Traders in Financial Futures - Futures Only Positions as of December 4, 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 156,750
Positions
33,510 5,433 12,786 29,627 34,812 6,086 27,693 42,593 6,896 9,730 11,353 24 30,398 36,767
Changes from: November 27, 2018 Total Change is: 11,628
6,504 -672 5,048 550 5,837 190 -4,051 -2,252 2,316 295 982 -2 778 181
Percent of Open Interest Represented by Each Category of Trader
21.4 3.5 8.2 18.9 22.2 3.9 17.7 27.2 4.4 6.2 7.2 0.0 19.4 23.5
Number of Traders in Each Category Total Traders: 108
7 4 . 10 19 6 21 32 11 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 79,008
Positions
48,176 1,739 157 1,302 17,141 366 20,460 29,052 1,048 0 4,632 0 7,499 24,873
Changes from: November 27, 2018 Total Change is: 35
-373 -30 0 7 1,241 -31 206 -1,006 244 0 169 0 -18 -552
Percent of Open Interest Represented by Each Category of Trader
61.0 2.2 0.2 1.6 21.7 0.5 25.9 36.8 1.3 0.0 5.9 0.0 9.5 31.5
Number of Traders in Each Category Total Traders: 51
6 . . . 12 . 12 14 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 235,704
Positions
103,462 31,288 3,402 43,770 91,440 3,298 45,698 43,100 11,759 2,554 10,286 0 21,761 41,131
Changes from: November 27, 2018 Total Change is: 7,809
5,237 -3,084 341 -269 -310 -462 3,417 6,731 526 1,352 23 0 -2,333 4,044
Percent of Open Interest Represented by Each Category of Trader
43.9 13.3 1.4 18.6 38.8 1.4 19.4 18.3 5.0 1.1 4.4 0.0 9.2 17.5
Number of Traders in Each Category Total Traders: 128
10 7 8 10 28 9 28 36 20 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 226,835
Positions
115,399 5,733 3,079 29,402 54,559 7,354 34,642 103,943 7,420 2,080 5,884 550 26,909 38,313
Changes from: November 27, 2018 Total Change is: -4,876
-9,054 964 216 -1,142 -534 -1,778 90 -48 801 318 335 301 5,372 -5,133
Percent of Open Interest Represented by Each Category of Trader
50.9 2.5 1.4 13.0 24.1 3.2 15.3 45.8 3.3 0.9 2.6 0.2 11.9 16.9
Number of Traders in Each Category Total Traders: 126
12 5 8 14 24 8 29 34 21 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 545,537
Positions
40,564 90,605 30,150 289,315 167,905 21,725 29,362 131,441 22,586 18,974 17,106 605 92,256 63,414
Changes from: November 27, 2018 Total Change is: 7,083
3,152 210 -1,150 -2,632 6,297 -1,228 2,860 -6,662 6,844 -1,463 686 378 322 1,708
Percent of Open Interest Represented by Each Category of Trader
7.4 16.6 5.5 53.0 30.8 4.0 5.4 24.1 4.1 3.5 3.1 0.1 16.9 11.6
Number of Traders in Each Category Total Traders: 278
17 12 11 92 38 46 30 55 22 20 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 36,709
Positions
0 22,305 157 14,014 6,309 2,222 6,319 0 40 0 774 5 13,952 4,897
Changes from: November 27, 2018 Total Change is: 150
0 0 157 -116 28 -14 74 0 39 -402 0 0 412 -60
Percent of Open Interest Represented by Each Category of Trader
0.0 60.8 0.4 38.2 17.2 6.1 17.2 0.0 0.1 0.0 2.1 0.0 38.0 13.3
Number of Traders in Each Category Total Traders: 28
0 . . 13 7 8 5 0 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 28,897
Positions
0 6,828 717 10,862 12,131 2,452 8,717 0 4 0 570 0 6,145 6,195
Changes from: November 27, 2018 Total Change is: 1,068
0 2 -2 420 29 17 1,241 0 1 0 570 0 -609 451
Percent of Open Interest Represented by Each Category of Trader
