Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 160,683
Positions
26,620 6,280 11,863 29,802 27,844 7,184 29,910 44,806 13,200 9,435 10,221 834 31,836 38,452
Changes from: November 20, 2018 Total Change is: 1,610
6,148 -2,473 -1,787 -578 1,928 73 613 2,667 -2,528 348 2,106 -48 -631 1,672
Percent of Open Interest Represented by Each Category of Trader
16.6 3.9 7.4 18.5 17.3 4.5 18.6 27.9 8.2 5.9 6.4 0.5 19.8 23.9
Number of Traders in Each Category Total Traders: 110
6 5 6 11 17 7 17 37 17 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 79,965
Positions
48,549 1,751 322 1,295 15,900 397 20,485 29,968 1,183 0 4,463 0 7,733 25,981
Changes from: November 20, 2018 Total Change is: -2,132
1,017 -850 167 -99 103 0 -548 448 -1,306 -541 67 0 -821 -761
Percent of Open Interest Represented by Each Category of Trader
60.7 2.2 0.4 1.6 19.9 0.5 25.6 37.5 1.5 0.0 5.6 0.0 9.7 32.5
Number of Traders in Each Category Total Traders: 50
7 . . . 13 . 11 12 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 287,256
Positions
92,401 45,922 19,608 47,249 91,213 4,516 43,606 27,112 46,290 1,268 9,159 4,033 28,285 39,403
Changes from: November 20, 2018 Total Change is: -2,442
-1,322 2,370 -985 -261 973 301 -1,328 -5,031 892 -322 -57 -1,310 1,893 405
Percent of Open Interest Represented by Each Category of Trader
32.2 16.0 6.8 16.4 31.8 1.6 15.2 9.4 16.1 0.4 3.2 1.4 9.8 13.7
Number of Traders in Each Category Total Traders: 125
6 10 9 12 28 13 27 30 24 5 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 259,684
Positions
120,739 1,258 15,222 31,329 54,134 10,653 31,381 103,030 22,921 1,860 5,440 1,621 23,958 45,405
Changes from: November 20, 2018 Total Change is: 6,352
4,268 -1,800 2,258 -3,307 -3,527 3,009 2,715 7,592 914 -752 97 -1,801 -952 -389
Percent of Open Interest Represented by Each Category of Trader
46.5 0.5 5.9 12.1 20.8 4.1 12.1 39.7 8.8 0.7 2.1 0.6 9.2 17.5
Number of Traders in Each Category Total Traders: 135
13 4 10 18 24 12 24 39 26 6 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 604,473
Positions
35,819 95,490 43,917 298,722 160,764 25,946 24,862 138,673 52,058 19,757 16,331 4,409 98,983 66,884
Changes from: November 20, 2018 Total Change is: 5,617
-1,729 1,602 5,952 1,235 820 -828 -7,680 1,571 3,600 1,765 -1,998 -2,937 6,238 -2,166
Percent of Open Interest Represented by Each Category of Trader
5.9 15.8 7.3 49.4 26.6 4.3 4.1 22.9 8.6 3.3 2.7 0.7 16.4 11.1
Number of Traders in Each Category Total Traders: 295
17 11 14 98 37 51 26 64 33 22 20 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 36,559
Positions
0 22,305 0 14,130 6,281 2,236 6,245 0 1 402 774 5 13,540 4,957
Changes from: November 20, 2018 Total Change is: -271
0 1 0 -42 -239 76 -337 0 0 0 0 0 32 -109
Percent of Open Interest Represented by Each Category of Trader
0.0 61.0 0.0 38.6 17.2 6.1 17.1 0.0 0.0 1.1 2.1 0.0 37.0 13.6
Number of Traders in Each Category Total Traders: 28
0 . 0 13 7 8 4 0 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 27,829
Positions
0 6,826 719 10,442 12,102 2,435 7,476 0 3 0 0 0 6,754 5,744
Changes from: November 20, 2018 Total Change is: -812
0 120 0 -298 -362 -6 -725 0 -3 0 -505 0 220 -56
Percent of Open Interest Represented by Each Category of Trader
0.0 24.5 2.6 37.5 43.5 8.7 26.9 0.0 0.0 0.0 0.0 0.0 24.3 20.6
Number of Traders in Each Category Total Traders: 21
