Traders in Financial Futures - Futures Only Positions as of November 26, 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 167,350
Positions
8,501 73,452 1,389 39,291 26,781 5,076 56,108 30,995 4,391 17,535 2,079 30 35,029 23,157
Changes from: November 19, 2019 Total Change is: -5,409
1,490 -13,135 -304 -3,842 8,247 -227 -2,628 -1,188 848 -183 8 -9 -554 351
Percent of Open Interest Represented by Each Category of Trader
5.1 43.9 0.8 23.5 16.0 3.0 33.5 18.5 2.6 10.5 1.2 0.0 20.9 13.8
Number of Traders in Each Category Total Traders: 113
7 7 4 19 15 11 26 25 13 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 77,318
Positions
43,955 1,581 24 1,910 29,800 471 19,769 20,532 128 968 1,436 0 10,093 23,346
Changes from: November 19, 2019 Total Change is: 9,095
5,412 15 -23 -95 2,729 -10 2,707 6,100 21 0 -129 0 1,083 392
Percent of Open Interest Represented by Each Category of Trader
56.8 2.0 0.0 2.5 38.5 0.6 25.6 26.6 0.2 1.3 1.9 0.0 13.1 30.2
Number of Traders in Each Category Total Traders: 68
9 . . . 18 . 10 23 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 223,181
Positions
60,554 39,745 3,870 66,542 73,635 7,048 39,454 54,175 5,216 11,500 7,589 0 28,997 31,903
Changes from: November 19, 2019 Total Change is: 5,139
357 -4,069 2,558 4,082 4,646 -120 -1,201 -159 -55 1,846 0 0 -2,328 2,338
Percent of Open Interest Represented by Each Category of Trader
27.1 17.8 1.7 29.8 33.0 3.2 17.7 24.3 2.3 5.2 3.4 0.0 13.0 14.3
Number of Traders in Each Category Total Traders: 113
5 9 5 22 26 14 20 26 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 196,894
Positions
73,965 30,340 322 36,123 54,325 11,539 40,255 54,702 4,112 2,560 6,424 0 28,018 35,130
Changes from: November 19, 2019 Total Change is: 14,449
9,694 1,547 -101 1,718 4,285 548 2,971 3,462 1,923 1,000 -563 0 -3,304 3,348
Percent of Open Interest Represented by Each Category of Trader
37.6 15.4 0.2 18.3 27.6 5.9 20.4 27.8 2.1 1.3 3.3 0.0 14.2 17.8
Number of Traders in Each Category Total Traders: 119
8 8 4 16 22 9 31 27 16 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 578,450
Positions
40,926 149,719 6,186 344,342 178,987 29,043 41,461 138,868 5,992 21,636 10,836 230 88,634 58,589
Changes from: November 19, 2019 Total Change is: 761
-1,074 -5,040 1,625 -2,021 2,091 513 -1,635 6,915 105 6,800 -2,145 -4,706 1,154 1,403
Percent of Open Interest Represented by Each Category of Trader
7.1 25.9 1.1 59.5 30.9 5.0 7.2 24.0 1.0 3.7 1.9 0.0 15.3 10.1
Number of Traders in Each Category Total Traders: 283
17 9 13 87 44 45 38 48 19 26 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 26,805
Positions
2,200 7,262 0 8,331 7,880 2,328 2,630 2,537 0 0 0 0 11,316 6,798
Changes from: November 19, 2019 Total Change is: 675
1,444 -678 0 -678 907 -350 265 732 0 0 0 0 -6 64
Percent of Open Interest Represented by Each Category of Trader
8.2 27.1 0.0 31.1 29.4 8.7 9.8 9.5 0.0 0.0 0.0 0.0 42.2 25.4
Number of Traders in Each Category Total Traders: 26
. . 0 11 7 9 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 22,562
Positions
5,459 1,754 613 6,559 10,581 2,032 448 1,703 0 0 881 49 7,402 4,949
Changes from: November 19, 2019 Total Change is: 81
140 -149 0 -286 -21 9 0 -140 0 0 0 0 218 382
Percent of Open Interest Represented by Each Category of Trader
24.2 7.8 2.7 29.1 46.9 9.0 2.0 7.5 0.0 0.0 3.9 0.2 32.8 21.9
Number of Traders in Each Category Total Traders: 23
