Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 172,849
Positions
34,034 5,397 16,737 30,019 33,561 7,809 25,528 42,563 15,487 9,730 11,093 908 32,597 39,294
Changes from: November 27, 2018 Total Change is: 12,166
7,414 -883 4,874 217 5,717 626 -4,381 -2,243 2,288 295 872 74 761 842
Percent of Open Interest Represented by Each Category of Trader
19.7 3.1 9.7 17.4 19.4 4.5 14.8 24.6 9.0 5.6 6.4 0.5 18.9 22.7
Number of Traders in Each Category Total Traders: 113
8 4 7 11 18 7 21 34 18 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 79,961
Positions
48,176 1,688 322 1,302 17,141 366 20,659 28,953 1,433 0 4,632 0 7,703 25,426
Changes from: November 27, 2018 Total Change is: -4
-373 -63 0 7 1,241 -31 174 -1,015 250 0 169 0 -31 -554
Percent of Open Interest Represented by Each Category of Trader
60.2 2.1 0.4 1.6 21.4 0.5 25.8 36.2 1.8 0.0 5.8 0.0 9.6 31.8
Number of Traders in Each Category Total Traders: 51
6 . . . 12 . 13 13 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 300,698
Positions
95,101 43,727 21,701 49,213 90,942 4,195 45,903 31,298 52,158 2,645 9,161 3,958 25,824 43,557
Changes from: November 27, 2018 Total Change is: 13,442
2,700 -2,195 2,093 1,963 -271 -321 2,296 4,186 5,868 1,378 2 -75 -2,461 4,154
Percent of Open Interest Represented by Each Category of Trader
31.6 14.5 7.2 16.4 30.2 1.4 15.3 10.4 17.3 0.9 3.0 1.3 8.6 14.5
Number of Traders in Each Category Total Traders: 133
7 10 10 12 28 12 31 34 27 6 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 256,986
Positions
114,170 3,095 14,322 29,765 54,980 8,355 32,102 104,099 24,694 2,576 5,388 2,045 28,957 40,008
Changes from: November 27, 2018 Total Change is: -2,698
-6,569 1,837 -900 -1,564 846 -2,298 720 1,069 1,773 716 -52 424 4,999 -5,397
Percent of Open Interest Represented by Each Category of Trader
44.4 1.2 5.6 11.6 21.4 3.3 12.5 40.5 9.6 1.0 2.1 0.8 11.3 15.6
Number of Traders in Each Category Total Traders: 134
12 5 11 14 25 10 29 37 28 7 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 614,890
Positions
40,689 95,937 41,926 295,577 167,628 26,712 27,859 130,924 60,612 18,459 16,917 4,419 98,637 69,814
Changes from: November 27, 2018 Total Change is: 10,417
4,870 447 -1,991 -3,145 6,864 766 2,997 -7,749 8,555 -1,297 586 10 -347 2,930
Percent of Open Interest Represented by Each Category of Trader
6.6 15.6 6.8 48.1 27.3 4.3 4.5 21.3 9.9 3.0 2.8 0.7 16.0 11.4
Number of Traders in Each Category Total Traders: 294
17 12 15 96 38 51 30 62 32 21 18 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 36,709
Positions
0 22,305 157 14,014 6,309 2,222 6,319 0 40 0 774 5 13,952 4,897
Changes from: November 27, 2018 Total Change is: 150
0 0 157 -116 28 -14 74 0 39 -402 0 0 412 -60
Percent of Open Interest Represented by Each Category of Trader
0.0 60.8 0.4 38.2 17.2 6.1 17.2 0.0 0.1 0.0 2.1 0.0 38.0 13.3
Number of Traders in Each Category Total Traders: 28
0 . . 13 7 8 5 0 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 28,897
Positions
0 6,828 717 10,862 12,131 2,452 8,717 0 4 0 570 0 6,145 6,195
Changes from: November 27, 2018 Total Change is: 1,068
0 2 -2 420 29 17 1,241 0 1 0 570 0 -609 451
Percent of Open Interest Represented by Each Category of Trader
0.0 23.6 2.5 37.6 42.0 8.5 30.2 0.0 0.0 0.0 2.0 0.0 21.3 21.4
