Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 182,793
Positions
6,029 107,062 214 54,015 13,814 5,896 60,488 30,300 2,374 18,267 2,079 31 35,479 21,023
Changes from: November 5, 2019 Total Change is: -10,089
1,308 -10,963 60 -11,705 2,275 664 733 -4,540 1,574 1,055 0 12 -3,790 829
Percent of Open Interest Represented by Each Category of Trader
3.3 58.6 0.1 29.5 7.6 3.2 33.1 16.6 1.3 10.0 1.1 0.0 19.4 11.5
Number of Traders in Each Category Total Traders: 114
5 10 . 25 9 12 30 21 11 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 68,066
Positions
38,272 1,534 24 881 25,173 471 18,195 15,320 59 968 1,565 0 9,196 23,920
Changes from: November 5, 2019 Total Change is: 211
1,996 -419 24 35 1,526 0 -1,200 -1,673 -15 -550 0 0 -79 768
Percent of Open Interest Represented by Each Category of Trader
56.2 2.3 0.0 1.3 37.0 0.7 26.7 22.5 0.1 1.4 2.3 0.0 13.5 35.1
Number of Traders in Each Category Total Traders: 56
9 . . . 15 . 11 15 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 209,312
Positions
60,559 38,682 2,087 59,018 67,006 6,811 41,851 51,950 4,893 7,973 9,121 0 26,120 28,762
Changes from: November 5, 2019 Total Change is: 2,995
-5,741 5,876 812 8,148 -706 51 -9 -1,733 -706 744 0 0 -304 -599
Percent of Open Interest Represented by Each Category of Trader
28.9 18.5 1.0 28.2 32.0 3.3 20.0 24.8 2.3 3.8 4.4 0.0 12.5 13.7
Number of Traders in Each Category Total Traders: 113
5 9 6 19 27 14 21 27 10 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 183,480
Positions
70,363 29,344 88 32,131 46,883 9,923 36,442 53,074 3,432 1,560 7,074 0 29,541 33,662
Changes from: November 5, 2019 Total Change is: 6,374
4,062 -1,756 -331 4,959 1,053 2,325 -5,691 5,350 -2,201 -189 2,463 0 3,440 -529
Percent of Open Interest Represented by Each Category of Trader
38.3 16.0 0.0 17.5 25.6 5.4 19.9 28.9 1.9 0.9 3.9 0.0 16.1 18.3
Number of Traders in Each Category Total Traders: 115
8 8 . 14 24 11 27 28 12 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 569,527
Positions
37,325 156,847 4,750 346,877 169,889 27,133 39,577 137,093 5,639 20,093 11,042 227 87,906 56,907
Changes from: November 5, 2019 Total Change is: 6,191
790 3,648 312 5,791 14,591 -903 -2,534 -6,088 90 4,258 -1,526 -5,069 3,456 1,136
Percent of Open Interest Represented by Each Category of Trader
6.6 27.5 0.8 60.9 29.8 4.8 6.9 24.1 1.0 3.5 1.9 0.0 15.4 10.0
Number of Traders in Each Category Total Traders: 278
17 8 12 87 45 45 38 45 20 24 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 26,731
Positions
756 7,914 0 9,254 6,924 2,678 2,787 1,805 0 0 410 2 11,254 6,998
Changes from: November 5, 2019 Total Change is: -469
0 51 0 117 -251 24 -417 0 0 0 0 0 -193 -293
Percent of Open Interest Represented by Each Category of Trader
2.8 29.6 0.0 34.6 25.9 10.0 10.4 6.8 0.0 0.0 1.5 0.0 42.1 26.2
Number of Traders in Each Category Total Traders: 27
. . 0 12 6 9 4 . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 22,062
Positions
5,317 1,874 559 7,031 10,340 2,024 0 1,920 0 0 531 49 7,082 4,765
Changes from: November 5, 2019 Total Change is: 196
-24 92 0 82 92 -1 0 -171 0 0 20 0 139 164
Percent of Open Interest Represented by Each Category of Trader
24.1 8.5 2.5 31.9 46.9 9.2 0.0 8.7 0.0 0.0 2.4 0.2 32.1 21.6
Number of Traders in Each Category Total Traders: 22
