Traders in Financial Futures - Futures Only Positions as of November 20, 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 140,651
Positions
22,180 8,680 7,546 29,744 27,047 5,864 30,944 43,077 5,229 9,087 8,166 31 30,026 35,011
Changes from: November 13, 2018 Total Change is: 18,652
10,261 -1,995 5,088 -3,190 1,380 1,812 1,894 5,472 2,541 506 2,736 13 -273 1,605
Percent of Open Interest Represented by Each Category of Trader
15.8 6.2 5.4 21.1 19.2 4.2 22.0 30.6 3.7 6.5 5.8 0.0 21.3 24.9
Number of Traders in Each Category Total Traders: 108
6 6 . 11 18 6 18 36 12 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 81,100
Positions
47,532 2,607 0 1,394 15,797 397 20,810 29,580 2,127 541 4,396 0 8,299 26,196
Changes from: November 13, 2018 Total Change is: 3,471
800 -94 0 -675 236 20 1,210 3,602 1,214 541 126 0 361 -1,633
Percent of Open Interest Represented by Each Category of Trader
58.6 3.2 0.0 1.7 19.5 0.5 25.7 36.5 2.6 0.7 5.4 0.0 10.2 32.3
Number of Traders in Each Category Total Traders: 51
6 4 0 . 13 . 9 14 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 227,556
Positions
98,856 33,338 2,962 44,656 90,641 3,561 42,791 39,504 10,803 1,637 10,435 152 22,138 36,160
Changes from: November 13, 2018 Total Change is: -1,496
-3,499 969 -593 0 -1,872 652 3,803 -5,030 13 139 2,369 17 -2,028 1,979
Percent of Open Interest Represented by Each Category of Trader
43.4 14.7 1.3 19.6 39.8 1.6 18.8 17.4 4.7 0.7 4.6 0.1 9.7 15.9
Number of Traders in Each Category Total Traders: 127
10 5 7 11 28 10 25 37 17 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 223,144
Positions
116,640 4,843 2,815 33,693 57,601 6,686 32,015 95,076 5,971 2,196 5,599 590 22,538 43,963
Changes from: November 13, 2018 Total Change is: -8,586
-6,769 358 -91 -2,319 -1,949 1,368 -5,018 -8,806 2,673 1,021 -55 331 218 -2,415
Percent of Open Interest Represented by Each Category of Trader
52.3 2.2 1.3 15.1 25.8 3.0 14.3 42.6 2.7 1.0 2.5 0.3 10.1 19.7
Number of Traders in Each Category Total Traders: 126
11 . 4 18 24 8 25 35 20 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 535,707
Positions
37,248 91,480 24,298 291,421 160,146 24,353 36,514 136,774 16,702 18,325 18,746 208 86,638 63,000
Changes from: November 13, 2018 Total Change is: 15,467
-1,629 -7,641 13,467 -5,223 798 1,178 -5,343 5,998 5,811 47 -296 -11 7,170 -3,837
Percent of Open Interest Represented by Each Category of Trader
7.0 17.1 4.5 54.4 29.9 4.5 6.8 25.5 3.1 3.4 3.5 0.0 16.2 11.8
Number of Traders in Each Category Total Traders: 286
17 11 10 92 38 45 31 57 24 23 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 36,830
Positions
0 22,304 0 14,172 6,520 2,160 6,582 0 1 402 774 5 13,508 5,066
Changes from: November 13, 2018 Total Change is: -794
0 262 0 -376 -151 -138 -460 0 -64 402 -4 0 -158 -699
Percent of Open Interest Represented by Each Category of Trader
0.0 60.6 0.0 38.5 17.7 5.9 17.9 0.0 0.0 1.1 2.1 0.0 36.7 13.8
Number of Traders in Each Category Total Traders: 28
0 . 0 13 7 7 4 0 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 28,641
Positions
0 6,706 719 10,740 12,464 2,441 8,201 0 6 0 505 0 6,534 5,800
Changes from: November 13, 2018 Total Change is: 436
0 320 7 303 -20 -14 -61 0 6 0 0 0 195 137
Percent of Open Interest Represented by Each Category of Trader
0.0 23.4 2.5 37.5 43.5 8.5 28.6 0.0 0.0 0.0 1.8 0.0 22.8 20.3
