Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 116,284
Positions
8,952 11,769 1,750 32,717 25,136 4,126 26,252 36,083 1,852 8,125 4,769 14 32,496 30,785
Changes from: October 30, 2018 Total Change is: -2,224
-4,660 925 1,231 -2,731 868 374 3,739 -2,335 -2,620 586 -1,996 -391 2,248 1,720
Percent of Open Interest Represented by Each Category of Trader
7.7 10.1 1.5 28.1 21.6 3.5 22.6 31.0 1.6 7.0 4.1 0.0 27.9 26.5
Number of Traders in Each Category Total Traders: 97
6 6 . 12 18 5 14 30 5 8 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 77,205
Positions
46,691 2,081 0 1,783 14,573 377 21,008 27,901 559 0 4,181 0 6,787 27,533
Changes from: October 30, 2018 Total Change is: 1,370
5,224 352 0 46 2,441 131 -1,402 902 -616 -453 -696 -1 -1,559 -1,143
Percent of Open Interest Represented by Each Category of Trader
60.5 2.7 0.0 2.3 18.9 0.5 27.2 36.1 0.7 0.0 5.4 0.0 8.8 35.7
Number of Traders in Each Category Total Traders: 52
7 . 0 . 13 . 11 13 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 227,514
Positions
103,027 24,523 2,487 44,721 89,776 3,654 35,844 49,845 11,315 1,645 8,023 197 24,624 37,694
Changes from: October 30, 2018 Total Change is: -5,825
-6,591 6,303 110 525 -9,598 -415 -1,043 3,909 -635 173 -932 -725 2,776 -3,842
Percent of Open Interest Represented by Each Category of Trader
45.3 10.8 1.1 19.7 39.5 1.6 15.8 21.9 5.0 0.7 3.5 0.1 10.8 16.6
Number of Traders in Each Category Total Traders: 128
10 5 8 12 29 11 25 38 17 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 209,453
Positions
109,237 4,140 1,997 33,708 52,856 5,247 31,091 89,744 4,907 2,318 5,294 303 20,645 44,965
Changes from: October 30, 2018 Total Change is: 6,340
7,804 -245 64 -1,342 2,457 -379 2,855 -1,180 -441 -359 -552 1 -1,863 6,615
Percent of Open Interest Represented by Each Category of Trader
52.2 2.0 1.0 16.1 25.2 2.5 14.8 42.8 2.3 1.1 2.5 0.1 9.9 21.5
Number of Traders in Each Category Total Traders: 122
11 . 4 16 25 7 24 34 19 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 510,193
Positions
39,582 92,922 12,548 284,738 159,077 22,448 28,935 131,185 8,788 23,252 18,614 994 88,908 63,617
Changes from: October 30, 2018 Total Change is: 5,735
-5,034 2,477 5,869 10,624 2,719 -995 -8,111 993 -390 -2,115 -3,591 515 5,372 -1,862
Percent of Open Interest Represented by Each Category of Trader
7.8 18.2 2.5 55.8 31.2 4.4 5.7 25.7 1.7 4.6 3.6 0.2 17.4 12.5
Number of Traders in Each Category Total Traders: 273
17 11 9 85 39 46 25 59 20 23 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 37,239
Positions
0 22,306 0 13,915 7,303 1,681 7,041 0 65 0 778 5 14,532 5,101
Changes from: October 30, 2018 Total Change is: 318
-472 454 0 -331 -221 -509 1,573 0 65 -523 0 0 515 529
Percent of Open Interest Represented by Each Category of Trader
0.0 59.9 0.0 37.4 19.6 4.5 18.9 0.0 0.2 0.0 2.1 0.0 39.0 13.7
Number of Traders in Each Category Total Traders: 27
0 . 0 12 7 7 5 0 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 27,590
Positions
0 6,729 718 9,842 12,198 2,457 7,876 0 0 0 0 0 6,697 5,488
Changes from: October 30, 2018 Total Change is: 1,137
0 665 40 888 729 -27 935 0 0 0 0 0 -699 -270
Percent of Open Interest Represented by Each Category of Trader
0.0 24.4 2.6 35.7 44.2 8.9 28.5 0.0 0.0 0.0 0.0 0.0 24.3 19.9
Number of Traders in Each Category Total Traders: 23
0 4 . 6 8 8 5 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 150,565
Positions
