Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 136,026
Positions
10,166 10,382 7,275 33,841 25,136 4,749 27,787 36,993 10,747 8,581 5,312 824 32,058 34,609
Changes from: November 6, 2018 Total Change is: 4,179
2,947 -2,013 956 633 901 -671 2,148 1,456 389 456 556 21 -2,701 2,583
Percent of Open Interest Represented by Each Category of Trader
7.5 7.6 5.3 24.9 18.5 3.5 20.4 27.2 7.9 6.3 3.9 0.6 23.6 25.4
Number of Traders in Each Category Total Traders: 107
6 6 6 13 17 6 16 34 17 9 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 78,688
Positions
46,732 2,732 177 2,069 15,561 377 19,942 25,890 1,266 0 4,270 0 8,125 28,415
Changes from: November 6, 2018 Total Change is: -172
68 113 -19 286 988 0 -1,449 -1,591 -21 0 89 0 963 270
Percent of Open Interest Represented by Each Category of Trader
59.4 3.5 0.2 2.6 19.8 0.5 25.3 32.9 1.6 0.0 5.4 0.0 10.3 36.1
Number of Traders in Each Category Total Traders: 51
6 4 . . 13 . 11 12 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 292,706
Positions
100,714 40,911 21,923 47,031 92,421 3,615 39,970 38,141 45,632 1,300 7,676 5,106 27,414 37,282
Changes from: November 6, 2018 Total Change is: -2,483
-8,146 10,557 3,678 -315 2,522 -1,003 6,678 -11,814 -3,453 -312 -421 236 155 -2,786
Percent of Open Interest Represented by Each Category of Trader
34.4 14.0 7.5 16.1 31.6 1.2 13.7 13.0 15.6 0.4 2.6 1.7 9.4 12.7
Number of Traders in Each Category Total Traders: 138
7 8 9 13 29 11 30 37 27 7 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 260,024
Positions
121,023 824 15,436 37,129 58,924 6,428 34,467 104,330 17,507 847 5,533 2,866 24,321 48,176
Changes from: November 6, 2018 Total Change is: 16,055
16,060 -283 -753 1,959 7,543 -1,198 4,363 14,630 -4,912 -858 461 -472 1,866 1,039
Percent of Open Interest Represented by Each Category of Trader
46.5 0.3 5.9 14.3 22.7 2.5 13.3 40.1 6.7 0.3 2.1 1.1 9.4 18.5
Number of Traders in Each Category Total Traders: 136
11 . 8 20 27 11 25 38 20 4 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 590,543
Positions
41,516 104,856 24,917 302,319 158,793 25,669 37,627 130,664 47,028 18,536 19,317 6,760 86,170 72,540
Changes from: November 6, 2018 Total Change is: -396
6,685 7,335 -9,315 11,639 2,467 -1,305 11,427 1,719 -3,564 -4,407 833 -2,081 -9,475 3,515
Percent of Open Interest Represented by Each Category of Trader
7.0 17.8 4.2 51.2 26.9 4.3 6.4 22.1 8.0 3.1 3.3 1.1 14.6 12.3
Number of Traders in Each Category Total Traders: 301
17 11 14 95 38 50 36 59 34 26 19 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 37,624
Positions
0 22,042 0 14,548 6,671 2,298 7,042 0 65 0 778 5 13,666 5,765
Changes from: November 6, 2018 Total Change is: 385
0 -264 0 633 -632 617 1 0 0 0 0 0 -866 664
Percent of Open Interest Represented by Each Category of Trader
0.0 58.6 0.0 38.7 17.7 6.1 18.7 0.0 0.2 0.0 2.1 0.0 36.3 15.3
Number of Traders in Each Category Total Traders: 29
0 . 0 14 7 8 5 0 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 28,205
Positions
0 6,386 712 10,437 12,484 2,455 8,262 0 0 0 505 0 6,339 5,663
Changes from: November 6, 2018 Total Change is: 615
0 -343 -6 595 286 -2 386 0 0 0 505 0 -358 175
Percent of Open Interest Represented by Each Category of Trader
0.0 22.6 2.5 37.0 44.3 8.7 29.3 0.0 0.0 0.0 1.8 0.0 22.5 20.1
Number of Traders in Each Category Total Traders: 24
0 . . 7 8 8 5 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 164,156