0.0 23.6 2.5 37.6 42.0 8.5 30.2 0.0 0.0 0.0 2.0 0.0 21.3 21.4
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 December 4, 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 148,755
Positions
76,713 25,216 2,963 13,896 28,974 1,462 19,006 44,389 6,656 5,749 6,709 12 22,298 32,374
Changes from: November 27, 2018 Total Change is: 11,959
-3,667 11,013 276 2,271 -7,532 -282 4,840 9,706 1,960 5,583 -157 -2 980 -3,023
Percent of Open Interest Represented by Each Category of Trader
51.6 17.0 2.0 9.3 19.5 1.0 12.8 29.8 4.5 3.9 4.5 0.0 15.0 21.8
Number of Traders in Each Category Total Traders: 92
7 7 4 8 17 4 19 27 16 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 35,845
Positions
0 21,552 863 30,855 577 0 2,103 9,666 335 465 1,428 0 1,224 1,424
Changes from: November 27, 2018 Total Change is: -55
0 257 -171 -1,187 179 0 1,065 -1,121 284 16 310 0 -62 207
Percent of Open Interest Represented by Each Category of Trader
0.0 60.1 2.4 86.1 1.6 0.0 5.9 27.0 0.9 1.3 4.0 0.0 3.4 4.0
Number of Traders in Each Category Total Traders: 36
0 5 . 6 . 0 7 12 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 191,512
Positions
47,190 107,127 4,517 57,984 11,060 123 64,632 23,058 8,817 3,776 30,781 0 4,473 6,029
Changes from: November 27, 2018 Total Change is: 1,600
-2,273 -2,980 3,138 10,582 -1,254 -595 -11,527 -22 2,336 238 297 0 -299 680
Percent of Open Interest Represented by Each Category of Trader
24.6 55.9 2.4 30.3 5.8 0.1 33.7 12.0 4.6 2.0 16.1 0.0 2.3 3.1
Number of Traders in Each Category Total Traders: 136
7 6 . 11 15 . 26 42 17 12 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 11,372
Positions
1,300 614 878 1,323 3,202 0 5,288 4,173 246 640 900 0 1,697 1,359
Changes from: November 27, 2018 Total Change is: -4,326
1,300 -1,644 -931 -490 326 0 -1,774 159 -2,100 -125 -50 0 -206 -86
Percent of Open Interest Represented by Each Category of Trader
11.4 5.4 7.7 11.6 28.2 0.0 46.5 36.7 2.2 5.6 7.9 0.0 14.9 12.0
Number of Traders in Each Category Total Traders: 32
. . . . 5 0 9 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 56,348
Positions
29,405 7,505 0 9,319 3,413 73 10,317 34,553 2,008 966 2,948 249 4,011 5,599
Changes from: November 27, 2018 Total Change is: 2,164
-950 678 0 1,791 -785 73 -518 2,223 376 435 -214 -265 1,222 78
Percent of Open Interest Represented by Each Category of Trader
52.2 13.3 0.0 16.5 6.1 0.1 18.3 61.3 3.6 1.7 5.2 0.4 7.1 9.9
Number of Traders in Each Category Total Traders: 73
5 5 0 7 9 . 22 20 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 38,536
Positions
9,649 23,181 1,603 8,579 773 226 9,074 4,173 643 1,338 662 0 7,426 7,276
Changes from: November 27, 2018 Total Change is: -627
-359 -565 134 -429 464 22 2,715 908 -1,528 -272 -817 0 -910 755
Percent of Open Interest Represented by Each Category of Trader
25.0 60.2 4.2 22.3 2.0 0.6 23.5 10.8 1.7 3.5 1.7 0.0 19.3 18.9
Number of Traders in Each Category Total Traders: 93
14 16 7 15 . 4 24 14 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 77,071
Positions
19,297 46,362 3,205 17,158 1,546 452 18,147 8,345 1,285 2,676 1,324 0 14,851 14,552
Changes from: November 27, 2018 Total Change is: -1,254
-718 -1,129 267 -858 928 44 5,429 1,815 -3,055 -544 -1,634 0 -1,819 1,510
