Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 159,073 Positions 20,472 8,753 13,650 30,380 25,916 7,111 29,296 42,140 15,728 9,087 8,114 881 32,468 36,780 Changes from: November 13, 2018 Total Change is: 23,047 10,307 -1,628 6,375 -3,461 780 2,362 1,509 5,146 4,982 506 2,802 58 410 2,171 Percent of Open Interest Represented by Each Category of Trader 12.9 5.5 8.6 19.1 16.3 4.5 18.4 26.5 9.9 5.7 5.1 0.6 20.4 23.1 Number of Traders in Each Category Total Traders: 112 6 6 6 12 17 7 19 37 19 8 7 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 82,097 Positions 47,532 2,601 155 1,394 15,797 397 21,034 29,520 2,489 541 4,396 0 8,555 26,742 Changes from: November 13, 2018 Total Change is: 3,409 800 -132 -22 -675 236 20 1,092 3,630 1,223 541 126 0 429 -1,673 Percent of Open Interest Represented by Each Category of Trader 57.9 3.2 0.2 1.7 19.2 0.5 25.6 36.0 3.0 0.7 5.4 0.0 10.4 32.6 Number of Traders in Each Category Total Traders: 51 6 4 . . 13 . 10 13 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 289,698 Positions 93,723 43,552 20,593 47,510 90,241 4,214 44,934 32,144 45,398 1,590 9,216 5,343 26,392 38,997 Changes from: November 13, 2018 Total Change is: -3,008 -6,992 2,640 -1,329 479 -2,181 599 4,964 -5,997 -234 289 1,541 237 -1,022 1,715 Percent of Open Interest Represented by Each Category of Trader 32.4 15.0 7.1 16.4 31.1 1.5 15.5 11.1 15.7 0.5 3.2 1.8 9.1 13.5 Number of Traders in Each Category Total Traders: 134 6 9 9 14 28 12 30 33 23 7 7 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 253,332 Positions 116,470 3,058 12,964 34,636 57,662 7,643 28,666 95,438 22,007 2,612 5,343 3,422 24,910 45,794 Changes from: November 13, 2018 Total Change is: -6,692 -4,553 2,234 -2,471 -2,492 -1,262 1,215 -5,801 -8,892 4,500 1,765 -190 557 590 -2,382 Percent of Open Interest Represented by Each Category of Trader 46.0 1.2 5.1 13.7 22.8 3.0 11.3 37.7 8.7 1.0 2.1 1.4 9.8 18.1 Number of Traders in Each Category Total Traders: 136 12 . 8 19 24 10 23 39 24 8 7 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 598,856 Positions 37,548 93,888 37,965 297,487 159,944 26,774 32,541 137,102 48,458 17,992 18,328 7,346 92,745 69,051 Changes from: November 13, 2018 Total Change is: 8,313 -3,969 -10,968 13,048 -4,832 1,151 1,105 -5,086 6,439 1,430 -544 -989 587 6,575 -3,489 Percent of Open Interest Represented by Each Category of Trader 6.3 15.7 6.3 49.7 26.7 4.5 5.4 22.9 8.1 3.0 3.1 1.2 15.5 11.5 Number of Traders in Each Category Total Traders: 302 17 11 14 96 38 51 32 62 35 26 20 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #299741 Open Interest is 36,830 Positions 0 22,304 0 14,172 6,520 2,160 6,582 0 1 402 774 5 13,508 5,066 Changes from: November 13, 2018 Total Change is: -794 0 262 0 -376 -151 -138 -460 0 -64 402 -4 0 -158 -699 Percent of Open Interest Represented by Each Category of Trader 0.0 60.6 0.0 38.5 17.7 5.9 17.9 0.0 0.0 1.1 2.1 0.0 36.7 13.8 Number of Traders in Each Category Total Traders: 28 0 . 0 13 7 7 4 0 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #399741 Open Interest is 28,641 Positions 0 6,706 719 10,740 12,464 2,441 8,201 0 6 0 505 0 6,534 5,800 Changes from: November 13, 2018 Total Change is: 436 0 320 7 303 -20 -14 -61 0 6 0 0 0 195 137 Percent of Open Interest Represented by Each Category of Trader 0.0 23.4 2.5 37.5 43.5 8.5 28.6 0.0 0.0 0.0 1.8 0.0 22.8 20.3 Number of Traders in Each Category Total Traders: 23 0 . . 