Traders in Financial Futures - Futures Only Positions as of November 27, 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 145,122
Positions
27,006 6,105 7,738 29,077 28,975 5,896 31,744 44,845 4,580 9,435 10,371 26 29,620 36,586
Changes from: November 20, 2018 Total Change is: 4,471
4,826 -2,575 192 -667 1,928 32 800 1,768 -649 348 2,205 -5 -406 1,575
Percent of Open Interest Represented by Each Category of Trader
18.6 4.2 5.3 20.0 20.0 4.1 21.9 30.9 3.2 6.5 7.1 0.0 20.4 25.2
Number of Traders in Each Category Total Traders: 106
6 5 . 10 18 6 18 34 11 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 78,973
Positions
48,549 1,769 157 1,295 15,900 397 20,254 30,058 804 0 4,463 0 7,517 25,425
Changes from: November 20, 2018 Total Change is: -2,127
1,017 -838 157 -99 103 0 -556 478 -1,323 -541 67 0 -782 -771
Percent of Open Interest Represented by Each Category of Trader
61.5 2.2 0.2 1.6 20.1 0.5 25.6 38.1 1.0 0.0 5.7 0.0 9.5 32.2
Number of Traders in Each Category Total Traders: 50
7 . . . 13 . 10 13 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 227,895
Positions
98,225 34,372 3,061 44,039 91,750 3,760 42,281 36,369 11,233 1,202 10,263 0 24,094 37,087
Changes from: November 20, 2018 Total Change is: 339
-631 1,034 99 -617 1,109 199 -510 -3,135 430 -435 -172 -152 1,956 927
Percent of Open Interest Represented by Each Category of Trader
43.1 15.1 1.3 19.3 40.3 1.6 18.6 16.0 4.9 0.5 4.5 0.0 10.6 16.3
Number of Traders in Each Category Total Traders: 118
9 7 7 10 28 10 24 32 16 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 231,711
Positions
124,453 4,769 2,863 30,544 55,093 9,132 34,552 103,991 6,619 1,762 5,549 249 21,537 43,446
Changes from: November 20, 2018 Total Change is: 8,567
7,813 -74 48 -3,149 -2,508 2,446 2,537 8,915 648 -434 -50 -341 -1,001 -517
Percent of Open Interest Represented by Each Category of Trader
53.7 2.1 1.2 13.2 23.8 3.9 14.9 44.9 2.9 0.8 2.4 0.1 9.3 18.8
Number of Traders in Each Category Total Traders: 130
13 4 6 17 24 10 24 38 20 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 538,454
Positions
37,412 90,395 31,300 291,947 161,608 22,953 26,502 138,103 15,742 20,437 16,420 227 91,934 61,706
Changes from: November 20, 2018 Total Change is: 2,747
164 -1,085 7,002 526 1,462 -1,400 -10,012 1,329 -960 2,112 -2,326 19 5,296 -1,294
Percent of Open Interest Represented by Each Category of Trader
6.9 16.8 5.8 54.2 30.0 4.3 4.9 25.6 2.9 3.8 3.0 0.0 17.1 11.5
Number of Traders in Each Category Total Traders: 277
17 11 10 94 37 45 26 56 20 22 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 36,559
Positions
0 22,305 0 14,130 6,281 2,236 6,245 0 1 402 774 5 13,540 4,957
Changes from: November 20, 2018 Total Change is: -271
0 1 0 -42 -239 76 -337 0 0 0 0 0 32 -109
Percent of Open Interest Represented by Each Category of Trader
0.0 61.0 0.0 38.6 17.2 6.1 17.1 0.0 0.0 1.1 2.1 0.0 37.0 13.6
Number of Traders in Each Category Total Traders: 28
0 . 0 13 7 8 4 0 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 27,829
Positions
0 6,826 719 10,442 12,102 2,435 7,476 0 3 0 0 0 6,754 5,744
Changes from: November 20, 2018 Total Change is: -812
0 120 0 -298 -362 -6 -725 0 -3 0 -505 0 220 -56
Percent of Open Interest Represented by Each Category of Trader
0.0 24.5 2.6 37.5 43.5 8.7 26.9 0.0 0.0 0.0 0.0 0.0 24.3 20.6