Number of Traders in Each Category Total Traders: 23
0 . . 7 8 8 4 0 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 171,478
Positions
80,590 25,603 7,108 13,712 29,091 3,417 16,509 43,984 19,062 5,483 6,585 1,664 23,932 34,963
Changes from: November 27, 2018 Total Change is: 15,525
-1,669 10,371 541 1,664 -7,417 784 2,887 9,046 4,375 5,483 -659 458 1,000 -1,975
Percent of Open Interest Represented by Each Category of Trader
47.0 14.9 4.1 8.0 17.0 2.0 9.6 25.6 11.1 3.2 3.8 1.0 14.0 20.4
Number of Traders in Each Category Total Traders: 97
7 7 8 7 18 6 15 33 19 4 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 35,845
Positions
0 21,552 863 30,855 577 0 2,103 9,666 335 465 1,428 0 1,224 1,424
Changes from: November 27, 2018 Total Change is: -55
0 257 -171 -1,187 179 0 1,065 -1,121 284 16 310 0 -62 207
Percent of Open Interest Represented by Each Category of Trader
0.0 60.1 2.4 86.1 1.6 0.0 5.9 27.0 0.9 1.3 4.0 0.0 3.4 4.0
Number of Traders in Each Category Total Traders: 36
0 5 . 6 . 0 7 12 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 193,102
Positions
46,690 107,446 5,102 57,997 11,060 123 64,993 22,645 9,876 3,776 30,781 0 4,545 6,069
Changes from: November 27, 2018 Total Change is: 1,811
-2,273 -2,958 3,128 10,582 -1,254 -595 -11,497 -5 2,520 238 297 0 -292 679
Percent of Open Interest Represented by Each Category of Trader
24.2 55.6 2.6 30.0 5.7 0.1 33.7 11.7 5.1 2.0 15.9 0.0 2.4 3.1
Number of Traders in Each Category Total Traders: 138
6 8 4 12 15 . 28 40 20 12 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 11,372
Positions
1,300 614 878 1,323 3,202 0 5,288 4,173 246 640 900 0 1,697 1,359
Changes from: November 27, 2018 Total Change is: -4,326
1,300 -1,644 -931 -490 326 0 -1,774 159 -2,100 -125 -50 0 -206 -86
Percent of Open Interest Represented by Each Category of Trader
11.4 5.4 7.7 11.6 28.2 0.0 46.5 36.7 2.2 5.6 7.9 0.0 14.9 12.0
Number of Traders in Each Category Total Traders: 32
. . . . 5 0 9 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 56,464
Positions
29,367 7,484 136 9,319 3,413 73 10,317 34,553 2,008 966 2,948 249 4,029 5,600
Changes from: November 27, 2018 Total Change is: 2,047
-911 717 -155 1,791 -785 73 -519 2,223 376 435 -214 -265 1,222 77
Percent of Open Interest Represented by Each Category of Trader
52.0 13.3 0.2 16.5 6.0 0.1 18.3 61.2 3.6 1.7 5.2 0.4 7.1 9.9
Number of Traders in Each Category Total Traders: 73
4 6 . 7 9 . 22 20 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 40,247
Positions
9,618 23,202 1,862 8,579 773 226 9,066 4,503 1,518 1,539 503 183 7,655 7,476
Changes from: November 27, 2018 Total Change is: -590
-390 -619 199 -429 464 22 2,554 680 -1,323 -279 -773 -39 -905 799
Percent of Open Interest Represented by Each Category of Trader
23.9 57.6 4.6 21.3 1.9 0.6 22.5 11.2 3.8 3.8 1.2 0.5 19.0 18.6
Number of Traders in Each Category Total Traders: 96
13 17 9 15 . 4 24 15 10 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 80,493
Positions
19,236 46,404 3,724 17,158 1,546 452 18,132 9,005 3,037 3,077 1,006 366 15,311 14,953
Changes from: November 27, 2018 Total Change is: -1,179
-779 -1,238 399 -858 928 44 5,108 1,359 -2,646 -558 -1,545 -78 -1,810 1,598
Percent of Open Interest Represented by Each Category of Trader
