Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 171,861 Positions 12,245 82,228 10,508 37,166 8,979 1,711 43,642 20,199 18,947 7,612 2,686 1,098 38,933 25,507 Changes from: November 28, 2017 Total Change is: 1,497 5,196 -2,303 140 -5,439 355 -364 -24 -10 953 1,486 -113 462 -914 2,378 Percent of Open Interest Represented by Each Category of Trader 7.1 47.8 6.1 21.6 5.2 1.0 25.4 11.8 11.0 4.4 1.6 0.6 22.7 14.8 Number of Traders in Each Category Total Traders: 92 5 8 8 14 7 5 29 14 20 7 7 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 83,556 Positions 44,394 5,272 610 1,042 7,507 0 27,432 42,042 3,733 0 1,680 0 6,345 22,711 Changes from: November 28, 2017 Total Change is: 1,519 -15 1,211 46 35 629 0 365 -412 871 0 0 0 216 -826 Percent of Open Interest Represented by Each Category of Trader 53.1 6.3 0.7 1.2 9.0 0.0 32.8 50.3 4.5 0.0 2.0 0.0 7.6 27.2 Number of Traders in Each Category Total Traders: 49 6 5 . . 6 0 12 17 7 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 264,176 Positions 42,037 20,067 24,550 23,298 74,023 7,144 73,022 47,351 50,943 2,063 8,389 3,446 37,673 28,262 Changes from: November 28, 2017 Total Change is: 32,344 -4,741 4,043 -27 5,243 1,876 1,023 12,849 10,265 12,874 720 -300 143 4,260 2,447 Percent of Open Interest Represented by Each Category of Trader 15.9 7.6 9.3 8.8 28.0 2.7 27.6 17.9 19.3 0.8 3.2 1.3 14.3 10.7 Number of Traders in Each Category Total Traders: 132 9 8 12 15 23 8 36 32 31 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 280,291 Positions 139,695 14,782 22,987 22,107 31,330 8,870 32,230 128,841 31,413 21 1,273 2,596 20,371 38,198 Changes from: November 28, 2017 Total Change is: -7,154 -8,340 -3,931 1,134 374 -4,341 -1,309 25 3,368 1,719 21 -264 -14 -765 -3,517 Percent of Open Interest Represented by Each Category of Trader 49.8 5.3 8.2 7.9 11.2 3.2 11.5 46.0 11.2 0.0 0.5 0.9 7.3 13.6 Number of Traders in Each Category Total Traders: 124 11 8 13 13 19 10 19 47 23 . 5 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 600,891 Positions 43,411 212,729 45,954 237,168 100,160 23,434 60,493 66,242 81,716 16,251 8,385 6,880 85,585 55,392 Changes from: November 28, 2017 Total Change is: 4,277 2,191 -1,763 5,504 -2,899 1,871 -423 592 -1,485 1,715 -2,175 -1,287 220 -447 -74 Percent of Open Interest Represented by Each Category of Trader 7.2 35.4 7.6 39.5 16.7 3.9 10.1 11.0 13.6 2.7 1.4 1.1 14.2 9.2 Number of Traders in Each Category Total Traders: 261 18 18 17 73 34 40 41 38 37 23 15 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #299741 Open Interest is 40,239 Positions 1,928 25,103 0 21,756 3,581 1,575 0 3,952 907 538 1,274 5 13,530 3,842 Changes from: November 28, 2017 Total Change is: 1,551 0 201 0 1,410 2,284 -385 -560 -1,276 174 118 0 0 794 553 Percent of Open Interest Represented by Each Category of Trader 4.8 62.4 0.0 54.1 8.9 3.9 0.0 9.8 2.3 1.3 3.2 0.0 33.6 9.5 Number of Traders in Each Category Total Traders: 29 . . 0 17 . 