Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 170,364
Positions
7,049 84,530 10,368 42,605 8,624 2,075 43,666 20,209 17,994 6,126 2,800 636 39,847 23,129
Changes from: November 21, 2017 Total Change is: 2,051
204 2,536 425 2,408 -7 -93 -467 -707 -585 304 -86 54 -199 514
Percent of Open Interest Represented by Each Category of Trader
4.1 49.6 6.1 25.0 5.1 1.2 25.6 11.9 10.6 3.6 1.6 0.4 23.4 13.6
Number of Traders in Each Category Total Traders: 95
. 10 9 18 6 6 29 15 16 8 6 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 82,037
Positions
44,409 4,061 564 1,007 6,878 0 27,067 42,455 2,862 0 1,680 0 6,128 23,538
Changes from: November 21, 2017 Total Change is: -5,453
-1,232 439 142 0 -1,470 0 -2,833 -2,173 -1,451 0 0 0 -77 -939
Percent of Open Interest Represented by Each Category of Trader
54.1 5.0 0.7 1.2 8.4 0.0 33.0 51.8 3.5 0.0 2.0 0.0 7.5 28.7
Number of Traders in Each Category Total Traders: 53
7 4 . . 7 0 13 19 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 231,832
Positions
46,778 16,024 24,577 18,055 72,147 6,121 60,173 37,086 38,069 1,343 8,689 3,303 33,412 25,815
Changes from: November 21, 2017 Total Change is: 13,472
-4,997 -706 3,787 843 -2,046 1,193 9,353 6,943 4,322 -453 680 -85 -491 -618
Percent of Open Interest Represented by Each Category of Trader
20.2 6.9 10.6 7.8 31.1 2.6 26.0 16.0 16.4 0.6 3.7 1.4 14.4 11.1
Number of Traders in Each Category Total Traders: 128
8 9 12 12 21 8 35 35 29 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 287,445
Positions
148,035 18,713 21,853 21,733 35,672 10,179 32,205 125,473 29,694 0 1,536 2,610 21,136 41,715
Changes from: November 21, 2017 Total Change is: -11,802
-18,212 4,121 -346 639 -3,615 1,566 -325 -12,947 2,325 -420 -2,131 707 2,265 -1,481
Percent of Open Interest Represented by Each Category of Trader
51.5 6.5 7.6 7.6 12.4 3.5 11.2 43.7 10.3 0.0 0.5 0.9 7.4 14.5
Number of Traders in Each Category Total Traders: 120
10 9 12 13 22 11 22 36 23 0 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 596,614
Positions
41,220 214,492 40,450 240,067 98,289 23,857 59,901 67,727 80,001 18,426 9,672 6,660 86,031 55,466
Changes from: November 21, 2017 Total Change is: 42,376
-301 19,251 4,675 7,369 -2,924 2,721 9,638 12,481 8,973 1,307 -584 1,240 6,755 -3,455
Percent of Open Interest Represented by Each Category of Trader
6.9 36.0 6.8 40.2 16.5 4.0 10.0 11.4 13.4 3.1 1.6 1.1 14.4 9.3
Number of Traders in Each Category Total Traders: 264
19 17 20 73 34 41 43 36 35 22 19 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 38,688
Positions
1,928 24,902 0 20,346 1,297 1,960 560 5,228 733 420 1,274 5 12,736 3,289
Changes from: November 21, 2017 Total Change is: 1,971
-833 667 0 1,864 0 -1 98 1,144 95 420 0 0 328 66
Percent of Open Interest Represented by Each Category of Trader
5.0 64.4 0.0 52.6 3.4 5.1 1.4 13.5 1.9 1.1 3.3 0.0 32.9 8.5
Number of Traders in Each Category Total Traders: 29
. . 0 16 . 7 . 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 156,881
Positions
25,179 40,432 7,718 6,872 36,665 3,448 70,111 23,803 14,455 570 0 655 27,873 29,706
Changes from: November 21, 2017 Total Change is: 2,145
2,558 -2,395 205 147 1,303 108 -2,177 592 1,747 1 -160 -14 -429 759
Percent of Open Interest Represented by Each Category of Trader
16.0 25.8 4.9 4.4 23.4 2.2 44.7 15.2 9.2 0.4 0.0 0.4 17.8 18.9
Number of Traders in Each Category Total Traders: 92
7 9 10 7 16 6 30 20 19 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 49,012
Positions