Number of Traders in Each Category Total Traders: 23
0 . . 7 8 8 4 0 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 141,872
Positions
79,890 12,750 2,683 12,176 38,460 1,648 18,142 41,199 4,717 139 7,282 41 22,436 33,092
Changes from: November 13, 2018 Total Change is: -4,423
-6,783 3,612 -298 2,252 -4,961 177 -1,205 -81 273 139 1,369 -67 1,089 -4,447
Percent of Open Interest Represented by Each Category of Trader
56.3 9.0 1.9 8.6 27.1 1.2 12.8 29.0 3.3 0.1 5.1 0.0 15.8 23.3
Number of Traders in Each Category Total Traders: 91
7 6 . 8 18 4 16 30 15 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 32,082
Positions
0 21,304 512 28,506 690 0 890 7,750 3 339 498 0 1,832 1,325
Changes from: November 13, 2018 Total Change is: 2,604
0 -184 506 2,097 -233 0 -354 3,083 -3 0 -55 0 358 -510
Percent of Open Interest Represented by Each Category of Trader
0.0 66.4 1.6 88.9 2.2 0.0 2.8 24.2 0.0 1.1 1.6 0.0 5.7 4.1
Number of Traders in Each Category Total Traders: 29
0 5 . 6 . 0 4 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 186,030
Positions
39,265 112,700 1,379 58,830 11,776 717 71,157 17,753 6,144 3,231 30,278 8 5,299 5,275
Changes from: November 13, 2018 Total Change is: -216
-2,302 -3,444 0 -2,013 4,331 62 2,105 -773 2,033 219 -2,996 8 -328 563
Percent of Open Interest Represented by Each Category of Trader
21.1 60.6 0.7 31.6 6.3 0.4 38.3 9.5 3.3 1.7 16.3 0.0 2.8 2.8
Number of Traders in Each Category Total Traders: 131
6 5 . 14 14 . 29 35 9 12 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 10,789
Positions
0 2,258 0 2,432 1,802 0 5,422 4,328 94 877 835 0 1,964 1,472
Changes from: November 13, 2018 Total Change is: -128
0 0 0 0 195 0 -271 -10 -66 198 -105 0 11 -142
Percent of Open Interest Represented by Each Category of Trader
0.0 20.9 0.0 22.5 16.7 0.0 50.3 40.1 0.9 8.1 7.7 0.0 18.2 13.6
Number of Traders in Each Category Total Traders: 34
0 . 0 . 4 0 10 9 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 53,661
Positions
30,544 6,117 0 6,932 4,931 0 9,653 30,398 2,201 976 3,464 481 2,874 6,069
Changes from: November 13, 2018 Total Change is: 3,646
-1,481 888 0 3,693 -1,555 0 1,087 4,422 -111 352 -174 -25 131 201
Percent of Open Interest Represented by Each Category of Trader
56.9 11.4 0.0 12.9 9.2 0.0 18.0 56.6 4.1 1.8 6.5 0.9 5.4 11.3
Number of Traders in Each Category Total Traders: 84
5 5 0 5 11 0 25 26 11 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 38,900
Positions
9,981 22,824 1,016 8,894 213 598 6,797 4,965 2,204 1,650 1,091 38 7,724 5,953
Changes from: November 13, 2018 Total Change is: -3,583
-207 -3,704 186 -2,355 -48 259 -2,985 -89 1,023 276 -343 6 215 -873
Percent of Open Interest Represented by Each Category of Trader
25.7 58.7 2.6 22.9 0.5 1.5 17.5 12.8 5.7 4.2 2.8 0.1 19.9 15.3
Number of Traders in Each Category Total Traders: 95
13 15 5 17 . 4 26 11 5 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 77,799
Positions
19,961 45,647 2,032 17,787 425 1,196 13,593 9,929 4,407 3,300 2,181 76 15,447 11,906
Changes from: November 13, 2018 Total Change is: -7,165
-413 -7,408 372 -4,710 -95 518 -5,969 -177 2,046 551 -686 11 429 -1,746
Percent of Open Interest Represented by Each Category of Trader
25.7 58.7 2.6 22.9 0.5 1.5 17.5 12.8 5.7 4.2 2.8 0.1 19.9 15.3
Number of Traders in Each Category Total Traders: 95