0 . . 6 8 8 4 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 155,953
Positions
82,259 15,232 6,567 12,047 36,508 2,633 13,622 34,938 14,687 0 7,244 1,206 22,932 36,938
Changes from: November 20, 2018 Total Change is: -5,712
645 984 215 -742 -1,954 288 -2,503 -5,341 -1,101 -27 -447 -672 -1,814 2,317
Percent of Open Interest Represented by Each Category of Trader
52.7 9.8 4.2 7.7 23.4 1.7 8.7 22.4 9.4 0.0 4.6 0.8 14.7 23.7
Number of Traders in Each Category Total Traders: 93
7 7 6 8 19 6 15 29 18 0 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 35,900
Positions
0 21,295 1,034 32,042 398 0 1,038 10,787 51 449 1,118 0 1,286 1,217
Changes from: November 20, 2018 Total Change is: 3,818
0 -9 522 3,536 -292 0 148 3,037 48 110 620 0 -546 -108
Percent of Open Interest Represented by Each Category of Trader
0.0 59.3 2.9 89.3 1.1 0.0 2.9 30.0 0.1 1.3 3.1 0.0 3.6 3.4
Number of Traders in Each Category Total Traders: 33
0 5 . 6 . 0 5 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 191,291
Positions
48,963 110,404 1,974 47,416 12,314 718 76,490 22,651 7,356 3,538 30,484 0 4,837 5,390
Changes from: November 20, 2018 Total Change is: 3,883
10,198 -2,528 -32 -11,429 538 1 5,038 5,304 331 318 198 -34 -508 105
Percent of Open Interest Represented by Each Category of Trader
25.6 57.7 1.0 24.8 6.4 0.4 40.0 11.8 3.8 1.8 15.9 0.0 2.5 2.8
Number of Traders in Each Category Total Traders: 143
5 7 . 15 15 . 32 41 15 13 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 15,698
Positions
0 2,258 1,809 1,813 2,876 0 7,062 4,014 2,346 765 950 0 1,903 1,445
Changes from: November 20, 2018 Total Change is: 4,909
0 0 1,809 -619 1,074 0 1,640 -314 2,252 -112 115 0 -61 -27
Percent of Open Interest Represented by Each Category of Trader
0.0 14.4 11.5 11.5 18.3 0.0 45.0 25.6 14.9 4.9 6.1 0.0 12.1 9.2
Number of Traders in Each Category Total Traders: 30
0 . . . 4 0 9 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 54,417
Positions
30,278 6,767 291 7,528 4,198 0 10,836 32,330 1,632 531 3,162 514 2,807 5,523
Changes from: November 20, 2018 Total Change is: 531
-201 713 5 596 -733 0 1,183 1,932 -569 -445 -302 33 -71 -548
Percent of Open Interest Represented by Each Category of Trader
55.6 12.4 0.5 13.8 7.7 0.0 19.9 59.4 3.0 1.0 5.8 0.9 5.2 10.1
Number of Traders in Each Category Total Traders: 80
4 6 . 7 10 0 24 24 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 40,836
Positions
10,008 23,821 1,662 9,008 309 204 6,512 3,823 2,841 1,818 1,276 222 8,560 6,677
Changes from: November 20, 2018 Total Change is: 156
27 932 449 115 97 -394 -423 -1,141 269 -108 -238 -387 607 569
Percent of Open Interest Represented by Each Category of Trader
24.5 58.3 4.1 22.1 0.8 0.5 15.9 9.4 7.0 4.5 3.1 0.5 21.0 16.4
Number of Traders in Each Category Total Traders: 99
13 18 7 18 . 4 26 9 10 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 81,672
Positions
20,015 47,642 3,325 18,016 618 408 13,024 7,646 5,683 3,635 2,551 445 17,121 13,355
Changes from: November 20, 2018 Total Change is: 311
54 1,864 899 229 193 -788 -845 -2,283 537 -215 -476 -773 1,213 1,138
Percent of Open Interest Represented by Each Category of Trader
24.5 58.3 4.1 22.1 0.8 0.5 15.9 9.4 7.0 4.5 3.1 0.5 21.0 16.4
Number of Traders in Each Category Total Traders: 99
13 18 7 18 . 4 26 9 10 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 28,280
