Traders in Financial Futures - Futures Only Positions as of November 19, 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 172,759
Positions
7,011 86,587 1,693 43,133 18,534 5,303 58,736 32,183 3,543 17,718 2,071 39 35,583 22,806
Changes from: November 12, 2019 Total Change is: -10,034
982 -20,475 1,479 -10,882 4,720 -593 -1,752 1,883 1,169 -549 -8 8 104 1,783
Percent of Open Interest Represented by Each Category of Trader
4.1 50.1 1.0 25.0 10.7 3.1 34.0 18.6 2.1 10.3 1.2 0.0 20.6 13.2
Number of Traders in Each Category Total Traders: 115
6 9 4 22 11 11 26 26 8 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 68,223
Positions
38,543 1,566 47 2,005 27,071 481 17,062 14,432 107 968 1,565 0 9,010 22,954
Changes from: November 12, 2019 Total Change is: 157
271 32 23 1,124 1,898 10 -1,133 -888 48 0 0 0 -186 -966
Percent of Open Interest Represented by Each Category of Trader
56.5 2.3 0.1 2.9 39.7 0.7 25.0 21.2 0.2 1.4 2.3 0.0 13.2 33.6
Number of Traders in Each Category Total Traders: 58
9 . . . 16 . 10 15 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 218,042
Positions
60,197 43,814 1,312 62,460 68,989 7,168 40,655 54,334 5,271 9,654 7,589 0 31,325 29,565
Changes from: November 12, 2019 Total Change is: 8,730
-362 5,132 -775 3,442 1,983 357 -1,196 2,384 378 1,681 -1,532 0 5,205 803
Percent of Open Interest Represented by Each Category of Trader
27.6 20.1 0.6 28.6 31.6 3.3 18.6 24.9 2.4 4.4 3.5 0.0 14.4 13.6
Number of Traders in Each Category Total Traders: 110
5 9 5 21 25 14 20 26 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 182,445
Positions
64,271 28,793 423 34,405 50,040 10,991 37,284 51,240 2,189 1,560 6,987 0 31,322 31,782
Changes from: November 12, 2019 Total Change is: -1,035
-6,092 -551 335 2,274 3,157 1,068 842 -1,834 -1,243 0 -87 0 1,781 -1,880
Percent of Open Interest Represented by Each Category of Trader
35.2 15.8 0.2 18.9 27.4 6.0 20.4 28.1 1.2 0.9 3.8 0.0 17.2 17.4
Number of Traders in Each Category Total Traders: 110
7 8 . 13 24 11 28 25 12 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 577,689
Positions
42,000 154,759 4,561 346,363 176,896 28,530 43,096 131,953 5,887 14,836 12,981 4,936 87,480 57,186
Changes from: November 12, 2019 Total Change is: 8,162
4,675 -2,088 -189 -514 7,007 1,397 3,519 -5,140 248 -5,257 1,939 4,709 -426 279
Percent of Open Interest Represented by Each Category of Trader
7.3 26.8 0.8 60.0 30.6 4.9 7.5 22.8 1.0 2.6 2.2 0.9 15.1 9.9
Number of Traders in Each Category Total Traders: 284
18 8 13 87 45 45 41 43 21 23 18 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 26,130
Positions
756 7,940 0 9,009 6,973 2,678 2,365 1,805 0 0 0 0 11,322 6,734
Changes from: November 12, 2019 Total Change is: -601
0 26 0 -245 49 0 -422 0 0 0 -410 -2 68 -264
Percent of Open Interest Represented by Each Category of Trader
2.9 30.4 0.0 34.5 26.7 10.2 9.1 6.9 0.0 0.0 0.0 0.0 43.3 25.8
Number of Traders in Each Category Total Traders: 26
. . 0 12 6 9 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 22,481
Positions
5,319 1,903 613 6,845 10,602 2,023 448 1,843 0 0 881 49 7,184 4,567
Changes from: November 12, 2019 Total Change is: 419
2 29 54 -186 262 -1 448 -77 0 0 350 0 102 -198
Percent of Open Interest Represented by Each Category of Trader
23.7 8.5 2.7 30.4 47.2 9.0 2.0 8.2 0.0 0.0 3.9 0.2 32.0 20.3
Number of Traders in Each Category Total Traders: 23