88,703 5,874 2,859 10,962 47,753 1,471 23,156 45,715 3,270 0 6,100 89 20,055 37,434
Changes from: October 30, 2018 Total Change is: -14,275
-14,060 2,941 806 1,477 -5,920 -374 223 -1,822 -1,700 -474 -2,422 1 -174 -5,785
Percent of Open Interest Represented by Each Category of Trader
58.9 3.9 1.9 7.3 31.7 1.0 15.4 30.4 2.2 0.0 4.1 0.1 13.3 24.9
Number of Traders in Each Category Total Traders: 87
8 5 . 9 18 4 17 23 15 0 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 32,698
Positions
0 16,709 0 29,031 769 0 1,581 12,979 0 339 572 0 1,747 1,669
Changes from: October 30, 2018 Total Change is: 1,880
0 877 0 1,889 13 0 12 675 0 0 22 0 -21 293
Percent of Open Interest Represented by Each Category of Trader
0.0 51.1 0.0 88.8 2.4 0.0 4.8 39.7 0.0 1.0 1.7 0.0 5.3 5.1
Number of Traders in Each Category Total Traders: 28
0 5 0 6 . 0 4 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 184,085
Positions
32,441 119,260 1,488 76,154 2,662 0 63,106 22,988 2,425 2,924 31,320 0 5,547 3,942
Changes from: October 30, 2018 Total Change is: -8,245
23,570 -13,272 1,102 -23,800 362 -60 -9,166 2,170 1,959 -1,172 168 0 -678 -674
Percent of Open Interest Represented by Each Category of Trader
17.6 64.8 0.8 41.4 1.4 0.0 34.3 12.5 1.3 1.6 17.0 0.0 3.0 2.1
Number of Traders in Each Category Total Traders: 135
6 6 . 18 8 0 31 39 14 9 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 10,333
Positions
0 2,258 0 2,107 1,578 0 5,203 3,982 85 981 790 0 1,957 1,640
Changes from: October 30, 2018 Total Change is: -30,046
-27,978 35 -1,976 5 97 -70 633 -27,721 -718 -124 90 0 182 217
Percent of Open Interest Represented by Each Category of Trader
0.0 21.9 0.0 20.4 15.3 0.0 50.4 38.5 0.8 9.5 7.6 0.0 18.9 15.9
Number of Traders in Each Category Total Traders: 31
0 . 0 . . 0 8 9 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 51,288
Positions
34,296 1,211 0 2,142 9,659 0 9,182 27,456 2,431 362 4,130 430 2,445 5,971
Changes from: October 30, 2018 Total Change is: -8,430
-9,451 547 0 1,054 -6,892 -12 -273 655 -706 362 -2,077 406 190 -351
Percent of Open Interest Represented by Each Category of Trader
66.9 2.4 0.0 4.2 18.8 0.0 17.9 53.5 4.7 0.7 8.1 0.8 4.8 11.6
Number of Traders in Each Category Total Traders: 83
6 . 0 5 16 0 21 26 8 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 41,582
Positions
9,926 23,840 696 10,145 0 115 11,463 6,020 733 1,589 2,834 78 6,839 7,267
Changes from: October 30, 2018 Total Change is: -2,096
250 412 -634 793 -293 8 974 -971 -2,006 -458 284 78 -1,100 1,026
Percent of Open Interest Represented by Each Category of Trader
23.9 57.3 1.7 24.4 0.0 0.3 27.6 14.5 1.8 3.8 6.8 0.2 16.4 17.5
Number of Traders in Each Category Total Traders: 107
15 18 5 17 0 . 28 17 6 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 83,163
Positions
19,851 47,679 1,392 20,289 0 230 22,925 12,040 1,466 3,177 5,667 155 13,678 14,534
Changes from: October 30, 2018 Total Change is: -4,191
499 824 -1,267 1,586 -585 16 1,947 -1,942 -4,012 -915 568 155 -2,200 2,052
Percent of Open Interest Represented by Each Category of Trader
23.9 57.3 1.7 24.4 0.0 0.3 27.6 14.5 1.8 3.8 6.8 0.2 16.4 17.5
Number of Traders in Each Category Total Traders: 107
15 18 5 17 0 . 28 17 6 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 27,075
Positions
4,011 21,512 0 21,423 1,435 351 405 2,875 0 0 454 0 885 448
Changes from: October 30, 2018 Total Change is: 2
