Traders in Financial Futures - Futures Only Positions as of December 11, 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 161,530
Positions
35,847 6,529 12,963 29,825 33,615 7,651 29,978 43,163 6,343 10,173 11,870 281 28,469 39,115
Changes from: December 4, 2018 Total Change is: 4,780
2,337 1,096 177 198 -1,197 1,565 2,285 570 -553 443 517 257 -1,929 2,348
Percent of Open Interest Represented by Each Category of Trader
22.2 4.0 8.0 18.5 20.8 4.7 18.6 26.7 3.9 6.3 7.3 0.2 17.6 24.2
Number of Traders in Each Category Total Traders: 110
7 5 5 10 19 8 21 33 15 10 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 81,518
Positions
45,445 1,592 6,335 1,305 17,488 366 19,037 25,685 839 0 5,081 301 7,890 23,831
Changes from: December 4, 2018 Total Change is: 2,510
-2,731 -147 6,178 3 347 0 -1,423 -3,367 -209 0 449 301 391 -1,042
Percent of Open Interest Represented by Each Category of Trader
55.7 2.0 7.8 1.6 21.5 0.4 23.4 31.5 1.0 0.0 6.2 0.4 9.7 29.2
Number of Traders in Each Category Total Traders: 50
7 . 5 . 12 . 12 11 4 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 255,703
Positions
102,073 30,460 15,820 44,308 94,743 4,054 53,926 45,740 12,103 950 11,144 0 22,469 41,639
Changes from: December 4, 2018 Total Change is: 19,999
-1,389 -828 12,418 538 3,303 756 8,228 2,640 344 -1,604 858 0 708 508
Percent of Open Interest Represented by Each Category of Trader
39.9 11.9 6.2 17.3 37.1 1.6 21.1 17.9 4.7 0.4 4.4 0.0 8.8 16.3
Number of Traders in Each Category Total Traders: 126
8 8 8 10 31 11 26 35 17 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 213,055
Positions
102,609 5,994 4,954 30,758 46,325 9,055 27,667 90,375 4,515 6,099 6,054 510 26,888 45,273
Changes from: December 4, 2018 Total Change is: -13,780
-12,790 261 1,875 1,356 -8,234 1,701 -6,975 -13,568 -2,905 4,019 170 -40 -21 6,960
Percent of Open Interest Represented by Each Category of Trader
48.2 2.8 2.3 14.4 21.7 4.3 13.0 42.4 2.1 2.9 2.8 0.2 12.6 21.2
Number of Traders in Each Category Total Traders: 116
11 6 8 15 23 10 16 35 20 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 613,745
Positions
38,430 94,974 84,734 291,948 171,007 22,722 31,728 124,184 16,293 17,326 16,805 259 110,305 82,767
Changes from: December 4, 2018 Total Change is: 68,208
-2,134 4,369 54,584 2,633 3,102 997 2,366 -7,257 -6,293 -1,648 -301 -346 18,049 19,353
Percent of Open Interest Represented by Each Category of Trader
6.3 15.5 13.8 47.6 27.9 3.7 5.2 20.2 2.7 2.8 2.7 0.0 18.0 13.5
Number of Traders in Each Category Total Traders: 274
15 11 13 91 38 46 29 57 23 19 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 35,853
Positions
0 21,701 0 12,261 5,279 2,149 6,060 0 434 0 774 5 14,944 5,511
Changes from: December 4, 2018 Total Change is: -856
0 -604 -157 -1,753 -1,030 -73 -259 0 394 0 0 0 992 614
Percent of Open Interest Represented by Each Category of Trader
0.0 60.5 0.0 34.2 14.7 6.0 16.9 0.0 1.2 0.0 2.2 0.0 41.7 15.4
Number of Traders in Each Category Total Traders: 24
0 . 0 12 5 7 4 0 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 44,623
Positions
0 7,131 13,587 11,162 12,664 2,320 8,261 0 3,064 0 570 0 6,229 5,287
Changes from: December 4, 2018 Total Change is: 15,726
0 303 12,870 300 533 -132 -456 0 3,060 0 0 0 84 -908
Percent of Open Interest Represented by Each Category of Trader
0.0 16.0 30.4 25.0 28.4 5.2 18.5 0.0 6.9 0.0 1.3 0.0 14.0 11.8
Number of Traders in Each Category Total Traders: 24
0 . . 7 8 8 5 0 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 148,414