Positions
88,891 10,462 6,687 9,826 43,422 2,124 17,646 40,180 14,457 1 6,090 1,724 22,800 39,011
Changes from: November 6, 2018 Total Change is: -10,170
-4,243 4,281 -376 -540 -4,657 -496 -2,135 -5,708 -2,419 -29 485 -980 1,048 -300
Percent of Open Interest Represented by Each Category of Trader
54.2 6.4 4.1 6.0 26.5 1.3 10.7 24.5 8.8 0.0 3.7 1.1 13.9 23.8
Number of Traders in Each Category Total Traders: 86
7 7 6 7 17 6 15 24 19 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 29,478
Positions
0 21,488 6 26,409 923 0 1,244 4,667 6 339 553 0 1,474 1,835
Changes from: November 6, 2018 Total Change is: -3,220
0 4,779 6 -2,622 154 0 -337 -8,312 6 0 -19 0 -273 166
Percent of Open Interest Represented by Each Category of Trader
0.0 72.9 0.0 89.6 3.1 0.0 4.2 15.8 0.0 1.2 1.9 0.0 5.0 6.2
Number of Traders in Each Category Total Traders: 30
0 5 . 7 . 0 5 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 187,669
Positions
41,067 116,378 2,005 60,858 7,445 655 69,346 18,122 5,035 3,012 33,274 0 5,691 4,754
Changes from: November 6, 2018 Total Change is: 2,074
8,962 -2,937 -18 -15,324 4,783 655 6,177 -4,628 1,486 88 1,954 0 48 780
Percent of Open Interest Represented by Each Category of Trader
21.9 62.0 1.1 32.4 4.0 0.3 37.0 9.7 2.7 1.6 17.7 0.0 3.0 2.5
Number of Traders in Each Category Total Traders: 132
6 6 . 15 12 . 35 30 12 10 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 10,917
Positions
0 2,258 0 2,432 1,607 0 5,693 4,338 160 679 940 0 1,953 1,614
Changes from: November 6, 2018 Total Change is: 584
0 0 0 325 29 0 490 356 75 -302 150 0 -4 -26
Percent of Open Interest Represented by Each Category of Trader
0.0 20.7 0.0 22.3 14.7 0.0 52.1 39.7 1.5 6.2 8.6 0.0 17.9 14.8
Number of Traders in Each Category Total Traders: 31
0 . 0 . . 0 9 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 50,017
Positions
32,025 5,230 0 3,239 6,486 0 8,566 25,976 2,312 624 3,638 506 2,744 5,868
Changes from: November 6, 2018 Total Change is: -1,274
-2,271 4,019 0 1,097 -3,173 0 -614 -1,480 -121 262 -492 76 296 -104
Percent of Open Interest Represented by Each Category of Trader
64.0 10.5 0.0 6.5 13.0 0.0 17.1 51.9 4.6 1.2 7.3 1.0 5.5 11.7
Number of Traders in Each Category Total Traders: 76
4 6 . 5 14 0 19 22 10 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 44,030
Positions
10,167 26,562 1,065 11,249 260 339 9,949 5,051 1,460 1,527 1,693 576 7,698 7,022
Changes from: November 6, 2018 Total Change is: 1,056
319 2,719 97 1,104 260 224 -1,671 -948 455 86 -1,095 -255 697 -401
Percent of Open Interest Represented by Each Category of Trader
23.1 60.3 2.4 25.5 0.6 0.8 22.6 11.5 3.3 3.5 3.8 1.3 17.5 15.9
Number of Traders in Each Category Total Traders: 98
12 18 7 15 . 4 26 12 12 4 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 88,060
Positions
20,333 53,125 2,131 22,497 520 678 19,898 10,102 2,921 3,054 3,386 1,153 15,395 14,044
Changes from: November 6, 2018 Total Change is: 2,112
638 5,439 195 2,208 520 448 -3,343 -1,895 909 173 -2,190 -511 1,394 -803
Percent of Open Interest Represented by Each Category of Trader
23.1 60.3 2.4 25.5 0.6 0.8 22.6 11.5 3.3 3.5 3.8 1.3 17.5 15.9
Number of Traders in Each Category Total Traders: 98
12 18 7 15 . 4 26 12 12 4 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 28,359
Positions
3,864 22,119 0 22,738 1,419 407 405 3,524 0 0 454 0 945 436
Changes from: November 6, 2018 Total Change is: 1,284
