Traders in Financial Futures - Futures Only Positions as of November 13, 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 121,999
Positions
11,919 10,675 2,458 32,934 25,667 4,052 29,050 37,605 2,688 8,581 5,430 18 30,299 33,406
Changes from: November 6, 2018 Total Change is: 5,715
2,967 -1,094 708 217 531 -74 2,798 1,522 836 456 661 4 -2,197 2,621
Percent of Open Interest Represented by Each Category of Trader
9.8 8.8 2.0 27.0 21.0 3.3 23.8 30.8 2.2 7.0 4.5 0.0 24.8 27.4
Number of Traders in Each Category Total Traders: 104
5 7 . 12 18 5 17 32 10 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 77,629
Positions
46,732 2,701 0 2,069 15,561 377 19,600 25,978 913 0 4,270 0 7,938 27,829
Changes from: November 6, 2018 Total Change is: 424
41 620 0 286 988 0 -1,408 -1,923 354 0 89 0 1,151 296
Percent of Open Interest Represented by Each Category of Trader
60.2 3.5 0.0 2.7 20.0 0.5 25.2 33.5 1.2 0.0 5.5 0.0 10.2 35.8
Number of Traders in Each Category Total Traders: 51
6 4 0 . 13 . 10 13 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 229,052
Positions
102,355 32,369 3,555 44,656 92,513 2,909 38,988 44,534 10,790 1,498 8,066 135 24,166 34,181
Changes from: November 6, 2018 Total Change is: 1,538
-672 7,846 1,068 -65 2,737 -745 3,144 -5,311 -525 -147 43 -62 -458 -3,513
Percent of Open Interest Represented by Each Category of Trader
44.7 14.1 1.6 19.5 40.4 1.3 17.0 19.4 4.7 0.7 3.5 0.1 10.6 14.9
Number of Traders in Each Category Total Traders: 128
10 5 7 11 29 8 28 37 22 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 231,730
Positions
123,409 4,485 2,906 36,012 59,550 5,318 37,033 103,882 3,298 1,175 5,654 259 22,320 46,378
Changes from: November 6, 2018 Total Change is: 22,277
14,172 345 909 2,304 6,694 71 5,942 14,138 -1,609 -1,143 360 -44 1,675 1,413
Percent of Open Interest Represented by Each Category of Trader
53.3 1.9 1.3 15.5 25.7 2.3 16.0 44.8 1.4 0.5 2.4 0.1 9.6 20.0
Number of Traders in Each Category Total Traders: 131
12 . 4 20 27 8 24 38 16 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 520,240
Positions
38,877 99,121 10,831 296,644 159,348 23,175 41,857 130,776 10,891 18,278 19,042 219 79,468 66,837
Changes from: November 6, 2018 Total Change is: 10,047
-705 6,199 -1,717 11,906 271 727 12,922 -409 2,103 -4,974 428 -775 -9,440 3,220
Percent of Open Interest Represented by Each Category of Trader
7.5 19.1 2.1 57.0 30.6 4.5 8.0 25.1 2.1 3.5 3.7 0.0 15.3 12.8
Number of Traders in Each Category Total Traders: 286
17 11 10 92 38 45 36 53 22 22 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 37,624
Positions
0 22,042 0 14,548 6,671 2,298 7,042 0 65 0 778 5 13,666 5,765
Changes from: November 6, 2018 Total Change is: 385
0 -264 0 633 -632 617 1 0 0 0 0 0 -866 664
Percent of Open Interest Represented by Each Category of Trader
0.0 58.6 0.0 38.7 17.7 6.1 18.7 0.0 0.2 0.0 2.1 0.0 36.3 15.3
Number of Traders in Each Category Total Traders: 29
0 . 0 14 7 8 5 0 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 28,205
Positions
0 6,386 712 10,437 12,484 2,455 8,262 0 0 0 505 0 6,339 5,663
Changes from: November 6, 2018 Total Change is: 615
0 -343 -6 595 286 -2 386 0 0 0 505 0 -358 175
Percent of Open Interest Represented by Each Category of Trader
0.0 22.6 2.5 37.0 44.3 8.7 29.3 0.0 0.0 0.0 1.8 0.0 22.5 20.1
Number of Traders in Each Category Total Traders: 24