. . . 6 8 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 172,425
Positions
78,036 10,068 320 13,660 67,028 3,662 41,348 47,412 930 6,445 9,760 0 28,024 33,245
Changes from: November 12, 2019 Total Change is: 12,296
10,917 -189 57 165 8,194 457 4,854 4,084 -105 -2,150 -194 0 -1,899 -8
Percent of Open Interest Represented by Each Category of Trader
45.3 5.8 0.2 7.9 38.9 2.1 24.0 27.5 0.5 3.7 5.7 0.0 16.3 19.3
Number of Traders in Each Category Total Traders: 94
7 4 6 9 22 10 18 31 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 55,198
Positions
900 42,273 20 44,760 0 9 6,151 8,645 0 1,308 3,086 0 2,050 1,165
Changes from: November 12, 2019 Total Change is: -554
0 -20 20 -542 0 0 -373 -602 0 231 -10 0 110 58
Percent of Open Interest Represented by Each Category of Trader
1.6 76.6 0.0 81.1 0.0 0.0 11.1 15.7 0.0 2.4 5.6 0.0 3.7 2.1
Number of Traders in Each Category Total Traders: 41
. 4 . 10 0 . 12 7 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 294,412
Positions
373 177,187 828 163,321 8,293 195 104,736 81,974 4,867 14,114 17,296 0 5,978 3,772
Changes from: November 12, 2019 Total Change is: -3,755
-222 -172 28 605 -289 -20 -4,920 -4,007 1,160 -250 -519 0 -136 64
Percent of Open Interest Represented by Each Category of Trader
0.1 60.2 0.3 55.5 2.8 0.1 35.6 27.8 1.7 4.8 5.9 0.0 2.0 1.3
Number of Traders in Each Category Total Traders: 171
. 12 . 33 9 . 53 34 12 11 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 57,140
Positions
44,021 0 2 4,288 41,726 0 2,603 10,933 754 2,119 1,529 0 3,353 2,196
Changes from: November 12, 2019 Total Change is: 3,599
103 0 2 63 3,817 0 1,066 -677 746 1,282 -602 0 337 313
Percent of Open Interest Represented by Each Category of Trader
77.0 0.0 0.0 7.5 73.0 0.0 4.6 19.1 1.3 3.7 2.7 0.0 5.9 3.8
Number of Traders in Each Category Total Traders: 55
5 0 . 5 7 0 12 18 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 73,073
Positions
50,103 2,236 170 4,062 32,369 254 12,174 29,215 525 3,017 2,715 6 2,762 5,583
Changes from: November 12, 2019 Total Change is: -6,321
-2,271 -100 -82 333 -3,812 181 -4,294 -2,349 64 74 -61 0 -326 -162
Percent of Open Interest Represented by Each Category of Trader
68.6 3.1 0.2 5.6 44.3 0.3 16.7 40.0 0.7 4.1 3.7 0.0 3.8 7.6
Number of Traders in Each Category Total Traders: 104
9 . . 5 26 . 25 23 8 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 15,292
Positions
973 1,500 0 12,058 3,221 0 1,508 8,376 0 0 369 0 753 1,826
Changes from: November 12, 2019 Total Change is: 1,551
2 0 -1 210 899 0 1,353 872 0 0 40 0 -13 -259
Percent of Open Interest Represented by Each Category of Trader
6.4 9.8 0.0 78.9 21.1 0.0 9.9 54.8 0.0 0.0 2.4 0.0 4.9 11.9
Number of Traders in Each Category Total Traders: 25
. . 0 . 4 0 4 9 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 55,084
Positions
13,547 32,299 1,364 15,632 1,525 1,614 12,113 5,642 1,533 617 2,024 0 8,664 9,084
Changes from: November 12, 2019 Total Change is: -1,792
182 -2,389 207 -583 577 -111 -1,484 159 -460 33 194 0 424 31
Percent of Open Interest Represented by Each Category of Trader
24.6 58.6 2.5 28.4 2.8 2.9 22.0 10.2 2.8 1.1 3.7 0.0 15.7 16.5
Number of Traders in Each Category Total Traders: 111
11 22 5 16 4 7 31 16 5 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 110,167
Positions