0 -8 0 754 9 25 0 172 0 0 0 0 -777 -196
Percent of Open Interest Represented by Each Category of Trader
14.8 79.5 0.0 79.1 5.3 1.3 1.5 10.6 0.0 0.0 1.7 0.0 3.3 1.7
Number of Traders in Each Category Total Traders: 23
. 6 0 10 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 642,723
Positions
53,120 119,753 81,224 242,467 177,852 65,310 61,745 76,356 25,546 38,759 33,841 1,825 72,727 61,016
Changes from: October 30, 2018 Total Change is: -8,412
-384 -13,165 4,135 8,036 -833 -1,159 -16,406 -475 3,820 -4,805 -3,642 -1,297 -351 4,205
Percent of Open Interest Represented by Each Category of Trader
8.3 18.6 12.6 37.7 27.7 10.2 9.6 11.9 4.0 6.0 5.3 0.3 11.3 9.5
Number of Traders in Each Category Total Traders: 606
39 38 31 170 99 124 88 100 69 45 27 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 54,638
Positions
22,741 16,458 1,006 3,028 19,502 0 11,470 4,436 286 58 0 0 16,049 12,950
Changes from: October 30, 2018 Total Change is: 1,141
1,453 -3,072 -33 -377 0 0 372 462 286 58 -1,368 0 -618 4,866
Percent of Open Interest Represented by Each Category of Trader
41.6 30.1 1.8 5.5 35.7 0.0 21.0 8.1 0.5 0.1 0.0 0.0 29.4 23.7
Number of Traders in Each Category Total Traders: 39
7 7 . . . 0 11 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 13,450
Positions
4,744 11,787 0 5,283 642 383 600 0 0 404 0 0 2,036 638
Changes from: October 30, 2018 Total Change is: 1,440
-67 1,582 0 1,860 0 2 -46 0 0 0 0 0 -309 -144
Percent of Open Interest Represented by Each Category of Trader
35.3 87.6 0.0 39.3 4.8 2.8 4.5 0.0 0.0 3.0 0.0 0.0 15.1 4.7
Number of Traders in Each Category Total Traders: 23
4 9 0 6 . . . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,940,426
Positions
283,076 647,654 269,911 1,209,996 804,548 313,750 298,629 406,855 79,045 193,503 169,206 9,126 283,390 240,331
Changes from: October 30, 2018 Total Change is: -47,764
-22,590 -63,872 34,244 48,009 1,780 -11,739 -83,294 -4,086 17,070 -30,630 -17,687 -170 1,336 -3,304
Percent of Open Interest Represented by Each Category of Trader
9.6 22.0 9.2 41.2 27.4 10.7 10.2 13.8 2.7 6.6 5.8 0.3 9.6 8.2
Number of Traders in Each Category Total Traders: 604
38 39 27 170 99 124 86 100 61 45 27 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 29,350
Positions
12,154 25,943 0 12,987 0 1,724 258 374 0 316 0 0 1,911 1,309
Changes from: October 30, 2018 Total Change is: 444
3,150 1,053 0 -1,954 -269 0 -476 0 0 316 -384 0 -592 44
Percent of Open Interest Represented by Each Category of Trader
41.4 88.4 0.0 44.2 0.0 5.9 0.9 1.3 0.0 1.1 0.0 0.0 6.5 4.5
Number of Traders in Each Category Total Traders: 20
. 8 0 7 0 . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 15,274
Positions
5,197 13,343 1 5,729 1,137 0 1,302 0 0 1,228 0 0 1,817 793
Changes from: October 30, 2018 Total Change is: -842
494 -2,150 0 -355 794 0 -581 0 0 -60 0 0 -340 514
Percent of Open Interest Represented by Each Category of Trader
34.0 87.4 0.0 37.5 7.4 0.0 8.5 0.0 0.0 8.0 0.0 0.0 11.9 5.2
Number of Traders in Each Category Total Traders: 26
4 9 . 6 . 0 . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 15,760
Positions
3,811 12,435 0 8,376 330 473 432 0 0 590 890 0 2,078 1,632
Changes from: October 30, 2018 Total Change is: 420
-254 631 0 -21 0 19 0 0 0 590 -735 0 86 505
Percent of Open Interest Represented by Each Category of Trader
24.2 78.9 0.0 53.1 2.1 3.0 2.7 0.0 0.0 3.7 5.6 0.0 13.2 10.4
Number of Traders in Each Category Total Traders: 22