23.9 57.6 4.6 21.3 1.9 0.6 22.5 11.2 3.8 3.8 1.2 0.5 19.0 18.6
Number of Traders in Each Category Total Traders: 96
13 17 9 15 . 4 24 15 10 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 29,327
Positions
3,264 23,483 0 23,875 1,402 503 405 3,175 0 0 454 0 1,280 310
Changes from: November 27, 2018 Total Change is: 1,047
0 936 0 1,378 108 -80 -264 30 0 0 0 0 13 53
Percent of Open Interest Represented by Each Category of Trader
11.1 80.1 0.0 81.4 4.8 1.7 1.4 10.8 0.0 0.0 1.5 0.0 4.4 1.1
Number of Traders in Each Category Total Traders: 24
. 7 0 11 . 4 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 931,819
Positions
56,761 129,774 136,142 242,865 157,789 82,571 62,895 79,469 194,909 23,991 32,897 30,601 101,084 87,666
Changes from: November 27, 2018 Total Change is: 17,613
-3,591 -6,714 16,654 -1,609 -12,094 -613 -706 6,998 5,381 -5,371 -1,334 -574 8,041 9,909
Percent of Open Interest Represented by Each Category of Trader
6.1 13.9 14.6 26.1 16.9 8.9 6.7 8.5 20.9 2.6 3.5 3.3 10.8 9.4
Number of Traders in Each Category Total Traders: 654
43 38 54 175 97 140 102 99 114 72 27 54
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 96,635
Positions
30,420 23,766 2,462 8,687 19,331 1,329 13,142 6,249 14,261 184 78 581 25,569 28,579
Changes from: November 27, 2018 Total Change is: 10,600
3,366 4,894 167 4,538 -56 92 541 -2,588 1,596 171 -40 79 50 6,456
Percent of Open Interest Represented by Each Category of Trader
31.5 24.6 2.5 9.0 20.0 1.4 13.6 6.5 14.8 0.2 0.1 0.6 26.5 29.6
Number of Traders in Each Category Total Traders: 60
12 8 12 4 . . 13 11 19 8 . 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 19,326
Positions
4,826 14,212 1,766 9,131 642 102 0 0 0 404 0 0 3,097 2,604
Changes from: November 27, 2018 Total Change is: 4,427
-681 840 1,766 2,349 0 0 0 -214 0 0 0 0 993 2,035
Percent of Open Interest Represented by Each Category of Trader
25.0 73.5 9.1 47.2 3.3 0.5 0.0 0.0 0.0 2.1 0.0 0.0 16.0 13.5
Number of Traders in Each Category Total Traders: 22
4 10 . 6 . . 0 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 4,175,920
Positions
315,399 713,734 484,706 1,213,696 735,099 363,402 312,092 429,429 839,917 119,062 164,127 150,069 377,576 295,437
Changes from: November 27, 2018 Total Change is: 35,064
7,460 -15,799 40,193 -8,204 -37,659 -26,055 -16,483 37,685 29,172 -27,684 -6,447 -3,289 39,954 17,263
Percent of Open Interest Represented by Each Category of Trader
7.6 17.1 11.6 29.1 17.6 8.7 7.5 10.3 20.1 2.9 3.9 3.6 9.0 7.1
Number of Traders in Each Category Total Traders: 640
41 40 51 173 98 139 97 98 108 65 27 49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 19,937
Positions
6,551 18,480 1 9,242 348 0 1,756 0 0 836 461 0 1,551 647
Changes from: November 27, 2018 Total Change is: 790
805 1,018 0 232 -789 0 216 0 0 -392 461 0 -71 100
Percent of Open Interest Represented by Each Category of Trader
32.9 92.7 0.0 46.4 1.7 0.0 8.8 0.0 0.0 4.2 2.3 0.0 7.8 3.2
Number of Traders in Each Category Total Traders: 30
4 11 . 8 . 0 4 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 19,318
Positions
3,140 13,381 965 8,548 226 518 808 0 0 640 890 0 4,699 3,338
Changes from: November 27, 2018 Total Change is: 3,492
-434 724 965 -3 -69 40 264 0 0 50 0 0 2,610 1,832