Number of Traders in Each Category Total Traders: 21
0 . . 6 8 8 4 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 136,796
Positions
80,380 14,203 2,687 11,625 36,506 1,744 14,166 34,683 4,696 166 6,866 14 21,318 35,397
Changes from: November 20, 2018 Total Change is: -5,076
490 1,453 4 -551 -1,954 96 -3,976 -6,516 -21 27 -416 -27 -1,118 2,305
Percent of Open Interest Represented by Each Category of Trader
58.8 10.4 2.0 8.5 26.7 1.3 10.4 25.4 3.4 0.1 5.0 0.0 15.6 25.9
Number of Traders in Each Category Total Traders: 84
7 7 . 7 19 4 12 28 15 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 35,900
Positions
0 21,295 1,034 32,042 398 0 1,038 10,787 51 449 1,118 0 1,286 1,217
Changes from: November 20, 2018 Total Change is: 3,818
0 -9 522 3,536 -292 0 148 3,037 48 110 620 0 -546 -108
Percent of Open Interest Represented by Each Category of Trader
0.0 59.3 2.9 89.3 1.1 0.0 2.9 30.0 0.1 1.3 3.1 0.0 3.6 3.4
Number of Traders in Each Category Total Traders: 33
0 5 . 6 . 0 5 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 189,912
Positions
49,463 110,107 1,379 47,402 12,314 718 76,159 23,080 6,481 3,538 30,484 0 4,772 5,349
Changes from: November 20, 2018 Total Change is: 3,882
10,198 -2,593 0 -11,428 538 1 5,002 5,327 337 307 206 -8 -527 74
Percent of Open Interest Represented by Each Category of Trader
26.0 58.0 0.7 25.0 6.5 0.4 40.1 12.2 3.4 1.9 16.1 0.0 2.5 2.8
Number of Traders in Each Category Total Traders: 141
6 5 . 14 15 . 30 43 13 13 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 15,698
Positions
0 2,258 1,809 1,813 2,876 0 7,062 4,014 2,346 765 950 0 1,903 1,445
Changes from: November 20, 2018 Total Change is: 4,909
0 0 1,809 -619 1,074 0 1,640 -314 2,252 -112 115 0 -61 -27
Percent of Open Interest Represented by Each Category of Trader
0.0 14.4 11.5 11.5 18.3 0.0 45.0 25.6 14.9 4.9 6.1 0.0 12.1 9.2
Number of Traders in Each Category Total Traders: 30
0 . . . 4 0 9 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 54,184
Positions
30,355 6,827 0 7,528 4,198 0 10,835 32,330 1,632 531 3,162 514 2,789 5,521
Changes from: November 20, 2018 Total Change is: 523
-189 710 0 596 -733 0 1,182 1,932 -569 -445 -302 33 -85 -548
Percent of Open Interest Represented by Each Category of Trader
56.0 12.6 0.0 13.9 7.7 0.0 20.0 59.7 3.0 1.0 5.8 0.9 5.1 10.2
Number of Traders in Each Category Total Traders: 80
5 5 0 7 10 0 24 24 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 39,163
Positions
10,008 23,746 1,469 9,008 309 204 6,359 3,265 2,170 1,610 1,479 0 8,335 6,521
Changes from: November 20, 2018 Total Change is: 263
27 922 453 115 97 -394 -438 -1,700 -34 -40 389 -38 612 568
Percent of Open Interest Represented by Each Category of Trader
25.6 60.6 3.8 23.0 0.8 0.5 16.2 8.3 5.5 4.1 3.8 0.0 21.3 16.7
Number of Traders in Each Category Total Traders: 96
13 18 5 18 . 4 25 9 8 4 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 78,325
Positions
20,015 47,491 2,938 18,016 618 408 12,718 6,530 4,340 3,220 2,958 0 16,670 13,042
Changes from: November 20, 2018 Total Change is: 526
54 1,844 906 229 193 -788 -875 -3,399 -67 -80 777 -76 1,223 1,136
Percent of Open Interest Represented by Each Category of Trader
25.6 60.6 3.8 23.0 0.8 0.5 16.2 8.3 5.5 4.1 3.8 0.0 21.3 16.7
Number of Traders in Each Category Total Traders: 96