Positions
3,264 22,547 0 22,497 1,294 583 669 3,145 0 0 454 0 1,267 257
Changes from: November 20, 2018 Total Change is: -360
0 -25 0 -812 -84 87 264 -218 0 0 0 0 101 -120
Percent of Open Interest Represented by Each Category of Trader
11.5 79.7 0.0 79.6 4.6 2.1 2.4 11.1 0.0 0.0 1.6 0.0 4.5 0.9
Number of Traders in Each Category Total Traders: 25
. 6 0 12 . 4 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 914,206
Positions
60,351 136,488 119,488 244,474 169,884 83,184 63,601 72,471 189,528 29,362 34,232 31,175 93,043 77,757
Changes from: November 20, 2018 Total Change is: -44,836
4,858 -6,302 -5,810 -3,147 -3,607 -125 4,702 1,495 -369 -10,804 671 -30,048 -4,093 -740
Percent of Open Interest Represented by Each Category of Trader
6.6 14.9 13.1 26.7 18.6 9.1 7.0 7.9 20.7 3.2 3.7 3.4 10.2 8.5
Number of Traders in Each Category Total Traders: 658
44 33 48 179 102 136 96 106 115 64 33 48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 86,035
Positions
27,054 18,872 2,294 4,149 19,387 1,238 12,600 8,837 12,665 13 117 502 25,519 22,122
Changes from: November 20, 2018 Total Change is: -3,510
1,908 -2,499 -1,157 -494 0 164 -1,506 2,293 102 -36 -1,220 -2,038 -453 845
Percent of Open Interest Represented by Each Category of Trader
31.4 21.9 2.7 4.8 22.5 1.4 14.6 10.3 14.7 0.0 0.1 0.6 29.7 25.7
Number of Traders in Each Category Total Traders: 54
9 7 9 4 . . 9 14 17 . 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 14,899
Positions
5,507 13,372 0 6,782 642 102 0 214 0 404 0 0 2,104 569
Changes from: November 20, 2018 Total Change is: -662
81 -503 0 -289 0 0 -384 -38 0 0 0 0 -70 -121
Percent of Open Interest Represented by Each Category of Trader
37.0 89.8 0.0 45.5 4.3 0.7 0.0 1.4 0.0 2.7 0.0 0.0 14.1 3.8
Number of Traders in Each Category Total Traders: 22
5 9 0 5 . . 0 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 4,140,856
Positions
307,940 729,533 444,513 1,221,900 772,758 389,457 328,575 391,743 810,745 146,746 170,575 153,358 337,622 278,174
Changes from: November 20, 2018 Total Change is: -206,628
-2,640 -36,403 -5,873 -11,195 -15,969 -3,511 34,451 -575 -5,767 -59,970 3,324 -133,926 -18,196 -7,927
Percent of Open Interest Represented by Each Category of Trader
7.4 17.6 10.7 29.5 18.7 9.4 7.9 9.5 19.6 3.5 4.1 3.7 8.2 6.7
Number of Traders in Each Category Total Traders: 645
43 33 47 177 103 135 94 102 110 62 30 45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 19,147
Positions
5,746 17,462 1 9,010 1,137 0 1,540 0 0 1,228 0 0 1,622 547
Changes from: November 20, 2018 Total Change is: 928
500 1,129 0 357 0 0 70 0 0 0 0 0 1 -201
Percent of Open Interest Represented by Each Category of Trader
30.0 91.2 0.0 47.1 5.9 0.0 8.0 0.0 0.0 6.4 0.0 0.0 8.5 2.9
Number of Traders in Each Category Total Traders: 29
4 11 . 7 . 0 . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 16,539
Positions
2,879 13,975 0 11,924 511 123 362 424 0 522 825 0 729 681
Changes from: November 20, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
17.4 84.5 0.0 72.1 3.1 0.7 2.2 2.6 0.0 3.2 5.0 0.0 4.4 4.1
Number of Traders in Each Category Total Traders: 20
. 9 0 . . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 15,826
Positions
3,574 12,657 0 8,551 295 478 544 0 0 590 890 0 2,089 1,506
Changes from: November 20, 2018 Total Change is: -309
-77 209 0 334 -35 -287 0 0 0 0 0 0 -279 -196