Percent of Open Interest Represented by Each Category of Trader
16.3 69.3 5.0 44.2 1.2 2.7 4.2 0.0 0.0 3.3 4.6 0.0 24.3 17.3
Number of Traders in Each Category Total Traders: 24
4 9 . 6 . . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 63,656
Positions
10,678 13,766 2,070 35,975 35,566 2,911 3,372 3,283 458 0 930 0 8,192 4,672
Changes from: November 27, 2018 Total Change is: 33
77 -562 21 1,100 -934 -992 -716 1,508 206 0 720 0 337 66
Percent of Open Interest Represented by Each Category of Trader
16.8 21.6 3.3 56.5 55.9 4.6 5.3 5.2 0.7 0.0 1.5 0.0 12.9 7.3
Number of Traders in Each Category Total Traders: 81
7 7 . 32 20 16 8 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 53,525
Positions
19,131 8,908 1,890 10,718 16,879 2,275 6,764 9,609 4,149 1,364 2,259 110 7,123 7,446
Changes from: November 27, 2018 Total Change is: -500
2,952 -2,220 352 91 338 -38 -2,795 1,794 -385 -302 94 -75 -300 -360
Percent of Open Interest Represented by Each Category of Trader
35.7 16.6 3.5 20.0 31.5 4.3 12.6 18.0 7.8 2.5 4.2 0.2 13.3 13.9
Number of Traders in Each Category Total Traders: 272
25 20 17 52 44 34 33 62 32 11 24 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 267,624
Positions
95,656 44,538 9,451 53,589 84,394 11,377 33,822 48,044 20,747 6,819 11,293 548 35,615 37,232
Changes from: November 27, 2018 Total Change is: -2,500
14,758 -11,102 1,760 456 1,692 -190 -13,973 8,969 -1,925 -1,512 472 -376 -1,498 -1,800
Percent of Open Interest Represented by Each Category of Trader
35.7 16.6 3.5 20.0 31.5 4.3 12.6 18.0 7.8 2.5 4.2 0.2 13.3 13.9
Number of Traders in Each Category Total Traders: 272
25 20 17 52 44 34 33 62 32 11 24 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 481,067
Positions
81,389 62,715 7,912 208,648 175,668 37,488 96,401 141,574 15,118 12,950 17,811 371 20,789 22,410
Changes from: November 27, 2018 Total Change is: 2,000
5,663 -10,466 1,306 3,358 1,604 -1,874 -4,182 6,343 755 -3,140 369 324 -210 3,639
Percent of Open Interest Represented by Each Category of Trader
16.9 13.0 1.6 43.4 36.5 7.8 20.0 29.4 3.1 2.7 3.7 0.1 4.3 4.7
Number of Traders in Each Category Total Traders: 280
27 18 10 71 57 47 38 49 26 9 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 31,683
Positions
5,583 10,825 239 12,834 1,442 1,027 3,652 13,659 586 1,726 451 206 5,830 3,248
Changes from: November 27, 2018 Total Change is: -292
0 -3,188 138 -399 -792 108 -736 3,583 -158 -174 15 206 723 -204
Percent of Open Interest Represented by Each Category of Trader
17.6 34.2 0.8 40.5 4.6 3.2 11.5 43.1 1.8 5.4 1.4 0.7 18.4 10.3
Number of Traders in Each Category Total Traders: 39
. 5 . 16 4 5 . 4 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 67,750
Positions
8,507 20,960 1,250 23,298 7,454 1,202 20,909 13,534 1,276 509 2,087 202 10,597 19,785
Changes from: November 27, 2018 Total Change is: 9,226
648 4,846 -989 3,636 775 -1,355 3,951 -2,032 251 13 474 202 2,869 7,054
Percent of Open Interest Represented by Each Category of Trader
12.6 30.9 1.8 34.4 11.0 1.8 30.9 20.0 1.9 0.8 3.1 0.3 15.6 29.2
Number of Traders in Each Category Total Traders: 72
15 9 . 15 5 7 10 13 8 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 281,517
Positions