Percent of Open Interest Represented by Each Category of Trader
25.0 60.2 4.2 22.3 2.0 0.6 23.5 10.8 1.7 3.5 1.7 0.0 19.3 18.9
Number of Traders in Each Category Total Traders: 93
14 16 7 15 . 4 24 14 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 29,327
Positions
3,264 23,483 0 23,875 1,402 503 405 3,175 0 0 454 0 1,280 310
Changes from: November 27, 2018 Total Change is: 1,047
0 936 0 1,378 108 -80 -264 30 0 0 0 0 13 53
Percent of Open Interest Represented by Each Category of Trader
11.1 80.1 0.0 81.4 4.8 1.7 1.4 10.8 0.0 0.0 1.5 0.0 4.4 1.1
Number of Traders in Each Category Total Traders: 24
. 7 0 11 . 4 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 681,655
Positions
57,627 132,580 105,310 242,667 156,733 76,388 61,719 77,112 30,674 24,449 33,002 1,673 81,147 68,182
Changes from: November 27, 2018 Total Change is: 14,540
-2,959 -5,887 15,191 -543 -12,590 3,881 -3,404 5,924 1,114 -5,113 -836 -644 7,017 8,386
Percent of Open Interest Represented by Each Category of Trader
8.5 19.4 15.4 35.6 23.0 11.2 9.1 11.3 4.5 3.6 4.8 0.2 11.9 10.0
Number of Traders in Each Category Total Traders: 601
40 41 37 174 94 127 86 99 72 41 26 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 67,226
Positions
30,010 23,441 489 8,533 19,331 3 12,517 5,511 200 0 79 0 15,474 18,172
Changes from: November 27, 2018 Total Change is: 7,643
2,433 5,341 283 4,456 -56 3 726 -2,587 0 0 19 0 -258 4,640
Percent of Open Interest Represented by Each Category of Trader
44.6 34.9 0.7 12.7 28.8 0.0 18.6 8.2 0.3 0.0 0.1 0.0 23.0 27.0
Number of Traders in Each Category Total Traders: 44
10 9 . . . . 9 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 19,326
Positions
4,826 14,212 1,766 9,131 642 102 0 0 0 404 0 0 3,097 2,604
Changes from: November 27, 2018 Total Change is: 4,427
-681 840 1,766 2,349 0 0 0 -214 0 0 0 0 993 2,035
Percent of Open Interest Represented by Each Category of Trader
25.0 73.5 9.1 47.2 3.3 0.5 0.0 0.0 0.0 2.1 0.0 0.0 16.0 13.5
Number of Traders in Each Category Total Traders: 22
4 10 . 6 . . 0 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 3,072,144
Positions
321,787 729,399 340,403 1,213,418 729,758 339,178 305,182 417,175 93,200 122,244 164,615 8,367 328,365 250,049
Changes from: November 27, 2018 Total Change is: 34,483
10,028 -19,151 37,554 -2,455 -40,129 -3,154 -22,892 40,314 7,811 -25,567 -4,274 -3,218 36,376 18,730
Percent of Open Interest Represented by Each Category of Trader
10.5 23.7 11.1 39.5 23.8 11.0 9.9 13.6 3.0 4.0 5.4 0.3 10.7 8.1
Number of Traders in Each Category Total Traders: 598
38 43 31 173 95 127 84 99 66 41 25 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 19,937
Positions
6,551 18,480 1 9,242 348 0 1,756 0 0 836 461 0 1,551 647
Changes from: November 27, 2018 Total Change is: 790
805 1,018 0 232 -789 0 216 0 0 -392 461 0 -71 100
Percent of Open Interest Represented by Each Category of Trader
32.9 92.7 0.0 46.4 1.7 0.0 8.8 0.0 0.0 4.2 2.3 0.0 7.8 3.2
Number of Traders in Each Category Total Traders: 30
4 11 . 8 . 0 4 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 19,318
Positions
3,140 13,381 965 8,548 226 518 808 0 0 640 890 0 4,699 3,338
Changes from: November 27, 2018 Total Change is: 3,492
-434 724 965 -3 -69 40 264 0 0 50 0 0 2,610 1,832