-147 607 0 1,315 -16 56 0 649 0 0 0 0 60 -12
Percent of Open Interest Represented by Each Category of Trader
13.6 78.0 0.0 80.2 5.0 1.4 1.4 12.4 0.0 0.0 1.6 0.0 3.3 1.5
Number of Traders in Each Category Total Traders: 24
. 6 0 11 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 932,107
Positions
53,815 124,464 117,328 253,804 171,390 76,884 54,115 81,240 192,904 36,827 32,374 57,629 88,801 77,894
Changes from: November 6, 2018 Total Change is: 13,021
-731 5,783 5,770 8,993 -7,478 1,599 -3,218 4,385 4,761 -2,308 -1,723 -255 -1,590 178
Percent of Open Interest Represented by Each Category of Trader
5.8 13.4 12.6 27.2 18.4 8.2 5.8 8.7 20.7 4.0 3.5 6.2 9.5 8.4
Number of Traders in Each Category Total Traders: 674
46 34 46 184 96 144 98 114 124 73 28 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 83,541
Positions
23,424 16,697 3,867 5,154 19,502 1,070 11,112 6,455 13,636 49 354 2,519 22,710 19,442
Changes from: November 6, 2018 Total Change is: 367
876 -386 1,434 2,126 -136 -647 -1,065 1,504 -385 35 47 -254 -1,754 -810
Percent of Open Interest Represented by Each Category of Trader
28.0 20.0 4.6 6.2 23.3 1.3 13.3 7.7 16.3 0.1 0.4 3.0 27.2 23.3
Number of Traders in Each Category Total Traders: 61
8 9 9 5 . . 12 15 20 4 5 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 13,146
Positions
4,163 9,416 0 2,636 494 1,799 1,446 0 0 1,365 891 0 1,737 546
Changes from: November 6, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
31.7 71.6 0.0 20.1 3.8 13.7 11.0 0.0 0.0 10.4 6.8 0.0 13.2 4.2
Number of Traders in Each Category Total Traders: 20
. 7 0 . . . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 13,851
Positions
4,957 12,192 0 5,633 642 275 384 0 0 404 0 0 2,198 742
Changes from: November 6, 2018 Total Change is: 401
213 405 0 350 0 -108 -216 0 0 0 0 0 162 104
Percent of Open Interest Represented by Each Category of Trader
35.8 88.0 0.0 40.7 4.6 2.0 2.8 0.0 0.0 2.9 0.0 0.0 15.9 5.4
Number of Traders in Each Category Total Traders: 23
5 9 0 6 . . . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 4,242,831
Positions
292,477 679,358 426,783 1,260,638 776,828 361,685 267,829 426,738 843,523 185,188 161,401 274,254 330,454 292,261
Changes from: November 6, 2018 Total Change is: 63,269
640 39,524 13,002 38,889 -32,159 6,676 -11,827 13,351 26,789 -11,875 -9,006 152 823 4,940
Percent of Open Interest Represented by Each Category of Trader
6.9 16.0 10.1 29.7 18.3 8.5 6.3 10.1 19.9 4.4 3.8 6.5 7.8 6.9
Number of Traders in Each Category Total Traders: 661
43 37 44 183 96 143 95 110 119 70 26 49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 17,855
Positions
5,197 15,949 1 8,303 1,137 0 1,440 0 0 1,228 0 0 1,686 768
Changes from: November 6, 2018 Total Change is: 2,581
0 2,606 0 2,574 0 0 138 0 0 0 0 0 -131 -25
Percent of Open Interest Represented by Each Category of Trader
29.1 89.3 0.0 46.5 6.4 0.0 8.1 0.0 0.0 6.9 0.0 0.0 9.4 4.3
Number of Traders in Each Category Total Traders: 28
4 10 . 7 . 0 . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 16,737
Positions
3,334 14,844 0 11,924 511 123 0 529 0 522 0 0 834 730
Changes from: November 6, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
19.9 88.7 0.0 71.2 3.1 0.7 0.0 3.2 0.0 3.1 0.0 0.0 5.0 4.4
Number of Traders in Each Category Total Traders: 20
4 9 0 . . . 0 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 15,914
Positions