7 8 8 4 0 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 161,665 Positions 81,614 14,249 6,352 12,789 38,462 2,345 16,125 40,279 15,788 27 7,691 1,878 24,746 34,622 Changes from: November 13, 2018 Total Change is: -2,491 -7,276 3,787 -335 2,963 -4,960 221 -1,521 99 1,332 26 1,601 154 1,946 -4,390 Percent of Open Interest Represented by Each Category of Trader 50.5 8.8 3.9 7.9 23.8 1.5 10.0 24.9 9.8 0.0 4.8 1.2 15.3 21.4 Number of Traders in Each Category Total Traders: 98 7 7 6 9 18 6 16 31 19 . 9 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 32,082 Positions 0 21,304 512 28,506 690 0 890 7,750 3 339 498 0 1,832 1,325 Changes from: November 13, 2018 Total Change is: 2,604 0 -184 506 2,097 -233 0 -354 3,083 -3 0 -55 0 358 -510 Percent of Open Interest Represented by Each Category of Trader 0.0 66.4 1.6 88.9 2.2 0.0 2.8 24.2 0.0 1.1 1.6 0.0 5.7 4.1 Number of Traders in Each Category Total Traders: 29 0 5 . 6 . 0 4 9 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 187,408 Positions 38,765 112,932 2,006 58,845 11,776 717 71,452 17,347 7,025 3,220 30,286 34 5,345 5,285 Changes from: November 13, 2018 Total Change is: -261 -2,302 -3,446 1 -2,012 4,331 62 2,106 -775 1,989 208 -2,988 34 -346 531 Percent of Open Interest Represented by Each Category of Trader 20.7 60.3 1.1 31.4 6.3 0.4 38.1 9.3 3.7 1.7 16.2 0.0 2.9 2.8 Number of Traders in Each Category Total Traders: 133 5 7 . 15 14 . 31 33 11 11 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 10,789 Positions 0 2,258 0 2,432 1,802 0 5,422 4,328 94 877 835 0 1,964 1,472 Changes from: November 13, 2018 Total Change is: -128 0 0 0 0 195 0 -271 -10 -66 198 -105 0 11 -142 Percent of Open Interest Represented by Each Category of Trader 0.0 20.9 0.0 22.5 16.7 0.0 50.3 40.1 0.9 8.1 7.7 0.0 18.2 13.6 Number of Traders in Each Category Total Traders: 34 0 . 0 . 4 0 10 9 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 53,886 Positions 30,479 6,054 286 6,932 4,931 0 9,653 30,398 2,201 976 3,464 481 2,878 6,071 Changes from: November 13, 2018 Total Change is: 3,869 -1,546 824 286 3,693 -1,555 0 1,087 4,422 -111 352 -174 -25 134 203 Percent of Open Interest Represented by Each Category of Trader 56.6 11.2 0.5 12.9 9.2 0.0 17.9 56.4 4.1 1.8 6.4 0.9 5.3 11.3 Number of Traders in Each Category Total Traders: 84 4 6 . 5 11 0 25 26 11 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 40,681 Positions 9,981 22,889 1,213 8,894 213 598 6,935 4,965 2,573 1,925 1,514 609 7,954 6,109 Changes from: November 13, 2018 Total Change is: -3,350 -186 -3,674 148 -2,355 -48 259 -3,014 -87 1,112 398 -180 32 256 -913 Percent of Open Interest Represented by Each Category of Trader 24.5 56.3 3.0 21.9 0.5 1.5 17.0 12.2 6.3 4.7 3.7 1.5 19.6 15.0 Number of Traders in Each Category Total Traders: 97 13 15 7 17 . 4 26 11 7 6 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 81,361 Positions 19,961 45,777 2,426 17,787 425 1,196 13,869 9,929 5,145 3,850 3,027 1,218 15,908 12,217 Changes from: November 13, 2018 Total Change is: -6,699 -372 -7,348 295 -4,710 -95 518 -6,028 -173 2,224 796 -359 65 512 -1,827 Percent of Open Interest Represented by Each Category of Trader 24.5 56.3 3.0 21.9 0.5 1.5 17.0 12.2 6.3 4.7 3.7 1.5 19.6 15.0 Number of Traders in Each Category Total Traders: 97 13 15 7 17 . 