13 18 5 18 . 4 25 9 8 4 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 28,280
Positions
3,264 22,547 0 22,497 1,294 583 669 3,145 0 0 454 0 1,267 257
Changes from: November 20, 2018 Total Change is: -360
0 -25 0 -812 -84 87 264 -218 0 0 0 0 101 -120
Percent of Open Interest Represented by Each Category of Trader
11.5 79.7 0.0 79.6 4.6 2.1 2.4 11.1 0.0 0.0 1.6 0.0 4.5 0.9
Number of Traders in Each Category Total Traders: 25
. 6 0 12 . 4 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 667,115
Positions
60,586 138,467 90,119 243,211 169,324 72,507 65,123 71,188 29,560 29,562 33,838 2,317 74,130 59,796
Changes from: November 20, 2018 Total Change is: -1,869
4,322 -6,734 1,210 -2,713 -3,461 352 3,412 2,173 3,287 -10,644 558 -378 -717 1,124
Percent of Open Interest Represented by Each Category of Trader
9.1 20.8 13.5 36.5 25.4 10.9 9.8 10.7 4.4 4.4 5.1 0.3 11.1 9.0
Number of Traders in Each Category Total Traders: 609
42 35 31 177 100 124 94 93 75 44 24 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 59,583
Positions
27,577 18,100 206 4,077 19,387 0 11,791 8,098 200 0 60 0 15,732 13,532
Changes from: November 20, 2018 Total Change is: 527
1,574 -2,416 -483 -39 0 0 -1,322 2,856 200 0 -756 0 597 1,126
Percent of Open Interest Represented by Each Category of Trader
46.3 30.4 0.3 6.8 32.5 0.0 19.8 13.6 0.3 0.0 0.1 0.0 26.4 22.7
Number of Traders in Each Category Total Traders: 38
9 5 . . . 0 8 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 14,899
Positions
5,507 13,372 0 6,782 642 102 0 214 0 404 0 0 2,104 569
Changes from: November 20, 2018 Total Change is: -662
81 -503 0 -289 0 0 -384 -38 0 0 0 0 -70 -121
Percent of Open Interest Represented by Each Category of Trader
37.0 89.8 0.0 45.5 4.3 0.7 0.0 1.4 0.0 2.7 0.0 0.0 14.1 3.8
Number of Traders in Each Category Total Traders: 22
5 9 0 5 . . 0 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 3,037,661
Positions
311,759 748,550 302,849 1,215,873 769,887 342,332 328,074 376,861 85,389 147,811 168,889 11,585 291,989 231,319
Changes from: November 20, 2018 Total Change is: -11,978
-451 -35,779 22,655 -11,280 -15,213 -331 25,829 -1,260 13,280 -56,998 2,791 1,890 -6,572 -11
Percent of Open Interest Represented by Each Category of Trader
10.3 24.6 10.0 40.0 25.3 11.3 10.8 12.4 2.8 4.9 5.6 0.4 9.6 7.6
Number of Traders in Each Category Total Traders: 606
40 36 27 176 101 124 93 93 70 44 23 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 19,147
Positions
5,746 17,462 1 9,010 1,137 0 1,540 0 0 1,228 0 0 1,622 547
Changes from: November 20, 2018 Total Change is: 928
500 1,129 0 357 0 0 70 0 0 0 0 0 1 -201
Percent of Open Interest Represented by Each Category of Trader
30.0 91.2 0.0 47.1 5.9 0.0 8.0 0.0 0.0 6.4 0.0 0.0 8.5 2.9
Number of Traders in Each Category Total Traders: 29
4 11 . 7 . 0 . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 16,539
Positions
2,879 13,975 0 11,924 511 123 362 424 0 522 825 0 729 681
Changes from: November 20, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
17.4 84.5 0.0 72.1 3.1 0.7 2.2 2.6 0.0 3.2 5.0 0.0 4.4 4.1
Number of Traders in Each Category Total Traders: 20
. 9 0 . . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 15,826
Positions
3,574 12,657 0 8,551 295 478 544 0 0 590 890 0 2,089 1,506
Changes from: November 20, 2018 Total Change is: -309
-77 209 0 334 -35 -287 0 0 0 0 0 0 -279 -196