Positions
72,278 23,967 5,558 13,960 33,224 2,202 18,170 31,956 11,934 2,100 7,271 43 22,169 32,259
Changes from: December 4, 2018 Total Change is: -341
-4,435 -1,249 2,595 64 4,250 740 -836 -12,433 5,278 -3,649 562 31 -129 -115
Percent of Open Interest Represented by Each Category of Trader
48.7 16.1 3.7 9.4 22.4 1.5 12.2 21.5 8.0 1.4 4.9 0.0 14.9 21.7
Number of Traders in Each Category Total Traders: 87
8 6 4 7 17 6 19 23 17 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 49,259
Positions
0 21,762 12,332 32,286 288 0 2,059 10,881 58 465 1,741 0 2,059 2,197
Changes from: December 4, 2018 Total Change is: 13,414
0 210 11,469 1,431 -289 0 -44 1,215 -277 0 313 0 835 773
Percent of Open Interest Represented by Each Category of Trader
0.0 44.2 25.0 65.5 0.6 0.0 4.2 22.1 0.1 0.9 3.5 0.0 4.2 4.5
Number of Traders in Each Category Total Traders: 34
0 5 . 5 . 0 7 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 184,120
Positions
40,573 106,587 4,950 55,664 10,857 437 67,725 18,029 6,886 3,381 30,948 0 4,504 5,426
Changes from: December 4, 2018 Total Change is: -7,392
-6,617 -540 433 -2,320 -203 314 3,093 -5,029 -1,931 -395 167 0 31 -603
Percent of Open Interest Represented by Each Category of Trader
22.0 57.9 2.7 30.2 5.9 0.2 36.8 9.8 3.7 1.8 16.8 0.0 2.4 2.9
Number of Traders in Each Category Total Traders: 134
4 7 . 12 14 4 36 36 15 10 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 12,353
Positions
1,300 612 878 0 3,888 8 7,705 4,487 82 640 930 0 1,740 1,468
Changes from: December 4, 2018 Total Change is: 981
0 -2 0 -1,323 686 8 2,417 314 -164 0 30 0 43 109
Percent of Open Interest Represented by Each Category of Trader
10.5 5.0 7.1 0.0 31.5 0.1 62.4 36.3 0.7 5.2 7.5 0.0 14.1 11.9
Number of Traders in Each Category Total Traders: 33
. . . 0 7 . 8 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 62,587
Positions
22,099 8,002 10,970 10,547 3,364 136 11,320 27,996 2,002 681 3,424 547 4,285 6,146
Changes from: December 4, 2018 Total Change is: 6,239
-7,306 497 10,970 1,228 -49 63 1,003 -6,557 -6 -285 476 298 274 547
Percent of Open Interest Represented by Each Category of Trader
35.3 12.8 17.5 16.9 5.4 0.2 18.1 44.7 3.2 1.1 5.5 0.9 6.8 9.8
Number of Traders in Each Category Total Traders: 79
4 5 . 9 9 . 22 23 12 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 28,982
Positions
1,948 0 11,297 13,630 1,365 0 282 13,332 679 270 160 0 876 2,149
Changes from: December 4, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
6.7 0.0 39.0 47.0 4.7 0.0 1.0 46.0 2.3 0.9 0.6 0.0 3.0 7.4
Number of Traders in Each Category Total Traders: 21
. 0 . . . 0 . 9 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 36,811
Positions
10,287 22,131 1,561 7,447 976 226 8,550 4,168 889 1,338 954 0 6,515 5,909
Changes from: December 4, 2018 Total Change is: -1,725
638 -1,051 -42 -1,132 203 0 -524 -5 246 0 292 0 -911 -1,368
Percent of Open Interest Represented by Each Category of Trader
27.9 60.1 4.2 20.2 2.7 0.6 23.2 11.3 2.4 3.6 2.6 0.0 17.7 16.1
Number of Traders in Each Category Total Traders: 88
13 16 8 15 . . 20 13 7 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 73,622
Positions
20,573 44,261 3,122 14,894 1,951 452 17,099 8,335 1,777 2,676 1,907 0 13,029 11,817
Changes from: December 4, 2018 Total Change is: -3,449
1,276 -2,101 -83 -2,264 405 0 -1,048 -10 492 0 583 0 -1,822 -2,735
Percent of Open Interest Represented by Each Category of Trader
27.9 60.1 4.2 20.2 2.7 0.6 23.2 11.3 2.4 3.6 2.6 0.0 17.7 16.1