151 38,512 257 24,427 0 0 22,400 9,006 152 127 0 0 1,498 1,085
Changes from: November 21, 2017 Total Change is: 6,109
0 1,663 0 6,554 0 0 -70 4,571 56 127 0 0 -558 -181
Percent of Open Interest Represented by Each Category of Trader
0.3 78.6 0.5 49.8 0.0 0.0 45.7 18.4 0.3 0.3 0.0 0.0 3.1 2.2
Number of Traders in Each Category Total Traders: 28
. 6 . 4 0 0 10 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 172,271
Positions
18,838 89,210 690 49,007 9,139 197 93,046 58,439 2,125 1,418 9,298 111 6,840 3,062
Changes from: November 21, 2017 Total Change is: -8,443
-858 172 -67 -1,656 -5,464 -111 -5,671 151 -843 116 -1,670 86 560 -698
Percent of Open Interest Represented by Each Category of Trader
10.9 51.8 0.4 28.4 5.3 0.1 54.0 33.9 1.2 0.8 5.4 0.1 4.0 1.8
Number of Traders in Each Category Total Traders: 141
9 5 4 14 11 . 48 35 11 8 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 26,277
Positions
70 13,972 1,284 5,446 1,747 138 11,744 2,232 4,955 966 1,076 79 1,595 794
Changes from: November 21, 2017 Total Change is: 3,505
70 -2,696 1,251 -5,564 1,421 138 2,801 -1,508 4,855 0 -175 -25 -21 244
Percent of Open Interest Represented by Each Category of Trader
0.3 53.2 4.9 20.7 6.6 0.5 44.7 8.5 18.9 3.7 4.1 0.3 6.1 3.0
Number of Traders in Each Category Total Traders: 36
. . . 4 . . 15 5 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 61,260
Positions
33,761 9,136 23 1,864 4,945 7 20,658 39,705 1,150 375 693 0 3,422 5,601
Changes from: November 21, 2017 Total Change is: 1,523
29 -184 8 358 1,072 0 838 1,225 354 -86 -297 0 22 -655
Percent of Open Interest Represented by Each Category of Trader
55.1 14.9 0.0 3.0 8.1 0.0 33.7 64.8 1.9 0.6 1.1 0.0 5.6 9.1
Number of Traders in Each Category Total Traders: 88
10 . . 7 12 . 20 31 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 21,890
Positions
7,703 15,200 3,750 3,691 760 0 5,477 752 141 100 155 0 1,028 1,132
Changes from: November 21, 2017 Total Change is: -967
-233 0 0 806 -567 0 -1,554 -75 15 -100 0 0 99 -340
Percent of Open Interest Represented by Each Category of Trader
35.2 69.4 17.1 16.9 3.5 0.0 25.0 3.4 0.6 0.5 0.7 0.0 4.7 5.2
Number of Traders in Each Category Total Traders: 29
4 . . . . 0 10 6 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 77,570
Positions
9,040 50,009 1,864 15,030 2,974 253 31,839 6,135 5,489 1,702 1,140 574 11,779 9,132
Changes from: November 21, 2017 Total Change is: -1,455
955 -3,655 123 -154 -476 -5 -2,721 1,705 632 -175 87 224 -334 -90
Percent of Open Interest Represented by Each Category of Trader
11.7 64.5 2.4 19.4 3.8 0.3 41.0 7.9 7.1 2.2 1.5 0.7 15.2 11.8
Number of Traders in Each Category Total Traders: 124
10 21 7 19 . . 39 18 13 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 155,140
Positions
18,080 100,018 3,728 30,059 5,948 506 63,678 12,269 10,979 3,404 2,280 1,148 23,558 18,264
Changes from: November 21, 2017 Total Change is: -2,909
1,911 -7,309 246 -308 -951 -10 -5,441 3,411 1,264 -349 173 447 -668 -179
Percent of Open Interest Represented by Each Category of Trader
11.7 64.5 2.4 19.4 3.8 0.3 41.0 7.9 7.1 2.2 1.5 0.7 15.2 11.8
Number of Traders in Each Category Total Traders: 124
10 21 7 19 . . 39 18 13 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 1,013,247
Positions
77,658 144,013 68,410 308,269 165,166 85,689 99,717 132,174 188,623 26,268 65,953 46,402 112,212 116,818
Changes from: November 21, 2017 Total Change is: 59,912
3,811 2,029 7,555 2,760 1,107 5,120 1,383 4,671 29,782 1,928 -414 3,303 4,270 6,759