3,894 11,799 0 8,577 1,068 486 544 0 0 590 890 0 1,823 1,671
Changes from: November 6, 2018 Total Change is: 154
83 -636 0 201 738 13 112 0 0 0 0 0 -255 39
Percent of Open Interest Represented by Each Category of Trader
24.5 74.1 0.0 53.9 6.7 3.1 3.4 0.0 0.0 3.7 5.6 0.0 11.5 10.5
Number of Traders in Each Category Total Traders: 23
4 8 0 6 . . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 63,790
Positions
8,694 16,016 1,549 37,766 35,523 2,892 3,467 1,699 686 0 210 0 8,736 5,215
Changes from: November 6, 2018 Total Change is: -1,818
-1,302 -234 97 -240 -685 -177 -219 -468 -490 0 0 0 513 139
Percent of Open Interest Represented by Each Category of Trader
13.6 25.1 2.4 59.2 55.7 4.5 5.4 2.7 1.1 0.0 0.3 0.0 13.7 8.2
Number of Traders in Each Category Total Traders: 77
7 8 . 32 19 16 7 . 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 55,266
Positions
19,065 7,762 1,146 10,950 16,524 2,595 7,712 11,012 3,590 1,359 2,384 1,611 7,238 8,644
Changes from: November 6, 2018 Total Change is: 1,891
193 38 341 195 -347 438 -160 929 348 -373 -1,024 165 744 1,004
Percent of Open Interest Represented by Each Category of Trader
34.5 14.0 2.1 19.8 29.9 4.7 14.0 19.9 6.5 2.5 4.3 2.9 13.1 15.6
Number of Traders in Each Category Total Traders: 275
23 20 10 55 43 34 35 57 34 13 29 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 276,332
Positions
95,326 38,808 5,729 54,750 82,620 12,973 38,562 55,059 17,949 6,795 11,918 8,057 36,192 43,219
Changes from: November 6, 2018 Total Change is: 9,457
965 189 1,705 977 -1,734 2,189 -800 4,647 1,738 -1,863 -5,120 824 3,722 5,019
Percent of Open Interest Represented by Each Category of Trader
34.5 14.0 2.1 19.8 29.9 4.7 14.0 19.9 6.5 2.5 4.3 2.9 13.1 15.6
Number of Traders in Each Category Total Traders: 275
23 20 10 55 43 34 35 57 34 13 29 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 473,271
Positions
73,947 71,313 6,467 218,253 172,196 35,192 87,363 135,883 13,048 15,800 16,296 3,077 20,124 19,798
Changes from: November 6, 2018 Total Change is: -7,912
-1,507 2,091 589 -6,377 1,801 -4 -4,992 -14,902 1,126 1,642 1,231 637 974 -480
Percent of Open Interest Represented by Each Category of Trader
15.6 15.1 1.4 46.1 36.4 7.4 18.5 28.7 2.8 3.3 3.4 0.7 4.3 4.2
Number of Traders in Each Category Total Traders: 288
26 19 9 75 62 46 37 47 24 13 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 30,552
Positions
5,583 13,985 68 14,777 1,652 671 1,777 10,021 81 1,900 216 0 5,695 3,858
Changes from: November 6, 2018 Total Change is: 1,495
470 2,123 -107 452 -24 316 795 -626 6 -20 -683 0 -417 490
Percent of Open Interest Represented by Each Category of Trader
18.3 45.8 0.2 48.4 5.4 2.2 5.8 32.8 0.3 6.2 0.7 0.0 18.6 12.6
Number of Traders in Each Category Total Traders: 42
. 5 . 19 4 4 4 . . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 59,845
Positions
8,200 14,640 2,442 19,436 6,289 2,567 19,382 13,144 351 522 1,779 0 6,945 18,633
Changes from: November 6, 2018 Total Change is: 1,844
-1,466 -1,027 1,107 297 2,908 89 2,519 1,473 -94 -1,000 644 -34 426 -3,222
Percent of Open Interest Represented by Each Category of Trader
13.7 24.5 4.1 32.5 10.5 4.3 32.4 22.0 0.6 0.9 3.0 0.0 11.6 31.1
Number of Traders in Each Category Total Traders: 74
14 10 4 14 5 7 13 13 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 277,200
Positions
23,832 147,553 3,101 210,508 83,339 13,483 14,992 18,696 122 2,830 3,844 0 8,332 7,062