. . . 6 8 8 0 . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 160,129
Positions
67,119 10,257 263 13,495 58,834 3,205 36,494 43,328 1,035 8,595 9,954 0 29,923 33,253
Changes from: November 5, 2019 Total Change is: -1,282
5,425 -4,489 -21 1,695 10,271 -705 -7,965 -2,913 980 563 0 0 -1,254 -4,405
Percent of Open Interest Represented by Each Category of Trader
41.9 6.4 0.2 8.4 36.7 2.0 22.8 27.1 0.6 5.4 6.2 0.0 18.7 20.8
Number of Traders in Each Category Total Traders: 89
8 . 6 9 21 8 16 27 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 55,752
Positions
900 42,293 0 45,302 0 9 6,524 9,247 0 1,077 3,096 0 1,940 1,107
Changes from: November 5, 2019 Total Change is: 329
-308 0 0 1,145 0 0 -231 384 0 -67 -37 0 -210 -18
Percent of Open Interest Represented by Each Category of Trader
1.6 75.9 0.0 81.3 0.0 0.0 11.7 16.6 0.0 1.9 5.6 0.0 3.5 2.0
Number of Traders in Each Category Total Traders: 43
. 4 0 10 0 . 14 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 298,167
Positions
595 177,359 800 162,716 8,582 215 109,656 85,981 3,707 14,364 17,815 0 6,114 3,708
Changes from: November 5, 2019 Total Change is: -867
-166 5,233 0 989 2,011 -755 -5,537 -9,972 3,120 2,549 -737 0 -1,067 233
Percent of Open Interest Represented by Each Category of Trader
0.2 59.5 0.3 54.6 2.9 0.1 36.8 28.8 1.2 4.8 6.0 0.0 2.1 1.2
Number of Traders in Each Category Total Traders: 177
. 12 . 32 8 . 58 35 11 13 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 53,541
Positions
43,918 0 0 4,225 37,909 0 1,537 11,610 8 837 2,131 0 3,016 1,883
Changes from: November 5, 2019 Total Change is: -474
-34 -142 0 1,556 -513 0 -602 -911 -161 -1,266 833 0 33 420
Percent of Open Interest Represented by Each Category of Trader
82.0 0.0 0.0 7.9 70.8 0.0 2.9 21.7 0.0 1.6 4.0 0.0 5.6 3.5
Number of Traders in Each Category Total Traders: 45
4 0 0 5 6 0 8 16 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 79,394
Positions
52,374 2,336 252 3,729 36,181 73 16,468 31,564 461 2,943 2,776 6 3,088 5,745
Changes from: November 5, 2019 Total Change is: 4,068
1,823 200 -3 -525 3,545 -334 3,006 636 149 6 -248 0 -54 123
Percent of Open Interest Represented by Each Category of Trader
66.0 2.9 0.3 4.7 45.6 0.1 20.7 39.8 0.6 3.7 3.5 0.0 3.9 7.2
Number of Traders in Each Category Total Traders: 104
9 . . 5 26 . 22 27 6 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 13,741
Positions
971 1,500 1 11,848 2,322 0 155 7,504 0 0 329 0 766 2,085
Changes from: November 5, 2019 Total Change is: 419
-1 0 1 405 33 0 3 284 -19 0 0 0 30 120
Percent of Open Interest Represented by Each Category of Trader
7.1 10.9 0.0 86.2 16.9 0.0 1.1 54.6 0.0 0.0 2.4 0.0 5.6 15.2
Number of Traders in Each Category Total Traders: 21
. . . . 4 0 . 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 56,876
Positions
13,366 34,688 1,158 16,215 948 1,725 13,597 5,483 1,993 584 1,830 0 8,240 9,053
Changes from: November 5, 2019 Total Change is: -689
-195 -2,369 100 -1,333 717 611 -275 -886 574 -35 12 0 -137 553
Percent of Open Interest Represented by Each Category of Trader
23.5 61.0 2.0 28.5 1.7 3.0 23.9 9.6 3.5 1.0 3.2 0.0 14.5 15.9
Number of Traders in Each Category Total Traders: 108
10 21 5 19 . 7 34 11 6 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 113,751
Positions
26,731 69,375 2,315 32,429 1,896 3,449 27,194 10,965 3,985 1,168 3,660 0 16,480 18,106