4 26 11 7 6 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX) CFTC Code #124606 Open Interest is 28,640 Positions 3,264 22,572 0 23,309 1,378 496 405 3,363 0 0 454 0 1,166 377 Changes from: November 13, 2018 Total Change is: 281 -600 453 0 571 -41 89 0 -161 0 0 0 0 221 -59 Percent of Open Interest Represented by Each Category of Trader 11.4 78.8 0.0 81.4 4.8 1.7 1.4 11.7 0.0 0.0 1.6 0.0 4.1 1.3 Number of Traders in Each Category Total Traders: 24 . 6 0 12 . 4 . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 959,042 Positions 55,493 142,789 125,298 247,621 173,491 83,309 58,899 70,976 189,897 40,166 33,561 61,223 97,136 78,498 Changes from: November 13, 2018 Total Change is: 26,935 1,678 18,326 7,969 -6,183 2,101 6,425 4,784 -10,264 -3,007 3,339 1,187 3,594 8,335 604 Percent of Open Interest Represented by Each Category of Trader 5.8 14.9 13.1 25.8 18.1 8.7 6.1 7.4 19.8 4.2 3.5 6.4 10.1 8.2 Number of Traders in Each Category Total Traders: 666 43 38 50 179 101 142 101 106 118 74 24 52 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 89,545 Positions 25,146 21,371 3,451 4,643 19,387 1,074 14,106 6,544 12,563 49 1,337 2,540 25,972 21,277 Changes from: November 13, 2018 Total Change is: 6,004 1,722 4,674 -415 -511 -115 4 2,994 89 -1,073 0 983 22 3,262 1,836 Percent of Open Interest Represented by Each Category of Trader 28.1 23.9 3.9 5.2 21.7 1.2 15.8 7.3 14.0 0.1 1.5 2.8 29.0 23.8 Number of Traders in Each Category Total Traders: 55 8 8 10 4 . . 11 13 18 5 . 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price) CFTC Code #138749 Open Interest is 15,561 Positions 5,426 13,875 0 7,071 642 102 384 252 0 404 0 0 2,174 690 Changes from: November 13, 2018 Total Change is: 1,710 469 1,683 0 1,438 0 -173 0 252 0 0 0 0 -24 -52 Percent of Open Interest Represented by Each Category of Trader 34.9 89.2 0.0 45.4 4.1 0.7 2.5 1.6 0.0 2.6 0.0 0.0 14.0 4.4 Number of Traders in Each Category Total Traders: 23 5 9 0 5 . . . . 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 4,347,484 Positions 310,580 765,936 450,386 1,233,095 788,727 392,968 294,124 392,318 816,512 206,716 167,250 287,284 355,819 286,101 Changes from: November 13, 2018 Total Change is: 104,653 18,103 86,579 23,602 -27,542 11,899 31,283 26,295 -34,420 -27,011 21,528 5,850 13,030 25,365 -6,160 Percent of Open Interest Represented by Each Category of Trader 7.1 17.6 10.4 28.4 18.1 9.0 6.8 9.0 18.8 4.8 3.8 6.6 8.2 6.6 Number of Traders in Each Category Total Traders: 654 42 39 48 177 102 141 98 102 112 71 23 49 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price) CFTC Code #13874E Open Interest is 18,219 Positions 5,246 16,333 1 8,653 1,137 0 1,470 0 0 1,228 0 0 1,621 748 Changes from: November 13, 2018 Total Change is: 364 49 384 0 350 0 0 30 0 0 0 0 0 -65 -20 Percent of Open Interest Represented by Each Category of Trader 28.8 89.6 0.0 47.5 6.2 0.0 8.1 0.0 0.0 6.7 0.0 0.0 8.9 4.1 Number of Traders in Each Category Total Traders: 30 4 11 . 8 . 0 . 0 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price) CFTC Code #13874J Open Interest is 16,135 Positions 3,651 12,448 0 8,217 330 765 544 0 0 590 890 0 2,368 1,702 Changes from: November 13, 2018 Total Change is: 221 -243 649 0 -360 -738 279 0 0 0 0 0 0 545 31 Percent of Open Interest Represented by Each Category of Trader 22.6 77.1 0.0 50.9 2.0 4.7 3.4 0.0 0.0 3.7 5.5 0.0 14.7 10.5 Number of Traders in Each Category Total Traders: 22 4 7 0 7 . . . 0 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25) CFTC Code #13874N Open Interest is 237,007 Positions 172,901 173,251 63,356 0 0 0 0 0 0 0 0 0 750 400 Changes from: November 13, 2018 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 73.0 73.1 26.