0 . . 7 8 8 5 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 146,295
Positions
86,673 9,138 2,981 9,924 43,421 1,471 19,347 41,280 4,444 0 5,913 108 21,347 37,539
Changes from: November 6, 2018 Total Change is: -4,270
-2,030 3,264 122 -1,038 -4,332 0 -3,809 -4,435 1,174 0 -187 19 1,292 105
Percent of Open Interest Represented by Each Category of Trader
59.2 6.2 2.0 6.8 29.7 1.0 13.2 28.2 3.0 0.0 4.0 0.1 14.6 25.7
Number of Traders in Each Category Total Traders: 82
7 6 . 7 17 4 13 25 16 0 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 29,478
Positions
0 21,488 6 26,409 923 0 1,244 4,667 6 339 553 0 1,474 1,835
Changes from: November 6, 2018 Total Change is: -3,220
0 4,779 6 -2,622 154 0 -337 -8,312 6 0 -19 0 -273 166
Percent of Open Interest Represented by Each Category of Trader
0.0 72.9 0.0 89.6 3.1 0.0 4.2 15.8 0.0 1.2 1.9 0.0 5.0 6.2
Number of Traders in Each Category Total Traders: 30
0 5 . 7 . 0 5 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 186,246
Positions
41,567 116,144 1,379 60,843 7,445 655 69,052 18,526 4,111 3,012 33,274 0 5,627 4,712
Changes from: November 6, 2018 Total Change is: 2,161
9,126 -3,116 -109 -15,311 4,783 655 5,946 -4,462 1,686 88 1,954 0 80 770
Percent of Open Interest Represented by Each Category of Trader
22.3 62.4 0.7 32.7 4.0 0.4 37.1 9.9 2.2 1.6 17.9 0.0 3.0 2.5
Number of Traders in Each Category Total Traders: 130
7 4 . 14 12 . 33 32 9 10 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 10,917
Positions
0 2,258 0 2,432 1,607 0 5,693 4,338 160 679 940 0 1,953 1,614
Changes from: November 6, 2018 Total Change is: 584
0 0 0 325 29 0 490 356 75 -302 150 0 -4 -26
Percent of Open Interest Represented by Each Category of Trader
0.0 20.7 0.0 22.3 14.7 0.0 52.1 39.7 1.5 6.2 8.6 0.0 17.9 14.8
Number of Traders in Each Category Total Traders: 31
0 . 0 . . 0 9 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 50,015
Positions
32,025 5,229 0 3,239 6,486 0 8,566 25,976 2,312 624 3,638 506 2,743 5,868
Changes from: November 6, 2018 Total Change is: -1,273
-2,271 4,018 0 1,097 -3,173 0 -616 -1,480 -119 262 -492 76 298 -103
Percent of Open Interest Represented by Each Category of Trader
64.0 10.5 0.0 6.5 13.0 0.0 17.1 51.9 4.6 1.2 7.3 1.0 5.5 11.7
Number of Traders in Each Category Total Traders: 76
4 6 0 5 14 0 19 22 9 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 42,482
Positions
10,187 26,528 830 11,249 260 339 9,781 5,053 1,181 1,375 1,434 33 7,509 6,826
Changes from: November 6, 2018 Total Change is: 901
262 2,688 134 1,104 260 224 -1,682 -967 448 -214 -1,400 -45 670 -441
Percent of Open Interest Represented by Each Category of Trader
24.0 62.4 2.0 26.5 0.6 0.8 23.0 11.9 2.8 3.2 3.4 0.1 17.7 16.1
Number of Traders in Each Category Total Traders: 95
13 17 5 15 . 4 25 12 8 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 84,964
Positions
20,374 53,055 1,660 22,497 520 678 19,562 10,106 2,361 2,749 2,867 65 15,018 13,652
Changes from: November 6, 2018 Total Change is: 1,801
523 5,376 268 2,208 520 448 -3,363 -1,934 895 -428 -2,800 -90 1,340 -882
Percent of Open Interest Represented by Each Category of Trader
24.0 62.4 2.0 26.5 0.6 0.8 23.0 11.9 2.8 3.2 3.4 0.1 17.7 16.1
Number of Traders in Each Category Total Traders: 95
13 17 5 15 . 4 25 12 8 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 28,359
Positions
3,864 22,119 0 22,738 1,419 407 405 3,524 0 0 454 0 945 436
