Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 168,313 Positions 6,845 81,994 9,943 40,196 8,631 2,169 44,133 20,915 18,579 5,822 2,886 582 40,046 22,615 Changes from: November 14, 2017 Total Change is: 824 -475 5,485 1,474 4,075 -8 2 -7,813 602 1,640 160 -3,669 -2,189 3,951 -2,513 Percent of Open Interest Represented by Each Category of Trader 4.1 48.7 5.9 23.9 5.1 1.3 26.2 12.4 11.0 3.5 1.7 0.3 23.8 13.4 Number of Traders in Each Category Total Traders: 98 . 10 9 17 6 6 31 17 18 7 7 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 87,490 Positions 45,642 3,622 422 1,007 8,348 0 29,900 44,628 4,313 0 1,680 0 6,206 24,476 Changes from: November 14, 2017 Total Change is: 1,595 1,232 275 -60 421 770 0 1,073 2,257 110 -612 0 0 -569 -1,757 Percent of Open Interest Represented by Each Category of Trader 52.2 4.1 0.5 1.2 9.5 0.0 34.2 51.0 4.9 0.0 1.9 0.0 7.1 28.0 Number of Traders in Each Category Total Traders: 53 7 4 . . 7 0 13 19 7 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 218,360 Positions 51,775 16,729 20,790 17,212 74,193 4,928 50,820 30,143 33,746 1,796 8,009 3,388 33,904 26,433 Changes from: November 14, 2017 Total Change is: -1,561 11,912 1,346 4,417 1,643 -69 355 2,345 -1,048 -1,277 -17,568 -84 -3,983 595 -1,218 Percent of Open Interest Represented by Each Category of Trader 23.7 7.7 9.5 7.9 34.0 2.3 23.3 13.8 15.5 0.8 3.7 1.6 15.5 12.1 Number of Traders in Each Category Total Traders: 117 7 9 11 13 21 9 28 30 27 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 299,247 Positions 166,247 14,592 22,199 21,094 39,287 8,613 32,531 138,421 27,369 420 3,667 1,903 18,871 43,196 Changes from: November 14, 2017 Total Change is: -21,232 5,134 -1,286 12,574 2,229 6,247 371 -2,420 -15,056 -1,820 -24,536 -7,902 -12,276 -488 -2,084 Percent of Open Interest Represented by Each Category of Trader 55.6 4.9 7.4 7.0 13.1 2.9 10.9 46.3 9.1 0.1 1.2 0.6 6.3 14.4 Number of Traders in Each Category Total Traders: 129 11 8 11 12 24 11 18 47 25 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 554,238 Positions 41,521 195,241 35,776 232,698 101,213 21,136 50,264 55,246 71,028 17,119 10,257 5,421 79,276 58,921 Changes from: November 14, 2017 Total Change is: 52 -1,368 54,479 5,455 8,106 5,203 1,480 -14,969 -15,656 3,050 155 -45,422 -2,787 929 -5,750 Percent of Open Interest Represented by Each Category of Trader 7.5 35.2 6.5 42.0 18.3 3.8 9.1 10.0 12.8 3.1 1.9 1.0 14.3 10.6 Number of Traders in Each Category Total Traders: 255 16 18 18 73 33 42 40 34 34 21 20 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #299741 Open Interest is 36,717 Positions 2,761 24,235 0 18,482 1,297 1,961 462 4,084 638 0 1,274 5 12,408 3,223 Changes from: November 14, 2017 Total Change is: 1,022 0 225 0 1,660 44 -50 -274 451 -10 0 0 0 -304 362 Percent of Open Interest Represented by Each Category of Trader 7.5 66.0 0.0 50.3 3.5 5.3 1.3 11.1 1.7 0.0 3.5 0.0 33.8 8.8 Number of Traders in Each Category Total Traders: 28 . . 0 16 . 7 . 5 . 