8 0 4 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 162,177 Positions 31,390 38,007 7,747 5,748 38,285 3,361 71,041 26,877 16,272 194 0 803 25,620 30,824 Changes from: November 28, 2017 Total Change is: 5,296 6,211 -2,424 29 -1,124 1,620 -87 930 3,074 1,818 -377 0 149 -2,254 1,118 Percent of Open Interest Represented by Each Category of Trader 19.4 23.4 4.8 3.5 23.6 2.1 43.8 16.6 10.0 0.1 0.0 0.5 15.8 19.0 Number of Traders in Each Category Total Traders: 94 7 8 10 6 16 7 32 21 18 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 51,380 Positions 151 38,921 999 25,863 0 0 22,503 10,057 123 370 126 0 1,371 1,154 Changes from: November 28, 2017 Total Change is: 2,368 0 409 742 1,436 0 0 103 1,051 -29 243 126 0 -127 69 Percent of Open Interest Represented by Each Category of Trader 0.3 75.8 1.9 50.3 0.0 0.0 43.8 19.6 0.2 0.7 0.2 0.0 2.7 2.2 Number of Traders in Each Category Total Traders: 30 . 6 . 4 0 0 11 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 180,137 Positions 17,096 91,768 377 52,668 9,645 230 97,352 61,438 3,463 1,255 9,531 71 7,624 3,614 Changes from: November 28, 2017 Total Change is: 7,866 -1,741 2,558 -313 3,661 506 33 4,306 2,998 1,338 -163 233 -40 785 552 Percent of Open Interest Represented by Each Category of Trader 9.5 50.9 0.2 29.2 5.4 0.1 54.0 34.1 1.9 0.7 5.3 0.0 4.2 2.0 Number of Traders in Each Category Total Traders: 141 6 7 . 14 11 . 50 35 10 7 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 17,280 Positions 0 2,546 2,198 5,705 1,076 0 5,633 8,279 1,160 1,100 1,231 79 1,405 711 Changes from: November 28, 2017 Total Change is: -8,997 -70 -11,426 914 259 -671 -138 -6,111 6,047 -3,795 134 155 0 -190 -83 Percent of Open Interest Represented by Each Category of Trader 0.0 14.7 12.7 33.0 6.2 0.0 32.6 47.9 6.7 6.4 7.1 0.5 8.1 4.1 Number of Traders in Each Category Total Traders: 37 0 . . 4 . 0 11 9 . 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 61,386 Positions 33,533 9,163 196 1,816 5,333 92 20,171 38,596 1,797 461 797 0 3,320 5,412 Changes from: November 28, 2017 Total Change is: 126 -228 27 173 -48 388 85 -487 -1,109 647 86 104 0 -102 -189 Percent of Open Interest Represented by Each Category of Trader 54.6 14.9 0.3 3.0 8.7 0.1 32.9 62.9 2.9 0.8 1.3 0.0 5.4 8.8 Number of Traders in Each Category Total Traders: 93 9 . . 7 13 . 21 32 13 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000) CFTC Code #122741 Open Interest is 22,624 Positions 7,342 15,200 4,202 6,031 342 0 3,078 917 862 100 155 0 1,009 946 Changes from: November 28, 2017 Total Change is: 734 -361 0 452 2,340 -418 0 -2,399 165 721 0 0 0 -19 -186 Percent of Open Interest Represented by Each Category of Trader 32.5 67.2 18.6 26.7 1.5 0.0 13.6 4.1 3.8 0.4 0.7 0.0 4.5 4.2 Number of Traders in Each Category Total Traders: 26 4 . . 4 . 0 7 6 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 80,714 Positions 9,766 54,366 1,776 14,204 2,225 251 34,566 5,989 5,447 2,065 467 922 11,718 9,272 Changes from: November 28, 2017 Total Change is: 3,144 726 4,357 -88 -826 -750 -3 2,727 -146 -43 363 -673 348 -61 140 Percent of Open Interest Represented by Each Category of Trader 12.1 67.4 2.2 17.6 2.8 0.3 42.8 7.4 6.7 2.6 0.6 1.1 14.5 11.5 Number of Traders in Each Category Total Traders: 122 12 22 11 19 . 