Percent of Open Interest Represented by Each Category of Trader
16.3 69.3 5.0 44.2 1.2 2.7 4.2 0.0 0.0 3.3 4.6 0.0 24.3 17.3
Number of Traders in Each Category Total Traders: 24
4 9 . 6 . . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 63,656
Positions
10,678 13,766 2,070 35,975 35,566 2,911 3,372 3,283 458 0 930 0 8,192 4,672
Changes from: November 27, 2018 Total Change is: 33
77 -562 21 1,100 -934 -992 -716 1,508 206 0 720 0 337 66
Percent of Open Interest Represented by Each Category of Trader
16.8 21.6 3.3 56.5 55.9 4.6 5.3 5.2 0.7 0.0 1.5 0.0 12.9 7.3
Number of Traders in Each Category Total Traders: 81
7 7 . 32 20 16 8 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 48,620
Positions
19,154 8,993 1,598 10,726 16,833 2,003 6,531 9,576 731 1,303 2,001 17 6,557 6,869
Changes from: November 27, 2018 Total Change is: 474
2,950 -2,169 365 99 369 -49 -3,125 1,767 195 -352 145 4 387 -154
Percent of Open Interest Represented by Each Category of Trader
39.4 18.5 3.3 22.1 34.6 4.1 13.4 19.7 1.5 2.7 4.1 0.0 13.5 14.1
Number of Traders in Each Category Total Traders: 265
25 20 12 52 43 31 31 62 18 11 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 243,099
Positions
95,772 44,966 7,988 53,629 84,164 10,016 32,653 47,879 3,653 6,516 10,005 85 32,787 34,343
Changes from: November 27, 2018 Total Change is: 2,369
14,750 -10,846 1,824 495 1,845 -243 -15,627 8,837 976 -1,761 726 22 1,933 -772
Percent of Open Interest Represented by Each Category of Trader
39.4 18.5 3.3 22.1 34.6 4.1 13.4 19.7 1.5 2.7 4.1 0.0 13.5 14.1
Number of Traders in Each Category Total Traders: 265
25 20 12 52 43 31 31 62 18 11 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 472,008
Positions
81,319 62,732 7,528 208,648 175,601 37,488 95,883 140,760 7,732 12,950 17,811 371 20,089 21,985
Changes from: November 27, 2018 Total Change is: 1,246
5,593 -10,688 1,517 3,358 1,597 -1,874 -4,306 6,266 -1 -3,140 369 324 -225 3,736
Percent of Open Interest Represented by Each Category of Trader
17.2 13.3 1.6 44.2 37.2 7.9 20.3 29.8 1.6 2.7 3.8 0.1 4.3 4.7
Number of Traders in Each Category Total Traders: 279
26 19 9 71 57 47 37 49 21 9 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 31,683
Positions
5,583 10,825 239 12,834 1,442 1,027 3,652 13,659 586 1,726 451 206 5,830 3,248
Changes from: November 27, 2018 Total Change is: -292
0 -3,188 138 -399 -792 108 -736 3,583 -158 -174 15 206 723 -204
Percent of Open Interest Represented by Each Category of Trader
17.6 34.2 0.8 40.5 4.6 3.2 11.5 43.1 1.8 5.4 1.4 0.7 18.4 10.3
Number of Traders in Each Category Total Traders: 39
. 5 . 16 4 5 . 4 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 67,750
Positions
8,507 20,960 1,250 23,298 7,454 1,202 20,909 13,534 1,276 509 2,087 202 10,597 19,785
Changes from: November 27, 2018 Total Change is: 9,226
648 4,846 -989 3,636 775 -1,355 3,951 -2,032 251 13 474 202 2,869 7,054
Percent of Open Interest Represented by Each Category of Trader
12.6 30.9 1.8 34.4 11.0 1.8 30.9 20.0 1.9 0.8 3.1 0.3 15.6 29.2
Number of Traders in Each Category Total Traders: 72
15 9 . 15 5 7 10 13 8 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 281,517
Positions
23,235 166,462 598 212,345 82,081 14,080 15,669 12,932 167 3,844 1,727 2 11,577 3,468