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 154,736 Positions 22,621 42,826 7,513 6,725 35,362 3,340 72,289 23,211 12,708 569 160 668 28,302 28,947 Changes from: November 14, 2017 Total Change is: 7,105 9,146 -7,790 2,307 1,884 7,540 220 2,679 5,037 91 -5,533 158 -2,147 -1,541 1,690 Percent of Open Interest Represented by Each Category of Trader 14.6 27.7 4.9 4.3 22.9 2.2 46.7 15.0 8.2 0.4 0.1 0.4 18.3 18.7 Number of Traders in Each Category Total Traders: 95 7 9 10 7 16 5 31 21 21 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 42,903 Positions 151 36,849 257 17,873 0 0 22,470 4,435 96 0 0 0 2,056 1,266 Changes from: November 14, 2017 Total Change is: -4,121 0 -414 6 12,196 0 0 -16,369 -3,711 52 -239 -100 0 233 46 Percent of Open Interest Represented by Each Category of Trader 0.4 85.9 0.6 41.7 0.0 0.0 52.4 10.3 0.2 0.0 0.0 0.0 4.8 3.0 Number of Traders in Each Category Total Traders: 28 . 6 . 4 0 0 12 5 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 180,714 Positions 19,695 89,038 757 50,663 14,602 308 98,716 58,288 2,968 1,303 10,968 24 6,279 3,761 Changes from: November 14, 2017 Total Change is: 928 1,990 342 -14 -7,407 7,066 -70 7,158 -6,523 3 -1,349 913 24 592 -815 Percent of Open Interest Represented by Each Category of Trader 10.9 49.3 0.4 28.0 8.1 0.2 54.6 32.3 1.6 0.7 6.1 0.0 3.5 2.1 Number of Traders in Each Category Total Traders: 143 7 6 4 14 12 . 45 37 14 7 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 22,772 Positions 0 16,668 33 11,010 326 0 8,943 3,740 100 966 1,251 104 1,616 550 Changes from: November 14, 2017 Total Change is: -1,491 0 -1,382 33 6,052 0 0 -7,365 118 75 -157 161 104 -233 -600 Percent of Open Interest Represented by Each Category of Trader 0.0 73.2 0.1 48.3 1.4 0.0 39.3 16.4 0.4 4.2 5.5 0.5 7.1 2.4 Number of Traders in Each Category Total Traders: 35 0 . . . . 0 12 9 . . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 59,737 Positions 33,732 9,320 15 1,506 3,873 7 19,820 38,480 796 461 990 0 3,400 6,256 Changes from: November 14, 2017 Total Change is: 6,047 4,548 198 -22 -404 1,331 -10 3,851 4,433 -418 -1,645 44 0 147 491 Percent of Open Interest Represented by Each Category of Trader 56.5 15.6 0.0 2.5 6.5 0.0 33.2 64.4 1.3 0.8 1.7 0.0 5.7 10.5 Number of Traders in Each Category Total Traders: 90 10 . . 6 11 . 19 35 7 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000) CFTC Code #122741 Open Interest is 22,857 Positions 7,936 15,200 3,750 2,885 1,327 0 7,031 827 126 200 155 0 929 1,472 Changes from: November 14, 2017 Total Change is: 538 881 0 750 628 77 0 -1,908 -400 22 0 0 0 165 89 Percent of Open Interest Represented by Each Category of Trader 34.7 66.5 16.4 12.6 5.8 0.0 30.8 3.6 0.6 0.9 0.7 0.0 4.1 6.4 Number of Traders in Each Category Total Traders: 29 4 . . . 4 0 9 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 79,025 Positions 8,085 53,664 1,741 15,184 3,450 258 34,560 4,429 4,858 1,877 1,054 351 12,113 9,222 Changes from: November 14, 2017 Total Change is: -1,347 -265 -4,588 509 1,964 725 -10 -4,750 503 1,697 271 337 -141 -621 -379 Percent of Open Interest Represented by Each Category of Trader 10.2 67.9 2.2 19.2 4.4 0.3 43.7 5.6 6.1 2.4 1.3 0.4 15.3 11.7 Number of Traders in Each Category Total Traders: 124 9 25 7 18 . 