4 39 17 11 8 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 161,428 Positions 19,531 108,732 3,553 28,407 4,449 501 69,132 11,977 10,893 4,130 934 1,845 23,436 18,544 Changes from: November 28, 2017 Total Change is: 6,288 1,451 8,714 -175 -1,652 -1,499 -5 5,454 -292 -85 726 -1,346 697 -122 280 Percent of Open Interest Represented by Each Category of Trader 12.1 67.4 2.2 17.6 2.8 0.3 42.8 7.4 6.7 2.6 0.6 1.1 14.5 11.5 Number of Traders in Each Category Total Traders: 122 12 22 11 19 . 4 39 17 11 8 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 1,031,363 Positions 80,216 150,620 83,489 294,448 158,301 86,285 100,961 132,772 199,615 27,184 66,040 46,417 112,746 107,823 Changes from: November 28, 2017 Total Change is: 18,116 2,558 6,607 15,080 -13,821 -6,865 596 1,244 598 10,992 916 87 15 534 -8,995 Percent of Open Interest Represented by Each Category of Trader 7.8 14.6 8.1 28.5 15.3 8.4 9.8 12.9 19.4 2.6 6.4 4.5 10.9 10.5 Number of Traders in Each Category Total Traders: 714 37 45 57 139 101 118 103 128 139 97 64 100 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 165,720 Positions 37,075 19,169 8,171 10,482 19,951 10,222 5,776 20,403 43,422 8,373 162 7,272 34,927 36,948 Changes from: November 28, 2017 Total Change is: -12,623 -675 1,175 -1,911 694 -1,852 -5,405 -821 4,444 -4,359 -239 -403 -609 702 -3,703 Percent of Open Interest Represented by Each Category of Trader 22.4 11.6 4.9 6.3 12.0 6.2 3.5 12.3 26.2 5.1 0.1 4.4 21.1 22.3 Number of Traders in Each Category Total Traders: 65 4 10 7 7 6 5 8 18 23 9 . 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price) CFTC Code #138748 Open Interest is 22,435 Positions 20,499 8,248 6 0 11,130 66 0 2,256 78 0 0 0 1,786 651 Changes from: November 28, 2017 Total Change is: 196 -13 146 6 0 48 0 0 19 0 0 0 0 203 -23 Percent of Open Interest Represented by Each Category of Trader 91.4 36.8 0.0 0.0 49.6 0.3 0.0 10.1 0.3 0.0 0.0 0.0 8.0 2.9 Number of Traders in Each Category Total Traders: 22 10 5 . 0 4 . 0 . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price) CFTC Code #138749 Open Interest is 12,715 Positions 3,410 12,025 3 3,565 0 238 4,044 0 0 0 0 0 1,455 449 Changes from: November 28, 2017 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 26.8 94.6 0.0 28.0 0.0 1.9 31.8 0.0 0.0 0.0 0.0 0.0 11.4 3.5 Number of Traders in Each Category Total Traders: 20 4 8 . 4 0 . 4 0 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 4,328,213 Positions 295,909 737,457 296,390 1,435,167 707,079 364,982 573,404 659,324 683,486 112,340 347,679 177,439 389,096 354,377 Changes from: November 28, 2017 Total Change is: 153,693 28,983 39,973 72,136 -68,068 -20,561 25,505 22,102 -7,454 64,976 975 -2,346 7,923 -839 -26,459 Percent of Open Interest Represented by Each Category of Trader 6.8 17.0 6.8 33.2 16.3 8.4 13.2 15.2 15.8 2.6 8.0 4.1 9.0 8.2 Number of Traders in Each Category Total Traders: 699 37 45 57 137 99 116 101 125 135 90 65 96 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price) CFTC Code #13874C Open Interest is 32,378 Positions 1,344 30,893 0 10,955 517 536 15,588 0 0 322 0 0 3,633 432 Changes from: November 28, 2017 Total Change is: 798 -77 749 0 -883 293 0 793 0 0 322 -330 0 643 86 Percent of Open Interest Represented by Each Category of Trader 4.2 95.4 0.0 33.8 1.6 1.7 48.1 0.0 0.0 1.0 0.0 0.0 11.2 1.3 Number of Traders in Each Category Total Traders: 30 . 