4 8 0 6 . . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874N Open Interest is 219,007
Positions
165,391 164,991 53,616 0 0 0 0 0 0 0 0 0 0 400
Changes from: October 30, 2018 Total Change is: 2,000
3,000 3,000 -1,000 0 0 0 0 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
75.5 75.3 24.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 20
8 12 13 0 0 0 0 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 65,608
Positions
9,996 16,250 1,452 38,006 36,208 3,069 3,686 2,167 1,176 0 210 0 8,223 5,076
Changes from: October 30, 2018 Total Change is: -9,741
1,421 -4,468 -124 -7,833 -3,540 -224 -2,586 952 391 0 0 0 -786 -2,728
Percent of Open Interest Represented by Each Category of Trader
15.2 24.8 2.2 57.9 55.2 4.7 5.6 3.3 1.8 0.0 0.3 0.0 12.5 7.7
Number of Traders in Each Category Total Traders: 83
8 8 . 32 21 17 8 5 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 48,663
Positions
18,872 7,776 577 10,772 16,796 2,018 7,770 10,207 952 1,738 3,256 138 5,826 6,943
Changes from: October 30, 2018 Total Change is: -990
1,971 -2,350 -23 234 1,829 157 -2,881 180 28 155 -94 106 -737 -823
Percent of Open Interest Represented by Each Category of Trader
38.8 16.0 1.2 22.1 34.5 4.1 16.0 21.0 2.0 3.6 6.7 0.3 12.0 14.3
Number of Traders in Each Category Total Traders: 274
24 23 7 53 43 32 29 61 15 14 27 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 243,313
Positions
94,359 38,879 2,886 53,859 83,979 10,088 38,852 51,035 4,758 8,689 16,280 692 29,130 34,716
Changes from: October 30, 2018 Total Change is: -4,952
9,854 -11,750 -115 1,169 9,145 785 -14,405 899 140 774 -472 529 -3,683 -4,113
Percent of Open Interest Represented by Each Category of Trader
38.8 16.0 1.2 22.1 34.5 4.1 16.0 21.0 2.0 3.6 6.7 0.3 12.0 14.3
Number of Traders in Each Category Total Traders: 274
24 23 7 53 43 32 29 61 15 14 27 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 472,437
Positions
75,454 69,448 5,236 224,630 169,918 35,196 91,852 149,938 7,416 13,648 15,065 414 18,591 19,806
Changes from: October 30, 2018 Total Change is: -10,505
2,518 -1,872 -707 377 -6,785 -1,308 -2,621 -1,750 -760 -5,118 1,430 -224 -2,662 1,471
Percent of Open Interest Represented by Each Category of Trader
16.0 14.7 1.1 47.5 36.0 7.4 19.4 31.7 1.6 2.9 3.2 0.1 3.9 4.2
Number of Traders in Each Category Total Traders: 295
29 20 8 76 59 46 38 51 16 13 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 29,057
Positions
5,113 11,862 175 14,325 1,676 355 982 10,647 75 1,920 899 0 6,112 3,368
Changes from: October 30, 2018 Total Change is: 31
660 -572 -45 690 -327 -6 -1,033 662 1 206 237 0 -442 81
Percent of Open Interest Represented by Each Category of Trader
17.6 40.8 0.6 49.3 5.8 1.2 3.4 36.6 0.3 6.6 3.1 0.0 21.0 11.6
Number of Traders in Each Category Total Traders: 39
. 5 . 18 . 4 . . . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 58,001
Positions
9,666 15,667 1,335 19,139 3,381 2,478 16,863 11,671 445 1,522 1,135 34 6,519 21,855
Changes from: October 30, 2018 Total Change is: -8,077
-8,381 5,497 891 805 -1,968 -9 -1,642 -143 244 541 -219 34 -560 -12,404
Percent of Open Interest Represented by Each Category of Trader
16.7 27.0 2.3 33.0 5.8 4.3 29.1 20.1 0.8 2.6 2.0 0.1 11.2 37.7
Number of Traders in Each Category Total Traders: 69
14 9 . 13 5 7 11 13 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 279,825
Positions