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.3 0.2 Number of Traders in Each Category Total Traders: 20 8 12 12 0 0 0 0 0 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 64,183 Positions 9,022 14,690 1,944 37,422 36,939 3,267 3,654 1,313 916 0 210 0 7,958 4,904 Changes from: November 13, 2018 Total Change is: 393 328 -1,326 395 -344 1,416 375 187 -386 230 0 0 0 -778 -311 Percent of Open Interest Represented by Each Category of Trader 14.1 22.9 3.0 58.3 57.6 5.1 5.7 2.0 1.4 0.0 0.3 0.0 12.4 7.6 Number of Traders in Each Category Total Traders: 78 8 7 . 31 19 16 10 . 5 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 57,765 Positions 16,998 10,143 1,568 11,621 17,050 2,682 7,902 8,166 4,896 1,793 3,084 1,703 8,603 8,472 Changes from: November 13, 2018 Total Change is: 2,499 -2,067 2,382 422 671 526 87 190 -2,846 1,306 434 700 92 1,365 -171 Percent of Open Interest Represented by Each Category of Trader 29.4 17.6 2.7 20.1 29.5 4.6 13.7 14.1 8.5 3.1 5.3 2.9 14.9 14.7 Number of Traders in Each Category Total Traders: 294 23 23 14 55 46 34 50 55 32 17 24 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 288,826 Positions 84,989 50,717 7,839 58,104 85,251 13,408 39,511 40,832 24,480 8,963 15,420 8,516 43,016 42,362 Changes from: November 13, 2018 Total Change is: 12,494 -10,336 11,909 2,110 3,354 2,631 435 949 -14,228 6,531 2,168 3,502 459 6,824 -856 Percent of Open Interest Represented by Each Category of Trader 29.4 17.6 2.7 20.1 29.5 4.6 13.7 14.1 8.5 3.1 5.3 2.9 14.9 14.7 Number of Traders in Each Category Total Traders: 294 23 23 14 55 46 34 50 55 32 17 24 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50) CFTC Code #239742 Open Interest is 479,920 Positions 76,986 63,508 8,680 213,608 179,459 37,287 91,209 136,056 13,914 14,170 17,302 3,024 21,042 20,689 Changes from: November 13, 2018 Total Change is: 6,649 3,039 -7,805 2,214 -4,645 7,263 2,095 3,846 173 866 -1,630 1,006 -53 918 891 Percent of Open Interest Represented by Each Category of Trader 16.0 13.2 1.8 44.5 37.4 7.8 19.0 28.3 2.9 3.0 3.6 0.6 4.4 4.3 Number of Traders in Each Category Total Traders: 275 26 18 10 73 60 46 36 42 19 11 9 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 31,459 Positions 5,583 13,975 68 13,505 1,622 674 4,162 10,579 77 1,900 478 0 5,490 3,986 Changes from: November 13, 2018 Total Change is: 907 0 -10 0 -1,272 -30 3 2,385 558 -4 0 262 0 -205 128 Percent of Open Interest Represented by Each Category of Trader 17.7 44.4 0.2 42.9 5.2 2.1 13.2 33.6 0.2 6.0 1.5 0.0 17.5 12.7 Number of Traders in Each Category Total Traders: 42 . 5 . 18 4 4 4 4 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 59,843 Positions 9,357 14,831 1,813 18,758 7,221 2,728 18,421 16,733 334 804 1,651 25 7,603 14,507 Changes from: November 13, 2018 Total Change is: -2 1,157 191 -629 -678 932 161 -961 3,589 -17 282 -128 25 658 -4,126 Percent of Open Interest Represented by Each Category of Trader 15.6 24.8 3.0 31.3 12.1 4.6 30.8 28.0 0.6 1.3 2.8 0.0 12.7 24.2 Number of Traders in Each Category Total Traders: 71 15 9 4 15 5 8 8 14 5 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 276,359 Positions 23,254 152,715 628 209,387 83,862 14,157 17,445 13,896 350 2,698 3,673 0 8,440 7,078 Changes from: November 13, 2018 Total Change is: -841 -578 5,162 -2,473 -1,121 523 674 2,453 -4,800 228 -132 -171 0 108 16 Percent of Open Interest Represented by Each Category of Trader 