Changes from: November 27, 2018 Total Change is: -3,540
-1,213 5,914 -4 -5,756 -2,136 560 -980 -2,251 -140 1,146 -1,946 2 2,845 -3,539
Percent of Open Interest Represented by Each Category of Trader
8.3 59.1 0.2 75.4 29.2 5.0 5.6 4.6 0.1 1.4 0.6 0.0 4.1 1.2
Number of Traders in Each Category Total Traders: 157
10 16 4 58 35 28 12 16 5 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 1,223,206
Positions
133,799 734,881 10,813 803,229 279,744 108,763 78,371 55,230 4,034 20,946 12,823 830 62,421 16,088
Changes from: November 27, 2018 Total Change is: -6,937
-5,923 18,760 583 -2,229 -29,464 -2,980 5,829 9,117 808 4,257 -421 28 -7,310 -3,368
Percent of Open Interest Represented by Each Category of Trader
10.9 60.1 0.9 65.7 22.9 8.9 6.4 4.5 0.3 1.7 1.0 0.1 5.1 1.3
Number of Traders in Each Category Total Traders: 423
26 23 7 172 69 73 53 37 14 32 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 113,511
Positions
35,714 57,530 55,289 13,389 0 330 8,078 138 61 590 30 0 60 133
Changes from: November 27, 2018 Total Change is: -106
217 80 -206 0 0 0 -160 0 20 0 0 0 23 0
Percent of Open Interest Represented by Each Category of Trader
31.5 50.7 48.7 11.8 0.0 0.3 7.1 0.1 0.1 0.5 0.0 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 32
. 15 8 7 0 . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 962,016
Positions
11,186 103,358 5,497 518,271 313,401 186,588 59,409 91,305 15,513 24,080 51,462 7,179 134,293 187,713
Changes from: November 27, 2018 Total Change is: -183,531
-141 7,904 -22,605 36,398 37,128 -29,279 3,383 12,069 -136,296 -2,665 -15,554 2,456 -34,782 -39,354
Percent of Open Interest Represented by Each Category of Trader
1.2 10.7 0.6 53.9 32.6 19.4 6.2 9.5 1.6 2.5 5.3 0.7 14.0 19.5
Number of Traders in Each Category Total Traders: 177
5 19 7 62 31 47 18 26 14 8 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 1,082,700
Positions
16,218 208,954 1,427 652,983 86,101 169,118 33,011 491,287 15,651 50,870 6,957 18 143,404 103,187
Changes from: November 27, 2018 Total Change is: -56,144
-2,833 -5,974 161 -3,228 9,948 -14,105 -2,547 -8,247 -7,113 -2,662 -5,177 -24 -23,793 -25,613
Percent of Open Interest Represented by Each Category of Trader
1.5 19.3 0.1 60.3 8.0 15.6 3.0 45.4 1.4 4.7 0.6 0.0 13.2 9.5
Number of Traders in Each Category Total Traders: 129
5 13 6 57 16 47 10 20 14 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 2,645,015
Positions
95,777 155,684 27,530 1,144,474 369,229 322,925 345,889 1,179,180 66,767 473,912 330,007 17,345 150,396 176,348
Changes from: November 27, 2018 Total Change is: -129,883
2,287 -28,541 -18,678 -2,650 -7,323 -27,743 -38,992 4,474 -12,569 -3,714 5,738 -12,056 -15,768 -33,185
Percent of Open Interest Represented by Each Category of Trader
3.6 5.9 1.0 43.3 14.0 12.2 13.1 44.6 2.5 17.9 12.5 0.7 5.7 6.7
Number of Traders in Each Category Total Traders: 340
19 26 11 97 39 69 46 66 34 27 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,259,897
Positions
129,838 471,935 42,487 1,945,332 781,699 659,588 492,049 1,318,885 159,836 402,564 313,143 21,527 406,676 490,797
Changes from: November 27, 2018 Total Change is: -60,460
22,627 65,256 -3,525 18,422 -19,088 -50,264 37,523 44,249 -26,141 -14,947 25,786 -23,146 -21,009 -73,587