13 15 5 17 . 4 26 11 5 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 28,640
Positions
3,264 22,572 0 23,309 1,378 496 405 3,363 0 0 454 0 1,166 377
Changes from: November 13, 2018 Total Change is: 281
-600 453 0 571 -41 89 0 -161 0 0 0 0 221 -59
Percent of Open Interest Represented by Each Category of Trader
11.4 78.8 0.0 81.4 4.8 1.7 1.4 11.7 0.0 0.0 1.6 0.0 4.1 1.3
Number of Traders in Each Category Total Traders: 24
. 6 0 12 . 4 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 668,984
Positions
56,264 145,201 88,909 245,924 172,785 72,155 61,711 69,015 26,273 40,206 33,280 2,695 74,847 58,672
Changes from: November 13, 2018 Total Change is: 20,304
2,589 18,826 5,308 -5,820 1,671 5,489 4,067 -10,863 533 3,819 1,186 866 3,453 -2,711
Percent of Open Interest Represented by Each Category of Trader
8.4 21.7 13.3 36.8 25.8 10.8 9.2 10.3 3.9 6.0 5.0 0.4 11.2 8.8
Number of Traders in Each Category Total Traders: 617
39 42 33 176 98 129 93 101 77 45 23 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 59,056
Positions
26,003 20,516 689 4,116 19,387 0 13,113 5,242 0 0 816 0 15,135 12,406
Changes from: November 13, 2018 Total Change is: 3,787
1,952 4,493 -834 -879 -115 -16 2,920 -594 -200 -60 816 0 904 237
Percent of Open Interest Represented by Each Category of Trader
44.0 34.7 1.2 7.0 32.8 0.0 22.2 8.9 0.0 0.0 1.4 0.0 25.6 21.0
Number of Traders in Each Category Total Traders: 41
9 6 . . . 0 10 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 15,561
Positions
5,426 13,875 0 7,071 642 102 384 252 0 404 0 0 2,174 690
Changes from: November 13, 2018 Total Change is: 1,710
469 1,683 0 1,438 0 -173 0 252 0 0 0 0 -24 -52
Percent of Open Interest Represented by Each Category of Trader
34.9 89.2 0.0 45.4 4.1 0.7 2.5 1.6 0.0 2.6 0.0 0.0 14.0 4.4
Number of Traders in Each Category Total Traders: 23
5 9 0 5 . . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 3,049,639
Positions
312,210 784,329 280,194 1,227,153 785,100 342,663 302,245 378,121 72,109 204,809 166,098 9,695 298,561 231,330
Changes from: November 13, 2018 Total Change is: 82,587
23,128 91,607 10,771 -23,932 9,703 26,750 16,785 -40,294 -7,385 23,177 5,628 548 12,745 -14,741
Percent of Open Interest Represented by Each Category of Trader
10.2 25.7 9.2 40.2 25.7 11.2 9.9 12.4 2.4 6.7 5.4 0.3 9.8 7.6
Number of Traders in Each Category Total Traders: 614
38 43 28 175 99 129 93 99 70 45 22 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 18,219
Positions
5,246 16,333 1 8,653 1,137 0 1,470 0 0 1,228 0 0 1,621 748
Changes from: November 13, 2018 Total Change is: 364
49 384 0 350 0 0 30 0 0 0 0 0 -65 -20
Percent of Open Interest Represented by Each Category of Trader
28.8 89.6 0.0 47.5 6.2 0.0 8.1 0.0 0.0 6.7 0.0 0.0 8.9 4.1
Number of Traders in Each Category Total Traders: 30
4 11 . 8 . 0 . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 16,135
Positions
3,651 12,448 0 8,217 330 765 544 0 0 590 890 0 2,368 1,702
Changes from: November 13, 2018 Total Change is: 221
-243 649 0 -360 -738 279 0 0 0 0 0 0 545 31
Percent of Open Interest Represented by Each Category of Trader
22.6 77.1 0.0 50.9 2.0 4.7 3.4 0.0 0.0 3.7 5.5 0.0 14.7 10.5
Number of Traders in Each Category Total Traders: 22
4 7 0 7 . . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 237,007
Positions
172,901 173,251 63,356 0 0 0 0 0 0 0 0 0 750 400
