525 2 684 0 430 0 42 6 167 0 0 0 0 45 -368 Percent of Open Interest Represented by Each Category of Trader 70.0 26.1 0.0 10.2 61.3 2.3 9.5 5.3 0.0 0.0 1.2 0.0 7.9 3.8 Number of Traders in Each Category Total Traders: 24 8 4 . . 4 . . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 93,562 Positions 4,350 43,096 455 43,628 37,517 3,083 28,172 4,694 672 0 260 0 13,202 3,785 Changes from: November 7, 2017 Total Change is: 682 -464 527 2 483 -212 -2 779 845 -290 -207 0 0 381 -188 Percent of Open Interest Represented by Each Category of Trader 4.6 46.1 0.5 46.6 40.1 3.3 30.1 5.0 0.7 0.0 0.3 0.0 14.1 4.0 Number of Traders in Each Category Total Traders: 94 4 10 . 30 19 14 22 8 7 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 62,040 Positions 11,077 14,099 4,316 12,087 9,680 1,313 19,193 14,900 3,520 1,507 4,031 1,574 7,453 8,607 Changes from: November 7, 2017 Total Change is: 2,293 808 -1,166 38 -222 -295 250 1,356 2,889 4 -182 366 136 105 71 Percent of Open Interest Represented by Each Category of Trader 17.9 22.7 7.0 19.5 15.6 2.1 30.9 24.0 5.7 2.4 6.5 2.5 12.0 13.9 Number of Traders in Each Category Total Traders: 294 19 25 12 48 23 14 56 65 26 22 36 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 310,198 Positions 55,386 70,496 21,578 60,437 48,399 6,565 95,965 74,500 17,599 7,535 20,157 7,871 37,263 43,033 Changes from: November 7, 2017 Total Change is: 11,463 4,038 -5,830 189 -1,109 -1,476 1,248 6,782 14,445 20 -910 1,831 681 523 356 Percent of Open Interest Represented by Each Category of Trader 17.9 22.7 7.0 19.5 15.6 2.1 30.9 24.0 5.7 2.4 6.5 2.5 12.0 13.9 Number of Traders in Each Category Total Traders: 294 19 25 12 48 23 14 56 65 26 22 36 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50) CFTC Code #239742 Open Interest is 547,844 Positions 34,345 182,980 4,372 244,153 155,299 31,676 175,407 138,729 13,444 20,013 6,604 2,549 21,885 12,191 Changes from: November 7, 2017 Total Change is: 412 -818 8,313 -302 65 533 -538 1,273 -6,835 -330 -507 509 915 654 -1,853 Percent of Open Interest Represented by Each Category of Trader 6.3 33.4 0.8 44.6 28.3 5.8 32.0 25.3 2.5 3.7 1.2 0.5 4.0 2.2 Number of Traders in Each Category Total Traders: 305 16 28 7 69 46 34 62 56 27 18 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50) CFTC Code #23977A Open Interest is 68,527 Positions 35,838 32,543 2,108 7,926 467 161 10,808 23,686 379 1,707 1,071 254 9,346 7,858 Changes from: November 7, 2017 Total Change is: 318 -1,520 2,029 183 1,198 -193 0 246 -933 -199 289 -106 -3 125 -460 Percent of Open Interest Represented by Each Category of Trader 52.3 47.5 3.1 11.6 0.7 0.2 15.8 34.6 0.6 2.5 1.6 0.4 13.6 11.5 Number of Traders in Each Category Total Traders: 81 18 13 . 8 . . 14 18 5 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 41,439 Positions 2,255 27,766 0 19,795 2,035 350 7,750 3,330 82 2,581 4,049 90 8,536 3,737 Changes from: November 7, 2017 Total Change is: -1,534 -400 1,358 0 -2,031 180 -324 711 897 -1 688 -2,352 -290 113 -1,002 Percent of Open Interest Represented by Each Category of Trader 5.4 67.0 0.0 47.8 4.9 0.8 18.7 8.0 0.2 6.2 9.8 0.2 20.6 9.0 Number of Traders in Each Category Total Traders: 54 . 8 0 16 . 5 12 6 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 58,602 Positions 7,883 18,040 3,521 24,752 2,881 807 9,379 19,842 692 1,443 2,032 0 10,125 10,787 Changes from: November 7, 2017 Total Change is: -6,681 -17 -1,068 64 -2,860 -268 39 -3,319 348 -41 -413 -710 0 -134 -5,045 Percent of Open Interest Represented by Each Category of Trader 13.5 30.8 6.0 42.2 4.9 1.4 16.0 33.9 1.2 2.5 3.5 0.0 17.3 18.4 Number of Traders in Each Category Total Traders: 88 14 10 . 