Percent of Open Interest Represented by Each Category of Trader
22.6 80.0 0.0 54.0 1.9 3.0 3.4 0.0 0.0 3.7 5.6 0.0 13.2 9.5
Number of Traders in Each Category Total Traders: 23
4 8 0 7 . . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 63,623
Positions
10,601 14,328 2,049 34,875 36,500 3,903 4,088 1,775 252 0 210 0 7,855 4,606
Changes from: November 20, 2018 Total Change is: -560
1,579 -362 105 -2,547 -439 636 434 462 -664 0 0 0 -103 -298
Percent of Open Interest Represented by Each Category of Trader
16.7 22.5 3.2 54.8 57.4 6.1 6.4 2.8 0.4 0.0 0.3 0.0 12.3 7.2
Number of Traders in Each Category Total Traders: 79
9 7 . 32 19 17 8 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 48,146
Positions
16,204 11,162 1,233 10,627 16,464 2,052 9,656 7,808 535 1,655 1,856 13 6,171 7,023
Changes from: November 20, 2018 Total Change is: -3,133
-834 1,022 -30 -985 -540 -274 1,863 -8 -1,687 -144 -802 -93 -949 -721
Percent of Open Interest Represented by Each Category of Trader
33.7 23.2 2.6 22.1 34.2 4.3 20.1 16.2 1.1 3.4 3.9 0.0 12.8 14.6
Number of Traders in Each Category Total Traders: 276
22 24 8 52 45 31 45 50 18 12 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 240,730
Positions
81,022 55,812 6,164 53,134 82,319 10,259 48,280 39,042 2,677 8,277 9,279 63 30,854 35,115
Changes from: November 20, 2018 Total Change is: -15,667
-4,170 5,110 -149 -4,927 -2,699 -1,371 9,314 -42 -8,433 -722 -4,011 -465 -4,744 -3,607
Percent of Open Interest Represented by Each Category of Trader
33.7 23.2 2.6 22.1 34.2 4.3 20.1 16.2 1.1 3.4 3.9 0.0 12.8 14.6
Number of Traders in Each Category Total Traders: 276
22 24 8 52 45 31 45 50 18 12 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 470,762
Positions
75,726 73,420 6,011 205,290 174,004 39,362 100,189 134,494 7,733 16,090 17,442 47 20,314 18,249
Changes from: November 20, 2018 Total Change is: 515
-1,260 9,769 -2,083 -8,318 -4,481 2,075 9,296 -901 -1,288 2,832 140 -688 -51 -2,028
Percent of Open Interest Represented by Each Category of Trader
16.1 15.6 1.3 43.6 37.0 8.4 21.3 28.6 1.6 3.4 3.7 0.0 4.3 3.9
Number of Traders in Each Category Total Traders: 284
26 18 7 72 60 47 42 45 16 12 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 31,975
Positions
5,583 14,013 101 13,233 2,234 919 4,388 10,076 744 1,900 436 0 5,107 3,452
Changes from: November 20, 2018 Total Change is: 516
0 38 33 -272 612 245 226 -503 667 0 -42 0 -383 -534
Percent of Open Interest Represented by Each Category of Trader
17.5 43.8 0.3 41.4 7.0 2.9 13.7 31.5 2.3 5.9 1.4 0.0 16.0 10.8
Number of Traders in Each Category Total Traders: 43
. 5 . 17 5 5 5 4 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 58,524
Positions
7,859 16,114 2,239 19,662 6,679 2,557 16,958 15,566 1,025 496 1,613 0 7,728 12,731
Changes from: November 20, 2018 Total Change is: -1,319
-1,498 1,283 426 904 -542 -171 -1,463 -1,167 691 -308 -38 -25 125 -1,776
Percent of Open Interest Represented by Each Category of Trader
13.4 27.5 3.8 33.6 11.4 4.4 29.0 26.6 1.8 0.8 2.8 0.0 13.2 21.8
Number of Traders in Each Category Total Traders: 73
13 9 4 17 4 8 10 17 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 285,057
Positions
24,448 160,548 602 218,101 84,217 13,520 16,649 15,183 307 2,698 3,673 0 8,732 7,007
Changes from: November 20, 2018 Total Change is: 8,698