Percent of Open Interest Represented by Each Category of Trader
22.6 80.0 0.0 54.0 1.9 3.0 3.4 0.0 0.0 3.7 5.6 0.0 13.2 9.5
Number of Traders in Each Category Total Traders: 23
4 8 0 7 . . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 63,623
Positions
10,601 14,328 2,049 34,875 36,500 3,903 4,088 1,775 252 0 210 0 7,855 4,606
Changes from: November 20, 2018 Total Change is: -560
1,579 -362 105 -2,547 -439 636 434 462 -664 0 0 0 -103 -298
Percent of Open Interest Represented by Each Category of Trader
16.7 22.5 3.2 54.8 57.4 6.1 6.4 2.8 0.4 0.0 0.3 0.0 12.3 7.2
Number of Traders in Each Category Total Traders: 79
9 7 . 32 19 17 8 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 54,025
Positions
16,180 11,128 1,538 10,627 16,540 2,314 9,559 7,815 4,534 1,666 2,164 185 7,423 7,806
Changes from: November 20, 2018 Total Change is: -3,740
-818 985 -30 -994 -510 -368 1,657 -351 -362 -127 -920 -1,518 -1,181 -666
Percent of Open Interest Represented by Each Category of Trader
29.9 20.6 2.8 19.7 30.6 4.3 17.7 14.5 8.4 3.1 4.0 0.3 13.7 14.4
Number of Traders in Each Category Total Traders: 284
22 24 13 53 45 34 48 50 32 14 27 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 270,124
Positions
80,898 55,640 7,690 53,133 82,702 11,568 47,795 39,075 22,672 8,330 10,820 925 37,113 39,031
Changes from: November 20, 2018 Total Change is: -18,702
-4,091 4,923 -148 -4,971 -2,549 -1,840 8,284 -1,756 -1,808 -633 -4,600 -7,592 -5,903 -3,331
Percent of Open Interest Represented by Each Category of Trader
29.9 20.6 2.8 19.7 30.6 4.3 17.7 14.5 8.4 3.1 4.0 0.3 13.7 14.4
Number of Traders in Each Category Total Traders: 284
22 24 13 53 45 34 48 50 32 14 27 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 479,067
Positions
75,726 73,181 6,606 205,290 174,064 39,362 100,583 135,231 14,363 16,090 17,442 47 21,000 18,770
Changes from: November 20, 2018 Total Change is: -853
-1,260 9,673 -2,074 -8,318 -5,395 2,075 9,374 -825 449 1,920 140 -2,977 -42 -1,919
Percent of Open Interest Represented by Each Category of Trader
15.8 15.3 1.4 42.9 36.3 8.2 21.0 28.2 3.0 3.4 3.6 0.0 4.4 3.9
Number of Traders in Each Category Total Traders: 285
26 18 8 72 60 47 44 44 21 12 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 31,975
Positions
5,583 14,013 101 13,233 2,234 919 4,388 10,076 744 1,900 436 0 5,107 3,452
Changes from: November 20, 2018 Total Change is: 516
0 38 33 -272 612 245 226 -503 667 0 -42 0 -383 -534
Percent of Open Interest Represented by Each Category of Trader
17.5 43.8 0.3 41.4 7.0 2.9 13.7 31.5 2.3 5.9 1.4 0.0 16.0 10.8
Number of Traders in Each Category Total Traders: 43
. 5 . 17 5 5 5 4 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 58,524
Positions
7,859 16,114 2,239 19,662 6,679 2,557 16,958 15,566 1,025 496 1,613 0 7,728 12,731
Changes from: November 20, 2018 Total Change is: -1,319
-1,498 1,283 426 904 -542 -171 -1,463 -1,167 691 -308 -38 -25 125 -1,776
Percent of Open Interest Represented by Each Category of Trader
13.4 27.5 3.8 33.6 11.4 4.4 29.0 26.6 1.8 0.8 2.8 0.0 13.2 21.8
Number of Traders in Each Category Total Traders: 73
13 9 4 17 4 8 10 17 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 285,057
Positions
24,448 160,548 602 218,101 84,217 13,520 16,649 15,183 307 2,698 3,673 0 8,732 7,007
Changes from: November 20, 2018 Total Change is: 8,698