Number of Traders in Each Category Total Traders: 88
13 16 8 15 . . 20 13 7 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 31,999
Positions
3,144 24,255 0 26,728 1,474 431 405 3,671 0 0 454 0 1,291 1,714
Changes from: December 4, 2018 Total Change is: 2,672
-120 772 0 2,853 72 -72 0 496 0 0 0 0 11 1,404
Percent of Open Interest Represented by Each Category of Trader
9.8 75.8 0.0 83.5 4.6 1.3 1.3 11.5 0.0 0.0 1.4 0.0 4.0 5.4
Number of Traders in Each Category Total Traders: 23
. 7 0 10 . 4 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 693,855
Positions
61,969 135,867 106,657 232,841 167,882 78,473 72,862 68,764 30,900 24,822 34,147 2,001 83,330 69,164
Changes from: December 4, 2018 Total Change is: 12,200
4,342 3,287 1,347 -9,827 11,148 2,085 11,143 -8,348 226 373 1,145 327 2,183 982
Percent of Open Interest Represented by Each Category of Trader
8.9 19.6 15.4 33.6 24.2 11.3 10.5 9.9 4.5 3.6 4.9 0.3 12.0 10.0
Number of Traders in Each Category Total Traders: 593
40 40 36 170 100 122 86 92 76 36 29 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 66,818
Positions
31,061 20,729 489 8,388 19,331 3 12,442 4,958 200 0 121 0 14,235 20,987
Changes from: December 4, 2018 Total Change is: -408
1,051 -2,712 0 -145 0 0 -75 -553 0 0 42 0 -1,239 2,815
Percent of Open Interest Represented by Each Category of Trader
46.5 31.0 0.7 12.6 28.9 0.0 18.6 7.4 0.3 0.0 0.2 0.0 21.3 31.4
Number of Traders in Each Category Total Traders: 40
10 7 . . . . 9 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 14,697
Positions
4,383 12,348 0 4,041 0 1,799 823 286 0 2,075 0 0 1,576 264
Changes from: December 4, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
29.8 84.0 0.0 27.5 0.0 12.2 5.6 1.9 0.0 14.1 0.0 0.0 10.7 1.8
Number of Traders in Each Category Total Traders: 20
4 8 0 4 0 . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 18,810
Positions
4,790 14,440 1,766 9,535 1,766 102 0 0 0 404 0 0 2,213 736
Changes from: December 4, 2018 Total Change is: -516
-36 228 0 404 1,124 0 0 0 0 0 0 0 -884 -1,868
Percent of Open Interest Represented by Each Category of Trader
25.5 76.8 9.4 50.7 9.4 0.5 0.0 0.0 0.0 2.1 0.0 0.0 11.8 3.9
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 11, 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 3,135,184
Positions
344,265 765,417 341,116 1,165,132 785,622 349,479 359,637 376,565 95,965 124,110 170,131 10,004 345,476 240,885
Changes from: December 4, 2018 Total Change is: 63,040
22,478 36,018 713 -48,286 55,864 10,301 54,455 -40,610 2,765 1,866 5,516 1,637 17,111 -9,164
Percent of Open Interest Represented by Each Category of Trader
11.0 24.4 10.9 37.2 25.1 11.1 11.5 12.0 3.1 4.0 5.4 0.3 11.0 7.7
Number of Traders in Each Category Total Traders: 591
40 40 32 169 101 122 85 92 70 36 28 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 28,622
Positions
14,044 19,138 0 10,403 5,871 1,689 449 1,295 0 316 0 0 1,721 629
Changes from: December 4, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
49.1 66.9 0.0 36.3 20.5 5.9 1.6 4.5 0.0 1.1 0.0 0.0 6.0 2.2
Number of Traders in Each Category Total Traders: 22
4 6 0 5 . . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 21,157
Positions
6,738 19,603 1 10,359 348 0 1,756 0 0 836 461 0 1,467 744
Changes from: December 4, 2018 Total Change is: 1,220
187 1,123 0 1,117 0 0 0 0 0 0 0 0 -84 97
Percent of Open Interest Represented by Each Category of Trader
31.8 92.7 0.0 49.0 1.6 0.0 8.3 0.0 0.0 4.0 2.2 0.0 6.9 3.5