Changes from: November 6, 2018 Total Change is: -2,625
-690 -5,868 2,583 -3,499 -3,316 -1,013 352 4,771 -4 -268 -266 0 -86 488
Percent of Open Interest Represented by Each Category of Trader
8.6 53.2 1.1 75.9 30.1 4.9 5.4 6.7 0.0 1.0 1.4 0.0 3.0 2.5
Number of Traders in Each Category Total Traders: 158
10 14 . 57 37 27 13 17 5 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,208,276
Positions
136,798 698,265 8,608 786,040 305,964 116,632 70,121 42,329 3,733 20,113 12,297 892 65,339 19,556
Changes from: November 6, 2018 Total Change is: -1,937
-3,615 28,447 -789 16,921 -27,076 -1,665 -8,956 3,082 78 -5,026 -1,164 -199 1,314 -2,651
Percent of Open Interest Represented by Each Category of Trader
11.3 57.8 0.7 65.1 25.3 9.7 5.8 3.5 0.3 1.7 1.0 0.1 5.4 1.6
Number of Traders in Each Category Total Traders: 415
24 26 9 160 72 81 52 37 13 34 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 113,262
Positions
35,222 55,950 56,530 13,389 0 330 7,123 138 41 590 30 0 37 243
Changes from: November 6, 2018 Total Change is: -2,712
-508 -3,558 1,760 -60 0 60 -2,352 138 -1,137 0 0 0 -475 25
Percent of Open Interest Represented by Each Category of Trader
31.1 49.4 49.9 11.8 0.0 0.3 6.3 0.1 0.0 0.5 0.0 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 31
. 14 7 7 0 . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,144,256
Positions
11,034 94,726 23,745 479,389 290,503 231,139 61,533 66,422 139,884 25,927 69,800 21,455 150,149 206,582
Changes from: November 6, 2018 Total Change is: -39,452
-1,770 8,203 -3,655 -3,881 -1,773 6,469 -6,014 -9,375 -23,213 -1,175 -12,216 -4,382 -1,830 491
Percent of Open Interest Represented by Each Category of Trader
1.0 8.3 2.1 41.9 25.4 20.2 5.4 5.8 12.2 2.3 6.1 1.9 13.1 18.1
Number of Traders in Each Category Total Traders: 199
7 18 15 60 34 59 28 30 45 8 14 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,147,677
Positions
17,205 221,386 300 681,472 71,396 170,276 36,377 516,908 35,337 50,671 15,188 224 155,815 116,662
Changes from: November 6, 2018 Total Change is: 75,233
-335 32,215 -871 69,503 -13,238 -2,974 -3,871 37,128 25,778 -19,673 353 -446 8,123 -2,711
Percent of Open Interest Represented by Each Category of Trader
1.5 19.3 0.0 59.4 6.2 14.8 3.2 45.0 3.1 4.4 1.3 0.0 13.6 10.2
Number of Traders in Each Category Total Traders: 133
. 16 . 59 14 46 7 26 22 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,627,940
Positions
97,282 155,932 32,888 1,054,903 419,116 400,059 341,972 1,049,173 162,179 368,862 205,158 24,861 144,933 178,576
Changes from: November 6, 2018 Total Change is: 121,042
-2,184 -6,269 4,785 -30,467 564 48,243 24,378 68,127 46,590 25,213 -43,432 -1,133 5,617 3,565
Percent of Open Interest Represented by Each Category of Trader
3.7 5.9 1.3 40.1 15.9 15.2 13.0 39.9 6.2 14.0 7.8 0.9 5.5 6.8
Number of Traders in Each Category Total Traders: 352
14 28 16 99 39 71 53 70 49 25 24 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 5,192,249
Positions
88,055 383,679 206,948 1,975,985 892,212 760,692 421,248 1,299,052 641,263 538,815 336,576 151,482 407,762 520,345
Changes from: November 6, 2018 Total Change is: -263,498
-18,876 -1,095 -35,113 -19,816 -67,376 -21,313 -18,631 -13,308 -129,295 -2,450 33,686 -33,362 15,358 3,678
Percent of Open Interest Represented by Each Category of Trader
1.7 7.4 4.0 38.1 17.2 14.7 8.1 25.0 12.4 10.4 6.5 2.9 7.9 10.0