4 43 12 10 7 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 158,049 Positions 16,169 107,327 3,482 30,367 6,899 516 69,119 8,858 9,715 3,753 2,107 701 24,226 18,444 Changes from: November 14, 2017 Total Change is: -2,693 -529 -9,176 1,018 3,927 1,450 -20 -9,501 1,005 3,394 542 674 -281 -1,242 -758 Percent of Open Interest Represented by Each Category of Trader 10.2 67.9 2.2 19.2 4.4 0.3 43.7 5.6 6.1 2.4 1.3 0.4 15.3 11.7 Number of Traders in Each Category Total Traders: 124 9 25 7 18 . 4 43 12 10 7 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 953,335 Positions 73,847 141,984 60,854 305,509 164,059 80,569 98,334 127,503 158,842 24,340 66,366 43,099 107,942 110,059 Changes from: November 14, 2017 Total Change is: 713 9,902 -1,022 -1,870 -5,543 -125 12,865 5,183 -968 -18,044 -2,954 10,912 -4,286 5,460 3,253 Percent of Open Interest Represented by Each Category of Trader 7.7 14.9 6.4 32.0 17.2 8.5 10.3 13.4 16.7 2.6 7.0 4.5 11.3 11.5 Number of Traders in Each Category Total Traders: 709 36 42 50 140 97 115 94 136 129 92 72 104 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 149,056 Positions 34,856 15,057 8,257 8,738 21,109 10,439 5,835 12,841 37,660 7,101 180 6,845 29,325 36,668 Changes from: November 14, 2017 Total Change is: 1,430 1,189 -386 -1,296 48 1,706 3,192 1,633 454 -6,364 287 -34 -505 3,246 4,663 Percent of Open Interest Represented by Each Category of Trader 23.4 10.1 5.5 5.9 14.2 7.0 3.9 8.6 25.3 4.8 0.1 4.6 19.7 24.6 Number of Traders in Each Category Total Traders: 67 6 8 7 5 7 5 9 19 24 7 6 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CFTC Code #138748 Open Interest is 22,258 Positions 20,555 8,073 0 0 9,714 66 0 2,342 29 0 0 0 1,608 2,034 Changes from: November 14, 2017 Total Change is: 1,346 1,282 254 0 0 -391 0 0 144 -47 0 0 0 111 1,386 Percent of Open Interest Represented by Each Category of Trader 92.3 36.3 0.0 0.0 43.6 0.3 0.0 10.5 0.1 0.0 0.0 0.0 7.2 9.1 Number of Traders in Each Category Total Traders: 21 9 5 0 0 4 . 0 . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 4,021,395 Positions 267,560 707,241 190,379 1,493,830 724,724 340,674 530,657 641,470 537,748 104,751 349,493 162,710 393,085 366,956 Changes from: November 14, 2017 Total Change is: -3,583 15,450 -31,292 25,246 -20,890 -2,094 41,300 28,365 3,501 -69,015 -11,648 59,284 -23,460 11,070 -7,052 Percent of Open Interest Represented by Each Category of Trader 6.7 17.6 4.7 37.1 18.0 8.5 13.2 16.0 13.4 2.6 8.7 4.0 9.8 9.1 Number of Traders in Each Category Total Traders: 692 33 44 48 139 95 113 94 130 124 86 71 100 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CFTC Code #13874C Open Interest is 30,472 Positions 1,360 28,793 0 11,856 224 536 14,022 0 0 0 330 0 2,698 589 Changes from: November 14, 2017 Total Change is: 192 -56 228 0 1,047 0 0 -847 0 0 0 0 0 48 -36 Percent of Open Interest Represented by Each Category of Trader 4.5 94.5 0.0 38.9 0.7 1.8 46.0 0.0 0.0 0.0 1.1 0.0 8.9 1.9 Number of Traders in Each Category Total Traders: 29 . 