1,194 7,833 -26 8,714 355 -637 -796 1,287 -43 0 0 0 292 -71
Percent of Open Interest Represented by Each Category of Trader
8.6 56.3 0.2 76.5 29.5 4.7 5.8 5.3 0.1 0.9 1.3 0.0 3.1 2.5
Number of Traders in Each Category Total Traders: 161
11 16 4 59 37 27 14 15 4 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 1,230,143
Positions
139,722 716,121 10,230 805,458 309,208 111,743 72,542 46,113 3,226 16,689 13,244 802 69,731 19,456
Changes from: November 20, 2018 Total Change is: 6,959
6,036 3,261 1,038 679 993 -388 -2,402 203 -1,132 -1,913 639 15 5,026 2,330
Percent of Open Interest Represented by Each Category of Trader
11.4 58.2 0.8 65.5 25.1 9.1 5.9 3.7 0.3 1.4 1.1 0.1 5.7 1.6
Number of Traders in Each Category Total Traders: 418
25 24 9 164 72 75 53 36 13 30 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 113,617
Positions
35,497 57,450 55,495 13,389 0 330 8,238 138 41 590 30 0 37 133
Changes from: November 20, 2018 Total Change is: 240
700 980 -760 0 0 0 300 0 0 0 0 0 0 20
Percent of Open Interest Represented by Each Category of Trader
31.2 50.6 48.8 11.8 0.0 0.3 7.3 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 27, 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 1,145,547
Positions
11,327 95,454 28,102 481,873 276,273 215,867 56,026 79,236 151,809 26,745 67,016 4,723 169,075 227,067
Changes from: November 20, 2018 Total Change is: 207,464
2,812 -751 20,701 -11,217 648 25,670 3,366 -3,727 136,365 414 -1,213 -1,335 30,688 31,106
Percent of Open Interest Represented by Each Category of Trader
1.0 8.3 2.5 42.1 24.1 18.8 4.9 6.9 13.3 2.3 5.9 0.4 14.8 19.8
Number of Traders in Each Category Total Traders: 178
6 19 10 61 29 52 22 24 20 8 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 1,138,844
Positions
19,051 214,928 1,266 656,211 76,153 183,223 35,558 499,534 22,764 53,532 12,134 42 167,197 128,800
Changes from: November 20, 2018 Total Change is: -5,419
2,399 -10,159 941 -14,449 7,622 7,184 -3,170 -8,147 -17,605 739 576 -127 18,669 14,296
Percent of Open Interest Represented by Each Category of Trader
1.7 18.9 0.1 57.6 6.7 16.1 3.1 43.9 2.0 4.7 1.1 0.0 14.7 11.3
Number of Traders in Each Category Total Traders: 126
4 14 6 53 16 41 10 22 16 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 2,774,898
Positions
93,490 184,225 46,208 1,147,124 376,552 350,668 384,881 1,174,706 79,336 477,626 324,269 29,401 166,164 209,533
Changes from: November 20, 2018 Total Change is: -127,284
-23,951 -22,731 -15,776 24,356 -17,043 -25,713 -26,633 -80,297 -102,171 16,976 107,257 -925 26,553 30,115
Percent of Open Interest Represented by Each Category of Trader
3.4 6.6 1.7 41.3 13.6 12.6 13.9 42.3 2.9 17.2 11.7 1.1 6.0 7.6
Number of Traders in Each Category Total Traders: 348
22 29 19 96 38 72 49 65 39 25 23 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 4,320,357
Positions
107,211 406,679 46,012 1,926,910 800,787 709,852 454,526 1,274,636 185,977 417,511 287,357 44,673 427,685 564,384
Changes from: November 20, 2018 Total Change is: -50,788
6,029 10,265 -13,563 -61,667 -24,627 10,282 -18,742 -112,100 28,856 -37,303 -28,570 4,182 31,138 74,487
Percent of Open Interest Represented by Each Category of Trader
2.5 9.4 1.1 44.6 18.5 16.4 10.5 29.5 4.3 9.7 6.7 1.0 9.9 13.1
Number of Traders in Each Category Total Traders: 403