10 0 7 . . 8 0 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price) CFTC Code #13874J Open Interest is 21,477 Positions 14,923 6,994 1 2,717 12,497 309 1,654 460 0 0 280 0 1,873 936 Changes from: November 28, 2017 Total Change is: -731 -647 1,032 0 -61 -1,846 18 5 -61 0 0 0 0 -46 126 Percent of Open Interest Represented by Each Category of Trader 69.5 32.6 0.0 12.7 58.2 1.4 7.7 2.1 0.0 0.0 1.3 0.0 8.7 4.4 Number of Traders in Each Category Total Traders: 23 8 . . 4 5 . . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 93,041 Positions 4,045 44,582 439 42,037 37,066 2,860 29,053 4,347 575 0 260 0 14,032 2,912 Changes from: November 28, 2017 Total Change is: -621 -38 582 -8 -341 464 -260 -428 -580 -388 0 0 0 842 -431 Percent of Open Interest Represented by Each Category of Trader 4.3 47.9 0.5 45.2 39.8 3.1 31.2 4.7 0.6 0.0 0.3 0.0 15.1 3.1 Number of Traders in Each Category Total Traders: 91 . 12 . 29 19 13 20 7 6 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 65,409 Positions 12,144 13,817 2,998 14,826 12,539 900 18,476 18,362 3,372 2,536 4,091 1,352 8,804 7,978 Changes from: November 28, 2017 Total Change is: 2,561 -847 -1,102 -368 543 767 119 791 3,974 215 936 -509 -83 1,255 -452 Percent of Open Interest Represented by Each Category of Trader 18.6 21.1 4.6 22.7 19.2 1.4 28.2 28.1 5.2 3.9 6.3 2.1 13.5 12.2 Number of Traders in Each Category Total Traders: 301 17 24 8 46 31 22 57 70 30 28 28 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 327,043 Positions 60,722 69,086 14,989 74,132 62,694 4,499 92,379 91,810 16,860 12,682 20,455 6,761 44,018 39,889 Changes from: November 28, 2017 Total Change is: 12,807 -4,234 -5,512 -1,839 2,716 3,834 597 3,954 19,869 1,076 4,678 -2,543 -416 6,274 -2,261 Percent of Open Interest Represented by Each Category of Trader 18.6 21.1 4.6 22.7 19.2 1.4 28.2 28.1 5.2 3.9 6.3 2.1 13.5 12.2 Number of Traders in Each Category Total Traders: 301 17 24 8 46 31 22 57 70 30 28 28 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50) CFTC Code #239742 Open Interest is 597,819 Positions 36,834 219,139 5,493 259,834 191,262 36,891 201,727 112,531 14,191 18,303 3,403 1,162 23,384 13,747 Changes from: November 28, 2017 Total Change is: 24,194 2,479 4,687 387 2,695 38,375 809 16,528 -15,075 1,532 -977 -5,961 139 602 -698 Percent of Open Interest Represented by Each Category of Trader 6.2 36.7 0.9 43.5 32.0 6.2 33.7 18.8 2.4 3.1 0.6 0.2 3.9 2.3 Number of Traders in Each Category Total Traders: 303 17 28 12 74 45 34 69 49 29 13 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50) CFTC Code #23977A Open Interest is 68,798 Positions 36,080 34,508 3,341 9,433 10,866 157 9,108 10,397 101 2,146 1,614 255 8,176 7,559 Changes from: November 28, 2017 Total Change is: -1,340 -1,237 49 374 2,133 -156 -9 -2,675 -1,593 -107 206 480 6 -31 -383 Percent of Open Interest Represented by Each Category of Trader 52.4 50.2 4.9 13.7 15.8 0.2 13.2 15.1 0.1 3.1 2.3 0.4 11.9 11.0 Number of Traders in Each Category Total Traders: 79 17 14 . 