16 6 5 16 20 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 288,176 Positions 15,086 182,688 3,318 185,565 71,244 14,818 54,255 5,404 3,876 1,773 1,273 0 9,485 5,555 Changes from: November 7, 2017 Total Change is: -482 4,503 -271 -887 -4,084 778 -65 -419 -44 -48 0 19 0 518 36 Percent of Open Interest Represented by Each Category of Trader 5.2 63.4 1.2 64.4 24.7 5.1 18.8 1.9 1.3 0.6 0.4 0.0 3.3 1.9 Number of Traders in Each Category Total Traders: 150 10 11 6 53 27 20 35 8 8 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50) CFTC Code #244042 Open Interest is 1,041,635 Positions 61,543 726,296 5,203 583,159 170,282 63,025 235,617 33,320 15,223 50,119 14,893 928 26,819 12,466 Changes from: November 7, 2017 Total Change is: -17,549 17,613 -27,259 182 -40,011 7,244 646 7,095 228 152 -1,331 -2,493 481 -2,375 3,271 Percent of Open Interest Represented by Each Category of Trader 5.9 69.7 0.5 56.0 16.3 6.1 22.6 3.2 1.5 4.8 1.4 0.1 2.6 1.2 Number of Traders in Each Category Total Traders: 361 26 21 10 127 50 47 75 23 20 33 6 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250) CFTC Code #43874A Open Interest is 100,755 Positions 18,601 36,221 63,899 10,634 0 5 6,824 0 598 170 30 0 24 2 Changes from: November 7, 2017 Total Change is: -1,940 -20 -20 -1,920 0 0 0 0 0 0 0 0 0 0 0 Percent of Open Interest Represented by Each Category of Trader 18.5 35.9 63.4 10.6 0.0 0.0 6.8 0.0 0.6 0.2 0.0 0.0 0.0 0.0 Number of Traders in Each Category Total Traders: 27 . 12 8 5 0 . . 0 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 909,877 Positions 8,227 58,416 33,092 291,421 205,047 134,608 110,500 92,445 146,625 11,403 49,396 9,243 164,758 181,006 Changes from: November 7, 2017 Total Change is: 29,386 1,577 -4,813 11,279 5,813 6,554 -7,497 -19,634 -18,298 40,694 -3,710 -2,134 663 201 2,940 Percent of Open Interest Represented by Each Category of Trader 0.9 6.4 3.6 32.0 22.5 14.8 12.1 10.2 16.1 1.3 5.4 1.0 18.1 19.9 Number of Traders in Each Category Total Traders: 177 7 17 19 41 31 37 36 27 50 8 9 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 933,077 Positions 5,333 130,246 18,883 453,175 52,256 133,856 78,782 406,558 84,542 36,905 6,645 3,235 118,366 96,856 Changes from: November 7, 2017 Total Change is: 35,770 -1,285 7,814 8,812 11,159 8,615 -2,851 926 -6,841 20,441 340 0 2,063 -3,835 -2,282 Percent of Open Interest Represented by Each Category of Trader 0.6 14.0 2.0 48.6 5.6 14.3 8.4 43.6 9.1 4.0 0.7 0.3 12.7 10.4 Number of Traders in Each Category Total Traders: 121 . 15 10 46 12 34 17 18 27 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 2,044,840 Positions 94,032 170,804 70,420 460,830 403,880 208,299 606,123 461,396 292,120 181,751 250,762 8,686 122,579 178,473 Changes from: November 7, 2017 Total Change is: 53,335 4,895 4,239 21,455 10,808 33,524 -6,077 -4,927 -25,006 43,969 -4,681 -9,404 -12,977 871 3,613 Percent of Open Interest Represented by Each Category of Trader 4.6 8.4 3.4 22.5 19.8 10.2 29.6 22.6 14.3 8.9 12.3 0.4 6.0 8.7 Number of Traders in Each Category Total Traders: 302 21 24 16 64 43 51 58 53 56 19 20 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 4,066,005 Positions 150,319 182,253 263,181 1,166,180 985,621 559,797 608,906 724,741 542,016 340,474 152,684 95,772 339,359 559,939 Changes from: November 7, 2017 Total Change is: 209,952 10,458 -29,141 82,305 1,643 61,758 -14,029 58,015 111,743 12,760 40,491 3,991 8,361 9,948 -27,794 Percent of Open Interest Represented by Each Category of Trader 3.7 4.5 6.5 28.7 24.2 13.8 15.0 17.8 13.3 8.4 3.8 2.4 8.3 13.8 Number of Traders in Each Category Total Traders: 430 22 40 47 66 100 98 62 86 98 21 33 23 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043607 Open Interest is 437,336 Positions 16,536 13,907 4,437 133,746 167,574 36,428 127,316 33,690 14,502 13,338 19,216 0 91,033 147,582 Changes from: November 7, 2017 Total Change is: 5,736 2,522 -3,183 57 -4,077 2,731 -550 2,264 -144 3,221 -2,875 -410 0 5,174 4,014 Percent of Open Interest Represented by Each Category of Trader 3.8 3.2 1.0 30.6 38.3 8.3 29.1 7.7 3.3 3.0 4.4 0.0 20.8 33.7 Number of Traders in Each Category Total Traders: 75 . 5 . 