21 36 24 109 65 99 54 75 58 20 22 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 737,997
Positions
32,830 98,028 4,359 208,715 225,974 100,056 172,390 52,988 14,847 55,327 38,487 1,675 147,798 201,583
Changes from: November 20, 2018 Total Change is: 13,592
1,585 6,964 -103 -20,057 -5,957 4,344 4,756 -1,876 -13,350 -2,780 -1,099 525 38,672 24,144
Percent of Open Interest Represented by Each Category of Trader
4.4 13.3 0.6 28.3 30.6 13.6 23.4 7.2 2.0 7.5 5.2 0.2 20.0 27.3
Number of Traders in Each Category Total Traders: 109
4 11 5 28 32 35 12 11 9 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 5,016,080
Positions
45,950 632,258 72,433 2,601,773 481,596 910,009 478,181 1,696,476 261,231 230,463 522,926 30,779 385,261 408,372
Changes from: November 20, 2018 Total Change is: -30,002
-43,287 -10,271 10,445 -75,299 -43,038 29,419 -16,386 -78,531 27,838 -17,268 12,763 -2,837 57,373 24,210
Percent of Open Interest Represented by Each Category of Trader
0.9 12.6 1.4 51.9 9.6 18.1 9.5 33.8 5.2 4.6 10.4 0.6 7.7 8.1
Number of Traders in Each Category Total Traders: 356
10 41 22 100 50 85 40 71 55 14 29 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 1,957,407
Positions
525,775 296,268 489,968 5,671 29,154 73,302 166,993 277,246 548,329 4,612 83,408 99,463 43,294 60,269
Changes from: November 20, 2018 Total Change is: 44,125
14,947 38,626 -661 613 735 715 60,242 -4,551 77,223 -24,867 15,344 -85,385 1,298 2,079
Percent of Open Interest Represented by Each Category of Trader
26.9 15.1 25.0 0.3 1.5 3.7 8.5 14.2 28.0 0.2 4.3 5.1 2.2 3.1
Number of Traders in Each Category Total Traders: 155
27 33 52 . 4 5 30 34 49 . 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 is13,972,260
Positions
4,906,828 1,382,554 2,352,878 523,367 1,494,092 1,247,671 964,182 2,751,785 2,582,818 332,653 320,123 471,380 590,483 1,368,959
Changes from: November 20, 2018 Total Change is: -116,958
-186,719 32,334 80,702 63,329 -167,210 46,559 -19,605 56,954 103,456 -43,410 -97,011 -148,754 -12,516 -23,988
Percent of Open Interest Represented by Each Category of Trader
35.1 9.9 16.8 3.7 10.7 8.9 6.9 19.7 18.5 2.4 2.3 3.4 4.2 9.8
Number of Traders in Each Category Total Traders: 310
33 49 73 8 36 38 36 89 108 13 24 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 27,553
Positions
1,530 7,582 2,770 0 0 0 7,966 1,871 15,240 25 0 0 22 90
Changes from: November 20, 2018 Total Change is: 772
15 -281 167 0 0 0 192 481 399 25 0 0 -26 6
Percent of Open Interest Represented by Each Category of Trader
5.6 27.5 10.1 0.0 0.0 0.0 28.9 6.8 55.3 0.1 0.0 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 29
. 6 6 0 0 0 7 9 15 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 25,494
Positions
5,172 3,570 5,283 100 0 0 6,816 8,108 7,399 200 0 0 524 1,134
Changes from: November 20, 2018 Total Change is: -627
-39 -250 -9 0 0 0 -63 162 -531 0 0 0 15 1
Percent of Open Interest Represented by Each Category of Trader
20.3 14.0 20.7 0.4 0.0 0.0 26.7 31.8 29.0 0.8 0.0 0.0 2.1 4.4
Number of Traders in Each Category Total Traders: 35
5 6 7 . 0 0 10 10 14 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 30,321
Positions
1,593 5,470 0 1,089 10,173 0 18,291 10,492 209 9,105 1,136 0 34 2,841
Changes from: November 20, 2018 Total Change is: 633
481 303 0 0 0 0 146 240 -5 0 0 0 11 95
Percent of Open Interest Represented by Each Category of Trader