9 0 7 . . 8 0 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CFTC Code #13874J Open Interest is 22,608 Positions 15,815 6,307 1 2,884 14,343 291 1,653 521 0 0 280 0 1,964 865 Changes from: November 14, 2017 Total Change is: -392 -286 315 0 527 250 -245 -531 -694 0 0 0 0 143 -18 Percent of Open Interest Represented by Each Category of Trader 70.0 27.9 0.0 12.8 63.4 1.3 7.3 2.3 0.0 0.0 1.2 0.0 8.7 3.8 Number of Traders in Each Category Total Traders: 24 8 4 . 4 5 . . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 94,496 Positions 4,074 43,846 453 44,143 37,076 3,089 27,836 5,293 1,084 0 260 0 13,817 3,395 Changes from: November 14, 2017 Total Change is: 934 -276 750 -2 515 -441 6 -336 599 412 0 0 0 615 -390 Percent of Open Interest Represented by Each Category of Trader 4.3 46.4 0.5 46.7 39.2 3.3 29.5 5.6 1.1 0.0 0.3 0.0 14.6 3.6 Number of Traders in Each Category Total Traders: 94 . 11 . 31 19 14 19 10 7 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 62,280 Positions 11,952 16,094 3,791 14,211 11,271 1,265 17,482 12,758 3,226 1,523 4,112 1,297 7,534 8,466 Changes from: November 14, 2017 Total Change is: 240 875 1,995 -524 2,124 1,591 -48 -1,711 -2,142 -294 16 80 -278 82 -140 Percent of Open Interest Represented by Each Category of Trader 19.2 25.8 6.1 22.8 18.1 2.0 28.1 20.5 5.2 2.4 6.6 2.1 12.1 13.6 Number of Traders in Each Category Total Traders: 293 19 24 9 52 27 16 54 60 29 19 37 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 311,400 Positions 59,760 80,472 18,956 71,056 56,356 6,324 87,409 63,791 16,128 7,613 20,559 6,483 37,671 42,331 Changes from: November 14, 2017 Total Change is: 1,202 4,374 9,976 -2,622 10,619 7,957 -241 -8,557 -10,709 -1,471 79 402 -1,388 409 -702 Percent of Open Interest Represented by Each Category of Trader 19.2 25.8 6.1 22.8 18.1 2.0 28.1 20.5 5.2 2.4 6.6 2.1 12.1 13.6 Number of Traders in Each Category Total Traders: 293 19 24 9 52 27 16 54 60 29 19 37 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50) CFTC Code #239742 Open Interest is 559,043 Positions 34,897 203,917 3,494 257,474 153,565 34,306 175,292 127,058 11,882 19,014 9,391 1,449 21,236 13,980 Changes from: November 14, 2017 Total Change is: 11,199 551 20,937 -878 13,321 -1,734 2,630 -115 -11,670 -1,562 -1,000 2,787 -1,099 -649 1,789 Percent of Open Interest Represented by Each Category of Trader 6.2 36.5 0.6 46.1 27.5 6.1 31.4 22.7 2.1 3.4 1.7 0.3 3.8 2.5 Number of Traders in Each Category Total Traders: 310 15 30 8 72 43 36 65 56 29 16 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50) CFTC Code #23977A Open Interest is 69,267 Positions 35,701 33,108 3,014 8,251 10,700 161 10,422 12,633 185 1,936 1,358 271 9,326 7,837 Changes from: November 14, 2017 Total Change is: 740 -137 565 906 325 10,233 0 -386 -11,053 -194 229 287 17 -20 -21 Percent of Open Interest Represented by Each Category of Trader 51.5 47.8 4.4 11.9 15.4 0.2 15.0 18.2 0.3 2.8 2.0 0.4 13.5 11.3 Number of Traders in Each Category Total Traders: 82 18 12 . 9 4 . 