Percent of Open Interest Represented by Each Category of Trader
7.7 14.2 6.8 30.4 16.3 8.5 9.8 13.0 18.6 2.6 6.5 4.6 11.1 11.5
Number of Traders in Each Category Total Traders: 726
38 42 48 140 99 115 96 145 137 78 88 109
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 178,343
Positions
37,750 17,994 10,081 9,788 21,804 15,627 6,597 15,959 47,781 8,612 565 7,881 34,225 40,651
Changes from: November 21, 2017 Total Change is: 29,287
2,894 2,937 1,824 1,050 694 5,189 763 3,118 10,121 1,511 385 1,036 4,900 3,983
Percent of Open Interest Represented by Each Category of Trader
21.2 10.1 5.7 5.5 12.2 8.8 3.7 8.9 26.8 4.8 0.3 4.4 19.2 22.8
Number of Traders in Each Category Total Traders: 66
5 9 7 6 7 5 10 16 24 6 7 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 22,239
Positions
20,512 8,102 0 0 11,082 66 0 2,237 78 0 0 0 1,583 674
Changes from: November 21, 2017 Total Change is: -19
-43 29 0 0 1,368 0 0 -105 49 0 0 0 -25 -1,360
Percent of Open Interest Represented by Each Category of Trader
92.2 36.4 0.0 0.0 49.8 0.3 0.0 10.1 0.4 0.0 0.0 0.0 7.1 3.0
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 28, 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 4,174,520
Positions
266,926 697,484 224,254 1,503,235 727,641 339,478 551,302 666,777 618,510 111,364 350,025 169,516 389,935 380,835
Changes from: November 21, 2017 Total Change is: 153,125
-634 -9,757 33,875 9,405 2,917 -1,196 20,645 25,307 80,762 6,613 532 6,806 -3,150 13,879
Percent of Open Interest Represented by Each Category of Trader
6.4 16.7 5.4 36.0 17.4 8.1 13.2 16.0 14.8 2.7 8.4 4.1 9.3 9.1
Number of Traders in Each Category Total Traders: 711
35 45 47 139 97 113 97 139 132 73 86 105
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 31,580
Positions
1,421 30,144 0 11,838 224 536 14,795 0 0 0 330 0 2,990 346
Changes from: November 21, 2017 Total Change is: 1,108
61 1,351 0 -18 0 0 773 0 0 0 0 0 292 -243
Percent of Open Interest Represented by Each Category of Trader
4.5 95.5 0.0 37.5 0.7 1.7 46.8 0.0 0.0 0.0 1.0 0.0 9.5 1.1
Number of Traders in Each Category Total Traders: 30
. 10 0 7 . . 8 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 22,208
Positions
15,570 5,962 1 2,778 14,343 291 1,649 521 0 0 280 0 1,919 810
Changes from: November 21, 2017 Total Change is: -400
-245 -345 0 -106 0 0 -4 0 0 0 0 0 -45 -55
Percent of Open Interest Represented by Each Category of Trader
70.1 26.8 0.0 12.5 64.6 1.3 7.4 2.3 0.0 0.0 1.3 0.0 8.6 3.6
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 28, 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 93,662
Positions
4,083 44,000 447 42,378 36,602 3,120 29,481 4,927 963 0 260 0 13,190 3,343
Changes from: November 21, 2017 Total Change is: -834
9 154 -6 -1,765 -474 31 1,645 -366 -121 0 0 0 -627 -52
Percent of Open Interest Represented by Each Category of Trader
4.4 47.0 0.5 45.2 39.1 3.3 31.5 5.3 1.0 0.0 0.3 0.0 14.1 3.6
Number of Traders in Each Category Total Traders: 98
. 10 . 33 19 14 24 8 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 62,847
Positions
12,991 14,920 3,366 14,283 11,772 780 17,685 14,388 3,157 1,601 4,600 1,435 7,549 8,430
Changes from: November 21, 2017 Total Change is: 567
1,039 -1,175 -426 72 501 -485 203 1,630 -69 78 488 139 15 -36
Percent of Open Interest Represented by Each Category of Trader
20.7 23.7 5.4 22.7 18.7 1.2 28.1 22.9 5.0 2.5 7.3 2.3 12.0 13.4
Number of Traders in Each Category Total Traders: 296
18 24 10 48 28 19 54 63 30 21 39 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 314,236