Changes from: November 5, 2019 Total Change is: -1,378
-389 -4,738 200 -2,666 1,433 1,222 -549 -1,771 1,147 -69 24 0 -274 1,105
Percent of Open Interest Represented by Each Category of Trader
23.5 61.0 2.0 28.5 1.7 3.0 23.9 9.6 3.5 1.0 3.2 0.0 14.5 15.9
Number of Traders in Each Category Total Traders: 108
10 21 5 19 . 7 34 11 6 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 33,909
Positions
2,916 25,728 0 28,138 840 292 0 4,810 0 0 448 0 2,563 1,791
Changes from: November 5, 2019 Total Change is: -6,002
-34 -6,270 0 -6,154 -60 -20 0 207 0 0 0 0 206 141
Percent of Open Interest Represented by Each Category of Trader
8.6 75.9 0.0 83.0 2.5 0.9 0.0 14.2 0.0 0.0 1.3 0.0 7.6 5.3
Number of Traders in Each Category Total Traders: 25
. 7 0 12 . . 0 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 574,424
Positions
55,066 136,579 38,471 291,330 106,750 51,234 36,393 93,259 14,343 18,842 68,610 1,607 67,138 63,571
Changes from: November 5, 2019 Total Change is: 16,129
-475 6,505 8,452 5,481 -5,137 1,195 -584 676 -318 513 2,516 242 1,624 1,998
Percent of Open Interest Represented by Each Category of Trader
9.6 23.8 6.7 50.7 18.6 8.9 6.3 16.2 2.5 3.3 11.9 0.3 11.7 11.1
Number of Traders in Each Category Total Traders: 575
34 36 32 176 87 114 66 102 60 31 42 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 24,364
Positions
6,080 12,848 0 2,017 1,051 0 1,491 1,429 0 0 0 0 14,776 9,036
Changes from: November 5, 2019 Total Change is: 1,595
-598 2,350 0 0 0 0 -347 -256 -800 0 0 0 3,340 301
Percent of Open Interest Represented by Each Category of Trader
25.0 52.7 0.0 8.3 4.3 0.0 6.1 5.9 0.0 0.0 0.0 0.0 60.6 37.1
Number of Traders in Each Category Total Traders: 25
. 6 0 . . 0 6 7 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,750,302
Positions
271,719 645,446 165,563 1,448,889 530,818 253,847 183,592 468,230 62,633 94,212 343,051 8,037 261,810 272,677
Changes from: November 5, 2019 Total Change is: 72,672
4,039 24,203 38,833 27,257 -25,832 6,125 -1,752 4,095 2,975 2,567 12,580 1,210 -8,582 8,483
Percent of Open Interest Represented by Each Category of Trader
9.9 23.5 6.0 52.7 19.3 9.2 6.7 17.0 2.3 3.4 12.5 0.3 9.5 9.9
Number of Traders in Each Category Total Traders: 574
35 35 31 177 86 114 66 101 54 31 42 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 23,376
Positions
11,865 13,842 0 7,147 2,718 982 435 2,386 0 0 357 0 2,947 3,091
Changes from: November 5, 2019 Total Change is: 1,354
-238 1,008 -1 1,647 0 -214 86 0 0 0 0 0 74 561
Percent of Open Interest Represented by Each Category of Trader
50.8 59.2 0.0 30.6 11.6 4.2 1.9 10.2 0.0 0.0 1.5 0.0 12.6 13.2
Number of Traders in Each Category Total Traders: 20
. 8 0 4 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 22,206
Positions
5,003 10,887 57 13,976 0 0 853 1,702 2 0 0 0 2,315 9,558
Changes from: November 5, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
22.5 49.0 0.3 62.9 0.0 0.0 3.8 7.7 0.0 0.0 0.0 0.0 10.4 43.0
Number of Traders in Each Category Total Traders: 20
. 6 . 6 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 10,399
Positions
3,678 8,718 0 4,241 783 0 1,013 0 0 0 0 0 1,467 898
Changes from: November 5, 2019 Total Change is: 494
100 275 0 -427 0 0 622 0 0 0 0 0 199 219
Percent of Open Interest Represented by Each Category of Trader