27,094 64,597 2,728 31,264 3,049 3,228 24,226 11,283 3,066 1,234 4,048 0 17,327 18,168
Changes from: November 12, 2019 Total Change is: -3,584
363 -4,778 413 -1,165 1,153 -221 -2,968 318 -919 66 388 0 847 62
Percent of Open Interest Represented by Each Category of Trader
24.6 58.6 2.5 28.4 2.8 2.9 22.0 10.2 2.8 1.1 3.7 0.0 15.7 16.5
Number of Traders in Each Category Total Traders: 111
11 22 5 16 4 7 31 16 5 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 29,798
Positions
2,716 20,356 0 24,590 840 292 0 6,219 0 0 448 0 2,200 1,643
Changes from: November 12, 2019 Total Change is: -4,111
-200 -5,372 0 -3,548 0 0 0 1,409 0 0 0 0 -363 -148
Percent of Open Interest Represented by Each Category of Trader
9.1 68.3 0.0 82.5 2.8 1.0 0.0 20.9 0.0 0.0 1.5 0.0 7.4 5.5
Number of Traders in Each Category Total Traders: 28
. 7 0 14 . . 0 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 585,963
Positions
57,129 137,830 44,079 289,594 108,094 52,272 36,385 93,995 18,244 18,237 63,054 1,147 68,875 67,247
Changes from: November 12, 2019 Total Change is: 11,538
2,063 1,251 5,609 -1,736 1,344 1,038 -8 736 3,902 -605 -5,556 -460 1,737 3,675
Percent of Open Interest Represented by Each Category of Trader
9.7 23.5 7.5 49.4 18.4 8.9 6.2 16.0 3.1 3.1 10.8 0.2 11.8 11.5
Number of Traders in Each Category Total Traders: 584
34 39 32 173 89 113 67 103 58 31 47 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 27,151
Positions
9,097 10,348 0 2,017 1,051 0 2,930 2,394 116 0 0 0 12,991 13,242
Changes from: November 12, 2019 Total Change is: 2,787
3,017 -2,500 0 0 0 0 1,439 965 116 0 0 0 -1,785 4,206
Percent of Open Interest Represented by Each Category of Trader
33.5 38.1 0.0 7.4 3.9 0.0 10.8 8.8 0.4 0.0 0.0 0.0 47.8 48.8
Number of Traders in Each Category Total Traders: 27
4 6 0 . . 0 4 10 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 2,794,058
Positions
290,650 687,903 169,906 1,440,339 537,669 258,906 182,996 473,723 74,921 91,185 315,272 5,735 279,420 270,023
Changes from: November 12, 2019 Total Change is: 43,756
18,931 42,457 4,343 -8,550 6,851 5,059 -596 5,493 12,288 -3,027 -27,779 -2,302 17,610 -2,654
Percent of Open Interest Represented by Each Category of Trader
10.4 24.6 6.1 51.6 19.2 9.3 6.5 17.0 2.7 3.3 11.3 0.2 10.0 9.7
Number of Traders in Each Category Total Traders: 583
35 38 31 174 88 113 67 102 55 31 47 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 23,843
Positions
11,865 14,346 0 7,616 2,640 982 435 2,386 0 0 357 0 2,945 3,132
Changes from: November 12, 2019 Total Change is: 467
0 504 0 469 -78 0 0 0 0 0 0 0 -2 41
Percent of Open Interest Represented by Each Category of Trader
49.8 60.2 0.0 31.9 11.1 4.1 1.8 10.0 0.0 0.0 1.5 0.0 12.4 13.1
Number of Traders in Each Category Total Traders: 22
. 9 0 5 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 22,227
Positions
5,003 10,173 840 12,948 0 0 852 1,670 0 0 0 0 2,584 9,544
Changes from: November 12, 2019 Total Change is: 21
0 -714 783 -1,028 0 0 -1 -32 -2 0 0 0 269 -14
Percent of Open Interest Represented by Each Category of Trader
22.5 45.8 3.8 58.3 0.0 0.0 3.8 7.5 0.0 0.0 0.0 0.0 11.6 42.9
Number of Traders in Each Category Total Traders: 20
. 6 . 6 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 11,136
Positions
4,472 8,635 0 4,329 1,773 0 1,064 0 0 0 0 0 1,271 728
Changes from: November 12, 2019 Total Change is: 737
794 -83 0 88 990 0 51 0 0 0 0 0 -196 -170