Changes from: November 6, 2018 Total Change is: 1,284
-147 607 0 1,315 -16 56 0 649 0 0 0 0 60 -12
Percent of Open Interest Represented by Each Category of Trader
13.6 78.0 0.0 80.2 5.0 1.4 1.4 12.4 0.0 0.0 1.6 0.0 3.3 1.5
Number of Traders in Each Category Total Traders: 24
. 6 0 11 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 648,679
Positions
53,675 126,375 83,600 251,745 171,114 66,666 57,644 79,878 25,740 36,386 32,094 1,829 71,394 61,383
Changes from: November 6, 2018 Total Change is: 5,956
554 6,622 2,376 9,277 -6,738 1,356 -4,101 3,521 194 -2,372 -1,747 4 -1,333 367
Percent of Open Interest Represented by Each Category of Trader
8.3 19.5 12.9 38.8 26.4 10.3 8.9 12.3 4.0 5.6 4.9 0.3 11.0 9.5
Number of Traders in Each Category Total Traders: 611
42 38 30 181 94 130 86 107 72 42 21 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 55,269
Positions
24,051 16,023 1,523 4,995 19,502 16 10,193 5,836 200 60 0 0 14,231 12,169
Changes from: November 6, 2018 Total Change is: 631
1,310 -435 517 1,967 0 16 -1,277 1,400 -86 2 0 0 -1,818 -781
Percent of Open Interest Represented by Each Category of Trader
43.5 29.0 2.8 9.0 35.3 0.0 18.4 10.6 0.4 0.1 0.0 0.0 25.7 22.0
Number of Traders in Each Category Total Traders: 43
8 8 . 4 . . 10 9 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 13,146
Positions
4,163 9,416 0 2,636 494 1,799 1,446 0 0 1,365 891 0 1,737 546
Changes from: November 6, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
31.7 71.6 0.0 20.1 3.8 13.7 11.0 0.0 0.0 10.4 6.8 0.0 13.2 4.2
Number of Traders in Each Category Total Traders: 20
. 7 0 . . . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 13,851
Positions
4,957 12,192 0 5,633 642 275 384 0 0 404 0 0 2,198 742
Changes from: November 6, 2018 Total Change is: 401
213 405 0 350 0 -108 -216 0 0 0 0 0 162 104
Percent of Open Interest Represented by Each Category of Trader
35.8 88.0 0.0 40.7 4.6 2.0 2.8 0.0 0.0 2.9 0.0 0.0 15.9 5.4
Number of Traders in Each Category Total Traders: 23
5 9 0 6 . . . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 2,967,052
Positions
289,082 692,722 269,423 1,251,085 775,397 315,913 285,460 418,415 79,494 181,632 160,470 9,147 285,816 246,071
Changes from: November 6, 2018 Total Change is: 26,626
6,006 45,068 -488 41,089 -29,151 2,163 -13,169 11,560 449 -11,871 -8,736 21 2,426 5,740
Percent of Open Interest Represented by Each Category of Trader
9.7 23.3 9.1 42.2 26.1 10.6 9.6 14.1 2.7 6.1 5.4 0.3 9.6 8.3
Number of Traders in Each Category Total Traders: 610
39 41 25 181 94 130 84 108 64 42 21 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 17,855
Positions
5,197 15,949 1 8,303 1,137 0 1,440 0 0 1,228 0 0 1,686 768
Changes from: November 6, 2018 Total Change is: 2,581
0 2,606 0 2,574 0 0 138 0 0 0 0 0 -131 -25
Percent of Open Interest Represented by Each Category of Trader
29.1 89.3 0.0 46.5 6.4 0.0 8.1 0.0 0.0 6.9 0.0 0.0 9.4 4.3
Number of Traders in Each Category Total Traders: 28
4 10 . 7 . 0 . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 16,737
Positions
3,334 14,844 0 11,924 511 123 0 529 0 522 0 0 834 730
Changes from: November 6, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
19.9 88.7 0.0 71.2 3.1 0.7 0.0 3.2 0.0 3.1 0.0 0.0 5.0 4.4
Number of Traders in Each Category Total Traders: 20
4 9 0 . . . 0 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 15,914