. . . 6 8 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 184,471
Positions
78,319 10,273 434 14,498 75,391 4,008 50,206 50,115 2,785 6,520 10,356 0 27,701 31,109
Changes from: November 19, 2019 Total Change is: 12,046
283 205 114 838 8,363 346 8,858 2,703 1,855 75 596 0 -323 -2,136
Percent of Open Interest Represented by Each Category of Trader
42.5 5.6 0.2 7.9 40.9 2.2 27.2 27.2 1.5 3.5 5.6 0.0 15.0 16.9
Number of Traders in Each Category Total Traders: 103
7 4 6 10 25 9 24 28 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 54,239
Positions
1,105 42,555 20 43,241 0 31 6,816 7,455 0 1,168 3,082 0 1,858 1,096
Changes from: November 19, 2019 Total Change is: -959
205 282 0 -1,519 0 22 665 -1,190 0 -140 -4 0 -192 -69
Percent of Open Interest Represented by Each Category of Trader
2.0 78.5 0.0 79.7 0.0 0.1 12.6 13.7 0.0 2.2 5.7 0.0 3.4 2.0
Number of Traders in Each Category Total Traders: 45
. 4 . 11 0 . 15 6 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 292,397
Positions
373 173,243 828 162,377 10,992 501 102,177 74,042 11,973 8,503 17,307 0 5,665 3,511
Changes from: November 19, 2019 Total Change is: -2,015
0 -3,944 0 -944 2,699 306 -2,559 -7,932 7,106 -5,611 11 0 -313 -261
Percent of Open Interest Represented by Each Category of Trader
0.1 59.2 0.3 55.5 3.8 0.2 34.9 25.3 4.1 2.9 5.9 0.0 1.9 1.2
Number of Traders in Each Category Total Traders: 171
. 12 . 32 9 . 56 33 12 10 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 69,259
Positions
43,912 88 6,498 4,268 44,260 229 3,939 9,697 4,644 2,751 1,559 0 3,018 2,284
Changes from: November 19, 2019 Total Change is: 12,119
-109 88 6,496 -20 2,534 229 1,336 -1,236 3,890 632 30 0 -335 88
Percent of Open Interest Represented by Each Category of Trader
63.4 0.1 9.4 6.2 63.9 0.3 5.7 14.0 6.7 4.0 2.3 0.0 4.4 3.3
Number of Traders in Each Category Total Traders: 57
4 . . 5 8 . 10 18 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 70,840
Positions
49,186 1,168 297 4,985 31,014 202 10,835 29,151 475 1,886 2,969 6 2,968 5,558
Changes from: November 19, 2019 Total Change is: -2,233
-917 -1,068 127 923 -1,355 -52 -1,339 -64 -50 -1,131 254 0 206 -25
Percent of Open Interest Represented by Each Category of Trader
69.4 1.6 0.4 7.0 43.8 0.3 15.3 41.2 0.7 2.7 4.2 0.0 4.2 7.8
Number of Traders in Each Category Total Traders: 100
9 . . 6 24 . 19 26 7 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 15,336
Positions
973 1,649 0 12,100 3,187 0 1,456 8,262 54 0 374 0 753 1,810
Changes from: November 19, 2019 Total Change is: 44
0 149 0 42 -34 0 -52 -114 54 0 5 0 0 -16
Percent of Open Interest Represented by Each Category of Trader
6.3 10.8 0.0 78.9 20.8 0.0 9.5 53.9 0.4 0.0 2.4 0.0 4.9 11.8
Number of Traders in Each Category Total Traders: 26
. . 0 . 4 0 4 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 53,659
Positions
11,398 30,329 1,557 15,838 1,636 1,967 11,208 4,832 2,066 710 2,064 0 8,916 9,209
Changes from: November 19, 2019 Total Change is: -1,425
-2,149 -1,970 193 206 112 353 -906 -810 533 93 40 0 253 125
Percent of Open Interest Represented by Each Category of Trader
21.2 56.5 2.9 29.5 3.0 3.7 20.9 9.0 3.8 1.3 3.8 0.0 16.6 17.2
Number of Traders in Each Category Total Traders: 110
9 24 6 18 4 8 32 11 7 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 107,317
Positions