Percent of Open Interest Represented by Each Category of Trader
40.2 77.5 0.0 38.9 15.9 0.0 9.6 0.0 0.0 0.0 0.0 0.0 11.4 6.5
Number of Traders in Each Category Total Traders: 23
. 9 0 6 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 13,160
Positions
3,720 7,026 1,000 3,002 1,197 1,415 1,051 904 0 0 0 0 2,972 1,618
Changes from: November 12, 2019 Total Change is: -333
-125 144 0 -72 195 -591 133 21 0 0 0 0 322 -102
Percent of Open Interest Represented by Each Category of Trader
28.3 53.4 7.6 22.8 9.1 10.8 8.0 6.9 0.0 0.0 0.0 0.0 22.6 12.3
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 19, 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 73,584
Positions
4,643 20,112 276 50,670 35,331 2,536 3,374 3,661 1,048 0 6,646 0 11,037 3,974
Changes from: November 12, 2019 Total Change is: 113
-1,527 125 -54 1,233 484 -478 -52 1,027 473 0 -984 0 518 -480
Percent of Open Interest Represented by Each Category of Trader
6.3 27.3 0.4 68.9 48.0 3.4 4.6 5.0 1.4 0.0 9.0 0.0 15.0 5.4
Number of Traders in Each Category Total Traders: 89
5 10 . 34 22 12 10 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 46,589
Positions
6,437 9,918 751 19,450 7,716 1,022 10,365 14,351 1,117 730 2,529 4 6,713 9,181
Changes from: November 12, 2019 Total Change is: 218
-305 -1,136 147 389 -346 29 -519 894 235 13 111 -1 231 285
Percent of Open Interest Represented by Each Category of Trader
13.8 21.3 1.6 41.7 16.6 2.2 22.2 30.8 2.4 1.6 5.4 0.0 14.4 19.7
Number of Traders in Each Category Total Traders: 243
19 24 6 54 30 30 39 48 20 9 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 232,945
Positions
32,184 49,591 3,756 97,249 38,582 5,108 51,824 71,753 5,585 3,651 12,645 22 33,566 45,903
Changes from: November 12, 2019 Total Change is: 1,092
-1,526 -5,680 737 1,946 -1,731 147 -2,595 4,469 1,173 64 557 -7 1,153 1,427
Percent of Open Interest Represented by Each Category of Trader
13.8 21.3 1.6 41.7 16.6 2.2 22.2 30.8 2.4 1.6 5.4 0.0 14.4 19.7
Number of Traders in Each Category Total Traders: 243
19 24 6 54 30 30 39 48 20 9 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 475,095
Positions
60,630 114,579 9,981 262,467 195,862 33,632 64,605 64,376 8,836 10,097 28,981 0 24,847 18,848
Changes from: November 12, 2019 Total Change is: 5,252
148 4,843 738 7,047 -6,054 103 -3,993 2,936 316 678 224 -10 225 2,156
Percent of Open Interest Represented by Each Category of Trader
12.8 24.1 2.1 55.2 41.2 7.1 13.6 13.6 1.9 2.1 6.1 0.0 5.2 4.0
Number of Traders in Each Category Total Traders: 310
18 25 8 85 56 38 49 48 26 14 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 34,505
Positions
4,179 6,967 0 12,458 1,083 31 10,597 21,152 38 1,436 555 405 5,361 4,274
Changes from: November 12, 2019 Total Change is: 213
0 303 0 -80 -13 -12 0 826 -9 58 -364 -14 270 -504
Percent of Open Interest Represented by Each Category of Trader
12.1 20.2 0.0 36.1 3.1 0.1 30.7 61.3 0.1 4.2 1.6 1.2 15.5 12.4
Number of Traders in Each Category Total Traders: 39
5 . 0 14 . . 4 5 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 70,433
Positions
9,463 24,469 410 16,316 13,562 834 32,603 18,897 546 604 2,361 385 9,272 8,969
Changes from: November 12, 2019 Total Change is: -1,937
307 -2,402 -21 1,043 -1,603 8 2,336 -1,259 196 -399 -586 -14 -5,393 3,744
Percent of Open Interest Represented by Each Category of Trader