1,194 7,833 -26 8,714 355 -637 -796 1,287 -43 0 0 0 292 -71
Percent of Open Interest Represented by Each Category of Trader
8.6 56.3 0.2 76.5 29.5 4.7 5.8 5.3 0.1 0.9 1.3 0.0 3.1 2.5
Number of Traders in Each Category Total Traders: 161
11 16 4 59 37 27 14 15 4 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,230,143
Positions
139,722 716,121 10,230 805,458 309,208 111,743 72,542 46,113 3,226 16,689 13,244 802 69,731 19,456
Changes from: November 20, 2018 Total Change is: 6,959
6,036 3,261 1,038 679 993 -388 -2,402 203 -1,132 -1,913 639 15 5,026 2,330
Percent of Open Interest Represented by Each Category of Trader
11.4 58.2 0.8 65.5 25.1 9.1 5.9 3.7 0.3 1.4 1.1 0.1 5.7 1.6
Number of Traders in Each Category Total Traders: 418
25 24 9 164 72 75 53 36 13 30 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 113,617
Positions
35,497 57,450 55,495 13,389 0 330 8,238 138 41 590 30 0 37 133
Changes from: November 20, 2018 Total Change is: 240
700 980 -760 0 0 0 300 0 0 0 0 0 0 20
Percent of Open Interest Represented by Each Category of Trader
31.2 50.6 48.8 11.8 0.0 0.3 7.3 0.1 0.0 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 32
. 15 7 7 0 . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,292,983
Positions
10,161 98,106 39,965 475,032 276,871 254,900 60,704 71,773 233,250 25,052 66,504 13,508 180,410 238,106
Changes from: November 20, 2018 Total Change is: 112,088
919 3,287 11,635 -2,090 -1,840 -2,123 4,704 2,996 80,061 -572 -679 -9,619 29,174 28,370
Percent of Open Interest Represented by Each Category of Trader
0.8 7.6 3.1 36.7 21.4 19.7 4.7 5.6 18.0 1.9 5.1 1.0 14.0 18.4
Number of Traders in Each Category Total Traders: 183
7 18 16 59 31 57 19 30 42 8 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,138,870
Positions
19,051 214,928 1,266 656,210 76,153 183,224 35,561 499,528 22,778 53,532 12,134 42 167,205 128,816
Changes from: November 20, 2018 Total Change is: -6,584
2,399 -10,159 941 -14,839 7,622 7,162 -2,852 -8,304 -18,094 780 576 -168 18,086 13,839
Percent of Open Interest Represented by Each Category of Trader
1.7 18.9 0.1 57.6 6.7 16.1 3.1 43.9 2.0 4.7 1.1 0.0 14.7 11.3
Number of Traders in Each Category Total Traders: 126
4 14 6 53 16 42 11 21 16 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,794,688
Positions
93,490 185,119 46,441 1,148,311 376,552 351,605 387,034 1,176,220 93,838 477,483 324,151 29,737 166,749 211,025
Changes from: November 20, 2018 Total Change is: -141,311
-24,050 -22,864 -15,757 21,929 -17,043 -25,603 -23,583 -77,451 -115,424 18,916 107,084 -4,129 26,390 29,877
Percent of Open Interest Represented by Each Category of Trader
3.3 6.6 1.7 41.1 13.5 12.6 13.8 42.1 3.4 17.1 11.6 1.1 6.0 7.6
Number of Traders in Each Category Total Traders: 350
22 29 19 97 38 72 48 67 45 25 23 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 5,075,140
Positions
99,324 408,050 164,532 1,922,441 839,041 795,364 435,916 1,246,411 639,059 456,607 285,513 110,090 451,807 587,080
Changes from: November 20, 2018 Total Change is: -512,916
-6,654 31,841 -97,639 -35,474 -29,900 -71,680 -35,640 -77,031 -172,612 -7,821 -56,908 -109,678 24,280 70,691
Percent of Open Interest Represented by Each Category of Trader
2.0 8.0 3.2 37.9 16.5 15.7 8.6 24.6 12.6 9.0 5.6 2.2 8.9 11.6
Number of Traders in Each Category Total Traders: 414
22 35 40 108 70 109 65 66 86 23 25 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 737,997