Changes from: November 13, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
73.0 73.1 26.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.3 0.2
Number of Traders in Each Category Total Traders: 20
8 12 12 0 0 0 0 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 64,183
Positions
9,022 14,690 1,944 37,422 36,939 3,267 3,654 1,313 916 0 210 0 7,958 4,904
Changes from: November 13, 2018 Total Change is: 393
328 -1,326 395 -344 1,416 375 187 -386 230 0 0 0 -778 -311
Percent of Open Interest Represented by Each Category of Trader
14.1 22.9 3.0 58.3 57.6 5.1 5.7 2.0 1.4 0.0 0.3 0.0 12.4 7.6
Number of Traders in Each Category Total Traders: 78
8 7 . 31 19 16 10 . 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 51,279
Positions
17,038 10,140 1,263 11,612 17,004 2,326 7,793 7,817 2,222 1,800 2,658 106 7,120 7,744
Changes from: November 13, 2018 Total Change is: 1,547
-2,044 2,362 373 641 557 -34 178 -3,180 1,135 474 485 -19 843 -133
Percent of Open Interest Represented by Each Category of Trader
33.2 19.8 2.5 22.6 33.2 4.5 15.2 15.2 4.3 3.5 5.2 0.2 13.9 15.1
Number of Traders in Each Category Total Traders: 284
24 22 9 55 45 31 48 53 21 13 23 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 256,397
Positions
85,192 50,702 6,313 58,061 85,018 11,630 38,966 39,084 11,110 8,999 13,290 528 35,598 38,722
Changes from: November 13, 2018 Total Change is: 7,734
-10,218 11,812 1,864 3,207 2,786 -171 888 -15,898 5,674 2,370 2,426 -95 4,215 -664
Percent of Open Interest Represented by Each Category of Trader
33.2 19.8 2.5 22.6 33.2 4.5 15.2 15.2 4.3 3.5 5.2 0.2 13.9 15.1
Number of Traders in Each Category Total Traders: 284
24 22 9 55 45 31 48 53 21 13 23 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 470,247
Positions
76,986 63,651 8,094 213,608 178,485 37,287 90,893 135,395 9,021 13,258 17,302 735 20,365 20,277
Changes from: November 13, 2018 Total Change is: 6,907
3,039 -7,848 2,343 -4,645 6,955 2,095 4,705 791 592 -2,215 1,006 112 881 861
Percent of Open Interest Represented by Each Category of Trader
16.4 13.5 1.7 45.4 38.0 7.9 19.3 28.8 1.9 2.8 3.7 0.2 4.3 4.3
Number of Traders in Each Category Total Traders: 273
26 18 9 73 60 46 35 42 14 10 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 31,459
Positions
5,583 13,975 68 13,505 1,622 674 4,162 10,579 77 1,900 478 0 5,490 3,986
Changes from: November 13, 2018 Total Change is: 907
0 -10 0 -1,272 -30 3 2,385 558 -4 0 262 0 -205 128
Percent of Open Interest Represented by Each Category of Trader
17.7 44.4 0.2 42.9 5.2 2.1 13.2 33.6 0.2 6.0 1.5 0.0 17.5 12.7
Number of Traders in Each Category Total Traders: 42
. 5 . 18 4 4 4 4 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 59,843
Positions
9,357 14,831 1,813 18,758 7,221 2,728 18,421 16,733 334 804 1,651 25 7,603 14,507
Changes from: November 13, 2018 Total Change is: -2
1,157 191 -629 -678 932 161 -961 3,589 -17 282 -128 25 658 -4,126
Percent of Open Interest Represented by Each Category of Trader
15.6 24.8 3.0 31.3 12.1 4.6 30.8 28.0 0.6 1.3 2.8 0.0 12.7 24.2
Number of Traders in Each Category Total Traders: 71
15 9 4 15 5 8 8 14 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 276,359
Positions
23,254 152,715 628 209,387 83,862 14,157 17,445 13,896 350 2,698 3,673 0 8,440 7,078
Changes from: November 13, 2018 Total Change is: -841