23,235 166,462 598 212,345 82,081 14,080 15,669 12,932 167 3,844 1,727 2 11,577 3,468
Changes from: November 27, 2018 Total Change is: -3,540
-1,213 5,914 -4 -5,756 -2,136 560 -980 -2,251 -140 1,146 -1,946 2 2,845 -3,539
Percent of Open Interest Represented by Each Category of Trader
8.3 59.1 0.2 75.4 29.2 5.0 5.6 4.6 0.1 1.4 0.6 0.0 4.1 1.2
Number of Traders in Each Category Total Traders: 157
10 16 4 58 35 28 12 16 5 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,223,206
Positions
133,799 734,881 10,813 803,229 279,744 108,763 78,371 55,230 4,034 20,946 12,823 830 62,421 16,088
Changes from: November 27, 2018 Total Change is: -6,937
-5,923 18,760 583 -2,229 -29,464 -2,980 5,829 9,117 808 4,257 -421 28 -7,310 -3,368
Percent of Open Interest Represented by Each Category of Trader
10.9 60.1 0.9 65.7 22.9 8.9 6.4 4.5 0.3 1.7 1.0 0.1 5.1 1.3
Number of Traders in Each Category Total Traders: 423
26 23 7 172 69 73 53 37 14 32 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 113,511
Positions
35,714 57,530 55,289 13,389 0 330 8,078 138 61 590 30 0 60 133
Changes from: November 27, 2018 Total Change is: -106
217 80 -206 0 0 0 -160 0 20 0 0 0 23 0
Percent of Open Interest Represented by Each Category of Trader
31.5 50.7 48.7 11.8 0.0 0.3 7.1 0.1 0.1 0.5 0.0 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 32
. 15 8 7 0 . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,197,440
Positions
6,874 101,080 29,680 490,257 299,406 270,838 50,137 70,962 150,511 24,841 50,303 21,372 152,929 203,286
Changes from: November 27, 2018 Total Change is: -95,543
-3,287 2,974 -10,285 15,225 22,535 15,938 -10,567 -811 -82,738 -212 -16,201 7,865 -27,481 -34,819
Percent of Open Interest Represented by Each Category of Trader
0.6 8.4 2.5 40.9 25.0 22.6 4.2 5.9 12.6 2.1 4.2 1.8 12.8 17.0
Number of Traders in Each Category Total Traders: 184
6 18 16 58 35 56 21 26 40 9 11 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,082,797
Positions
16,218 208,954 1,427 652,983 86,101 169,118 33,015 491,292 15,729 50,870 6,957 18 143,420 103,201
Changes from: November 27, 2018 Total Change is: -56,073
-2,833 -5,974 161 -3,227 9,948 -14,106 -2,546 -8,236 -7,050 -2,662 -5,177 -24 -23,786 -25,615
Percent of Open Interest Represented by Each Category of Trader
1.5 19.3 0.1 60.3 8.0 15.6 3.0 45.4 1.5 4.7 0.6 0.0 13.2 9.5
Number of Traders in Each Category Total Traders: 129
5 13 6 57 16 47 10 20 16 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,662,458
Positions
95,797 156,686 27,585 1,145,943 369,874 324,056 344,995 1,179,441 80,072 473,712 329,357 18,196 152,102 177,190
Changes from: November 27, 2018 Total Change is: -132,230
2,307 -28,432 -18,855 -2,368 -6,678 -27,549 -42,039 3,222 -13,766 -3,771 5,206 -11,542 -14,647 -33,835
Percent of Open Interest Represented by Each Category of Trader
3.6 5.9 1.0 43.0 13.9 12.2 13.0 44.3 3.0 17.8 12.4 0.7 5.7 6.7
Number of Traders in Each Category Total Traders: 343
18 27 12 98 39 69 46 68 43 27 20 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 5,179,943
Positions
118,288 442,075 250,005 1,947,910 839,637 790,277 469,772 1,246,483 680,832 391,363 308,138 92,926 438,570 529,571
Changes from: November 27, 2018 Total Change is: 104,803
18,964 34,025 85,472 25,470 596 -5,087 33,856 72 41,774 -65,244 22,625 -17,164 -13,237 -57,509