Number of Traders in Each Category Total Traders: 29
4 10 . 8 . 0 4 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 17,090
Positions
4,268 12,757 561 11,039 1,474 29 503 424 0 0 1,380 0 690 465
Changes from: December 4, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
25.0 74.6 3.3 64.6 8.6 0.2 2.9 2.5 0.0 0.0 8.1 0.0 4.0 2.7
Number of Traders in Each Category Total Traders: 20
. 9 . . . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 18,592
Positions
2,972 12,757 1,846 8,884 1,107 518 1,547 230 46 640 890 0 2,139 1,198
Changes from: December 4, 2018 Total Change is: -726
-168 -624 881 336 881 0 739 230 46 0 0 0 -2,560 -2,140
Percent of Open Interest Represented by Each Category of Trader
16.0 68.6 9.9 47.8 6.0 2.8 8.3 1.2 0.2 3.4 4.8 0.0 11.5 6.4
Number of Traders in Each Category Total Traders: 28
4 9 . 7 . . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 67,854
Positions
11,115 13,407 3,242 36,826 38,243 3,605 3,502 2,853 371 0 577 0 9,193 5,556
Changes from: December 4, 2018 Total Change is: 4,198
437 -359 1,172 851 2,677 694 130 -430 -87 0 -353 0 1,001 884
Percent of Open Interest Represented by Each Category of Trader
16.4 19.8 4.8 54.3 56.4 5.3 5.2 4.2 0.5 0.0 0.9 0.0 13.5 8.2
Number of Traders in Each Category Total Traders: 74
8 6 . 30 19 16 6 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 50,696
Positions
18,647 10,993 1,785 10,661 16,861 1,940 9,456 10,762 477 1,761 1,616 15 5,954 6,248
Changes from: December 4, 2018 Total Change is: 2,076
-508 1,999 187 -65 28 -63 2,925 1,186 -254 458 -385 -2 -603 -620
Percent of Open Interest Represented by Each Category of Trader
36.8 21.7 3.5 21.0 33.3 3.8 18.7 21.2 0.9 3.5 3.2 0.0 11.7 12.3
Number of Traders in Each Category Total Traders: 267
24 19 13 51 48 30 33 65 16 8 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 253,480
Positions
93,234 54,963 8,925 53,306 84,304 9,702 47,279 53,809 2,385 8,804 8,078 73 29,772 31,241
Changes from: December 4, 2018 Total Change is: 10,381
-2,538 9,997 937 -323 140 -314 14,626 5,930 -1,268 2,288 -1,927 -12 -3,015 -3,102
Percent of Open Interest Represented by Each Category of Trader
36.8 21.7 3.5 21.0 33.3 3.8 18.7 21.2 0.9 3.5 3.2 0.0 11.7 12.3
Number of Traders in Each Category Total Traders: 267
24 19 13 51 48 30 33 65 16 8 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 483,749
Positions
81,562 64,614 10,803 205,884 186,810 39,016 105,452 137,517 8,102 11,305 17,752 165 21,460 18,970
Changes from: December 4, 2018 Total Change is: 11,741
243 1,882 3,275 -2,764 11,209 1,528 9,569 -3,243 370 -1,645 -59 -206 1,371 -3,015
Percent of Open Interest Represented by Each Category of Trader
16.9 13.4 2.2 42.6 38.6 8.1 21.8 28.4 1.7 2.3 3.7 0.0 4.4 3.9
Number of Traders in Each Category Total Traders: 271
26 18 12 68 59 47 38 44 20 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 41,838
Positions
5,621 10,880 5,344 11,523 1,258 710 5,357 12,460 2,667 2,003 458 1,742 6,871 6,319
Changes from: December 4, 2018 Total Change is: 10,155
38 55 5,105 -1,311 -184 -317 1,705 -1,199 2,081 277 7 1,536 1,041 3,071
Percent of Open Interest Represented by Each Category of Trader
13.4 26.0 12.8 27.5 3.0 1.7 12.8 29.8 6.4 4.8 1.1 4.2 16.4 15.1
Number of Traders in Each Category Total Traders: 43
. 5 . 15 . 4 9 4 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 90,303
Positions
9,859 20,254 3,071 22,501 5,664 6,087 20,881 16,004 4,282 520 2,415 1,642 21,460 30,884
Changes from: December 4, 2018 Total Change is: 22,553