35.4 83.8 0.0 40.8 7.5 0.0 9.7 0.0 0.0 0.0 0.0 0.0 14.1 8.6
Number of Traders in Each Category Total Traders: 22
. 10 0 5 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 13,493
Positions
3,845 6,882 1,000 3,074 1,002 2,006 918 883 0 0 0 0 2,650 1,720
Changes from: November 5, 2019 Total Change is: 697
-799 561 1,000 -412 -783 835 451 -1,101 0 0 0 0 -378 185
Percent of Open Interest Represented by Each Category of Trader
28.5 51.0 7.4 22.8 7.4 14.9 6.8 6.5 0.0 0.0 0.0 0.0 19.6 12.7
Number of Traders in Each Category Total Traders: 22
5 6 . 4 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 73,471
Positions
6,170 19,987 330 49,437 34,847 3,014 3,426 2,634 575 0 7,630 0 10,519 4,454
Changes from: November 5, 2019 Total Change is: 1,433
-51 803 35 964 -274 353 138 -320 180 0 -58 0 -186 714
Percent of Open Interest Represented by Each Category of Trader
8.4 27.2 0.4 67.3 47.4 4.1 4.7 3.6 0.8 0.0 10.4 0.0 14.3 6.1
Number of Traders in Each Category Total Traders: 87
5 10 . 34 22 12 10 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 46,371
Positions
6,742 11,054 604 19,061 8,063 992 10,884 13,457 882 717 2,418 6 6,483 8,895
Changes from: November 5, 2019 Total Change is: 1,000
-186 -79 10 761 349 12 222 447 286 -57 69 1 -48 -95
Percent of Open Interest Represented by Each Category of Trader
14.5 23.8 1.3 41.1 17.4 2.1 23.5 29.0 1.9 1.5 5.2 0.0 14.0 19.2
Number of Traders in Each Category Total Traders: 249
23 23 7 54 31 30 42 47 19 9 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 231,853
Positions
33,710 55,271 3,019 95,303 40,313 4,961 54,419 67,284 4,412 3,587 12,088 29 32,413 44,476
Changes from: November 5, 2019 Total Change is: 5,002
-930 -395 51 3,803 1,745 62 1,109 2,237 1,430 -285 344 4 -242 -476
Percent of Open Interest Represented by Each Category of Trader
14.5 23.8 1.3 41.1 17.4 2.1 23.5 29.0 1.9 1.5 5.2 0.0 14.0 19.2
Number of Traders in Each Category Total Traders: 249
23 23 7 54 31 30 42 47 19 9 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 469,843
Positions
60,482 109,736 9,243 255,420 201,916 33,529 68,598 61,440 8,520 9,419 28,757 10 24,622 16,692
Changes from: November 5, 2019 Total Change is: 8,925
59 19,524 -485 7,510 -10,452 1,259 -1,264 -1,133 997 -681 -1,231 3 1,527 443
Percent of Open Interest Represented by Each Category of Trader
12.9 23.4 2.0 54.4 43.0 7.1 14.6 13.1 1.8 2.0 6.1 0.0 5.2 3.6
Number of Traders in Each Category Total Traders: 306
18 27 8 83 54 39 50 48 30 13 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 34,292
Positions
4,179 6,664 0 12,538 1,096 43 10,597 20,326 47 1,378 919 419 5,091 4,778
Changes from: November 5, 2019 Total Change is: 20
137 0 0 503 0 12 214 436 -42 -71 85 209 -942 -680
Percent of Open Interest Represented by Each Category of Trader
12.2 19.4 0.0 36.6 3.2 0.1 30.9 59.3 0.1 4.0 2.7 1.2 14.8 13.9
Number of Traders in Each Category Total Traders: 39
5 . 0 15 . . 4 4 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 72,370
Positions
9,156 26,871 431 15,273 15,165 826 30,267 20,156 350 1,003 2,947 399 14,665 5,225
Changes from: November 5, 2019 Total Change is: -290
950 1,228 74 1,332 265 -174 -190 -1,653 -282 94 -164 216 -2,310 200
Percent of Open Interest Represented by Each Category of Trader
12.7 37.1 0.6 21.1 21.0 1.1 41.8 27.9 0.5 1.4 4.1 0.6 20.3 7.2