8.4 55.3 0.2 75.8 30.3 5.1 6.3 5.0 0.1 1.0 1.3 0.0 3.1 2.6 Number of Traders in Each Category Total Traders: 163 11 15 4 58 37 27 17 16 6 5 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50) CFTC Code #244042 Open Interest is 1,223,184 Positions 133,686 712,860 9,192 804,779 308,215 112,131 74,944 45,910 4,358 18,602 12,605 787 64,705 17,126 Changes from: November 13, 2018 Total Change is: 14,908 -3,112 14,595 584 18,739 2,251 -4,501 4,823 3,581 625 -1,511 308 -105 -634 -2,430 Percent of Open Interest Represented by Each Category of Trader 10.9 58.3 0.8 65.8 25.2 9.2 6.1 3.8 0.4 1.5 1.0 0.1 5.3 1.4 Number of Traders in Each Category Total Traders: 415 24 23 9 162 73 77 52 39 11 33 9 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250) CFTC Code #43874A Open Interest is 113,377 Positions 34,797 56,470 56,255 13,389 0 330 7,938 138 41 590 30 0 37 113 Changes from: November 13, 2018 Total Change is: 115 -425 520 -275 0 0 0 815 0 0 0 0 0 0 -130 Percent of Open Interest Represented by Each Category of Trader 30.7 49.8 49.6 11.8 0.0 0.3 7.0 0.1 0.0 0.5 0.0 0.0 0.0 0.1 Number of Traders in Each Category Total Traders: 32 . 15 7 7 0 . . . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 1,180,895 Positions 9,243 94,820 28,330 477,123 278,711 257,023 56,000 68,777 153,189 25,625 67,183 23,127 151,235 209,735 Changes from: November 13, 2018 Total Change is: 36,639 -1,791 94 4,585 -2,266 -11,792 25,884 -5,533 2,355 13,305 -303 -2,617 1,672 1,086 3,154 Percent of Open Interest Represented by Each Category of Trader 0.8 8.0 2.4 40.4 23.6 21.8 4.7 5.8 13.0 2.2 5.7 2.0 12.8 17.8 Number of Traders in Each Category Total Traders: 191 5 19 14 58 33 56 23 33 45 8 10 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 1,145,454 Positions 16,652 225,087 325 671,049 68,531 176,062 38,413 507,832 40,872 52,752 11,558 210 149,119 114,977 Changes from: November 13, 2018 Total Change is: -2,223 -553 3,701 25 -10,424 -2,865 5,786 2,036 -9,076 5,535 2,081 -3,630 -14 -6,695 -1,685 Percent of Open Interest Represented by Each Category of Trader 1.5 19.7 0.0 58.6 6.0 15.4 3.4 44.3 3.6 4.6 1.0 0.0 13.0 10.0 Number of Traders in Each Category Total Traders: 133 4 15 . 57 13 43 7 29 22 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 2,935,999 Positions 117,540 207,982 62,198 1,126,382 393,595 377,208 410,618 1,253,671 209,262 458,567 217,068 33,866 140,358 181,148 Changes from: November 13, 2018 Total Change is: 308,059 20,258 52,051 29,310 71,478 -25,521 -22,850 68,645 204,498 47,083 89,705 11,910 9,006 -4,575 2,573 Percent of Open Interest Represented by Each Category of Trader 4.0 7.1 2.1 38.4 13.4 12.8 14.0 42.7 7.1 15.6 7.4 1.2 4.8 6.2 Number of Traders in Each Category Total Traders: 365 18 29 13 101 39 72 48 76 49 29 24 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 5,588,056 Positions 105,978 376,209 262,171 1,957,914 868,941 867,043 471,556 1,323,442 811,670 464,428 342,421 219,768 427,527 516,389 Changes from: November 13, 2018 Total Change is: 395,807 17,923 -7,470 55,223 -18,071 -23,270 106,351 50,308 24,390 170,407 -74,387 5,845 68,287 19,765 -3,956 Percent of Open Interest Represented by Each Category of Trader 1.9 6.7 4.7 35.0 15.5 15.5 8.4 23.7 14.5 8.3 6.1 3.9 7.7 9.2 Number of Traders in Each Category Total Traders: 459 25 43 45 109 83 119 69 74 94 26 30 29 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043607 Open Interest is 724,405 Positions 31,245 91,064 4,462 228,772 231,931 