1,352 -706 1,821 -797 -1,790 4,885 -28 2,470 3,006 11 328 1,440 10,863 11,099
Percent of Open Interest Represented by Each Category of Trader
10.9 22.4 3.4 24.9 6.3 6.7 23.1 17.7 4.7 0.6 2.7 1.8 23.8 34.2
Number of Traders in Each Category Total Traders: 84
16 10 9 16 8 10 10 19 12 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 297,831
Positions
26,897 169,602 608 225,358 86,525 13,323 18,871 19,629 261 3,837 1,713 0 8,676 6,170
Changes from: December 4, 2018 Total Change is: 16,314
3,662 3,140 10 13,013 4,444 -757 3,202 6,697 94 -7 -14 -2 -2,901 2,702
Percent of Open Interest Represented by Each Category of Trader
9.0 56.9 0.2 75.7 29.1 4.5 6.3 6.6 0.1 1.3 0.6 0.0 2.9 2.1
Number of Traders in Each Category Total Traders: 165
11 16 5 60 36 27 16 16 7 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 1,233,703
Positions
135,340 731,559 19,311 802,665 287,150 109,455 78,557 46,492 3,388 24,293 12,538 643 60,051 23,167
Changes from: December 4, 2018 Total Change is: 10,497
1,541 -3,322 8,498 -564 7,406 692 186 -8,738 -646 3,347 -285 -187 -2,370 7,079
Percent of Open Interest Represented by Each Category of Trader
11.0 59.3 1.6 65.1 23.3 8.9 6.4 3.8 0.3 2.0 1.0 0.1 4.9 1.9
Number of Traders in Each Category Total Traders: 417
22 26 12 177 69 76 51 34 18 30 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 114,614
Positions
35,998 57,230 56,729 13,389 0 330 7,438 118 80 590 30 0 60 97
Changes from: December 4, 2018 Total Change is: 1,103
284 -300 1,440 0 0 0 -640 -20 19 0 0 0 0 -36
Percent of Open Interest Represented by Each Category of Trader
31.4 49.9 49.5 11.7 0.0 0.3 6.5 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 11, 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 977,383
Positions
17,353 105,198 10,005 522,188 337,391 183,573 54,984 96,654 11,306 25,157 49,937 5,957 146,860 177,362
Changes from: December 4, 2018 Total Change is: 15,367
6,167 1,840 4,508 3,917 23,990 -3,015 -4,425 5,349 -4,207 1,077 -1,525 -1,222 12,567 -10,351
Percent of Open Interest Represented by Each Category of Trader
1.8 10.8 1.0 53.4 34.5 18.8 5.6 9.9 1.2 2.6 5.1 0.6 15.0 18.1
Number of Traders in Each Category Total Traders: 184
5 21 6 60 33 47 17 31 14 7 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 1,083,869
Positions
17,146 235,856 2,582 655,631 83,576 171,568 30,752 477,812 11,083 50,643 4,843 525 143,939 96,024
Changes from: December 4, 2018 Total Change is: 1,169
928 26,902 1,155 2,648 -2,525 2,450 -2,259 -13,475 -4,568 -227 -2,114 507 535 -7,163
Percent of Open Interest Represented by Each Category of Trader
1.6 21.8 0.2 60.5 7.7 15.8 2.8 44.1 1.0 4.7 0.4 0.0 13.3 8.9
Number of Traders in Each Category Total Traders: 128
4 15 5 55 15 45 10 22 12 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 2,544,173
Positions
97,115 199,062 17,265 1,110,161 322,943 307,400 342,453 1,120,780 70,381 419,136 313,926 20,157 160,105 172,259
Changes from: December 4, 2018 Total Change is: -100,842
1,338 43,378 -10,265 -34,313 -46,286 -15,525 -3,436 -58,400 3,614 -54,776 -16,081 2,812 9,709 -4,089
Percent of Open Interest Represented by Each Category of Trader
3.8 7.8 0.7 43.6 12.7 12.1 13.5 44.1 2.8 16.5 12.3 0.8 6.3 6.8
Number of Traders in Each Category Total Traders: 337
17 28 6 95 42 69 45 64 30 23 23 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 4,224,835
Positions
141,885 421,291 36,978 2,003,352 860,796 650,045 471,746 1,340,848 127,420 350,634 324,304 11,618 431,157 451,535