Positions
64,956 74,598 16,828 71,416 58,860 3,902 88,425 71,941 15,783 8,004 22,998 7,177 37,744 42,149
Changes from: November 21, 2017 Total Change is: 2,836
5,196 -5,874 -2,128 361 2,504 -2,423 1,017 8,150 -344 390 2,439 694 73 -182
Percent of Open Interest Represented by Each Category of Trader
20.7 23.7 5.4 22.7 18.7 1.2 28.1 22.9 5.0 2.5 7.3 2.3 12.0 13.4
Number of Traders in Each Category Total Traders: 296
18 24 10 48 28 19 54 63 30 21 39 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 573,625
Positions
34,355 214,452 5,106 257,139 152,887 36,082 185,199 127,607 12,660 19,280 9,364 1,022 22,782 14,445
Changes from: November 21, 2017 Total Change is: 14,582
-542 10,535 1,612 -335 -678 1,776 9,907 548 778 267 -27 -427 1,546 465
Percent of Open Interest Represented by Each Category of Trader
6.0 37.4 0.9 44.8 26.7 6.3 32.3 22.2 2.2 3.4 1.6 0.2 4.0 2.5
Number of Traders in Each Category Total Traders: 307
15 31 9 72 42 34 66 52 27 15 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 70,138
Positions
37,317 34,459 2,967 7,300 11,022 166 11,783 11,990 209 1,940 1,135 249 8,207 7,941
Changes from: November 21, 2017 Total Change is: 871
1,616 1,351 -47 -951 322 5 1,361 -643 24 4 -223 -22 -1,119 105
Percent of Open Interest Represented by Each Category of Trader
53.2 49.1 4.2 10.4 15.7 0.2 16.8 17.1 0.3 2.8 1.6 0.4 11.7 11.3
Number of Traders in Each Category Total Traders: 82
18 13 . 8 5 . 16 14 7 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 42,099
Positions
2,221 27,856 8 20,358 2,154 466 6,720 2,846 156 3,053 4,742 0 9,117 3,871
Changes from: November 21, 2017 Total Change is: -233
168 -33 8 -44 119 127 -400 -360 3 3 -186 0 -98 89
Percent of Open Interest Represented by Each Category of Trader
5.3 66.2 0.0 48.4 5.1 1.1 16.0 6.8 0.4 7.3 11.3 0.0 21.7 9.2
Number of Traders in Each Category Total Traders: 51
. 8 . 16 4 6 10 4 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 62,744
Positions
9,523 21,530 1,333 25,605 2,644 578 11,216 19,131 1,027 2,193 2,032 0 11,269 14,469
Changes from: November 21, 2017 Total Change is: 1,118
903 -351 264 -635 120 -343 -403 -1,608 94 60 -220 0 1,178 3,162
Percent of Open Interest Represented by Each Category of Trader
15.2 34.3 2.1 40.8 4.2 0.9 17.9 30.5 1.6 3.5 3.2 0.0 18.0 23.1
Number of Traders in Each Category Total Traders: 88
14 11 . 17 4 5 16 20 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 288,849
Positions
17,117 183,795 3,768 178,681 69,564 14,615 54,140 6,853 3,392 7,802 1,272 0 9,334 5,590
Changes from: November 21, 2017 Total Change is: -4,138
-10 -110 -39 -3,010 -1,015 -194 571 515 -601 -320 4 0 -535 -2,698
Percent of Open Interest Represented by Each Category of Trader
5.9 63.6 1.3 61.9 24.1 5.1 18.7 2.4 1.2 2.7 0.4 0.0 3.2 1.9
Number of Traders in Each Category Total Traders: 152
12 9 6 55 27 20 34 8 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 1,025,527
Positions
57,246 695,983 18,872 564,530 167,484 64,689 219,186 30,424 20,757 49,386 16,241 820 30,041 10,257
Changes from: November 21, 2017 Total Change is: 4,667
-2,189 -4,995 13,904 -20,756 -3,619 -661 7,733 -5,328 4,768 578 36 -60 1,349 621
Percent of Open Interest Represented by Each Category of Trader
5.6 67.9 1.8 55.0 16.3 6.3 21.4 3.0 2.0 4.8 1.6 0.1 2.9 1.0
Number of Traders in Each Category Total Traders: 380
25 23 16 134 51 49 81 23 24 36 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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
18,381 35,661 62,768 10,574 0 5 6,524 0 598 170 30 0 44 2