Percent of Open Interest Represented by Each Category of Trader
2.3 8.5 4.8 37.6 16.2 15.3 9.1 24.1 13.1 7.6 5.9 1.8 8.5 10.2
Number of Traders in Each Category Total Traders: 436
22 40 44 113 71 112 72 67 89 23 28 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 691,206
Positions
26,080 105,405 3,984 231,502 223,042 89,353 159,068 60,385 9,207 55,595 37,927 3,500 112,917 158,403
Changes from: November 27, 2018 Total Change is: -46,791
-6,750 7,377 -375 22,787 -2,932 -10,703 -13,322 7,397 -5,640 268 -560 1,825 -34,881 -43,180
Percent of Open Interest Represented by Each Category of Trader
3.8 15.2 0.6 33.5 32.3 12.9 23.0 8.7 1.3 8.0 5.5 0.5 16.3 22.9
Number of Traders in Each Category Total Traders: 112
. 13 5 31 32 38 13 10 9 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 5,059,753
Positions
57,071 541,917 110,452 2,599,408 535,474 836,258 485,188 1,742,324 368,424 264,959 537,255 16,434 321,559 371,215
Changes from: November 27, 2018 Total Change is: -264,649
11,510 -94,180 -38,012 4,728 60,495 -118,565 9,380 53,123 -69,221 34,409 15,043 -26,502 -72,377 -46,831
Percent of Open Interest Represented by Each Category of Trader
1.1 10.7 2.2 51.4 10.6 16.5 9.6 34.4 7.3 5.2 10.6 0.3 6.4 7.3
Number of Traders in Each Category Total Traders: 366
11 47 27 100 54 84 40 71 61 18 25 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,886,615
Positions
457,671 244,574 499,459 22,346 7,075 64,769 132,136 278,813 539,619 35,429 88,629 97,486 37,700 66,191
Changes from: November 27, 2018 Total Change is: -71,080
-68,104 -51,694 9,491 16,675 -22,079 -8,533 -34,797 1,671 -8,962 30,817 5,221 -1,977 -5,691 5,782
Percent of Open Interest Represented by Each Category of Trader
24.3 13.0 26.5 1.2 0.4 3.4 7.0 14.8 28.6 1.9 4.7 5.2 2.0 3.5
Number of Traders in Each Category Total Traders: 156
23 34 50 4 . 6 27 33 51 5 15 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is26,526,925
Positions
4,633,231 1,594,901 5,297,119 422,305 1,453,043 2,142,382 858,941 1,691,068 11,386,951 41,105 436,665 1,096,833 648,057 1,427,963
Changes from: November 27, 2018 Total Change is: 78,777
-3,641 18,048 172,081 -17,400 4,579 -66,796 4,952 -173,404 11,548 -68,446 75,155 21,553 24,926 16,011
Percent of Open Interest Represented by Each Category of Trader
17.5 6.0 20.0 1.6 5.5 8.1 3.2 6.4 42.9 0.2 1.6 4.1 2.4 5.4
Number of Traders in Each Category Total Traders: 342
32 52 79 12 39 43 41 102 122 15 38 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 28,351
Positions
1,472 7,058 2,761 0 0 0 7,980 2,258 16,064 25 0 0 49 210
Changes from: November 27, 2018 Total Change is: 798
-58 -524 -9 0 0 0 14 387 824 0 0 0 27 120
Percent of Open Interest Represented by Each Category of Trader
5.2 24.9 9.7 0.0 0.0 0.0 28.1 8.0 56.7 0.1 0.0 0.0 0.2 0.7
Number of Traders in Each Category Total Traders: 29
. 7 6 0 0 0 6 12 15 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 23,630
Positions
9,666 5,115 985 103 0 0 6,595 10,347 5,935 225 0 0 121 1,248
Changes from: November 27, 2018 Total Change is: -1,864
4,494 1,545 -4,298 3 0 0 -221 2,239 -1,464 25 0 0 -403 114
Percent of Open Interest Represented by Each Category of Trader
40.9 21.6 4.2 0.4 0.0 0.0 27.9 43.8 25.1 1.0 0.0 0.0 0.5 5.3