Positions
3,894 11,799 0 8,577 1,068 486 544 0 0 590 890 0 1,823 1,671
Changes from: November 6, 2018 Total Change is: 154
83 -636 0 201 738 13 112 0 0 0 0 0 -255 39
Percent of Open Interest Represented by Each Category of Trader
24.5 74.1 0.0 53.9 6.7 3.1 3.4 0.0 0.0 3.7 5.6 0.0 11.5 10.5
Number of Traders in Each Category Total Traders: 23
4 8 0 6 . . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 63,790
Positions
8,694 16,016 1,549 37,766 35,523 2,892 3,467 1,699 686 0 210 0 8,736 5,215
Changes from: November 6, 2018 Total Change is: -1,818
-1,302 -234 97 -240 -685 -177 -219 -468 -490 0 0 0 513 139
Percent of Open Interest Represented by Each Category of Trader
13.6 25.1 2.4 59.2 55.7 4.5 5.4 2.7 1.1 0.0 0.3 0.0 13.7 8.2
Number of Traders in Each Category Total Traders: 77
7 8 . 32 19 16 7 . 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 49,733
Positions
19,082 7,778 890 10,971 16,446 2,360 7,616 10,996 1,087 1,326 2,173 125 6,277 7,877
Changes from: November 6, 2018 Total Change is: 1,070
210 2 313 199 -349 343 -155 789 136 -412 -1,083 -14 451 934
Percent of Open Interest Represented by Each Category of Trader
38.4 15.6 1.8 22.1 33.1 4.7 15.3 22.1 2.2 2.7 4.4 0.3 12.6 15.8
Number of Traders in Each Category Total Traders: 265
24 19 7 55 42 31 30 59 18 11 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 248,663
Positions
95,410 38,890 4,449 54,854 82,232 11,801 38,078 54,982 5,436 6,629 10,864 623 31,383 39,386
Changes from: November 6, 2018 Total Change is: 5,350
1,051 11 1,563 995 -1,747 1,713 -774 3,947 678 -2,060 -5,416 -69 2,253 4,670
Percent of Open Interest Represented by Each Category of Trader
38.4 15.6 1.8 22.1 33.1 4.7 15.3 22.1 2.2 2.7 4.4 0.3 12.6 15.8
Number of Traders in Each Category Total Traders: 265
24 19 7 55 42 31 30 59 18 11 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 463,340
Positions
73,947 71,499 5,751 218,253 171,530 35,192 86,188 134,604 8,429 15,473 16,296 623 19,484 19,416
Changes from: November 6, 2018 Total Change is: -9,097
-1,507 2,051 515 -6,377 1,612 -4 -5,664 -15,334 1,013 1,825 1,231 209 893 -390
Percent of Open Interest Represented by Each Category of Trader
16.0 15.4 1.2 47.1 37.0 7.6 18.6 29.1 1.8 3.3 3.5 0.1 4.2 4.2
Number of Traders in Each Category Total Traders: 287
26 19 8 75 62 46 36 48 19 12 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 30,552
Positions
5,583 13,985 68 14,777 1,652 671 1,777 10,021 81 1,900 216 0 5,695 3,858
Changes from: November 6, 2018 Total Change is: 1,495
470 2,123 -107 452 -24 316 795 -626 6 -20 -683 0 -417 490
Percent of Open Interest Represented by Each Category of Trader
18.3 45.8 0.2 48.4 5.4 2.2 5.8 32.8 0.3 6.2 0.7 0.0 18.6 12.6
Number of Traders in Each Category Total Traders: 42
. 5 . 19 4 4 4 . . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 59,845
Positions
8,200 14,640 2,442 19,436 6,289 2,567 19,382 13,144 351 522 1,779 0 6,945 18,633
Changes from: November 6, 2018 Total Change is: 1,844
-1,466 -1,027 1,107 297 2,908 89 2,519 1,473 -94 -1,000 644 -34 426 -3,222
Percent of Open Interest Represented by Each Category of Trader
13.7 24.5 4.1 32.5 10.5 4.3 32.4 22.0 0.6 0.9 3.0 0.0 11.6 31.1
Number of Traders in Each Category Total Traders: 74
14 10 4 14 5 7 13 13 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 277,200
Positions
23,832 147,553 3,101 210,508 83,339 13,483 14,992 18,696 122 2,830 3,844 0 8,332 7,062