Percent of Open Interest Represented by Each Category of Trader
3.0 11.1 1.0 45.7 18.4 15.5 11.6 31.0 3.8 9.5 7.4 0.5 9.5 11.5
Number of Traders in Each Category Total Traders: 422
24 38 22 114 65 98 61 76 52 21 23 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 691,205
Positions
26,080 105,405 3,984 231,502 223,043 89,352 159,068 60,384 9,207 55,595 37,927 3,500 112,917 158,403
Changes from: November 27, 2018 Total Change is: -46,792
-6,750 7,377 -375 22,787 -2,931 -10,704 -13,322 7,396 -5,640 268 -560 1,825 -34,881 -43,180
Percent of Open Interest Represented by Each Category of Trader
3.8 15.2 0.6 33.5 32.3 12.9 23.0 8.7 1.3 8.0 5.5 0.5 16.3 22.9
Number of Traders in Each Category Total Traders: 112
. 13 5 31 32 38 13 10 9 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,748,891
Positions
62,990 555,297 33,518 2,608,464 536,318 792,110 489,576 1,747,464 181,352 263,075 537,235 3,452 314,354 362,145
Changes from: November 27, 2018 Total Change is: -267,189
17,040 -76,961 -38,915 6,691 54,722 -117,899 11,395 50,988 -79,879 32,612 14,309 -27,327 -70,907 -46,227
Percent of Open Interest Represented by Each Category of Trader
1.3 11.7 0.7 54.9 11.3 16.7 10.3 36.8 3.8 5.5 11.3 0.1 6.6 7.6
Number of Traders in Each Category Total Traders: 361
13 43 15 101 53 82 43 67 32 16 25 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 1,886,326
Positions
457,671 244,574 499,459 22,346 7,075 64,769 132,210 278,927 539,353 35,429 88,629 97,486 37,603 66,054
Changes from: November 27, 2018 Total Change is: -71,081
-68,104 -51,694 9,491 16,675 -22,079 -8,533 -34,783 1,681 -8,976 30,817 5,221 -1,977 -5,691 5,785
Percent of Open Interest Represented by Each Category of Trader
24.3 13.0 26.5 1.2 0.4 3.4 7.0 14.8 28.6 1.9 4.7 5.2 2.0 3.5
Number of Traders in Each Category Total Traders: 156
23 34 50 4 . 6 27 33 51 5 15 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 is14,381,327
Positions
4,996,160 1,444,974 2,519,549 509,972 1,546,242 1,196,172 1,027,283 2,688,912 2,747,823 254,080 341,742 514,482 615,806 1,381,431
Changes from: November 27, 2018 Total Change is: 409,067
89,332 62,420 166,671 -13,395 52,150 -51,499 63,101 -62,873 165,005 -78,573 21,619 43,102 25,323 12,472
Percent of Open Interest Represented by Each Category of Trader
34.7 10.0 17.5 3.5 10.8 8.3 7.1 18.7 19.1 1.8 2.4 3.6 4.3 9.6
Number of Traders in Each Category Total Traders: 313
37 47 74 9 37 39 36 91 108 14 24 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 28,351
Positions
1,472 7,058 2,761 0 0 0 7,980 2,258 16,064 25 0 0 49 210
Changes from: November 27, 2018 Total Change is: 798
-58 -524 -9 0 0 0 14 387 824 0 0 0 27 120
Percent of Open Interest Represented by Each Category of Trader
5.2 24.9 9.7 0.0 0.0 0.0 28.1 8.0 56.7 0.1 0.0 0.0 0.2 0.7
Number of Traders in Each Category Total Traders: 29
. 7 6 0 0 0 6 12 15 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 23,630
Positions
9,666 5,115 985 103 0 0 6,595 10,347 5,935 225 0 0 121 1,248
Changes from: November 27, 2018 Total Change is: -1,864
4,494 1,545 -4,298 3 0 0 -221 2,239 -1,464 25 0 0 -403 114
Percent of Open Interest Represented by Each Category of Trader
40.9 21.6 4.2 0.4 0.0 0.0 27.9 43.8 25.1 1.0 0.0 0.0 0.5 5.3
Number of Traders in Each Category Total Traders: 33