14 16 4 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 42,332 Positions 2,053 27,889 0 20,402 2,035 339 7,120 3,206 153 3,050 4,928 0 9,215 3,782 Changes from: November 14, 2017 Total Change is: 893 -202 123 0 607 0 -11 -630 -124 71 469 879 -90 679 45 Percent of Open Interest Represented by Each Category of Trader 4.8 65.9 0.0 48.2 4.8 0.8 16.8 7.6 0.4 7.2 11.6 0.0 21.8 8.9 Number of Traders in Each Category Total Traders: 53 . 8 0 16 . 5 11 5 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 61,626 Positions 8,620 21,881 1,069 26,240 2,524 921 11,619 20,739 933 2,133 2,252 0 10,091 11,307 Changes from: November 14, 2017 Total Change is: 3,024 737 3,841 -2,452 1,488 -357 114 2,240 897 241 690 220 0 -34 520 Percent of Open Interest Represented by Each Category of Trader 14.0 35.5 1.7 42.6 4.1 1.5 18.9 33.7 1.5 3.5 3.7 0.0 16.4 18.3 Number of Traders in Each Category Total Traders: 93 13 11 . 16 5 5 19 22 7 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 292,987 Positions 17,127 183,905 3,807 181,691 70,579 14,809 53,569 6,338 3,993 8,122 1,268 0 9,869 8,288 Changes from: November 14, 2017 Total Change is: 4,811 2,041 1,217 489 -3,874 -665 -9 -686 934 117 6,349 -5 0 384 2,733 Percent of Open Interest Represented by Each Category of Trader 5.8 62.8 1.3 62.0 24.1 5.1 18.3 2.2 1.4 2.8 0.4 0.0 3.4 2.8 Number of Traders in Each Category Total Traders: 150 10 10 6 54 27 21 35 7 8 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50) CFTC Code #244042 Open Interest is 1,020,860 Positions 59,435 700,978 4,967 585,286 171,103 65,350 211,453 35,752 15,989 48,808 16,205 879 28,692 9,636 Changes from: November 14, 2017 Total Change is: -20,775 -2,108 -25,318 -235 2,127 821 2,325 -24,164 2,432 766 -1,311 1,312 -48 1,874 -2,829 Percent of Open Interest Represented by Each Category of Trader 5.8 68.7 0.5 57.3 16.8 6.4 20.7 3.5 1.6 4.8 1.6 0.1 2.8 0.9 Number of Traders in Each Category Total Traders: 378 23 25 10 135 52 50 77 23 21 36 7 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250) CFTC Code #43874A Open Interest is 99,064 Positions 18,681 35,961 62,468 10,574 0 5 6,524 0 598 170 30 0 44 2 Changes from: November 14, 2017 Total Change is: -1,691 80 -260 -1,431 -60 0 0 -300 0 0 0 0 0 20 0 Percent of Open Interest Represented by Each Category of Trader 18.9 36.3 63.1 10.7 0.0 0.0 6.6 0.0 0.6 0.2 0.0 0.0 0.0 0.0 Number of Traders in Each Category Total Traders: 28 . 12 8 5 0 . 4 0 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 964,498 Positions 14,823 63,439 44,681 287,559 229,995 151,983 109,352 80,017 148,094 12,108 51,421 7,895 188,003 186,974 Changes from: November 14, 2017 Total Change is: 54,621 6,596 5,023 11,589 -3,862 24,949 17,375 -1,148 -12,428 1,468 705 2,025 -1,348 23,245 5,968 Percent of Open Interest Represented by Each Category of Trader 1.5 6.6 4.6 29.8 23.8 15.8 11.3 8.3 15.4 1.3 5.3 0.8 19.5 19.4 Number of Traders in Each Category Total Traders: 170 9 18 20 39 29 37 25 32 40 6 11 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 968,142 Positions 4,112 123,228 57,835 467,202 62,528 152,368 61,720 404,407 57,004 37,722 6,645 1,157 129,022 102,970 Changes from: November 14, 2017 Total Change is: 35,065 -1,221 -7,018 38,952 14,026 10,272 18,513 -17,062 -2,152 -27,538 817 0 -2,078 10,656 6,114 Percent of Open Interest Represented by Each Category of Trader 0.4 12.7 6.0 48.3 6.5 15.7 6.4 41.8 5.9 3.9 0.7 0.1 13.3 10.6 Number of Traders in Each Category Total Traders: 117 . 