-578 5,162 -2,473 -1,121 523 674 2,453 -4,800 228 -132 -171 0 108 16
Percent of Open Interest Represented by Each Category of Trader
8.4 55.3 0.2 75.8 30.3 5.1 6.3 5.0 0.1 1.0 1.3 0.0 3.1 2.6
Number of Traders in Each Category Total Traders: 163
11 15 4 58 37 27 17 16 6 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 1,223,184
Positions
133,686 712,860 9,192 804,779 308,215 112,131 74,944 45,910 4,358 18,602 12,605 787 64,705 17,126
Changes from: November 13, 2018 Total Change is: 14,908
-3,112 14,595 584 18,739 2,251 -4,501 4,823 3,581 625 -1,511 308 -105 -634 -2,430
Percent of Open Interest Represented by Each Category of Trader
10.9 58.3 0.8 65.8 25.2 9.2 6.1 3.8 0.4 1.5 1.0 0.1 5.3 1.4
Number of Traders in Each Category Total Traders: 415
24 23 9 162 73 77 52 39 11 33 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 113,377
Positions
34,797 56,470 56,255 13,389 0 330 7,938 138 41 590 30 0 37 113
Changes from: November 13, 2018 Total Change is: 115
-425 520 -275 0 0 0 815 0 0 0 0 0 0 -130
Percent of Open Interest Represented by Each Category of Trader
30.7 49.8 49.6 11.8 0.0 0.3 7.0 0.1 0.0 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 32
. 15 7 7 0 . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 938,083
Positions
8,515 96,205 7,401 493,090 275,625 190,197 52,660 82,963 15,444 26,331 68,229 6,058 138,387 195,961
Changes from: November 13, 2018 Total Change is: 20,131
-2,656 -802 3,759 7,855 -7,605 6,979 -2,078 11,779 4,488 -232 -3,017 1,201 815 3,349
Percent of Open Interest Represented by Each Category of Trader
0.9 10.3 0.8 52.6 29.4 20.3 5.6 8.8 1.6 2.8 7.3 0.6 14.8 20.9
Number of Traders in Each Category Total Traders: 186
7 17 8 61 30 50 21 32 23 8 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 1,144,263
Positions
16,652 225,087 325 670,660 68,531 176,039 38,728 507,681 40,369 52,793 11,558 169 148,528 114,504
Changes from: November 13, 2018 Total Change is: -2,337
-553 3,701 25 -10,587 -2,865 5,781 1,899 -9,072 5,652 2,122 -3,630 -55 -6,621 -1,874
Percent of Open Interest Represented by Each Category of Trader
1.5 19.7 0.0 58.6 6.0 15.4 3.4 44.4 3.5 4.6 1.0 0.0 13.0 10.0
Number of Traders in Each Category Total Traders: 132
4 15 . 57 13 42 8 27 21 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 2,902,182
Positions
117,441 206,956 61,984 1,122,768 393,595 376,381 411,514 1,255,003 181,507 460,650 217,012 30,326 139,611 179,418
Changes from: November 13, 2018 Total Change is: 297,651
19,831 51,850 29,728 71,099 -24,554 -23,482 66,514 202,481 40,238 90,689 12,059 7,515 -4,481 1,816
Percent of Open Interest Represented by Each Category of Trader
4.0 7.1 2.1 38.7 13.6 13.0 14.2 43.2 6.3 15.9 7.5 1.0 4.8 6.2
Number of Traders in Each Category Total Traders: 362
18 29 12 100 39 72 48 74 41 29 24 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 4,371,145
Positions
101,182 396,414 59,575 1,988,577 825,414 699,570 473,268 1,386,736 157,121 454,814 315,927 40,491 396,547 489,897
Changes from: November 13, 2018 Total Change is: 120,608
19,925 -12,198 28,673 16,704 -48,635 42,078 -5,888 92,173 40,710 -32,306 -17,284 -2,337 13,049 -2,572
Percent of Open Interest Represented by Each Category of Trader
2.3 9.1 1.4 45.5 18.9 16.0 10.8 31.7 3.6 10.4 7.2 0.9 9.1 11.2
Number of Traders in Each Category Total Traders: 442