Changes from: November 6, 2018 Total Change is: -2,625
-690 -5,868 2,583 -3,499 -3,316 -1,013 352 4,771 -4 -268 -266 0 -86 488
Percent of Open Interest Represented by Each Category of Trader
8.6 53.2 1.1 75.9 30.1 4.9 5.4 6.7 0.0 1.0 1.4 0.0 3.0 2.5
Number of Traders in Each Category Total Traders: 158
10 14 . 57 37 27 13 17 5 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 1,208,276
Positions
136,798 698,265 8,608 786,040 305,964 116,632 70,121 42,329 3,733 20,113 12,297 892 65,339 19,556
Changes from: November 6, 2018 Total Change is: -1,937
-3,615 28,447 -789 16,921 -27,076 -1,665 -8,956 3,082 78 -5,026 -1,164 -199 1,314 -2,651
Percent of Open Interest Represented by Each Category of Trader
11.3 57.8 0.7 65.1 25.3 9.7 5.8 3.5 0.3 1.7 1.0 0.1 5.4 1.6
Number of Traders in Each Category Total Traders: 415
24 26 9 160 72 81 52 37 13 34 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 113,262
Positions
35,222 55,950 56,530 13,389 0 330 7,123 138 41 590 30 0 37 243
Changes from: November 6, 2018 Total Change is: -2,712
-508 -3,558 1,760 -60 0 60 -2,352 138 -1,137 0 0 0 -475 25
Percent of Open Interest Represented by Each Category of Trader
31.1 49.4 49.9 11.8 0.0 0.3 6.3 0.1 0.0 0.5 0.0 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 31
. 14 7 7 0 . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 917,952
Positions
11,171 97,007 3,642 485,235 283,230 183,218 54,738 71,184 10,956 26,563 71,246 4,857 137,572 192,612
Changes from: November 6, 2018 Total Change is: -7,829
-66 7,952 664 -5,217 -4,365 3,242 -5,224 -10,883 -364 -2,834 -6,796 1,127 843 1,594
Percent of Open Interest Represented by Each Category of Trader
1.2 10.6 0.4 52.9 30.9 20.0 6.0 7.8 1.2 2.9 7.8 0.5 15.0 21.0
Number of Traders in Each Category Total Traders: 188
9 16 5 61 32 50 23 28 23 7 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 1,146,600
Positions
17,205 221,386 300 681,247 71,396 170,258 36,829 516,753 34,717 50,671 15,188 224 155,149 116,378
Changes from: November 6, 2018 Total Change is: 75,236
-335 32,215 -871 69,337 -13,238 -2,964 -3,962 37,083 25,881 -19,673 353 -446 8,269 -2,777
Percent of Open Interest Represented by Each Category of Trader
1.5 19.3 0.0 59.4 6.2 14.8 3.2 45.1 3.0 4.4 1.3 0.0 13.5 10.1
Number of Traders in Each Category Total Traders: 133
. 16 . 59 14 45 8 25 21 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 2,604,531
Positions
97,610 155,106 32,256 1,051,669 418,149 399,863 345,000 1,052,522 141,269 369,961 204,953 22,811 144,092 177,602
Changes from: November 6, 2018 Total Change is: 129,806
-2,762 -5,270 6,610 -31,760 306 48,998 28,636 66,936 49,910 23,040 -43,551 1,601 5,533 4,266
Percent of Open Interest Represented by Each Category of Trader
3.7 6.0 1.2 40.4 16.1 15.4 13.2 40.4 5.4 14.2 7.9 0.9 5.5 6.8
Number of Traders in Each Category Total Traders: 349
14 28 13 98 39 71 51 70 37 26 23 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 4,250,537
Positions
81,257 408,612 30,902 1,971,873 874,049 657,492 479,156 1,294,563 116,411 487,120 333,211 42,828 383,498 492,469
Changes from: November 6, 2018 Total Change is: -9,461
-16,083 61,502 -5,460 -26,811 -465 11,963 37,125 -91,724 -3,805 -19,326 8,115 -6,721 19,657 17,134
Percent of Open Interest Represented by Each Category of Trader
1.9 9.6 0.7 46.4 20.6 15.5 11.3 30.5 2.7 11.5 7.8 1.0 9.0 11.6