13 4 . 9 12 . 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 56,633 Positions 1,808 27,853 3,262 19,837 1,504 310 7,516 3,936 4,156 2,302 4,352 3,117 14,325 8,143 Changes from: November 28, 2017 Total Change is: 14,534 -413 -3 3,254 -521 -650 -156 796 1,090 4,000 -751 -390 3,117 5,208 4,272 Percent of Open Interest Represented by Each Category of Trader 3.2 49.2 5.8 35.0 2.7 0.5 13.3 7.0 7.3 4.1 7.7 5.5 25.3 14.4 Number of Traders in Each Category Total Traders: 49 . 8 . 14 . 4 9 7 6 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 82,159 Positions 8,380 22,782 3,835 24,680 3,239 824 11,610 19,858 3,303 1,776 953 15 27,736 27,350 Changes from: November 28, 2017 Total Change is: 19,415 -1,143 1,252 2,502 -925 595 246 394 727 2,276 -417 -1,079 15 16,467 12,881 Percent of Open Interest Represented by Each Category of Trader 10.2 27.7 4.7 30.0 3.9 1.0 14.1 24.2 4.0 2.2 1.2 0.0 33.8 33.3 Number of Traders in Each Category Total Traders: 90 13 13 7 15 5 6 19 22 14 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 293,335 Positions 17,982 182,978 10,864 155,766 69,055 15,085 56,426 3,835 5,112 23,529 1,280 0 8,571 5,126 Changes from: November 28, 2017 Total Change is: 4,486 865 -817 7,096 -22,915 -509 470 2,286 -3,018 1,720 15,727 8 0 -763 -464 Percent of Open Interest Represented by Each Category of Trader 6.1 62.4 3.7 53.1 23.5 5.1 19.2 1.3 1.7 8.0 0.4 0.0 2.9 1.7 Number of Traders in Each Category Total Traders: 154 13 7 9 55 28 20 37 6 11 4 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50) CFTC Code #244042 Open Interest is 1,026,389 Positions 73,000 695,865 31,615 543,285 151,555 61,521 215,463 33,414 25,632 44,585 14,835 833 30,456 11,120 Changes from: November 28, 2017 Total Change is: 862 15,754 -118 12,743 -21,245 -15,929 -3,168 -3,723 2,990 4,875 -4,801 -1,406 13 414 862 Percent of Open Interest Represented by Each Category of Trader 7.1 67.8 3.1 52.9 14.8 6.0 21.0 3.3 2.5 4.3 1.4 0.1 3.0 1.1 Number of Traders in Each Category Total Traders: 379 28 22 15 137 49 44 76 23 25 36 7 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250) CFTC Code #43874A Open Interest is 99,784 Positions 18,201 35,516 63,633 10,569 0 5 5,564 0 598 170 30 0 1,044 2 Changes from: November 28, 2017 Total Change is: 720 -180 -145 865 -5 0 0 -960 0 0 0 0 0 1,000 0 Percent of Open Interest Represented by Each Category of Trader 18.2 35.6 63.8 10.6 0.0 0.0 5.6 0.0 0.6 0.2 0.0 0.0 1.0 0.0 Number of Traders in Each Category Total Traders: 28 . 12 8 5 0 . 4 0 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 885,467 Positions 8,871 52,523 26,735 284,795 242,484 146,765 129,656 95,057 96,229 14,715 44,504 6,959 170,743 174,210 Changes from: November 28, 2017 Total Change is: -14,480 -2,825 -13,689 10,557 7,553 26,483 4,887 14,049 8,472 -23,048 1,381 -9,544 1,185 -28,218 -19,783 Percent of Open Interest Represented by Each Category of Trader 1.0 5.9 3.0 32.2 27.4 16.6 14.6 10.7 10.9 1.7 5.0 0.8 19.3 19.7 Number of Traders in Each Category Total Traders: 177 6 20 18 39 33 37 32 30 44 6 10 