24 44 20 110 79 103 49 88 65 23 24 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 724,405
Positions
31,245 91,064 4,462 228,772 231,931 95,712 167,634 54,864 28,197 58,107 39,586 1,150 109,126 177,439
Changes from: November 13, 2018 Total Change is: 42,390
4,514 30,619 990 5,899 -13,676 -7,234 13,177 5,593 20,181 1,939 -3,175 150 2,774 8,942
Percent of Open Interest Represented by Each Category of Trader
4.3 12.6 0.6 31.6 32.0 13.2 23.1 7.6 3.9 8.0 5.5 0.2 15.1 24.5
Number of Traders in Each Category Total Traders: 115
5 9 4 30 35 37 13 11 9 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 5,046,082
Positions
89,237 642,529 61,988 2,677,072 524,634 880,590 494,567 1,775,007 233,393 247,731 510,163 33,616 327,888 384,162
Changes from: November 13, 2018 Total Change is: 201,420
21,969 12,465 4,950 45,495 -4,713 82,967 78,763 121,413 -49,544 1,605 42,684 -5,813 21,028 -2,989
Percent of Open Interest Represented by Each Category of Trader
1.8 12.7 1.2 53.1 10.4 17.5 9.8 35.2 4.6 4.9 10.1 0.7 6.5 7.6
Number of Traders in Each Category Total Traders: 367
14 40 19 99 60 88 35 78 44 15 26 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 1,913,282
Positions
510,828 257,642 490,629 5,058 28,419 72,587 106,751 281,797 471,106 29,479 68,064 184,848 41,996 58,190
Changes from: November 13, 2018 Total Change is: 128,617
24,886 -50,211 53,297 361 605 -247 -38,488 21,583 79,865 4,315 18,865 -3,394 8,022 8,254
Percent of Open Interest Represented by Each Category of Trader
26.7 13.5 25.6 0.3 1.5 3.8 5.6 14.7 24.6 1.5 3.6 9.7 2.2 3.0
Number of Traders in Each Category Total Traders: 155
27 35 52 . 4 5 26 34 48 4 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 is14,089,218
Positions
5,093,547 1,350,220 2,272,176 460,038 1,661,302 1,201,112 983,787 2,694,831 2,479,362 376,063 417,134 620,134 602,999 1,392,947
Changes from: November 13, 2018 Total Change is: 15,497
-354,123 139,763 122,027 -26,871 -331,369 46,598 83,974 -127,459 140,612 28,513 55,563 -28,251 3,018 -1,987
Percent of Open Interest Represented by Each Category of Trader
36.2 9.6 16.1 3.3 11.8 8.5 7.0 19.1 17.6 2.7 3.0 4.4 4.3 9.9
Number of Traders in Each Category Total Traders: 310
33 50 74 8 34 37 33 88 107 14 25 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 26,781
Positions
1,515 7,863 2,603 0 0 0 7,774 1,390 14,841 0 0 0 48 84
Changes from: November 13, 2018 Total Change is: 2,812
50 30 73 0 0 0 345 322 2,372 0 0 0 -28 15
Percent of Open Interest Represented by Each Category of Trader
5.7 29.4 9.7 0.0 0.0 0.0 29.0 5.2 55.4 0.0 0.0 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 27
. 5 5 0 0 0 6 10 14 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 26,121
Positions
5,211 3,820 5,292 100 0 0 6,879 7,946 7,930 200 0 0 509 1,133
Changes from: November 13, 2018 Total Change is: 807
-109 263 -121 0 0 0 1,160 839 -144 0 0 0 21 -30
Percent of Open Interest Represented by Each Category of Trader
19.9 14.6 20.3 0.4 0.0 0.0 26.3 30.4 30.4 0.8 0.0 0.0 1.9 4.3
Number of Traders in Each Category Total Traders: 37
5 6 7 . 0 0 11 12 17 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 29,688
Positions
1,112 5,167 0 1,089 10,173 0 18,145 10,252 214 9,105 1,136 0 23 2,746
Changes from: November 13, 2018 Total Change is: -2,082
-417 -392 0 0 -342 0 -1,455 -1,033 2 -195 0 0 -17 -317
Percent of Open Interest Represented by Each Category of Trader