19 25 26 11 5 7 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 3,482,977 Positions 97,945 227,318 155,359 1,558,735 667,452 451,937 391,699 909,307 311,337 216,380 299,745 33,072 266,513 427,449 Changes from: November 7, 2017 Total Change is: 70,683 17,975 193 16,398 -4,203 3,683 18,296 28,589 48,375 -17,832 -714 -1,930 2,732 9,441 768 Percent of Open Interest Represented by Each Category of Trader 2.8 6.5 4.5 44.8 19.2 13.0 11.2 26.1 8.9 6.2 8.6 0.9 7.7 12.3 Number of Traders in Each Category Total Traders: 319 16 30 27 55 60 66 42 69 67 22 25 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 1,407,151 Positions 459,866 304,897 396,396 12,303 5,376 27,067 60,571 216,253 296,346 50,032 24,027 71,933 32,636 64,856 Changes from: November 7, 2017 Total Change is: 37,494 3,764 -3,168 17,288 9,499 -1,119 1,845 618 32,127 372 822 -6,862 8,924 -5,638 -11,913 Percent of Open Interest Represented by Each Category of Trader 32.7 21.7 28.2 0.9 0.4 1.9 4.3 15.4 21.1 3.6 1.7 5.1 2.3 4.6 Number of Traders in Each Category Total Traders: 153 20 45 45 . 4 6 21 42 43 6 7 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is24,085,125 Positions 5,673,995 488,958 3,711,443 16,632 2,523,450 1,058,005 556,370 2,904,031 9,622,787 924,970 560,060 1,959,429 561,494 1,256,962 Changes from: November 7, 2017 Total Change is: 696,899 137,807 -576 -27,408 -10,867 50,137 44,434 5,593 88,681 281,274 8,152 -4,304 233,590 24,325 31,072 Percent of Open Interest Represented by Each Category of Trader 23.6 2.0 15.4 0.1 10.5 4.4 2.3 12.1 40.0 3.8 2.3 8.1 2.3 5.2 Number of Traders in Each Category Total Traders: 337 43 32 70 7 42 43 44 114 120 17 32 34 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 28,857 Positions 5,430 8,540 0 58 7,827 149 10,672 7,833 0 12,500 4,395 5 43 108 Changes from: November 7, 2017 Total Change is: -362 0 84 0 0 103 0 -274 -275 0 -102 -248 0 14 -26 Percent of Open Interest Represented by Each Category of Trader 18.8 29.6 0.0 0.2 27.1 0.5 37.0 27.1 0.0 43.3 15.2 0.0 0.1 0.4 Number of Traders in Each Category Total Traders: 48 . 7 0 . 12 . 8 9 0 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 23,586 Positions 1,415 5,031 0 346 6,276 401 20,742 8,196 0 242 3,188 381 59 113 Changes from: November 7, 2017 Total Change is: -1,024 -759 248 0 0 -98 0 -350 -1,251 0 45 55 21 19 1 Percent of Open Interest Represented by Each Category of Trader 6.0 21.3 0.0 1.5 26.6 1.7 87.9 34.7 0.0 1.0 13.5 1.6 0.3 0.5 Number of Traders in Each Category Total Traders: 34 . 5 0 . 6 . . 11 0 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 46,607 Positions 1,446 10,417 0 13,603 3,661 1,209 6,851 22,691 2,420 11,792 3,634 66 9,220 2,510 Changes from: November 7, 2017 Total Change is: -5,557 126 -972 0 233 347 -546 -3,059 -5,209 -50 -1,634 180 9 -636 683 Percent of Open Interest Represented by Each Category of Trader 3.1 22.4 0.0 29.2 7.9 2.6 14.7 48.7 5.2 25.3 7.8 0.1 19.8 5.4 Number of Traders in Each Category Total Traders: 137 4 . 0 15 6 . 26 33 16 44 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 657,946 Positions 122,929 48,188 44,476 116,285 86,425 112,325 98,238 208,594 88,645 26,200 9,880 16,457 32,391 42,956 Changes from: November 7, 2017 Total Change is: -1,304 -15,516 -9,548 18,558 10,394 20,383 -146 -3,912 -23,585 -6,148 -1,782 -548 -3,047 295 2,777 Percent of Open Interest Represented by Each Category of Trader 18.7 7.3 6.8 17.7 13.1 17.1 14.9 31.7 13.5 4.0 1.5 2.5 4.9 6.5 Number of Traders in Each Category Total Traders: 276 19 11 21 25 37 27 56 79 64 18 24 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 14, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 95,005 Positions 751 21,776 0 39,614 629 0 48,233 72,208 85 6,182 128 0 140 179 Changes from: November 7, 2017 Total Change is: 101 -20 0 0 53 42 0 80 -101 0 -33 -2 0 21 162 Percent of Open Interest Represented by Each Category of Trader 0.8 22.9 0.0 41.7 0.7 0.0 50.8 76.0 0.1 6.5 0.1 0.0 0.1 0.2 Number of Traders in Each Category Total Traders: 40 . . 0 8 . 0 10 7 . 9 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 17, 2017