22,796 60,658 3,114 31,675 3,272 3,934 22,415 9,664 4,131 1,420 4,127 0 17,832 18,417
Changes from: November 19, 2019 Total Change is: -2,850
-4,298 -3,939 386 411 223 706 -1,811 -1,619 1,065 186 79 0 505 249
Percent of Open Interest Represented by Each Category of Trader
21.2 56.5 2.9 29.5 3.0 3.7 20.9 9.0 3.8 1.3 3.8 0.0 16.6 17.2
Number of Traders in Each Category Total Traders: 110
9 24 6 18 4 8 32 11 7 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 27,863
Positions
2,966 19,390 0 22,008 840 269 0 5,232 0 0 448 0 2,620 1,684
Changes from: November 19, 2019 Total Change is: -1,935
250 -966 0 -2,582 0 -23 0 -987 0 0 0 0 420 41
Percent of Open Interest Represented by Each Category of Trader
10.6 69.6 0.0 79.0 3.0 1.0 0.0 18.8 0.0 0.0 1.6 0.0 9.4 6.0
Number of Traders in Each Category Total Traders: 26
. 7 0 13 . . 0 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 605,622
Positions
61,759 148,938 54,368 291,054 109,793 49,996 40,275 99,483 16,314 19,382 58,195 1,025 71,449 67,510
Changes from: November 19, 2019 Total Change is: 19,659
4,630 11,107 10,289 1,460 1,699 -2,276 3,890 5,488 -1,930 1,145 -4,859 -122 2,574 264
Percent of Open Interest Represented by Each Category of Trader
10.2 24.6 9.0 48.1 18.1 8.3 6.7 16.4 2.7 3.2 9.6 0.2 11.8 11.1
Number of Traders in Each Category Total Traders: 576
33 37 29 173 86 113 67 102 60 30 46 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 28,188
Positions
9,964 11,606 0 2,016 1,051 0 2,890 2,374 499 0 0 0 12,819 12,658
Changes from: November 19, 2019 Total Change is: 1,037
867 1,258 0 -1 0 0 -40 -20 383 0 0 0 -172 -584
Percent of Open Interest Represented by Each Category of Trader
35.3 41.2 0.0 7.2 3.7 0.0 10.3 8.4 1.8 0.0 0.0 0.0 45.5 44.9
Number of Traders in Each Category Total Traders: 28
4 6 0 . . 0 8 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 11,560
Positions
6,189 7,697 500 948 1,479 249 352 580 0 0 0 0 3,322 1,055
Changes from: November 19, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
53.5 66.6 4.3 8.2 12.8 2.2 3.0 5.0 0.0 0.0 0.0 0.0 28.7 9.1
Number of Traders in Each Category Total Traders: 20
5 7 . . . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 2,887,170
Positions
311,121 738,804 219,696 1,447,559 546,078 247,611 206,491 505,108 59,510 96,908 290,976 5,126 293,148 274,261
Changes from: November 19, 2019 Total Change is: 93,112
20,471 50,901 49,790 7,220 8,409 -11,295 23,495 31,385 -15,411 5,723 -24,296 -609 13,728 4,238
Percent of Open Interest Represented by Each Category of Trader
10.8 25.6 7.6 50.1 18.9 8.6 7.2 17.5 2.1 3.4 10.1 0.2 10.2 9.5
Number of Traders in Each Category Total Traders: 575
35 35 28 174 85 113 68 100 54 30 46 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 25,704
Positions
11,659 14,256 0 7,651 2,640 982 435 2,386 2,000 0 357 0 2,977 3,083
Changes from: November 19, 2019 Total Change is: 1,861
-206 -90 0 35 0 0 0 0 2,000 0 0 0 32 -49
Percent of Open Interest Represented by Each Category of Trader
45.4 55.5 0.0 29.8 10.3 3.8 1.7 9.3 7.8 0.0 1.4 0.0 11.6 12.0
Number of Traders in Each Category Total Traders: 22
. 9 0 5 . . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 22,271
Positions
5,003 10,642 840 12,946 0 0 845 1,241 3 0 0 0 2,634 9,545
Changes from: November 19, 2019 Total Change is: 44
0 469 0 -2 0 0 -7 -429 3 0 0 0 50 1
Percent of Open Interest Represented by Each Category of Trader