Changes from: December 4, 2018 Total Change is: -35,062
12,047 -50,644 -5,509 58,020 79,097 -9,543 -20,303 21,963 -32,416 -51,930 11,161 -9,909 24,481 -39,262
Percent of Open Interest Represented by Each Category of Trader
3.4 10.0 0.9 47.4 20.4 15.4 11.2 31.7 3.0 8.3 7.7 0.3 10.2 10.7
Number of Traders in Each Category Total Traders: 423
26 37 12 111 67 102 60 75 43 24 23 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 711,189
Positions
28,289 109,340 3,632 228,546 248,213 80,560 183,005 66,401 7,927 56,418 37,065 2,821 119,991 155,230
Changes from: December 4, 2018 Total Change is: 19,984
2,209 3,935 -352 -2,956 25,170 -8,792 23,937 6,017 -1,280 823 -862 -679 7,074 -3,173
Percent of Open Interest Represented by Each Category of Trader
4.0 15.4 0.5 32.1 34.9 11.3 25.7 9.3 1.1 7.9 5.2 0.4 16.9 21.8
Number of Traders in Each Category Total Traders: 112
4 13 4 29 31 36 15 10 7 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 4,714,846
Positions
78,960 646,944 25,125 2,643,674 430,059 736,605 499,281 1,808,225 146,112 261,653 557,353 4,586 318,850 359,837
Changes from: December 4, 2018 Total Change is: -34,045
15,970 91,647 -8,393 35,210 -106,259 -55,505 9,705 60,761 -35,240 -1,422 20,118 1,134 4,496 -2,308
Percent of Open Interest Represented by Each Category of Trader
1.7 13.7 0.5 56.1 9.1 15.6 10.6 38.4 3.1 5.5 11.8 0.1 6.8 7.6
Number of Traders in Each Category Total Traders: 359
11 45 12 104 51 82 38 67 29 15 28 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 2,036,562
Positions
448,248 273,200 608,196 35,775 9,500 64,143 184,531 299,349 530,304 33,925 90,339 97,199 34,241 64,332
Changes from: December 4, 2018 Total Change is: 150,236
-9,423 28,626 108,737 13,429 2,425 -626 52,321 20,422 -9,049 -1,504 1,710 -287 -3,362 -1,722
Percent of Open Interest Represented by Each Category of Trader
22.0 13.4 29.9 1.8 0.5 3.1 9.1 14.7 26.0 1.7 4.4 4.8 1.7 3.2
Number of Traders in Each Category Total Traders: 168
25 36 54 6 5 4 27 37 52 5 14 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 is14,488,214
Positions
5,111,635 1,520,095 2,528,122 347,487 1,502,621 1,322,825 1,053,699 2,789,057 2,650,702 224,131 313,483 540,172 709,441 1,321,137
Changes from: December 4, 2018 Total Change is: 106,887
115,475 75,121 8,573 -162,485 -43,621 126,653 26,416 100,145 -97,121 -29,949 -28,259 25,690 93,635 -60,294
Percent of Open Interest Represented by Each Category of Trader
35.3 10.5 17.4 2.4 10.4 9.1 7.3 19.3 18.3 1.5 2.2 3.7 4.9 9.1
Number of Traders in Each Category Total Traders: 317
32 54 79 8 39 41 35 91 104 14 22 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 37,418
Positions
1,653 8,076 2,773 0 0 0 15,025 8,465 17,913 25 0 0 29 191
Changes from: December 4, 2018 Total Change is: 9,067
181 1,018 12 0 0 0 7,045 6,207 1,849 0 0 0 -20 -19
Percent of Open Interest Represented by Each Category of Trader
4.4 21.6 7.4 0.0 0.0 0.0 40.2 22.6 47.9 0.1 0.0 0.0 0.1 0.5
Number of Traders in Each Category Total Traders: 31
. 6 6 0 0 0 8 11 16 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 31,854
Positions
13,117 4,557 986 200 0 0 10,934 17,727 6,287 225 0 0 105 2,297
Changes from: December 4, 2018 Total Change is: 8,224
3,451 -558 1 97 0 0 4,339 7,380 352 0 0 0 -16 1,049
Percent of Open Interest Represented by Each Category of Trader
41.2 14.3 3.1 0.6 0.0 0.0 34.3 55.7 19.7 0.7 0.0 0.0 0.3 7.2
Number of Traders in Each Category Total Traders: 34
4 4 5 . 0 0 10 13 13 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 28,630