Number of Traders in Each Category Total Traders: 83
9 13 . 15 9 7 17 15 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 360,844
Positions
39,545 210,961 2,344 263,637 84,892 25,933 18,011 22,039 404 1,168 10,958 0 9,802 3,313
Changes from: November 5, 2019 Total Change is: 8,958
648 7,748 20 7,771 1,067 1,070 1,813 1,039 -35 -2,038 882 0 -291 -2,833
Percent of Open Interest Represented by Each Category of Trader
11.0 58.5 0.6 73.1 23.5 7.2 5.0 6.1 0.1 0.3 3.0 0.0 2.7 0.9
Number of Traders in Each Category Total Traders: 180
15 15 5 69 37 33 23 13 6 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,404,615
Positions
74,300 917,843 6,497 999,214 277,487 105,733 121,171 58,393 4,363 57,823 15,787 3,440 32,074 15,072
Changes from: November 5, 2019 Total Change is: 27,673
5,868 43,770 658 19,378 -9,535 1,058 5,940 -8,631 96 -1,987 -1,793 10 -3,348 2,040
Percent of Open Interest Represented by Each Category of Trader
5.3 65.3 0.5 71.1 19.8 7.5 8.6 4.2 0.3 4.1 1.1 0.2 2.3 1.1
Number of Traders in Each Category Total Traders: 432
31 17 9 173 73 90 62 29 19 38 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 121,208
Positions
41,877 86,107 34,440 20,388 0 420 21,879 0 180 1,994 0 0 30 61
Changes from: November 5, 2019 Total Change is: 468
-253 -120 1,078 -250 0 0 383 0 10 0 0 0 -500 -500
Percent of Open Interest Represented by Each Category of Trader
34.5 71.0 28.4 16.8 0.0 0.3 18.1 0.0 0.1 1.6 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 42
5 17 15 8 0 . 9 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,024,997
Positions
4,076 143,451 8,839 483,923 280,347 172,022 81,021 219,321 28,872 77,895 29,328 5 168,344 142,812
Changes from: November 5, 2019 Total Change is: 29,571
-1,146 13,747 1,915 -5,134 -1,733 185 16,921 5,988 11,874 -1,436 -5,917 0 6,392 3,512
Percent of Open Interest Represented by Each Category of Trader
0.4 14.0 0.9 47.2 27.4 16.8 7.9 21.4 2.8 7.6 2.9 0.0 16.4 13.9
Number of Traders in Each Category Total Traders: 175
5 14 7 58 26 50 32 25 23 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,188,220
Positions
45,110 138,292 7,126 659,420 75,665 183,908 67,209 656,949 23,723 41,342 6,469 1 160,381 96,087
Changes from: November 5, 2019 Total Change is: 22,069
1,330 -350 4,799 1,388 4,579 2,838 7,322 1,514 6,200 569 142 0 -2,377 2,347
Percent of Open Interest Represented by Each Category of Trader
3.8 11.6 0.6 55.5 6.4 15.5 5.7 55.3 2.0 3.5 0.5 0.0 13.5 8.1
Number of Traders in Each Category Total Traders: 137
5 10 5 67 16 56 11 22 16 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 4,123,821
Positions
93,493 264,667 65,953 1,803,441 814,452 323,004 937,015 2,077,870 299,764 395,928 147,568 11,835 193,388 118,708
Changes from: November 5, 2019 Total Change is: 56,450
6,261 948 16,649 -35,454 13,781 16,218 7,023 -49,258 47,265 9,949 1,353 859 -12,320 8,635
Percent of Open Interest Represented by Each Category of Trader
2.3 6.4 1.6 43.7 19.7 7.8 22.7 50.4 7.3 9.6 3.6 0.3 4.7 2.9
Number of Traders in Each Category Total Traders: 371
23 27 13 123 31 69 73 47 44 32 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,924,536
Positions
204,762 305,812 103,107 1,611,960 756,824 755,942 347,189 1,178,497 241,272 273,625 157,147 4,015 382,664 421,920
Changes from: November 5, 2019 Total Change is: 16,067