Number of Traders in Each Category Total Traders: 446
20 45 18 108 85 106 60 78 53 23 27 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 682,015
Positions
26,731 60,445 3,472 222,873 245,607 102,946 154,457 49,271 8,016 56,168 42,761 1,000 106,352 168,497
Changes from: November 6, 2018 Total Change is: 14,725
-2,410 -3,113 413 21,966 8,452 537 5,539 9,403 -2,212 -6,045 5,675 0 -3,063 -4,430
Percent of Open Interest Represented by Each Category of Trader
3.9 8.9 0.5 32.7 36.0 15.1 22.6 7.2 1.2 8.2 6.3 0.1 15.6 24.7
Number of Traders in Each Category Total Traders: 110
. 9 . 28 38 39 11 10 8 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 4,844,662
Positions
67,268 630,064 57,038 2,631,577 529,347 797,623 415,804 1,653,594 282,937 246,126 467,479 39,429 306,860 387,151
Changes from: November 6, 2018 Total Change is: 40,894
7,077 64,879 -7,028 76,157 -26,898 2,015 -35,199 -9,446 25,426 -30,606 -6,081 14,001 -10,949 -15,974
Percent of Open Interest Represented by Each Category of Trader
1.4 13.0 1.2 54.3 10.9 16.5 8.6 34.1 5.8 5.1 9.6 0.8 6.3 8.0
Number of Traders in Each Category Total Traders: 356
12 42 16 99 56 86 33 73 46 17 24 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 1,784,665
Positions
485,942 307,853 437,332 4,697 27,814 72,834 145,239 260,214 391,241 25,164 49,199 188,242 33,974 49,936
Changes from: November 6, 2018 Total Change is: -18,937
-19,161 15,901 -23,825 2,507 -4,961 795 18,793 -1,188 -2,371 6,557 1,239 1,666 -3,898 -6,193
Percent of Open Interest Represented by Each Category of Trader
27.2 17.2 24.5 0.3 1.6 4.1 8.1 14.6 21.9 1.4 2.8 10.5 1.9 2.8
Number of Traders in Each Category Total Traders: 150
26 33 51 . 4 5 32 31 46 7 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 is14,073,721
Positions
5,447,670 1,210,457 2,150,149 486,909 1,992,671 1,154,514 899,813 2,822,290 2,338,750 347,550 361,571 648,385 599,981 1,394,934
Changes from: November 6, 2018 Total Change is: -367,499
80,349 -44,302 28,708 35,226 27,187 12,606 11,822 115,422 -512,445 8,101 2,875 -20,380 -11,486 22,830
Percent of Open Interest Represented by Each Category of Trader
38.7 8.6 15.3 3.5 14.2 8.2 6.4 20.1 16.6 2.5 2.6 4.6 4.3 9.9
Number of Traders in Each Category Total Traders: 302
33 45 69 9 36 39 31 92 105 15 23 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 23,969
Positions
1,465 7,833 2,530 0 0 0 7,429 1,068 12,469 0 0 0 76 69
Changes from: November 6, 2018 Total Change is: 1,637
-15 160 -76 0 0 0 138 -44 1,633 0 0 0 -43 -36
Percent of Open Interest Represented by Each Category of Trader
6.1 32.7 10.6 0.0 0.0 0.0 31.0 4.5 52.0 0.0 0.0 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 27
. 5 5 0 0 0 9 8 14 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 25,314
Positions
5,320 3,557 5,413 100 0 0 5,719 7,107 8,074 200 0 0 488 1,163
Changes from: November 6, 2018 Total Change is: 2,671
2,779 102 -556 74 0 0 -470 1,558 844 0 0 0 0 723
Percent of Open Interest Represented by Each Category of Trader
21.0 14.1 21.4 0.4 0.0 0.0 22.6 28.1 31.9 0.8 0.0 0.0 1.9 4.6
Number of Traders in Each Category Total Traders: 36
. 7 7 . 0 0 8 14 17 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 31,770
Positions
1,529 5,559 0 1,089 10,515 0 19,600 11,285 212 9,300 1,136 0 40 3,063
Changes from: November 6, 2018 Total Change is: -307
-563 -476 0 0 0 0 429 48 0 -110 -29 0 -63 150