24,522 153,421 518 214,007 86,655 14,496 14,640 13,925 126 3,098 4,110 0 8,418 6,574
Changes from: October 30, 2018 Total Change is: -4,015
-37 944 -165 3,148 -2,584 -3,511 -2,589 1,922 -94 186 -293 0 -953 -234
Percent of Open Interest Represented by Each Category of Trader
8.8 54.8 0.2 76.5 31.0 5.2 5.2 5.0 0.0 1.1 1.5 0.0 3.0 2.3
Number of Traders in Each Category Total Traders: 159
10 13 . 56 40 27 13 16 4 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,210,213
Positions
140,413 669,818 9,397 769,119 333,040 118,297 79,077 39,247 3,655 25,139 13,461 1,091 64,025 22,207
Changes from: October 30, 2018 Total Change is: 18,237
-4,778 40,025 1,683 39,206 -15,079 -8,790 -2,263 -1,097 -1,806 -9,370 -579 137 4,218 3,743
Percent of Open Interest Represented by Each Category of Trader
11.6 55.3 0.8 63.6 27.5 9.8 6.5 3.2 0.3 2.1 1.1 0.1 5.3 1.8
Number of Traders in Each Category Total Traders: 416
24 26 10 159 74 78 54 35 12 35 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 115,974
Positions
35,730 59,508 54,770 13,449 0 270 9,475 0 1,178 590 30 0 512 218
Changes from: October 30, 2018 Total Change is: 1,030
630 -1,870 1,925 0 0 0 -3,000 0 1,000 0 0 0 475 -25
Percent of Open Interest Represented by Each Category of Trader
30.8 51.3 47.2 11.6 0.0 0.2 8.2 0.0 1.0 0.5 0.0 0.0 0.4 0.2
Number of Traders in Each Category Total Traders: 31
. 13 7 7 0 . 4 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 925,781
Positions
11,237 89,055 2,978 490,452 287,595 179,976 59,962 82,067 11,320 29,397 78,042 3,730 136,729 191,018
Changes from: October 30, 2018 Total Change is: 28,000
3,757 4,166 -4,021 17,272 3,368 3,221 495 4,733 3,754 2,628 2,545 -8 902 10,242
Percent of Open Interest Represented by Each Category of Trader
1.2 9.6 0.3 53.0 31.1 19.4 6.5 8.9 1.2 3.2 8.4 0.4 14.8 20.6
Number of Traders in Each Category Total Traders: 198
8 21 5 60 32 50 20 36 18 8 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,071,364
Positions
17,540 189,171 1,171 611,910 84,634 173,222 40,791 479,670 8,836 70,344 14,835 670 146,880 119,155
Changes from: October 30, 2018 Total Change is: 4,946
-5,131 -15,052 619 10,563 15,938 -4,970 365 21,381 1,649 -1,920 -14,145 46 3,725 -520
Percent of Open Interest Represented by Each Category of Trader
1.6 17.7 0.1 57.1 7.9 16.2 3.8 44.8 0.8 6.6 1.4 0.1 13.7 11.1
Number of Traders in Each Category Total Traders: 131
. 16 4 53 17 41 9 23 13 5 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,474,725
Positions
100,372 160,376 25,646 1,083,429 417,843 350,865 316,364 985,586 91,359 346,921 248,504 21,210 138,559 173,336
Changes from: October 30, 2018 Total Change is: 30,171
14,181 -8,735 8,359 -51,838 19,318 22,028 -2,422 6,088 42,544 -236 -55,685 -4,143 1,698 397
Percent of Open Interest Represented by Each Category of Trader
4.1 6.5 1.0 43.8 16.9 14.2 12.8 39.8 3.7 14.0 10.0 0.9 5.6 7.0
Number of Traders in Each Category Total Traders: 348
17 29 13 96 39 69 45 71 31 27 24 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 4,259,998
Positions
97,340 347,110 36,362 1,998,684 874,514 645,529 442,031 1,386,287 120,216 506,446 325,096 49,549 363,841 475,335
Changes from: October 30, 2018 Total Change is: 56,191
15,112 -62,388 4,596 45,021 86,327 -11,367 -1,120 75,206 5,246 41,979 -27,651 6,800 -50,076 -20,578
Percent of Open Interest Represented by Each Category of Trader
2.3 8.1 0.9 46.9 20.5 15.2 10.4 32.5 2.8 11.9 7.6 1.2 8.5 11.2