13 7 46 15 35 15 17 23 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 2,206,843 Positions 82,050 161,793 73,038 505,135 432,837 234,397 597,254 497,786 349,794 199,325 239,863 29,750 136,101 187,584 Changes from: November 14, 2017 Total Change is: 162,003 -11,982 -9,012 2,618 44,304 28,958 26,099 -8,869 36,390 57,674 17,574 -10,899 21,064 13,522 9,111 Percent of Open Interest Represented by Each Category of Trader 3.7 7.3 3.3 22.9 19.6 10.6 27.1 22.6 15.9 9.0 10.9 1.3 6.2 8.5 Number of Traders in Each Category Total Traders: 303 16 28 20 65 43 52 62 51 56 21 16 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 4,260,432 Positions 129,598 178,014 310,443 1,237,105 950,380 581,056 578,460 804,552 637,205 362,335 136,980 79,948 344,282 581,854 Changes from: November 14, 2017 Total Change is: 194,427 -20,720 -4,240 47,262 70,924 -35,240 21,259 -30,447 79,811 95,188 21,861 -15,704 -15,824 4,923 21,915 Percent of Open Interest Represented by Each Category of Trader 3.0 4.2 7.3 29.0 22.3 13.6 13.6 18.9 15.0 8.5 3.2 1.9 8.1 13.7 Number of Traders in Each Category Total Traders: 435 27 36 45 63 104 101 60 90 98 23 31 25 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043607 Open Interest is 455,450 Positions 17,588 15,639 4,495 126,539 170,902 34,896 146,659 30,658 20,333 13,311 11,628 0 91,629 166,899 Changes from: November 14, 2017 Total Change is: 18,114 1,052 1,732 58 -7,207 3,328 -1,532 19,343 -3,032 5,831 -27 -7,588 0 596 19,317 Percent of Open Interest Represented by Each Category of Trader 3.9 3.4 1.0 27.8 37.5 7.7 32.2 6.7 4.5 2.9 2.6 0.0 20.1 36.6 Number of Traders in Each Category Total Traders: 77 . 6 4 17 29 29 13 5 10 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 3,783,612 Positions 124,774 198,146 228,212 1,486,898 661,037 494,236 399,121 858,869 550,225 174,256 292,006 35,668 290,221 465,213 Changes from: November 14, 2017 Total Change is: 300,635 26,829 -29,173 72,854 -71,837 -6,415 42,299 7,422 -50,438 238,888 -42,124 -7,739 2,596 23,708 37,764 Percent of Open Interest Represented by Each Category of Trader 3.3 5.2 6.0 39.3 17.5 13.1 10.5 22.7 14.5 4.6 7.7 0.9 7.7 12.3 Number of Traders in Each Category Total Traders: 327 19 27 28 55 59 65 49 71 74 22 25 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 1,453,379 Positions 447,822 244,766 469,096 12,391 7,444 72,955 44,711 237,118 276,457 38,554 28,467 57,583 33,810 59,493 Changes from: November 14, 2017 Total Change is: 46,228 -12,044 -60,131 72,700 88 2,068 45,888 -15,860 20,865 -19,890 -11,478 4,440 -14,350 1,173 -5,363 Percent of Open Interest Represented by Each Category of Trader 30.8 16.8 32.3 0.9 0.5 5.0 3.1 16.3 19.0 2.7 2.0 4.0 