Positions
32,830 98,028 4,359 208,715 225,974 100,056 172,390 52,988 14,847 55,327 38,487 1,675 147,798 201,583
Changes from: November 20, 2018 Total Change is: 13,592
1,585 6,964 -103 -20,057 -5,957 4,344 4,756 -1,876 -13,350 -2,780 -1,099 525 38,672 24,144
Percent of Open Interest Represented by Each Category of Trader
4.4 13.3 0.6 28.3 30.6 13.6 23.4 7.2 2.0 7.5 5.2 0.2 20.0 27.3
Number of Traders in Each Category Total Traders: 109
4 11 5 28 32 35 12 11 9 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 5,324,402
Positions
45,561 636,097 148,464 2,594,680 474,979 954,823 475,808 1,689,201 437,644 230,550 522,212 42,936 393,936 418,046
Changes from: November 20, 2018 Total Change is: -166,798
-35,442 -23,727 -17,705 -61,446 -16,449 -14,273 -8,725 -62,934 -44,072 -16,012 13,280 -25,017 55,894 24,099
Percent of Open Interest Represented by Each Category of Trader
0.9 11.9 2.8 48.7 8.9 17.9 8.9 31.7 8.2 4.3 9.8 0.8 7.4 7.9
Number of Traders in Each Category Total Traders: 361
9 45 32 99 51 86 37 74 72 15 30 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,957,695
Positions
525,775 296,268 489,968 5,671 29,154 73,302 166,932 277,142 548,581 4,612 83,408 99,463 43,391 60,409
Changes from: November 20, 2018 Total Change is: 44,107
14,947 38,626 -661 613 735 715 60,244 -4,547 77,210 -24,867 15,344 -85,385 1,292 2,070
Percent of Open Interest Represented by Each Category of Trader
26.9 15.1 25.0 0.3 1.5 3.7 8.5 14.2 28.0 0.2 4.3 5.1 2.2 3.1
Number of Traders in Each Category Total Traders: 155
27 33 52 . 4 5 30 34 49 . 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is26,448,148
Positions
4,636,872 1,576,852 5,125,038 439,706 1,448,464 2,209,178 853,989 1,864,472 11,375,402 109,551 361,509 1,075,280 623,131 1,411,952
Changes from: November 20, 2018 Total Change is: -133,885
-167,661 39,856 97,473 -31,039 -238,321 142,341 50,266 46,246 560,097 -91,452 -80,772 -672,189 -21,720 -28,615
Percent of Open Interest Represented by Each Category of Trader
17.5 6.0 19.4 1.7 5.5 8.4 3.2 7.0 43.0 0.4 1.4 4.1 2.4 5.3
Number of Traders in Each Category Total Traders: 338
27 55 75 13 37 42 47 94 125 17 35 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 27,553
Positions
1,530 7,582 2,770 0 0 0 7,966 1,871 15,240 25 0 0 22 90
Changes from: November 20, 2018 Total Change is: 772
15 -281 167 0 0 0 192 481 399 25 0 0 -26 6
Percent of Open Interest Represented by Each Category of Trader
5.6 27.5 10.1 0.0 0.0 0.0 28.9 6.8 55.3 0.1 0.0 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 29
. 6 6 0 0 0 7 9 15 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 25,494
Positions
5,172 3,570 5,283 100 0 0 6,816 8,108 7,399 200 0 0 524 1,134
Changes from: November 20, 2018 Total Change is: -627
-39 -250 -9 0 0 0 -63 162 -531 0 0 0 15 1
Percent of Open Interest Represented by Each Category of Trader
20.3 14.0 20.7 0.4 0.0 0.0 26.7 31.8 29.0 0.8 0.0 0.0 2.1 4.4
Number of Traders in Each Category Total Traders: 35
5 6 7 . 0 0 10 10 14 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 30,321
Positions
1,593 5,470 0 1,089 10,173 0 18,291 10,492 209 9,105 1,136 0 34 2,841
Changes from: November 20, 2018 Total Change is: 633
481 303 0 0 0 0 146 240 -5 0 0 0 11 95
Percent of Open Interest Represented by Each Category of Trader