Number of Traders in Each Category Total Traders: 33
4 4 5 . 0 0 9 13 13 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 29,848
Positions
1,923 6,032 0 1,243 8,017 0 17,323 11,327 163 9,160 1,136 0 36 3,173
Changes from: November 27, 2018 Total Change is: -473
330 562 0 154 -2,156 0 -968 835 -46 55 0 0 2 332
Percent of Open Interest Represented by Each Category of Trader
6.4 20.2 0.0 4.2 26.9 0.0 58.0 37.9 0.5 30.7 3.8 0.0 0.1 10.6
Number of Traders in Each Category Total Traders: 36
. 4 0 . 11 0 . 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 18,529
Positions
4,915 6,089 0 1,089 2,623 12 12,497 7,936 0 0 207 0 16 1,662
Changes from: November 27, 2018 Total Change is: 1,603
981 775 0 188 107 0 451 637 0 0 0 0 -17 84
Percent of Open Interest Represented by Each Category of Trader
26.5 32.9 0.0 5.9 14.2 0.1 67.4 42.8 0.0 0.0 1.1 0.0 0.1 9.0
Number of Traders in Each Category Total Traders: 31
4 5 0 . 8 . . 7 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 3,822
Positions
55 0 0 0 150 0 768 1,283 147 1,075 1,677 0 1,777 565
Changes from: November 27, 2018 Total Change is: 26
0 0 0 0 0 0 129 261 -71 -83 -205 0 51 41
Percent of Open Interest Represented by Each Category of Trader
1.4 0.0 0.0 0.0 3.9 0.0 20.1 33.6 3.8 28.1 43.9 0.0 46.5 14.8
Number of Traders in Each Category Total Traders: 45
. 0 0 0 . 0 12 9 6 17 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 3,301
Positions
0 0 0 34 123 0 2,409 2,317 64 195 465 14 585 318
Changes from: November 27, 2018 Total Change is: -490
0 0 0 34 -115 0 -7 228 -303 -66 -209 1 -149 -92
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 1.0 3.7 0.0 73.0 70.2 1.9 5.9 14.1 0.4 17.7 9.6
Number of Traders in Each Category Total Traders: 43
0 0 0 . . 0 14 17 . 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 56,880
Positions
393 42,503 0 22,097 747 507 21,508 4,835 4,250 3,108 1,847 217 4,799 1,974
Changes from: November 27, 2018 Total Change is: -372
87 -480 0 862 53 12 -2,082 -1,882 1,435 186 305 -103 -769 288
Percent of Open Interest Represented by Each Category of Trader
0.7 74.7 0.0 38.8 1.3 0.9 37.8 8.5 7.5 5.5 3.2 0.4 8.4 3.5
Number of Traders in Each Category Total Traders: 112
. . 0 14 5 4 39 12 16 27 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 404,672
Positions
37,615 54,775 21,603 87,902 25,637 18,433 65,359 110,346 119,921 9,685 4,007 17,991 26,163 31,959
Changes from: November 27, 2018 Total Change is: -23,989
1,158 -1,727 -3,693 -3,588 27 -1,718 7,744 9,676 -22,704 -965 -1,399 -2,655 2,432 204
Percent of Open Interest Represented by Each Category of Trader
9.3 13.5 5.3 21.7 6.3 4.6 16.2 27.3 29.6 2.4 1.0 4.4 6.5 7.9
Number of Traders in Each Category Total Traders: 211
11 15 18 22 29 21 42 51 60 14 12 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 34,733
Positions
2,396 646 1,331 15,930 2,122 2,181 11,118 27,988 242 1,331 170 0 204 53
Changes from: November 27, 2018 Total Change is: -3,235
-1,427 -28 178 -148 0 31 -1,973 -3,424 0 77 9 0 27 -1
Percent of Open Interest Represented by Each Category of Trader
6.9 1.9 3.8 45.9 6.1 6.3 32.0 80.6 0.7 3.8 0.5 0.0 0.6 0.2
Number of Traders in Each Category Total Traders: 49
. . . 13 . . 8 10 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 10, 2018