Percent of Open Interest Represented by Each Category of Trader
4.8 17.5 0.0 3.4 33.1 0.0 61.7 35.5 0.7 29.3 3.6 0.0 0.1 9.6
Number of Traders in Each Category Total Traders: 38
. 4 0 . 12 0 . 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 16,999
Positions
2,422 5,630 0 901 2,534 9 13,621 7,120 0 0 207 0 46 1,499
Changes from: November 6, 2018 Total Change is: 55
251 -50 0 0 12 0 -176 64 0 0 0 0 -20 29
Percent of Open Interest Represented by Each Category of Trader
14.2 33.1 0.0 5.3 14.9 0.1 80.1 41.9 0.0 0.0 1.2 0.0 0.3 8.8
Number of Traders in Each Category Total Traders: 30
. 4 0 . 8 . . 9 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 76,563
Positions
200 3,311 36,459 590 0 0 6,976 10,110 26,407 5,665 30 246 20 0
Changes from: November 6, 2018 Total Change is: 96
-174 242 174 0 0 0 96 -320 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
0.3 4.3 47.6 0.8 0.0 0.0 9.1 13.2 34.5 7.4 0.0 0.3 0.0 0.0
Number of Traders in Each Category Total Traders: 21
. . . . 0 0 6 . . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 3,670
Positions
55 0 0 0 0 0 564 1,119 367 1,090 1,775 4 1,590 405
Changes from: November 6, 2018 Total Change is: 205
0 0 0 -31 0 0 229 85 65 19 96 2 -79 -43
Percent of Open Interest Represented by Each Category of Trader
1.5 0.0 0.0 0.0 0.0 0.0 15.4 30.5 10.0 29.7 48.4 0.1 43.3 11.0
Number of Traders in Each Category Total Traders: 41
. 0 0 0 0 0 7 10 5 18 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 3,530
Positions
31 0 0 0 250 0 2,462 2,353 1 399 619 0 637 307
Changes from: November 6, 2018 Total Change is: 617
31 0 0 -72 142 0 585 388 1 100 67 0 -28 19
Percent of Open Interest Represented by Each Category of Trader
0.9 0.0 0.0 0.0 7.1 0.0 69.7 66.7 0.0 11.3 17.5 0.0 18.0 8.7
Number of Traders in Each Category Total Traders: 44
. 0 0 0 4 0 15 15 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 58,329
Positions
366 42,983 0 21,516 305 367 24,547 7,916 2,086 3,586 2,076 231 5,630 2,365
Changes from: November 6, 2018 Total Change is: 441
-90 10 0 128 -13 -34 885 -322 287 -822 551 -12 99 -26
Percent of Open Interest Represented by Each Category of Trader
0.6 73.7 0.0 36.9 0.5 0.6 42.1 13.6 3.6 6.1 3.6 0.4 9.7 4.1
Number of Traders in Each Category Total Traders: 115
. . 0 16 . . 44 12 10 28 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 473,340
Positions
48,264 55,122 27,476 110,052 26,815 17,600 62,359 137,183 142,974 11,552 8,524 23,307 29,756 34,339
Changes from: November 6, 2018 Total Change is: -6,473
14,841 18,945 -1,637 -2,585 670 -12,422 -1,501 -12,384 1,540 -2,450 615 -4,266 2,007 2,466
Percent of Open Interest Represented by Each Category of Trader
10.2 11.6 5.8 23.3 5.7 3.7 13.2 29.0 30.2 2.4 1.8 4.9 6.3 7.3
Number of Traders in Each Category Total Traders: 222
11 20 21 27 23 19 44 57 70 13 16 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 13, 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 37,144
Positions
2,879 0 1,153 14,672 1,961 2,602 13,551 30,999 242 1,846 161 0 199 26
Changes from: November 6, 2018 Total Change is: 2,251
-35 -309 527 1,656 1 0 1,725 2,017 0 -1,585 10 0 -37 5
Percent of Open Interest Represented by Each Category of Trader
7.8 0.0 3.1 39.5 5.3 7.0 36.5 83.5 0.7 5.0 0.4 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 47
4 0 . 10 . . 9 9 . 10 . 0
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Updated November 16, 2018