12,992 49,143 -4,936 -75,914 2,491 8,913 32,032 -62,174 11,171 47,715 -3,226 1,173 -17,079 13,512
Percent of Open Interest Represented by Each Category of Trader
5.2 7.8 2.6 41.1 19.3 19.3 8.8 30.0 6.1 7.0 4.0 0.1 9.8 10.8
Number of Traders in Each Category Total Traders: 398
23 39 17 105 69 97 65 61 52 23 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 867,973
Positions
94,907 27,453 6,087 274,058 310,851 151,965 168,912 174,183 18,228 52,835 23,928 24 100,957 155,254
Changes from: November 5, 2019 Total Change is: 37,117
7,838 -11,095 3,511 -3,684 21,620 -3,177 33,623 25,513 2,189 3,600 373 0 -6,783 -1,817
Percent of Open Interest Represented by Each Category of Trader
10.9 3.2 0.7 31.6 35.8 17.5 19.5 20.1 2.1 6.1 2.8 0.0 11.6 17.9
Number of Traders in Each Category Total Traders: 116
6 6 5 28 40 43 17 12 12 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,681,440
Positions
103,619 362,032 94,599 2,008,124 850,727 919,987 636,409 1,674,702 250,914 348,572 200,428 965 318,251 327,086
Changes from: November 5, 2019 Total Change is: -28,316
5,437 -33,605 15,142 -121,691 14,572 33,492 -21,214 -81,074 15,548 20,588 -2,323 -572 24,954 10,504
Percent of Open Interest Represented by Each Category of Trader
2.2 7.7 2.0 42.9 18.2 19.7 13.6 35.8 5.4 7.4 4.3 0.0 6.8 7.0
Number of Traders in Each Category Total Traders: 317
13 33 15 87 48 78 39 62 47 24 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,950,593
Positions
204,675 336,631 632,877 4,195 148,893 35,541 488,573 226,193 507,283 18,835 8,950 9,568 49,046 44,657
Changes from: November 5, 2019 Total Change is: 80,583
-42,522 39,397 39,645 -1,509 -10,463 6,687 50,268 -25,549 28,400 -718 2,747 -1,572 1,904 1,291
Percent of Open Interest Represented by Each Category of Trader
10.5 17.3 32.4 0.2 7.6 1.8 25.0 11.6 26.0 1.0 0.5 0.5 2.5 2.3
Number of Traders in Each Category Total Traders: 158
28 32 50 5 6 9 40 30 55 9 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is12,138,498
Positions
2,355,482 2,248,490 2,473,974 702,165 2,379,129 402,318 2,460,935 574,630 2,901,338 65,954 153,991 148,019 628,313 856,609
Changes from: November 5, 2019 Total Change is: 92,635
-44,334 26,921 7,973 1,924 -38,300 30,282 13,801 -42,951 100,573 6,129 3,660 711 -24,424 3,766
Percent of Open Interest Represented by Each Category of Trader
19.4 18.5 20.4 5.8 19.6 3.3 20.3 4.7 23.9 0.5 1.3 1.2 5.2 7.1
Number of Traders in Each Category Total Traders: 242
30 41 66 16 16 20 56 45 86 18 12 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 162,773
Positions
12,670 79,765 22,454 14,916 3,600 9,685 72,777 16,809 28,766 0 846 382 1,123 466
Changes from: November 5, 2019 Total Change is: -1,523
0 85 0 -34 0 0 344 -180 -1,294 -394 -91 121 -266 -164
Percent of Open Interest Represented by Each Category of Trader
7.8 49.0 13.8 9.2 2.2 6.0 44.7 10.3 17.7 0.0 0.5 0.2 0.7 0.3
Number of Traders in Each Category Total Traders: 52
. 14 4 . . . 12 19 19 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 275,414
Positions
34,408 48,614 27,041 6,664 5,766 23,879 146,771 130,185 29,040 6,641 8,299 649 321 1,941
Changes from: November 5, 2019 Total Change is: 11,118
-5,220 1,340 -2,511 -6,859 -636 7,887 13,864 2,745 2,664 1,329 -199 -63 27 -109
Percent of Open Interest Represented by Each Category of Trader