13.4 34.7 0.6 23.2 19.3 1.2 46.3 26.8 0.8 0.9 3.4 0.5 13.2 12.7
Number of Traders in Each Category Total Traders: 80
9 12 . 14 10 7 19 12 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 369,543
Positions
43,050 220,643 2,539 267,384 91,043 25,126 19,997 14,078 398 1,170 10,917 0 9,879 4,799
Changes from: November 12, 2019 Total Change is: 8,699
3,505 9,682 195 3,747 6,151 -807 1,986 -7,961 -6 2 -41 0 77 1,486
Percent of Open Interest Represented by Each Category of Trader
11.6 59.7 0.7 72.4 24.6 6.8 5.4 3.8 0.1 0.3 3.0 0.0 2.7 1.3
Number of Traders in Each Category Total Traders: 180
15 15 5 71 37 34 22 12 5 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 1,419,767
Positions
75,428 927,062 6,737 999,854 272,432 106,683 120,053 66,958 3,689 70,586 13,509 3,358 33,379 19,339
Changes from: November 12, 2019 Total Change is: 15,152
1,128 9,219 240 640 -5,055 950 -1,118 8,565 -674 12,763 -2,278 -82 1,305 4,267
Percent of Open Interest Represented by Each Category of Trader
5.3 65.3 0.5 70.4 19.2 7.5 8.5 4.7 0.3 5.0 1.0 0.2 2.4 1.4
Number of Traders in Each Category Total Traders: 429
29 18 8 172 72 88 60 29 16 40 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 121,946
Positions
43,119 85,227 36,066 20,291 0 420 19,854 0 172 1,994 0 0 30 61
Changes from: November 12, 2019 Total Change is: 738
1,242 -880 1,626 -97 0 0 -2,025 0 -8 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
35.4 69.9 29.6 16.6 0.0 0.3 16.3 0.0 0.1 1.6 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 43
5 17 15 8 0 . 10 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 1,050,687
Positions
6,751 129,462 9,626 484,665 287,046 169,398 69,111 215,539 67,247 76,666 28,776 1,659 165,564 141,934
Changes from: November 12, 2019 Total Change is: 25,690
2,675 -13,989 787 742 6,699 -2,624 -11,910 -3,782 38,375 -1,229 -552 1,654 -2,780 -878
Percent of Open Interest Represented by Each Category of Trader
0.6 12.3 0.9 46.1 27.3 16.1 6.6 20.5 6.4 7.3 2.7 0.2 15.8 13.5
Number of Traders in Each Category Total Traders: 176
7 15 9 61 24 48 29 26 26 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 1,217,654
Positions
46,784 150,782 12,253 671,424 73,731 184,559 70,100 666,689 26,371 43,937 6,497 1 162,225 96,771
Changes from: November 12, 2019 Total Change is: 29,434
1,674 12,490 5,127 12,004 -1,934 651 2,891 9,740 2,648 2,595 28 0 1,844 684
Percent of Open Interest Represented by Each Category of Trader
3.8 12.4 1.0 55.1 6.1 15.2 5.8 54.8 2.2 3.6 0.5 0.0 13.3 7.9
Number of Traders in Each Category Total Traders: 140
6 10 6 67 15 56 14 22 18 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 4,014,548
Positions
87,584 247,198 97,963 1,763,559 870,107 316,841 852,284 1,917,858 290,525 402,893 154,179 8,672 194,227 111,205
Changes from: November 12, 2019 Total Change is: -109,273
-5,909 -17,469 32,010 -39,882 55,655 -6,163 -84,731 -160,012 -9,239 6,965 6,611 -3,163 839 -7,503
Percent of Open Interest Represented by Each Category of Trader
2.2 6.2 2.4 43.9 21.7 7.9 21.2 47.8 7.2 10.0 3.8 0.2 4.8 2.8
Number of Traders in Each Category Total Traders: 372
24 28 15 122 32 72 71 50 49 29 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 4,005,264
Positions
198,889 313,974 110,419 1,703,604 746,837 743,022 384,456 1,264,803 248,878 209,490 171,711 2,057 404,449 403,563
Changes from: November 12, 2019 Total Change is: 80,728