5.3 18.0 0.0 3.6 33.6 0.0 60.3 34.6 0.7 30.0 3.7 0.0 0.1 9.4
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 27, 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 16,926
Positions
3,934 5,314 0 901 2,516 12 12,046 7,299 0 0 207 0 33 1,578
Changes from: November 20, 2018 Total Change is: 429
-63 -86 0 0 0 0 496 114 0 0 0 0 -4 401
Percent of Open Interest Represented by Each Category of Trader
23.2 31.4 0.0 5.3 14.9 0.1 71.2 43.1 0.0 0.0 1.2 0.0 0.2 9.3
Number of Traders in Each Category Total Traders: 30
. 4 0 . 8 . . 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 19,674
Positions
2,363 8,337 2,182 590 85 0 4,846 5,040 3,754 5,693 30 246 0 0
Changes from: November 20, 2018 Total Change is: -57,301
2,163 4,966 -34,277 0 60 0 -2,534 -5,397 -22,653 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
12.0 42.4 11.1 3.0 0.4 0.0 24.6 25.6 19.1 28.9 0.2 1.3 0.0 0.0
Number of Traders in Each Category Total Traders: 23
. . . . . 0 5 4 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 3,796
Positions
55 0 0 0 150 0 639 1,022 218 1,158 1,882 0 1,726 524
Changes from: November 20, 2018 Total Change is: 320
0 0 0 0 0 0 156 310 -7 98 -53 0 73 70
Percent of Open Interest Represented by Each Category of Trader
1.4 0.0 0.0 0.0 4.0 0.0 16.8 26.9 5.7 30.5 49.6 0.0 45.5 13.8
Number of Traders in Each Category Total Traders: 43
. 0 0 0 . 0 11 10 7 16 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 3,791
Positions
0 0 0 0 238 0 2,416 2,089 367 261 674 13 734 410
Changes from: November 20, 2018 Total Change is: 62
0 0 0 0 72 0 264 177 -219 -54 2 0 71 30
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 6.3 0.0 63.7 55.1 9.7 6.9 17.8 0.3 19.4 10.8
Number of Traders in Each Category Total Traders: 44
0 0 0 0 4 0 14 18 5 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 57,063
Positions
306 42,983 0 21,235 694 495 23,590 6,598 2,805 2,813 1,535 275 5,544 1,678
Changes from: November 20, 2018 Total Change is: -201
-70 0 0 544 72 51 -83 597 -730 181 -90 3 -97 -104
Percent of Open Interest Represented by Each Category of Trader
0.5 75.3 0.0 37.2 1.2 0.9 41.3 11.6 4.9 4.9 2.7 0.5 9.7 2.9
Number of Traders in Each Category Total Traders: 108
. . 0 15 4 4 42 11 12 24 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 428,661
Positions
36,457 56,502 25,296 91,490 25,610 20,151 57,615 100,670 142,625 10,650 5,406 20,646 23,731 31,755
Changes from: November 20, 2018 Total Change is: -51,011
-6,035 -4,165 -7,168 -11,059 960 3,161 -15,786 -27,697 -7,817 214 -2,237 -4,334 -2,187 -1,714
Percent of Open Interest Represented by Each Category of Trader
8.5 13.2 5.9 21.3 6.0 4.7 13.4 23.5 33.3 2.5 1.3 4.8 5.5 7.4
Number of Traders in Each Category Total Traders: 206
12 14 17 20 27 20 42 52 58 14 15 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 27, 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 37,968
Positions
3,823 674 1,153 16,078 2,122 2,150 13,091 31,412 242 1,254 161 0 177 54
Changes from: November 20, 2018 Total Change is: 9,547
1,621 -234 0 1,003 257 -284 7,799 9,782 0 -567 0 0 -25 26
Percent of Open Interest Represented by Each Category of Trader
10.1 1.8 3.0 42.3 5.6 5.7 34.5 82.7 0.6 3.3 0.4 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 47
. . . 12 . . 9 10 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 30, 2018