Changes from: November 21, 2017 Total Change is: 0
-300 -300 300 0 0 0 0 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
18.6 36.0 63.4 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 28, 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 899,947
Positions
11,696 66,212 16,178 277,242 216,001 141,878 115,607 86,584 119,277 13,334 54,048 5,774 198,961 193,994
Changes from: November 21, 2017 Total Change is: -64,551
-3,127 2,774 -28,503 -10,317 -13,994 -10,105 6,254 6,568 -28,817 1,226 2,627 -2,121 10,959 7,020
Percent of Open Interest Represented by Each Category of Trader
1.3 7.4 1.8 30.8 24.0 15.8 12.8 9.6 13.3 1.5 6.0 0.6 22.1 21.6
Number of Traders in Each Category Total Traders: 164
7 16 16 35 29 34 29 29 41 6 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 954,863
Positions
4,987 128,142 9,562 458,210 83,989 150,205 62,846 389,240 69,660 36,058 6,645 3,052 160,283 114,368
Changes from: November 21, 2017 Total Change is: -13,279
875 4,914 -48,273 -8,992 21,461 -2,163 1,126 -15,166 12,656 -1,664 0 1,895 31,261 11,397
Percent of Open Interest Represented by Each Category of Trader
0.5 13.4 1.0 48.0 8.8 15.7 6.6 40.8 7.3 3.8 0.7 0.3 16.8 12.0
Number of Traders in Each Category Total Traders: 120
. 12 6 46 17 37 17 16 26 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,868,303
Positions
74,156 161,230 29,408 459,886 399,475 223,463 583,807 479,457 132,341 201,102 250,440 19,902 144,239 172,587
Changes from: November 21, 2017 Total Change is: -338,540
-7,894 -563 -43,630 -45,249 -33,363 -10,934 -13,447 -18,329 -217,453 1,777 10,577 -9,848 8,138 -14,996
Percent of Open Interest Represented by Each Category of Trader
4.0 8.6 1.6 24.6 21.4 12.0 31.2 25.7 7.1 10.8 13.4 1.1 7.7 9.2
Number of Traders in Each Category Total Traders: 291
15 23 18 69 39 57 56 50 55 21 18 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 4,104,560
Positions
121,772 211,678 201,434 1,244,090 910,189 579,592 568,441 811,479 463,507 345,362 129,433 69,496 510,865 727,752
Changes from: November 21, 2017 Total Change is: -155,872
-7,826 33,665 -109,010 6,985 -40,192 -1,463 -10,018 6,927 -173,697 -16,974 -7,547 -10,452 166,583 145,898
Percent of Open Interest Represented by Each Category of Trader
3.0 5.2 4.9 30.3 22.2 14.1 13.8 19.8 11.3 8.4 3.2 1.7 12.4 17.7
Number of Traders in Each Category Total Traders: 405
20 36 42 62 103 89 54 79 84 24 26 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 485,745
Positions
20,779 11,096 5,225 122,872 163,290 40,548 157,615 49,730 26,980 13,109 20,014 476 98,141 168,386
Changes from: November 21, 2017 Total Change is: 30,295
3,191 -4,543 730 -3,667 -7,612 5,652 10,956 19,072 6,647 -202 8,386 476 6,512 1,487
Percent of Open Interest Represented by Each Category of Trader
4.3 2.3 1.1 25.3 33.6 8.3 32.4 10.2 5.6 2.7 4.1 0.1 20.2 34.7
Number of Traders in Each Category Total Traders: 80
4 . 5 18 26 28 14 8 11 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 3,522,097
Positions
84,784 277,123 102,242 1,486,603 594,993 489,413 397,070 848,628 394,962 184,035 268,163 33,364 349,626 513,209
Changes from: November 21, 2017 Total Change is: -261,515
-39,991 78,978 -125,971 -295 -66,044 -4,823 -2,051 -10,241 -155,264 9,779 -23,843 -2,304 59,405 47,996
Percent of Open Interest Represented by Each Category of Trader
2.4 7.9 2.9 42.2 16.9 13.9 11.3 24.1 11.2 5.2 7.6 0.9 9.9 14.6
Number of Traders in Each Category Total Traders: 314
14 27 21 55 57 65 41 69 71 23 28 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 1,520,306