Positions
1,112 5,701 30 1,175 8,076 2 16,678 10,523 140 9,480 1,136 0 13 3,022
Changes from: December 4, 2018 Total Change is: -1,218
-811 -331 30 -68 59 2 -645 -804 -23 320 0 0 -23 -151
Percent of Open Interest Represented by Each Category of Trader
3.9 19.9 0.1 4.1 28.2 0.0 58.3 36.8 0.5 33.1 4.0 0.0 0.0 10.6
Number of Traders in Each Category Total Traders: 34
. 4 . . 11 . . 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 17,609
Positions
4,797 4,492 1,190 525 2,606 21 11,030 7,113 17 0 207 0 29 1,963
Changes from: December 4, 2018 Total Change is: -920
-118 -1,597 1,190 -564 -17 9 -1,467 -823 17 0 0 0 13 301
Percent of Open Interest Represented by Each Category of Trader
27.2 25.5 6.8 3.0 14.8 0.1 62.6 40.4 0.1 0.0 1.2 0.0 0.2 11.1
Number of Traders in Each Category Total Traders: 28
. 4 . . 8 . . 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 4,259
Positions
55 0 0 0 150 0 739 1,569 151 1,433 1,685 70 1,811 634
Changes from: December 4, 2018 Total Change is: 437
0 0 0 0 0 0 -29 286 4 358 8 70 34 69
Percent of Open Interest Represented by Each Category of Trader
1.3 0.0 0.0 0.0 3.5 0.0 17.4 36.8 3.5 33.6 39.6 1.6 42.5 14.9
Number of Traders in Each Category Total Traders: 45
. 0 0 0 . 0 7 11 4 20 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 3,970
Positions
0 0 0 27 256 0 2,905 2,699 117 159 545 11 751 342
Changes from: December 4, 2018 Total Change is: 669
0 0 0 -7 133 0 496 382 53 -36 80 -3 166 24
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.7 6.4 0.0 73.2 68.0 2.9 4.0 13.7 0.3 18.9 8.6
Number of Traders in Each Category Total Traders: 43
0 0 0 . 4 0 15 17 4 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 64,006
Positions
484 42,282 2,738 22,527 993 524 22,812 6,240 6,197 2,804 1,995 107 5,813 2,930
Changes from: December 4, 2018 Total Change is: 7,277
91 -221 2,738 430 246 17 1,212 1,405 2,049 -225 148 -70 1,035 965
Percent of Open Interest Represented by Each Category of Trader
0.8 66.1 4.3 35.2 1.6 0.8 35.6 9.7 9.7 4.4 3.1 0.2 9.1 4.6
Number of Traders in Each Category Total Traders: 110
. . . 14 5 4 43 9 15 23 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 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 420,319
Positions
37,781 71,905 20,634 90,657 23,237 15,457 70,652 109,227 123,141 13,190 5,475 20,830 27,977 30,413
Changes from: December 4, 2018 Total Change is: 15,647
166 17,130 -969 2,755 -2,400 -2,976 5,293 -1,119 3,220 3,505 1,468 2,839 1,814 -1,546
Percent of Open Interest Represented by Each Category of Trader
9.0 17.1 4.9 21.6 5.5 3.7 16.8 26.0 29.3 3.1 1.3 5.0 6.7 7.2
Number of Traders in Each Category Total Traders: 211
11 15 17 21 26 20 46 46 60 16 14 23
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Traders in Financial Futures - Futures Only Positions as of December 11, 2018
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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 :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 37,195
Positions
2,170 1,337 1,209 16,417 2,122 2,150 9,713 19,447 4,039 1,299 6,847 0 198 44
Changes from: December 4, 2018 Total Change is: 2,462
-226 691 -122 487 0 -31 -1,405 -8,541 3,797 -32 6,677 0 -6 -9
Percent of Open Interest Represented by Each Category of Trader
5.8 3.6 3.3 44.1 5.7 5.8 26.1 52.3 10.9 3.5 18.4 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 45
. . . 13 . . 4 10 . 10 . 0
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Updated December 14, 2018