Number of Traders in Each Category Total Traders: 471
24 46 24 111 88 104 48 95 47 25 33 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 667,290
Positions
29,141 63,558 3,059 200,907 237,155 102,409 148,918 39,868 10,228 62,213 37,086 1,000 109,415 172,927
Changes from: October 30, 2018 Total Change is: 16,470
674 18,034 -1,914 5,957 -3,096 1,353 -501 3,326 -892 9,402 -500 0 2,391 159
Percent of Open Interest Represented by Each Category of Trader
4.4 9.5 0.5 30.1 35.5 15.3 22.3 6.0 1.5 9.3 5.6 0.1 16.4 25.9
Number of Traders in Each Category Total Traders: 109
4 9 4 27 34 36 13 9 9 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 4,803,768
Positions
60,191 565,185 64,066 2,555,420 556,245 795,608 451,003 1,663,040 257,511 276,732 473,560 25,428 317,809 403,125
Changes from: October 30, 2018 Total Change is: 101,540
-2,056 -22,163 17,135 -59,934 5,868 27,149 39,391 36,171 67,420 -323 -36,883 4,184 8,574 2,659
Percent of Open Interest Represented by Each Category of Trader
1.3 11.8 1.3 53.2 11.6 16.6 9.4 34.6 5.4 5.8 9.9 0.5 6.6 8.4
Number of Traders in Each Category Total Traders: 355
11 43 15 96 56 85 34 71 43 22 22 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,803,602
Positions
505,103 291,952 461,157 2,190 32,775 72,039 126,446 261,402 393,612 18,607 47,960 186,576 37,872 56,129
Changes from: October 30, 2018 Total Change is: -173,692
-32,609 -46,638 -108,147 -2,660 -5,693 -1,988 -18,411 4,634 -25,742 -6,687 -6,488 18,854 3,698 -2,484
Percent of Open Interest Represented by Each Category of Trader
28.0 16.2 25.6 0.1 1.8 4.0 7.0 14.5 21.8 1.0 2.7 10.3 2.1 3.1
Number of Traders in Each Category Total Traders: 153
27 33 48 . 5 5 26 37 46 5 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is14,441,220
Positions
5,367,321 1,254,759 2,121,441 451,683 1,965,484 1,141,908 887,991 2,706,868 2,851,195 339,449 358,696 668,765 611,467 1,372,104
Changes from: October 30, 2018 Total Change is: -10,860
-218,078 -145,752 124,166 14,764 -91,161 -24,137 84,213 94,516 23,364 -24,634 -22,115 24,896 -15,414 5,363
Percent of Open Interest Represented by Each Category of Trader
37.2 8.7 14.7 3.1 13.6 7.9 6.1 18.7 19.7 2.4 2.5 4.6 4.2 9.5
Number of Traders in Each Category Total Traders: 300
30 48 70 10 36 40 29 92 105 15 22 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 22,332
Positions
1,480 7,673 2,606 0 0 0 7,291 1,112 10,836 0 0 0 119 105
Changes from: October 30, 2018 Total Change is: 3,257
-210 -917 808 0 0 0 -496 242 3,140 0 0 0 15 -16
Percent of Open Interest Represented by Each Category of Trader
6.6 34.4 11.7 0.0 0.0 0.0 32.6 5.0 48.5 0.0 0.0 0.0 0.5 0.5
Number of Traders in Each Category Total Traders: 25
. 4 5 0 0 0 9 7 13 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 22,643
Positions
2,541 3,455 5,969 26 0 0 6,189 5,549 7,230 200 0 0 488 440
Changes from: October 30, 2018 Total Change is: -6,032
-3,009 2,140 -5,293 26 0 0 4,347 -489 -2,259 150 0 0 6 -131
Percent of Open Interest Represented by Each Category of Trader
11.2 15.3 26.4 0.1 0.0 0.0 27.3 24.5 31.9 0.9 0.0 0.0 2.2 1.9
Number of Traders in Each Category Total Traders: 34
5 5 5 . 0 0 9 11 15 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 32,077
Positions
2,092 6,035 0 1,089 10,515 0 19,171 11,237 212 9,410 1,165 0 103 2,913
Changes from: October 30, 2018 Total Change is: 414
372 6 0 27 -140 0 2,196 1,036 212 -2,188 -598 -212 7 110
Percent of Open Interest Represented by Each Category of Trader