95,712 167,634 54,864 28,197 58,107 39,586 1,150 109,126 177,439 Changes from: November 13, 2018 Total Change is: 42,390 4,514 30,619 990 5,899 -13,676 -7,234 13,177 5,593 20,181 1,939 -3,175 150 2,774 8,942 Percent of Open Interest Represented by Each Category of Trader 4.3 12.6 0.6 31.6 32.0 13.2 23.1 7.6 3.9 8.0 5.5 0.2 15.1 24.5 Number of Traders in Each Category Total Traders: 115 5 9 4 30 35 37 13 11 9 5 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 5,491,200 Positions 81,002 659,824 166,169 2,656,126 491,428 969,096 484,533 1,752,135 481,716 246,562 508,933 67,953 338,043 393,947 Changes from: November 13, 2018 Total Change is: 312,140 12,791 31,004 25,861 24,173 -30,636 138,113 92,783 121,711 -18,281 7,540 39,809 3,806 25,354 752 Percent of Open Interest Represented by Each Category of Trader 1.5 12.0 3.0 48.4 8.9 17.6 8.8 31.9 8.8 4.5 9.3 1.2 6.2 7.2 Number of Traders in Each Category Total Traders: 372 13 44 30 98 61 90 37 76 62 17 26 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 1,913,588 Positions 510,828 257,642 490,629 5,058 28,419 72,587 106,689 281,689 471,371 29,479 68,064 184,848 42,099 58,339 Changes from: November 13, 2018 Total Change is: 128,655 24,886 -50,211 53,297 361 605 -247 -38,504 21,560 79,909 4,315 18,865 -3,394 8,032 8,271 Percent of Open Interest Represented by Each Category of Trader 26.7 13.5 25.6 0.3 1.5 3.8 5.6 14.7 24.6 1.5 3.6 9.7 2.2 3.0 Number of Traders in Each Category Total Traders: 155 27 35 52 . 4 5 26 34 48 4 14 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is26,582,033 Positions 4,804,533 1,536,996 5,027,566 470,745 1,686,785 2,066,837 803,723 1,818,226 10,815,305 201,004 442,281 1,747,469 644,851 1,440,567 Changes from: November 13, 2018 Total Change is:-1,037,120 -407,836 125,078 -22,804 -8,376 -333,438 -45,500 -52,426 -259,386 -441,821 46,180 52,527 -108,030 3,494 -3,746 Percent of Open Interest Represented by Each Category of Trader 18.1 5.8 18.9 1.8 6.3 7.8 3.0 6.8 40.7 0.8 1.7 6.6 2.4 5.4 Number of Traders in Each Category Total Traders: 339 25 59 77 13 34 42 50 90 122 18 36 34 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index) CFTC Code #134741 Open Interest is 26,781 Positions 1,515 7,863 2,603 0 0 0 7,774 1,390 14,841 0 0 0 48 84 Changes from: November 13, 2018 Total Change is: 2,812 50 30 73 0 0 0 345 322 2,372 0 0 0 -28 15 Percent of Open Interest Represented by Each Category of Trader 5.7 29.4 9.7 0.0 0.0 0.0 29.0 5.2 55.4 0.0 0.0 0.0 0.2 0.3 Number of Traders in Each Category Total Traders: 27 . 5 5 0 0 0 6 10 14 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index) CFTC Code #134742 Open Interest is 26,121 Positions 5,211 3,820 5,292 100 0 0 6,879 7,946 7,930 200 0 0 509 1,133 Changes from: November 13, 2018 Total Change is: 807 -109 263 -121 0 0 0 1,160 839 -144 0 0 0 21 -30 Percent of Open Interest Represented by Each Category of Trader 19.9 14.6 20.3 0.4 0.0 0.0 26.3 30.4 30.4 0.8 0.0 0.0 1.9 4.3 Number of Traders in Each Category Total Traders: 37 5 6 7 . 0 0 11 12 17 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 29,688 Positions 1,112 5,167 0 1,089 10,173 0 18,145 10,252 214 9,105 1,136 0 23 2,746 Changes from: November 13, 2018 Total Change is: -2,082 -417 -392 0 0 -342 0 -1,455 -1,033 2 -195 0 0 -17 -317 Percent of Open Interest Represented by Each Category of Trader 3.7 17.4 0.0 3.7 34.3 0.0 61.1 34.5 0.7 30.7 3.8 0.0 0.1 9.2 Number of Traders in Each Category Total Traders: 36 . 