4 4 5 . 0 0 9 13 13 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 29,848
Positions
1,923 6,032 0 1,243 8,017 0 17,323 11,327 163 9,160 1,136 0 36 3,173
Changes from: November 27, 2018 Total Change is: -473
330 562 0 154 -2,156 0 -968 835 -46 55 0 0 2 332
Percent of Open Interest Represented by Each Category of Trader
6.4 20.2 0.0 4.2 26.9 0.0 58.0 37.9 0.5 30.7 3.8 0.0 0.1 10.6
Number of Traders in Each Category Total Traders: 36
. 4 0 . 11 0 . 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 18,529
Positions
4,915 6,089 0 1,089 2,623 12 12,497 7,936 0 0 207 0 16 1,662
Changes from: November 27, 2018 Total Change is: 1,603
981 775 0 188 107 0 451 637 0 0 0 0 -17 84
Percent of Open Interest Represented by Each Category of Trader
26.5 32.9 0.0 5.9 14.2 0.1 67.4 42.8 0.0 0.0 1.1 0.0 0.1 9.0
Number of Traders in Each Category Total Traders: 31
4 5 0 . 8 . . 7 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 3,822
Positions
55 0 0 0 150 0 768 1,283 147 1,075 1,677 0 1,777 565
Changes from: November 27, 2018 Total Change is: 26
0 0 0 0 0 0 129 261 -71 -83 -205 0 51 41
Percent of Open Interest Represented by Each Category of Trader
1.4 0.0 0.0 0.0 3.9 0.0 20.1 33.6 3.8 28.1 43.9 0.0 46.5 14.8
Number of Traders in Each Category Total Traders: 45
. 0 0 0 . 0 12 9 6 17 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 3,301
Positions
0 0 0 34 123 0 2,409 2,317 64 195 465 14 585 318
Changes from: November 27, 2018 Total Change is: -490
0 0 0 34 -115 0 -7 228 -303 -66 -209 1 -149 -92
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 1.0 3.7 0.0 73.0 70.2 1.9 5.9 14.1 0.4 17.7 9.6
Number of Traders in Each Category Total Traders: 43
0 0 0 . . 0 14 17 . 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 56,729
Positions
393 42,503 0 22,097 747 507 21,600 4,835 4,148 3,029 1,847 177 4,778 1,965
Changes from: November 27, 2018 Total Change is: -334
87 -480 0 862 53 12 -1,990 -1,763 1,343 216 312 -98 -766 287
Percent of Open Interest Represented by Each Category of Trader
0.7 74.9 0.0 39.0 1.3 0.9 38.1 8.5 7.3 5.3 3.3 0.3 8.4 3.5
Number of Traders in Each Category Total Traders: 111
. . 0 14 5 4 39 12 15 26 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 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 404,672
Positions
37,615 54,775 21,603 87,902 25,637 18,433 65,359 110,346 119,921 9,685 4,007 17,991 26,163 31,959
Changes from: November 27, 2018 Total Change is: -23,989
1,158 -1,727 -3,693 -3,588 27 -1,718 7,744 9,676 -22,704 -965 -1,399 -2,655 2,432 204
Percent of Open Interest Represented by Each Category of Trader
9.3 13.5 5.3 21.7 6.3 4.6 16.2 27.3 29.6 2.4 1.0 4.4 6.5 7.9
Number of Traders in Each Category Total Traders: 211
11 15 18 22 29 21 42 51 60 14 12 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 34,733
Positions
2,396 646 1,331 15,930 2,122 2,181 11,118 27,988 242 1,331 170 0 204 53
Changes from: November 27, 2018 Total Change is: -3,235
-1,427 -28 178 -148 0 31 -1,973 -3,424 0 77 9 0 27 -1
Percent of Open Interest Represented by Each Category of Trader
6.9 1.9 3.8 45.9 6.1 6.3 32.0 80.6 0.7 3.8 0.5 0.0 0.6 0.2
Number of Traders in Each Category Total Traders: 49
. . . 13 . . 8 10 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 10, 2018