6.5 18.8 0.0 3.4 32.8 0.0 59.8 35.0 0.7 29.3 3.6 0.0 0.3 9.1
Number of Traders in Each Category Total Traders: 36
. 4 0 . 12 0 . 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 16,944
Positions
2,171 5,680 0 901 2,522 9 13,797 7,056 0 0 207 0 66 1,470
Changes from: October 30, 2018 Total Change is: 309
6 399 0 6 -105 0 289 1,250 0 0 -1,151 0 8 -84
Percent of Open Interest Represented by Each Category of Trader
12.8 33.5 0.0 5.3 14.9 0.1 81.4 41.6 0.0 0.0 1.2 0.0 0.4 8.7
Number of Traders in Each Category Total Traders: 32
. 5 0 . 8 . . 10 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 Eris Standard- Initial - ERIS FUTURES EXCHANGE 100,000 USD notional principal
CFTC Code #ZB9105 Open Interest is 76,467
Positions
374 3,069 36,285 590 0 0 6,880 10,430 26,407 5,665 30 246 20 0
Changes from: October 30, 2018 Total Change is: 1,328
174 -66 71 0 0 0 1,088 1,328 -5 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
0.5 4.0 47.5 0.8 0.0 0.0 9.0 13.6 34.5 7.4 0.0 0.3 0.0 0.0
Number of Traders in Each Category Total Traders: 21
. . . . 0 0 5 4 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 3,465
Positions
55 0 0 31 0 0 335 1,034 302 1,071 1,679 2 1,669 448
Changes from: October 30, 2018 Total Change is: -150
0 0 0 31 -29 0 -230 -27 -40 16 17 0 73 -71
Percent of Open Interest Represented by Each Category of Trader
1.6 0.0 0.0 0.9 0.0 0.0 9.7 29.8 8.7 30.9 48.5 0.1 48.2 12.9
Number of Traders in Each Category Total Traders: 41
. 0 0 . 0 0 7 11 6 17 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 2,913
Positions
0 0 0 72 108 0 1,877 1,965 0 299 552 0 665 288
Changes from: October 30, 2018 Total Change is: 305
0 0 0 72 -130 0 88 454 -82 115 101 0 112 -38
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 2.5 3.7 0.0 64.4 67.5 0.0 10.3 18.9 0.0 22.8 9.9
Number of Traders in Each Category Total Traders: 40
0 0 0 . . 0 15 12 0 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 57,888
Positions
456 42,973 0 21,388 318 401 23,662 8,238 1,799 4,408 1,525 243 5,531 2,391
Changes from: October 30, 2018 Total Change is: -2,430
290 2 0 196 -129 3 -1,040 -2,480 -120 -932 -260 10 -837 544
Percent of Open Interest Represented by Each Category of Trader
0.8 74.2 0.0 36.9 0.5 0.7 40.9 14.2 3.1 7.6 2.6 0.4 9.6 4.1
Number of Traders in Each Category Total Traders: 106
. . 0 14 . . 40 11 12 28 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 479,813
Positions
33,423 36,177 29,113 112,637 26,145 30,022 63,860 149,567 141,434 14,002 7,909 27,573 27,749 31,873
Changes from: October 30, 2018 Total Change is: -24,224
-8,418 1,930 2,084 448 432 1,491 -10,360 -17,921 -9,443 187 -3,242 -188 -25 633
Percent of Open Interest Represented by Each Category of Trader
7.0 7.5 6.1 23.5 5.4 6.3 13.3 31.2 29.5 2.9 1.6 5.7 5.8 6.6
Number of Traders in Each Category Total Traders: 234
7 18 17 28 29 27 43 63 66 16 17 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 34,893
Positions
2,914 309 626 13,016 1,960 2,602 11,826 28,982 242 3,431 151 0 236 21
Changes from: October 30, 2018 Total Change is: 4,855
-18 309 0 684 1 0 4,179 5,713 0 -6 -1,148 0 16 -20
Percent of Open Interest Represented by Each Category of Trader
8.4 0.9 1.8 37.3 5.6 7.5 33.9 83.1 0.7 9.8 0.4 0.0 0.7 0.1
Number of Traders in Each Category Total Traders: 45
. . . 9 . . 7 9 . 11 . 0
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Updated November 9, 2018