-5,873 8,162 7,312 91,644 -9,987 -12,920 37,267 86,306 7,606 -64,135 14,564 -1,958 21,785 -18,357
Percent of Open Interest Represented by Each Category of Trader
5.0 7.8 2.8 42.5 18.6 18.6 9.6 31.6 6.2 5.2 4.3 0.1 10.1 10.1
Number of Traders in Each Category Total Traders: 405
21 41 22 103 73 100 65 65 54 24 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 888,339
Positions
91,594 30,814 8,475 291,316 311,770 158,124 166,940 176,683 15,848 51,748 24,196 24 104,270 162,405
Changes from: November 12, 2019 Total Change is: 20,366
-3,313 3,361 2,388 17,258 919 6,159 -1,972 2,500 -2,380 -1,087 268 0 3,313 7,151
Percent of Open Interest Represented by Each Category of Trader
10.3 3.5 1.0 32.8 35.1 17.8 18.8 19.9 1.8 5.8 2.7 0.0 11.7 18.3
Number of Traders in Each Category Total Traders: 117
7 7 6 27 40 42 16 13 15 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 4,571,928
Positions
115,592 392,254 99,582 2,026,043 835,571 920,815 553,865 1,565,951 202,778 320,838 224,113 1,948 330,467 328,916
Changes from: November 12, 2019 Total Change is: -109,512
11,973 30,222 4,983 17,919 -15,156 828 -82,544 -108,751 -48,136 -27,734 23,685 983 12,216 1,830
Percent of Open Interest Represented by Each Category of Trader
2.5 8.6 2.2 44.3 18.3 20.1 12.1 34.3 4.4 7.0 4.9 0.0 7.2 7.2
Number of Traders in Each Category Total Traders: 324
12 32 16 90 51 80 44 61 48 22 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 2,035,402
Positions
250,088 378,570 624,084 6,352 145,555 24,317 550,216 297,734 505,199 23,338 8,950 8,319 43,489 42,674
Changes from: November 12, 2019 Total Change is: 84,809
45,413 41,939 -8,793 2,157 -3,338 -11,224 61,643 71,541 -2,084 4,503 0 -1,249 -5,557 -1,983
Percent of Open Interest Represented by Each Category of Trader
12.3 18.6 30.7 0.3 7.2 1.2 27.0 14.6 24.8 1.1 0.4 0.4 2.1 2.1
Number of Traders in Each Category Total Traders: 158
28 32 50 7 6 10 43 28 53 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 is11,906,620
Positions
2,283,711 2,141,007 2,372,830 605,896 2,361,102 470,934 2,516,644 563,432 2,798,941 66,918 158,397 133,300 657,446 906,677
Changes from: November 12, 2019 Total Change is: -231,878
-71,771 -107,483 -101,144 -96,269 -18,027 68,616 55,709 -11,198 -102,397 964 4,406 -14,719 29,133 50,068
Percent of Open Interest Represented by Each Category of Trader
19.2 18.0 19.9 5.1 19.8 4.0 21.1 4.7 23.5 0.6 1.3 1.1 5.5 7.6
Number of Traders in Each Category Total Traders: 240
32 41 67 14 17 19 56 45 85 16 12 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 172,430
Positions
12,695 86,730 22,454 15,044 3,600 9,685 78,868 16,135 31,727 0 747 583 1,374 769
Changes from: November 12, 2019 Total Change is: 9,657
25 6,965 0 128 0 0 6,091 -674 2,961 0 -99 201 251 303
Percent of Open Interest Represented by Each Category of Trader
7.4 50.3 13.0 8.7 2.1 5.6 45.7 9.4 18.4 0.0 0.4 0.3 0.8 0.4
Number of Traders in Each Category Total Traders: 53
. 14 4 . . . 15 16 19 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 308,795
Positions
26,458 52,359 33,269 5,987 7,359 25,200 172,851 141,598 37,763 6,298 7,951 625 344 2,671
Changes from: November 12, 2019 Total Change is: 33,381
-7,950 3,745 6,228 -677 1,593 1,321 26,080 11,413 8,723 -343 -348 -24 23 730
Percent of Open Interest Represented by Each Category of Trader