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 899,338 Positions 4,974 128,310 2,625 476,151 91,623 139,736 66,450 391,806 44,470 36,940 8,167 1,152 126,840 91,449 Changes from: November 28, 2017 Total Change is: -55,525 -13 168 -6,937 17,941 7,634 -10,469 3,604 2,566 -25,190 882 1,522 -1,900 -33,443 -22,919 Percent of Open Interest Represented by Each Category of Trader 0.6 14.3 0.3 52.9 10.2 15.5 7.4 43.6 4.9 4.1 0.9 0.1 14.1 10.2 Number of Traders in Each Category Total Traders: 121 . 12 6 46 18 37 19 17 23 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,823,747 Positions 79,664 182,149 12,551 497,340 406,174 206,888 515,634 473,064 125,408 259,908 246,230 6,750 119,604 164,533 Changes from: November 28, 2017 Total Change is: -44,556 5,508 20,919 -16,857 37,454 6,700 -16,575 -68,173 -6,393 -6,934 58,806 -4,210 -13,152 -24,635 -8,054 Percent of Open Interest Represented by Each Category of Trader 4.4 10.0 0.7 27.3 22.3 11.3 28.3 25.9 6.9 14.3 13.5 0.4 6.6 9.0 Number of Traders in Each Category Total Traders: 303 18 25 15 69 41 54 60 51 50 20 19 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 3,819,487 Positions 141,315 169,820 163,935 1,282,833 929,419 585,964 436,498 787,317 428,689 372,746 130,536 63,652 343,856 560,156 Changes from: November 28, 2017 Total Change is: -285,073 19,543 -41,858 -37,498 38,743 19,231 6,371 -131,943 -24,162 -34,819 27,384 1,103 -5,844 -167,010 -167,596 Percent of Open Interest Represented by Each Category of Trader 3.7 4.4 4.3 33.6 24.3 15.3 11.4 20.6 11.2 9.8 3.4 1.7 9.0 14.7 Number of Traders in Each Category Total Traders: 400 22 33 38 64 98 84 50 84 83 21 28 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043607 Open Interest is 530,075 Positions 29,205 32,900 5,126 119,989 170,352 44,651 201,114 84,931 22,894 18,593 17,086 0 88,503 152,135 Changes from: November 28, 2017 Total Change is: 44,330 8,426 21,804 -99 -2,883 7,062 4,103 43,499 35,201 -4,086 5,484 -2,928 -476 -9,638 -16,251 Percent of Open Interest Represented by Each Category of Trader 5.5 6.2 1.0 22.6 32.1 8.4 37.9 16.0 4.3 3.5 3.2 0.0 16.7 28.7 Number of Traders in Each Category Total Traders: 85 4 8 . 16 27 28 14 10 9 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 3,232,714 Positions 124,150 200,703 89,891 1,523,874 687,382 441,706 324,587 843,837 250,591 195,076 256,035 19,846 262,992 442,723 Changes from: November 28, 2017 Total Change is: -289,383 39,367 -76,420 -12,350 37,271 92,389 -47,707 -72,483 -4,792 -144,371 11,041 -12,128 -13,518 -86,633 -70,486 Percent of Open Interest Represented by Each Category of Trader 3.8 6.2 2.8 47.1 21.3 13.7 10.0 26.1 7.8 6.0 7.9 0.6 8.1 13.7 Number of Traders in Each Category Total Traders: 313 15 27 24 59 60 70 42 65 62 23 22 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 1,422,179 Positions 447,426 213,719 455,507 10,347 6,067 68,202 45,025 278,786 246,264 57,251 32,903 60,899 31,258 59,832 Changes from: November 28, 2017 Total Change is: -98,127 -10,854 -45,098 -62,237 -1,943 -603 -4,900 -6,978 34,569 -25,727 17,936 5,993 488 -3,912 -612 Percent of Open Interest Represented by Each Category of Trader 31.5 15.0 32.0 0.7 0.4 4.8 3.2 19.6 17.3 4.0 2.3 4.3 2.2 4.2 Number of Traders in Each Category Total Traders: 153 24 34 47 . 