4 0 . 12 0 . 9 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 16,497 Positions 3,997 5,400 0 901 2,516 12 11,550 7,185 0 0 207 0 37 1,177 Changes from: November 13, 2018 Total Change is: -502 1,575 -230 0 0 -18 3 -2,071 65 0 0 0 0 -9 -322 Percent of Open Interest Represented by Each Category of Trader 24.2 32.7 0.0 5.5 15.3 0.1 70.0 43.6 0.0 0.0 1.3 0.0 0.2 7.1 Number of Traders in Each Category Total Traders: 30 . 4 0 . 8 . . 9 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-Year Eris Standard- Initial - ERIS FUTURES EXCHANGE 100,000 USD notional principal CFTC Code #ZB9105 Open Interest is 76,975 Positions 200 3,371 36,459 590 25 0 7,380 10,437 26,407 5,693 30 246 0 0 Changes from: November 13, 2018 Total Change is: 412 0 60 0 0 25 0 404 327 0 28 0 0 -20 0 Percent of Open Interest Represented by Each Category of Trader 0.3 4.4 47.4 0.8 0.0 0.0 9.6 13.6 34.3 7.4 0.0 0.3 0.0 0.0 Number of Traders in Each Category Total Traders: 23 . . . . . 0 7 . . 6 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin) CFTC Code #1330E1 Open Interest is 3,476 Positions 55 0 0 0 150 0 483 712 225 1,060 1,935 0 1,653 454 Changes from: November 13, 2018 Total Change is: -194 0 0 0 0 150 0 -81 -407 -142 -30 160 -4 63 49 Percent of Open Interest Represented by Each Category of Trader 1.6 0.0 0.0 0.0 4.3 0.0 13.9 20.5 6.5 30.5 55.7 0.0 47.6 13.1 Number of Traders in Each Category Total Traders: 43 . 0 0 0 . 0 9 10 5 17 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins) CFTC Code #133741 Open Interest is 3,729 Positions 0 0 0 0 166 0 2,152 1,912 586 315 672 13 663 380 Changes from: November 13, 2018 Total Change is: 199 -31 0 0 0 -84 0 -310 -441 585 -84 53 13 26 73 Percent of Open Interest Represented by Each Category of Trader 0.0 0.0 0.0 0.0 4.5 0.0 57.7 51.3 15.7 8.4 18.0 0.3 17.8 10.2 Number of Traders in Each Category Total Traders: 43 0 0 0 0 . 0 17 13 8 5 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 57,411 Positions 376 42,983 0 20,691 622 444 23,674 6,087 3,545 2,704 1,625 314 5,663 1,791 Changes from: November 13, 2018 Total Change is: -1,084 10 0 0 -825 317 77 -874 -1,931 1,450 -969 -452 36 11 -582 Percent of Open Interest Represented by Each Category of Trader 0.7 74.9 0.0 36.0 1.1 0.8 41.2 10.6 6.2 4.7 2.8 0.5 9.9 3.1 Number of Traders in Each Category Total Traders: 109 . . 0 15 4 . 43 12 15 23 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 479,672 Positions 42,492 60,667 32,464 102,549 24,650 16,990 73,401 128,367 150,442 10,436 7,643 24,980 25,918 33,469 Changes from: November 13, 2018 Total Change is: 6,332 -5,772 5,545 4,988 -7,503 -2,165 -610 11,042 -8,816 7,468 -1,116 -881 1,673 -3,838 -870 Percent of Open Interest Represented by Each Category of Trader 8.9 12.6 6.8 21.4 5.1 3.5 15.3 26.8 31.4 2.2 1.6 5.2 5.4 7.0 Number of Traders in Each Category Total Traders: 227 12 18 23 25 26 18 49 55 65 12 19 26 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 20, 2018 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 28,421 Positions 2,202 908 1,153 15,075 1,865 2,434 5,292 21,630 242 1,821 161 0 202 28 Changes from: November 13, 2018 Total Change is: -8,723 -677 908 0 403 -96 -168 -8,259 -9,369 0 -25 0 0 3 2 Percent of Open Interest Represented by Each Category of Trader 7.7 3.2 4.1 53.0 6.6 8.6 18.6 76.1 0.9 6.4 0.6 0.0 0.7 0.1 Number of Traders in Each Category Total Traders: 45 . . . 11 . . 6 11 . 9 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 23, 2018