Positions
458,280 258,817 517,744 12,290 6,670 73,102 52,003 244,217 271,991 39,315 26,910 60,411 35,170 60,444
Changes from: November 21, 2017 Total Change is: 66,927
10,458 14,051 48,648 -101 -774 147 7,292 7,099 -4,466 761 -1,557 2,828 1,360 951
Percent of Open Interest Represented by Each Category of Trader
30.1 17.0 34.1 0.8 0.4 4.8 3.4 16.1 17.9 2.6 1.8 4.0 2.3 4.0
Number of Traders in Each Category Total Traders: 157
21 44 49 . 5 7 23 38 42 7 11 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 is25,186,276
Positions
6,563,439 575,310 4,361,748 44,315 3,029,103 1,733,146 629,259 2,546,858 9,368,270 221,896 580,574 1,666,584 597,619 1,324,684
Changes from: November 21, 2017 Total Change is: -237,296
-109,236 -4,463 108,201 -20,857 72,285 -47,702 20,244 -82,438 -254,908 111,143 -410 -93,140 48,958 65,278
Percent of Open Interest Represented by Each Category of Trader
26.1 2.3 17.3 0.2 12.0 6.9 2.5 10.1 37.2 0.9 2.3 6.6 2.4 5.3
Number of Traders in Each Category Total Traders: 337
41 33 71 10 41 43 53 107 125 16 29 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 27,643
Positions
5,430 7,307 0 364 8,476 149 9,328 7,228 0 12,345 4,391 5 22 87
Changes from: November 21, 2017 Total Change is: -469
0 -429 0 61 -50 0 -628 60 0 98 0 0 0 -50
Percent of Open Interest Represented by Each Category of Trader
19.6 26.4 0.0 1.3 30.7 0.5 33.7 26.1 0.0 44.7 15.9 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 49
. 7 0 . 12 . 7 10 0 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 24,322
Positions
2,184 5,451 0 69 6,037 401 21,105 8,734 29 139 3,142 357 38 171
Changes from: November 21, 2017 Total Change is: 258
117 -31 0 0 -66 0 243 260 29 -117 0 0 -14 66
Percent of Open Interest Represented by Each Category of Trader
9.0 22.4 0.0 0.3 24.8 1.6 86.8 35.9 0.1 0.6 12.9 1.5 0.2 0.7
Number of Traders in Each Category Total Traders: 30
. 4 0 . 8 . . 9 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 43,646
Positions
555 1,589 0 12,504 7,553 815 9,914 23,823 3,037 8,828 4,296 170 7,824 2,362
Changes from: November 21, 2017 Total Change is: 3,336
-927 -4,461 0 228 2,148 -395 4,330 4,006 1,237 -483 654 111 -764 37
Percent of Open Interest Represented by Each Category of Trader
1.3 3.6 0.0 28.6 17.3 1.9 22.7 54.6 7.0 20.2 9.8 0.4 17.9 5.4
Number of Traders in Each Category Total Traders: 140
. . 0 12 8 . 22 39 15 43 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 632,116
Positions
114,380 56,799 28,206 108,711 91,757 112,789 102,695 178,341 97,571 19,324 7,847 19,503 28,937 39,303
Changes from: November 21, 2017 Total Change is: 3,217
4,000 3,393 1,034 5,257 433 -8,182 7,907 7,076 2,011 -4,064 31 -949 -3,797 -1,630
Percent of Open Interest Represented by Each Category of Trader
18.1 9.0 4.5 17.2 14.5 17.8 16.2 28.2 15.4 3.1 1.2 3.1 4.6 6.2
Number of Traders in Each Category Total Traders: 275
21 11 20 20 37 26 55 82 61 23 15 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 28, 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 82,276
Positions
921 21,776 0 38,242 170 166 36,330 59,950 85 6,408 128 0 124 1
Changes from: November 21, 2017 Total Change is: -5,320
150 0 0 -435 0 0 -5,222 -5,318 0 174 0 0 13 -2
Percent of Open Interest Represented by Each Category of Trader
1.1 26.5 0.0 46.5 0.2 0.2 44.2 72.9 0.1 7.8 0.2 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 40
. . 0 7 . . 11 6 . 11 . 0
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Updated December 1, 2017