4 7 21 39 44 7 13 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is26,872,536 Positions 6,547,374 607,934 4,480,324 113,462 2,886,659 1,916,616 526,474 2,510,634 10,585,450 119,108 491,690 2,034,053 549,675 1,359,175 Changes from: November 28, 2017 Total Change is: 1,686,260 -16,065 32,625 118,576 69,147 -142,443 183,471 -102,785 -36,224 1,217,180 -102,788 -88,884 367,469 -47,945 34,491 Percent of Open Interest Represented by Each Category of Trader 24.4 2.3 16.7 0.4 10.7 7.1 2.0 9.3 39.4 0.4 1.8 7.6 2.0 5.1 Number of Traders in Each Category Total Traders: 339 38 35 71 10 39 44 56 105 124 18 29 33 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 27,989 Positions 5,430 7,916 80 142 8,359 149 9,506 6,906 15 12,647 4,402 5 15 157 Changes from: November 28, 2017 Total Change is: 346 0 609 80 -222 -117 0 178 -322 15 302 11 0 -7 70 Percent of Open Interest Represented by Each Category of Trader 19.4 28.3 0.3 0.5 29.9 0.5 34.0 24.7 0.1 45.2 15.7 0.0 0.1 0.6 Number of Traders in Each Category Total Traders: 49 . 6 . . 12 . 9 9 . 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 22,716 Positions 1,350 5,790 36 69 4,815 383 19,872 7,989 176 439 3,065 331 60 131 Changes from: November 28, 2017 Total Change is: -1,606 -834 339 36 0 -1,222 -18 -1,233 -745 147 300 -77 -26 22 -40 Percent of Open Interest Represented by Each Category of Trader 5.9 25.5 0.2 0.3 21.2 1.7 87.5 35.2 0.8 1.9 13.5 1.5 0.3 0.6 Number of Traders in Each Category Total Traders: 32 . 5 . . 8 . . 10 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 45,410 Positions 552 1,765 617 12,286 7,688 816 3,922 25,133 5,805 12,874 1,263 68 8,471 2,255 Changes from: November 28, 2017 Total Change is: 1,764 -3 176 617 -218 135 1 -5,992 1,310 2,767 4,046 -3,033 -102 647 -108 Percent of Open Interest Represented by Each Category of Trader 1.2 3.9 1.4 27.1 16.9 1.8 8.6 55.3 12.8 28.4 2.8 0.1 18.7 5.0 Number of Traders in Each Category Total Traders: 142 . 4 . 12 8 . 17 44 17 47 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 622,772 Positions 115,184 55,235 20,476 111,808 79,650 117,692 85,522 175,683 100,387 11,200 8,546 27,908 32,595 37,195 Changes from: November 28, 2017 Total Change is: -9,344 804 -1,564 -7,730 3,097 -12,107 4,903 -17,173 -2,658 2,816 -8,124 699 8,405 3,658 -2,108 Percent of Open Interest Represented by Each Category of Trader 18.5 8.9 3.3 18.0 12.8 18.9 13.7 28.2 16.1 1.8 1.4 4.5 5.2 6.0 Number of Traders in Each Category Total Traders: 259 18 10 18 22 36 26 47 77 63 17 18 23 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 67,220 Positions 941 21,776 0 37,932 173 166 23,026 44,872 85 4,951 128 0 119 20 Changes from: November 28, 2017 Total Change is: -15,056 20 0 0 -310 3 0 -13,304 -15,078 0 -1,457 0 0 -5 19 Percent of Open Interest Represented by Each Category of Trader 1.4 32.4 0.0 56.4 0.3 0.2 34.3 66.8 0.1 7.4 0.2 0.0 0.2 0.0 Number of Traders in Each Category Total Traders: 39 . . 0 7 . . 10 6 . 11 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 8, 2017