5.3 18.0 0.0 3.6 33.6 0.0 60.3 34.6 0.7 30.0 3.7 0.0 0.1 9.4
Number of Traders in Each Category Total Traders: 36
. 4 0 . 12 0 . 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 16,926
Positions
3,934 5,314 0 901 2,516 12 12,046 7,299 0 0 207 0 33 1,578
Changes from: November 20, 2018 Total Change is: 429
-63 -86 0 0 0 0 496 114 0 0 0 0 -4 401
Percent of Open Interest Represented by Each Category of Trader
23.2 31.4 0.0 5.3 14.9 0.1 71.2 43.1 0.0 0.0 1.2 0.0 0.2 9.3
Number of Traders in Each Category Total Traders: 30
. 4 0 . 8 . . 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-Year Eris Standard- Initial - ERIS FUTURES EXCHANGE 100,000 USD notional principal
CFTC Code #ZB9105 Open Interest is 19,674
Positions
2,363 8,337 2,182 590 85 0 4,846 5,040 3,754 5,693 30 246 0 0
Changes from: November 20, 2018 Total Change is: -57,301
2,163 4,966 -34,277 0 60 0 -2,534 -5,397 -22,653 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
12.0 42.4 11.1 3.0 0.4 0.0 24.6 25.6 19.1 28.9 0.2 1.3 0.0 0.0
Number of Traders in Each Category Total Traders: 23
. . . . . 0 5 4 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 3,796
Positions
55 0 0 0 150 0 639 1,022 218 1,158 1,882 0 1,726 524
Changes from: November 20, 2018 Total Change is: 320
0 0 0 0 0 0 156 310 -7 98 -53 0 73 70
Percent of Open Interest Represented by Each Category of Trader
1.4 0.0 0.0 0.0 4.0 0.0 16.8 26.9 5.7 30.5 49.6 0.0 45.5 13.8
Number of Traders in Each Category Total Traders: 43
. 0 0 0 . 0 11 10 7 16 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 3,791
Positions
0 0 0 0 238 0 2,416 2,089 367 261 674 13 734 410
Changes from: November 20, 2018 Total Change is: 62
0 0 0 0 72 0 264 177 -219 -54 2 0 71 30
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 6.3 0.0 63.7 55.1 9.7 6.9 17.8 0.3 19.4 10.8
Number of Traders in Each Category Total Traders: 44
0 0 0 0 4 0 14 18 5 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 57,252
Positions
306 42,983 0 21,235 694 495 23,590 6,717 2,815 2,922 1,542 320 5,568 1,686
Changes from: November 20, 2018 Total Change is: -159
-70 0 0 544 72 51 -83 630 -730 218 -83 6 -95 -104
Percent of Open Interest Represented by Each Category of Trader
0.5 75.1 0.0 37.1 1.2 0.9 41.2 11.7 4.9 5.1 2.7 0.6 9.7 2.9
Number of Traders in Each Category Total Traders: 109
. . 0 15 4 4 42 11 14 24 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 428,661
Positions
36,457 56,502 25,296 91,490 25,610 20,151 57,615 100,670 142,625 10,650 5,406 20,646 23,731 31,755
Changes from: November 20, 2018 Total Change is: -51,011
-6,035 -4,165 -7,168 -11,059 960 3,161 -15,786 -27,697 -7,817 214 -2,237 -4,334 -2,187 -1,714
Percent of Open Interest Represented by Each Category of Trader
8.5 13.2 5.9 21.3 6.0 4.7 13.4 23.5 33.3 2.5 1.3 4.8 5.5 7.4
Number of Traders in Each Category Total Traders: 206
12 14 17 20 27 20 42 52 58 14 15 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 37,968
Positions
3,823 674 1,153 16,078 2,122 2,150 13,091 31,412 242 1,254 161 0 177 54
Changes from: November 20, 2018 Total Change is: 9,547
1,621 -234 0 1,003 257 -284 7,799 9,782 0 -567 0 0 -25 26
Percent of Open Interest Represented by Each Category of Trader
10.1 1.8 3.0 42.3 5.6 5.7 34.5 82.7 0.6 3.3 0.4 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 47
. . . 12 . . 9 10 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 30, 2018