12.5 17.7 9.8 2.4 2.1 8.7 53.3 47.3 10.5 2.4 3.0 0.2 0.1 0.7
Number of Traders in Each Category Total Traders: 87
5 20 13 . 6 . 21 26 29 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 80,397
Positions
28 37,692 0 1,479 3,281 195 37,376 4,816 31,066 10,219 1,121 0 34 2,226
Changes from: November 5, 2019 Total Change is: 1,873
2 758 0 0 -543 0 121 27 1,661 100 0 0 -11 -30
Percent of Open Interest Represented by Each Category of Trader
0.0 46.9 0.0 1.8 4.1 0.2 46.5 6.0 38.6 12.7 1.4 0.0 0.0 2.8
Number of Traders in Each Category Total Traders: 31
. 5 0 . 9 . 4 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 52,560
Positions
983 24,706 0 1,281 411 115 26,151 1,970 24,027 0 0 0 3 1,331
Changes from: November 5, 2019 Total Change is: 3,903
-8 2,099 0 0 -28 0 1,648 -130 2,264 0 0 0 -1 -302
Percent of Open Interest Represented by Each Category of Trader
1.9 47.0 0.0 2.4 0.8 0.2 49.8 3.7 45.7 0.0 0.0 0.0 0.0 2.5
Number of Traders in Each Category Total Traders: 23
. . 0 . 5 . 6 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 50,376
Positions
11,499 60 17,652 0 160 0 6,454 17,463 10,900 3,600 3,861 246 25 34
Changes from: November 5, 2019 Total Change is: -118
-620 -20 620 0 0 0 0 -1,711 -126 0 1,151 0 8 -32
Percent of Open Interest Represented by Each Category of Trader
22.8 0.1 35.0 0.0 0.3 0.0 12.8 34.7 21.6 7.1 7.7 0.5 0.0 0.1
Number of Traders in Each Category Total Traders: 24
. . . 0 . 0 . 10 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,091
Positions
32 0 0 99 143 10 912 2,043 87 636 358 41 1,274 409
Changes from: November 5, 2019 Total Change is: -429
0 0 0 -89 -6 0 -309 -302 -47 41 -99 -2 -23 27
Percent of Open Interest Represented by Each Category of Trader
1.0 0.0 0.0 3.2 4.6 0.3 29.5 66.1 2.8 20.6 11.6 1.3 41.2 13.2
Number of Traders in Each Category Total Traders: 46
. 0 0 . . . 12 12 . 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 46,188
Positions
668 35,532 0 13,942 2,803 486 24,170 2,878 1,737 1,745 710 193 3,247 1,849
Changes from: November 5, 2019 Total Change is: -827
-330 -168 0 1,401 -100 -49 -1,467 -349 -317 70 -63 17 -152 202
Percent of Open Interest Represented by Each Category of Trader
1.4 76.9 0.0 30.2 6.1 1.1 52.3 6.2 3.8 3.8 1.5 0.4 7.0 4.0
Number of Traders in Each Category Total Traders: 84
. . 0 13 7 . 32 9 7 11 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 518,975
Positions
131,913 23,721 23,044 140,792 135,038 21,829 58,681 173,737 89,786 14,173 4,333 11,075 27,682 36,412
Changes from: November 5, 2019 Total Change is: 27,924
11,362 993 1,820 -6,186 -3,782 208 3,553 13,351 11,944 393 -229 2,378 2,452 1,241
Percent of Open Interest Represented by Each Category of Trader
25.4 4.6 4.4 27.1 26.0 4.2 11.3 33.5 17.3 2.7 0.8 2.1 5.3 7.0
Number of Traders in Each Category Total Traders: 216
17 10 16 17 39 19 40 61 51 10 9 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 18,599
Positions
3,939 683 809 7,308 2,271 966 4,684 13,659 100 519 70 0 274 41
Changes from: November 5, 2019 Total Change is: 82
-238 28 -28 189 -26 54 69 335 0 -2 0 0 38 -281
Percent of Open Interest Represented by Each Category of Trader
21.2 3.7 4.3 39.3 12.2 5.2 25.2 73.4 0.5 2.8 0.4 0.0 1.5 0.2
Number of Traders in Each Category Total Traders: 39
4 . . 9 6 . 4 6 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 15, 2019