Number of Traders in Each Category Total Traders: 466
23 44 45 112 83 123 62 84 99 25 33 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 682,015
Positions
26,731 60,445 3,472 222,873 245,607 102,946 154,457 49,271 8,016 56,168 42,761 1,000 106,352 168,497
Changes from: November 6, 2018 Total Change is: 14,725
-2,410 -3,113 413 21,966 8,452 537 5,539 9,403 -2,212 -6,045 5,675 0 -3,063 -4,430
Percent of Open Interest Represented by Each Category of Trader
3.9 8.9 0.5 32.7 36.0 15.1 22.6 7.2 1.2 8.2 6.3 0.1 15.6 24.7
Number of Traders in Each Category Total Traders: 110
. 9 . 28 38 39 11 10 8 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 5,179,060
Positions
68,212 628,820 140,309 2,631,953 522,064 830,983 391,750 1,630,424 499,997 239,021 469,123 64,146 312,688 393,194
Changes from: November 6, 2018 Total Change is: -8,249
244 63,766 -15,311 75,742 -23,547 -6,717 -37,744 -17,552 3,652 -28,568 -7,498 12,700 -12,248 -17,743
Percent of Open Interest Represented by Each Category of Trader
1.3 12.1 2.7 50.8 10.1 16.0 7.6 31.5 9.7 4.6 9.1 1.2 6.0 7.6
Number of Traders in Each Category Total Traders: 361
12 43 31 99 57 89 31 76 61 20 23 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,784,933
Positions
485,942 307,853 437,332 4,697 27,814 72,834 145,193 260,129 391,462 25,164 49,199 188,242 34,067 50,068
Changes from: November 6, 2018 Total Change is: -18,932
-19,161 15,901 -23,825 2,507 -4,961 795 18,787 -1,198 -2,358 6,557 1,239 1,666 -3,900 -6,191
Percent of Open Interest Represented by Each Category of Trader
27.2 17.2 24.5 0.3 1.6 4.1 8.1 14.6 21.9 1.4 2.8 10.5 1.9 2.8
Number of Traders in Each Category Total Traders: 150
26 33 51 . 4 5 32 31 46 7 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is27,619,153
Positions
5,212,369 1,411,918 5,050,370 479,121 2,020,223 2,112,337 856,149 2,077,612 11,257,126 154,824 389,754 1,855,500 641,358 1,444,313
Changes from: November 6, 2018 Total Change is:-1,342,256
106,572 -82,484 -91,167 -1,660 -84,817 24,210 -127,391 107,715 -1,102,916 17,829 18,657 -150,186 -17,548 18,732
Percent of Open Interest Represented by Each Category of Trader
18.9 5.1 18.3 1.7 7.3 7.6 3.1 7.5 40.8 0.6 1.4 6.7 2.3 5.2
Number of Traders in Each Category Total Traders: 329
30 50 73 13 37 45 51 89 117 19 30 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 23,969
Positions
1,465 7,833 2,530 0 0 0 7,429 1,068 12,469 0 0 0 76 69
Changes from: November 6, 2018 Total Change is: 1,637
-15 160 -76 0 0 0 138 -44 1,633 0 0 0 -43 -36
Percent of Open Interest Represented by Each Category of Trader
6.1 32.7 10.6 0.0 0.0 0.0 31.0 4.5 52.0 0.0 0.0 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 27
. 5 5 0 0 0 9 8 14 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 25,314
Positions
5,320 3,557 5,413 100 0 0 5,719 7,107 8,074 200 0 0 488 1,163
Changes from: November 6, 2018 Total Change is: 2,671
2,779 102 -556 74 0 0 -470 1,558 844 0 0 0 0 723
Percent of Open Interest Represented by Each Category of Trader
21.0 14.1 21.4 0.4 0.0 0.0 22.6 28.1 31.9 0.8 0.0 0.0 1.9 4.6
Number of Traders in Each Category Total Traders: 36
. 7 7 . 0 0 8 14 17 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 31,770
Positions
1,529 5,559 0 1,089 10,515 0 19,600 11,285 212 9,300 1,136 0 40 3,063
Changes from: November 6, 2018 Total Change is: -307
-563 -476 0 0 0 0 429 48 0 -110 -29 0 -63 150
Percent of Open Interest Represented by Each Category of Trader