3.7 17.4 0.0 3.7 34.3 0.0 61.1 34.5 0.7 30.7 3.8 0.0 0.1 9.2
Number of Traders in Each Category Total Traders: 36
. 4 0 . 12 0 . 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 16,497
Positions
3,997 5,400 0 901 2,516 12 11,550 7,185 0 0 207 0 37 1,177
Changes from: November 13, 2018 Total Change is: -502
1,575 -230 0 0 -18 3 -2,071 65 0 0 0 0 -9 -322
Percent of Open Interest Represented by Each Category of Trader
24.2 32.7 0.0 5.5 15.3 0.1 70.0 43.6 0.0 0.0 1.3 0.0 0.2 7.1
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 20, 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 76,975
Positions
200 3,371 36,459 590 25 0 7,380 10,437 26,407 5,693 30 246 0 0
Changes from: November 13, 2018 Total Change is: 412
0 60 0 0 25 0 404 327 0 28 0 0 -20 0
Percent of Open Interest Represented by Each Category of Trader
0.3 4.4 47.4 0.8 0.0 0.0 9.6 13.6 34.3 7.4 0.0 0.3 0.0 0.0
Number of Traders in Each Category Total Traders: 23
. . . . . 0 7 . . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 3,476
Positions
55 0 0 0 150 0 483 712 225 1,060 1,935 0 1,653 454
Changes from: November 13, 2018 Total Change is: -194
0 0 0 0 150 0 -81 -407 -142 -30 160 -4 63 49
Percent of Open Interest Represented by Each Category of Trader
1.6 0.0 0.0 0.0 4.3 0.0 13.9 20.5 6.5 30.5 55.7 0.0 47.6 13.1
Number of Traders in Each Category Total Traders: 43
. 0 0 0 . 0 9 10 5 17 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 3,729
Positions
0 0 0 0 166 0 2,152 1,912 586 315 672 13 663 380
Changes from: November 13, 2018 Total Change is: 199
-31 0 0 0 -84 0 -310 -441 585 -84 53 13 26 73
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 4.5 0.0 57.7 51.3 15.7 8.4 18.0 0.3 17.8 10.2
Number of Traders in Each Category Total Traders: 43
0 0 0 0 . 0 17 13 8 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 57,264
Positions
376 42,983 0 20,691 622 444 23,673 6,001 3,535 2,632 1,625 272 5,641 1,782
Changes from: November 13, 2018 Total Change is: -1,065
10 0 0 -825 317 77 -874 -1,915 1,449 -954 -451 41 11 -583
Percent of Open Interest Represented by Each Category of Trader
0.7 75.1 0.0 36.1 1.1 0.8 41.3 10.5 6.2 4.6 2.8 0.5 9.9 3.1
Number of Traders in Each Category Total Traders: 107
. . 0 15 4 . 42 12 13 22 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 479,672
Positions
42,492 60,667 32,464 102,549 24,650 16,990 73,401 128,367 150,442 10,436 7,643 24,980 25,918 33,469
Changes from: November 13, 2018 Total Change is: 6,332
-5,772 5,545 4,988 -7,503 -2,165 -610 11,042 -8,816 7,468 -1,116 -881 1,673 -3,838 -870
Percent of Open Interest Represented by Each Category of Trader
8.9 12.6 6.8 21.4 5.1 3.5 15.3 26.8 31.4 2.2 1.6 5.2 5.4 7.0
Number of Traders in Each Category Total Traders: 227
12 18 23 25 26 18 49 55 65 12 19 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 20, 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 28,421
Positions
2,202 908 1,153 15,075 1,865 2,434 5,292 21,630 242 1,821 161 0 202 28
Changes from: November 13, 2018 Total Change is: -8,723
-677 908 0 403 -96 -168 -8,259 -9,369 0 -25 0 0 3 2
Percent of Open Interest Represented by Each Category of Trader
7.7 3.2 4.1 53.0 6.6 8.6 18.6 76.1 0.9 6.4 0.6 0.0 0.7 0.1
Number of Traders in Each Category Total Traders: 45
. . . 11 . . 6 11 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 23, 2018