2.3 4.1 Number of Traders in Each Category Total Traders: 156 21 43 46 4 5 7 19 43 43 5 13 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is25,423,572 Positions 6,672,675 579,773 4,253,546 65,172 2,956,818 1,780,848 609,015 2,629,296 9,623,178 110,752 580,984 1,759,724 548,661 1,259,406 Changes from: November 14, 2017 Total Change is: 1,338,447 998,681 90,814 542,103 48,540 433,368 722,843 52,645 -274,734 391 -814,218 20,925 -199,706 -12,832 2,444 Percent of Open Interest Represented by Each Category of Trader 26.2 2.3 16.7 0.3 11.6 7.0 2.4 10.3 37.9 0.4 2.3 6.9 2.2 5.0 Number of Traders in Each Category Total Traders: 343 42 36 73 10 41 43 53 108 122 17 29 33 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 28,112 Positions 5,430 7,736 0 303 8,526 149 9,956 7,168 0 12,247 4,391 5 22 137 Changes from: November 14, 2017 Total Change is: -745 0 -804 0 245 699 0 -716 -665 0 -253 -4 0 -21 29 Percent of Open Interest Represented by Each Category of Trader 19.3 27.5 0.0 1.1 30.3 0.5 35.4 25.5 0.0 43.6 15.6 0.0 0.1 0.5 Number of Traders in Each Category Total Traders: 49 . 7 0 . 12 . 8 9 0 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 24,064 Positions 2,067 5,482 0 69 6,103 401 20,862 8,474 0 256 3,142 357 52 105 Changes from: November 14, 2017 Total Change is: 478 652 451 0 -277 -173 0 120 278 0 14 -46 -24 -7 -8 Percent of Open Interest Represented by Each Category of Trader 8.6 22.8 0.0 0.3 25.4 1.7 86.7 35.2 0.0 1.1 13.1 1.5 0.2 0.4 Number of Traders in Each Category Total Traders: 33 . 5 0 . 8 . . 11 0 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 40,310 Positions 1,482 6,050 0 12,276 5,405 1,210 5,584 19,818 1,801 9,311 3,642 59 8,587 2,325 Changes from: November 14, 2017 Total Change is: -6,297 36 -4,367 0 -1,327 1,744 1 -1,267 -2,873 -620 -2,481 9 -6 -633 -184 Percent of Open Interest Represented by Each Category of Trader 3.7 15.0 0.0 30.5 13.4 3.0 13.9 49.2 4.5 23.1 9.0 0.1 21.3 5.8 Number of Traders in Each Category Total Traders: 136 4 . 0 13 8 . 24 33 13 46 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 628,899 Positions 110,380 53,406 27,172 103,454 91,324 120,971 94,788 171,265 95,560 23,388 7,816 20,452 32,734 40,933 Changes from: November 14, 2017 Total Change is: -29,047 -12,549 5,218 -17,304 -12,831 4,899 8,646 -3,450 -37,329 6,915 -2,812 -2,064 3,995 343 -2,023 Percent of Open Interest Represented by Each Category of Trader 17.6 8.5 4.3 16.5 14.5 19.2 15.1 27.2 15.2 3.7 1.2 3.3 5.2 6.5 Number of Traders in Each Category Total Traders: 267 20 12 19 17 38 26 51 80 60 23 15 20 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 87,596 Positions 771 21,776 0 38,677 170 166 41,552 65,268 85 6,234 128 0 111 3 Changes from: November 14, 2017 Total Change is: -7,409 20 0 0 -937 -459 166 -6,681 -6,940 0 52 0 0 -29 -176 Percent of Open Interest Represented by Each Category of Trader 0.9 24.9 0.0 44.2 0.2 0.2 47.4 74.5 0.1 7.1 0.1 0.0 0.1 0.0 Number of Traders in Each Category Total Traders: 38 . . 0 8 . . 10 6 . 9 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 24, 2017