4.8 17.5 0.0 3.4 33.1 0.0 61.7 35.5 0.7 29.3 3.6 0.0 0.1 9.6
Number of Traders in Each Category Total Traders: 38
. 4 0 . 12 0 . 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 16,999
Positions
2,422 5,630 0 901 2,534 9 13,621 7,120 0 0 207 0 46 1,499
Changes from: November 6, 2018 Total Change is: 55
251 -50 0 0 12 0 -176 64 0 0 0 0 -20 29
Percent of Open Interest Represented by Each Category of Trader
14.2 33.1 0.0 5.3 14.9 0.1 80.1 41.9 0.0 0.0 1.2 0.0 0.3 8.8
Number of Traders in Each Category Total Traders: 30
. 4 0 . 8 . . 9 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-Year Eris Standard- Initial - ERIS FUTURES EXCHANGE 100,000 USD notional principal
CFTC Code #ZB9105 Open Interest is 76,563
Positions
200 3,311 36,459 590 0 0 6,976 10,110 26,407 5,665 30 246 20 0
Changes from: November 6, 2018 Total Change is: 96
-174 242 174 0 0 0 96 -320 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
0.3 4.3 47.6 0.8 0.0 0.0 9.1 13.2 34.5 7.4 0.0 0.3 0.0 0.0
Number of Traders in Each Category Total Traders: 21
. . . . 0 0 6 . . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 3,670
Positions
55 0 0 0 0 0 564 1,119 367 1,090 1,775 4 1,590 405
Changes from: November 6, 2018 Total Change is: 205
0 0 0 -31 0 0 229 85 65 19 96 2 -79 -43
Percent of Open Interest Represented by Each Category of Trader
1.5 0.0 0.0 0.0 0.0 0.0 15.4 30.5 10.0 29.7 48.4 0.1 43.3 11.0
Number of Traders in Each Category Total Traders: 41
. 0 0 0 0 0 7 10 5 18 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 3,530
Positions
31 0 0 0 250 0 2,462 2,353 1 399 619 0 637 307
Changes from: November 6, 2018 Total Change is: 617
31 0 0 -72 142 0 585 388 1 100 67 0 -28 19
Percent of Open Interest Represented by Each Category of Trader
0.9 0.0 0.0 0.0 7.1 0.0 69.7 66.7 0.0 11.3 17.5 0.0 18.0 8.7
Number of Traders in Each Category Total Traders: 44
. 0 0 0 4 0 15 15 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 58,495
Positions
366 42,983 0 21,516 305 367 24,547 8,018 2,095 3,673 2,077 278 5,652 2,373
Changes from: November 6, 2018 Total Change is: 451
-90 10 0 128 -13 -34 915 -260 219 -792 552 2 103 -26
Percent of Open Interest Represented by Each Category of Trader
0.6 73.5 0.0 36.8 0.5 0.6 42.0 13.7 3.6 6.3 3.5 0.5 9.7 4.1
Number of Traders in Each Category Total Traders: 117
. . 0 16 . . 45 12 12 28 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 473,340
Positions
48,264 55,122 27,476 110,052 26,815 17,600 62,359 137,183 142,974 11,552 8,524 23,307 29,756 34,339
Changes from: November 6, 2018 Total Change is: -6,473
14,841 18,945 -1,637 -2,585 670 -12,422 -1,501 -12,384 1,540 -2,450 615 -4,266 2,007 2,466
Percent of Open Interest Represented by Each Category of Trader
10.2 11.6 5.8 23.3 5.7 3.7 13.2 29.0 30.2 2.4 1.8 4.9 6.3 7.3
Number of Traders in Each Category Total Traders: 222
11 20 21 27 23 19 44 57 70 13 16 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 37,144
Positions
2,879 0 1,153 14,672 1,961 2,602 13,551 30,999 242 1,846 161 0 199 26
Changes from: November 6, 2018 Total Change is: 2,251
-35 -309 527 1,656 1 0 1,725 2,017 0 -1,585 10 0 -37 5
Percent of Open Interest Represented by Each Category of Trader
7.8 0.0 3.1 39.5 5.3 7.0 36.5 83.5 0.7 5.0 0.4 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 47
4 0 . 10 . . 9 9 . 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 16, 2018