8.6 17.0 10.8 1.9 2.4 8.2 56.0 45.9 12.2 2.0 2.6 0.2 0.1 0.9
Number of Traders in Each Category Total Traders: 89
7 20 14 . 8 4 20 27 29 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 84,411
Positions
0 37,831 0 1,479 3,356 176 40,297 7,581 32,005 10,394 1,042 0 60 2,420
Changes from: November 12, 2019 Total Change is: 4,014
-28 139 0 0 75 -19 2,921 2,765 939 175 -79 0 26 194
Percent of Open Interest Represented by Each Category of Trader
0.0 44.8 0.0 1.8 4.0 0.2 47.7 9.0 37.9 12.3 1.2 0.0 0.1 2.9
Number of Traders in Each Category Total Traders: 31
0 5 0 . 9 . 4 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 55,430
Positions
978 24,933 0 1,281 454 115 26,922 2,111 26,124 0 0 0 10 1,693
Changes from: November 12, 2019 Total Change is: 2,870
-5 227 0 0 43 0 771 141 2,097 0 0 0 7 362
Percent of Open Interest Represented by Each Category of Trader
1.8 45.0 0.0 2.3 0.8 0.2 48.6 3.8 47.1 0.0 0.0 0.0 0.0 3.1
Number of Traders in Each Category Total Traders: 24
. . 0 . 6 . 6 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 50,735
Positions
11,499 60 17,652 0 160 0 6,481 17,449 11,243 3,600 3,861 246 14 64
Changes from: November 12, 2019 Total Change is: 359
0 0 0 0 0 0 27 -14 343 0 0 0 -11 30
Percent of Open Interest Represented by Each Category of Trader
22.7 0.1 34.8 0.0 0.3 0.0 12.8 34.4 22.2 7.1 7.6 0.5 0.0 0.1
Number of Traders in Each Category Total Traders: 25
. . . 0 . 0 . 10 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 3,157
Positions
38 0 0 67 292 0 1,059 1,914 84 466 334 41 1,402 492
Changes from: November 12, 2019 Total Change is: 66
6 0 0 -32 149 -10 147 -129 -3 -170 -24 0 128 83
Percent of Open Interest Represented by Each Category of Trader
1.2 0.0 0.0 2.1 9.2 0.0 33.5 60.6 2.7 14.8 10.6 1.3 44.4 15.6
Number of Traders in Each Category Total Traders: 45
. 0 0 . 4 0 11 14 4 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 45,288
Positions
758 33,477 0 13,477 2,625 493 23,541 3,852 1,994 1,492 605 230 3,303 2,012
Changes from: November 12, 2019 Total Change is: -900
90 -2,055 0 -465 -178 7 -629 974 257 -253 -105 37 56 163
Percent of Open Interest Represented by Each Category of Trader
1.7 73.9 0.0 29.8 5.8 1.1 52.0 8.5 4.4 3.3 1.3 0.5 7.3 4.4
Number of Traders in Each Category Total Traders: 80
. . 0 13 5 . 28 13 8 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 549,306
Positions
140,854 23,856 22,162 138,879 145,856 21,187 59,693 175,432 112,016 17,938 3,126 13,640 22,937 32,031
Changes from: November 12, 2019 Total Change is: 30,331
8,941 135 -882 -1,913 10,818 -642 1,012 1,695 22,230 3,765 -1,207 2,565 -4,745 -4,381
Percent of Open Interest Represented by Each Category of Trader
25.6 4.3 4.0 25.3 26.6 3.9 10.9 31.9 20.4 3.3 0.6 2.5 4.2 5.8
Number of Traders in Each Category Total Traders: 229
16 11 15 18 43 23 43 67 55 10 9 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 19, 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 17,481
Positions
4,164 671 821 5,516 2,266 966 5,102 12,558 100 565 50 0 247 49
Changes from: November 12, 2019 Total Change is: -1,118
225 -12 12 -1,792 -5 0 418 -1,101 0 46 -20 0 -27 8
Percent of Open Interest Represented by Each Category of Trader
23.8 3.8 4.7 31.6 13.0 5.5 29.2 71.8 0.6 3.2 0.3 0.0 1.4 0.3
Number of Traders in Each Category Total Traders: 39
4 . . 9 6 . . 6 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 22, 2019