22.5 47.8 3.8 58.1 0.0 0.0 3.8 5.6 0.0 0.0 0.0 0.0 11.8 42.9
Number of Traders in Each Category Total Traders: 20
. 7 . 6 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 11,644
Positions
4,486 8,986 0 4,726 1,773 0 1,057 0 0 0 0 0 1,375 885
Changes from: November 19, 2019 Total Change is: 508
14 351 0 397 0 0 -7 0 0 0 0 0 104 157
Percent of Open Interest Represented by Each Category of Trader
38.5 77.2 0.0 40.6 15.2 0.0 9.1 0.0 0.0 0.0 0.0 0.0 11.8 7.6
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 26, 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 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874N Open Interest is 271,022
Positions
177,400 177,000 93,622 0 0 0 0 0 0 0 0 0 0 400
Changes from: November 19, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
65.5 65.3 34.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 20
10 10 10 0 0 0 0 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 75,719
Positions
4,994 22,471 296 52,031 35,617 2,625 3,967 3,490 1,062 0 6,410 0 10,744 3,748
Changes from: November 19, 2019 Total Change is: 2,135
351 2,359 20 1,361 286 89 593 -171 14 0 -236 0 -293 -226
Percent of Open Interest Represented by Each Category of Trader
6.6 29.7 0.4 68.7 47.0 3.5 5.2 4.6 1.4 0.0 8.5 0.0 14.2 4.9
Number of Traders in Each Category Total Traders: 93
4 10 . 37 22 12 11 7 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 44,884
Positions
6,682 8,680 806 19,661 7,633 759 8,299 14,355 998 774 2,532 15 6,889 9,105
Changes from: November 19, 2019 Total Change is: -1,705
245 -1,238 55 212 -83 -262 -2,065 5 -119 44 3 11 176 -75
Percent of Open Interest Represented by Each Category of Trader
14.9 19.3 1.8 43.8 17.0 1.7 18.5 32.0 2.2 1.7 5.6 0.0 15.3 20.3
Number of Traders in Each Category Total Traders: 251
18 23 5 61 26 28 43 51 15 10 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 224,422
Positions
33,409 43,399 4,031 98,307 38,167 3,797 41,497 71,777 4,990 3,870 12,659 76 34,445 45,526
Changes from: November 19, 2019 Total Change is: -8,523
1,225 -6,192 275 1,058 -415 -1,311 -10,327 24 -595 219 14 54 879 -377
Percent of Open Interest Represented by Each Category of Trader
14.9 19.3 1.8 43.8 17.0 1.7 18.5 32.0 2.2 1.7 5.6 0.0 15.3 20.3
Number of Traders in Each Category Total Traders: 251
18 23 5 61 26 28 43 51 15 10 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 484,052
Positions
60,562 124,768 10,942 263,293 187,171 37,012 71,639 66,828 8,796 8,783 31,236 2 23,023 17,297
Changes from: November 19, 2019 Total Change is: 8,957
-68 10,189 961 826 -8,691 3,380 7,034 2,452 -40 -1,314 2,255 2 -1,824 -1,551
Percent of Open Interest Represented by Each Category of Trader
12.5 25.8 2.3 54.4 38.7 7.6 14.8 13.8 1.8 1.8 6.5 0.0 4.8 3.6
Number of Traders in Each Category Total Traders: 312
18 25 8 82 57 41 51 47 21 15 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 34,628
Positions
4,175 6,664 0 12,334 1,083 20 10,597 21,937 42 1,456 555 406 5,598 3,921
Changes from: November 19, 2019 Total Change is: 123
-4 -303 0 -124 0 -11 0 785 4 20 0 1 237 -353
Percent of Open Interest Represented by Each Category of Trader
12.1 19.2 0.0 35.6 3.1 0.1 30.6 63.4 0.1 4.2 1.6 1.2 16.2 11.3
Number of Traders in Each Category Total Traders: 37
5 . 0 13 . . 4 5 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 71,077
Positions
9,511 24,195 421 17,417 12,384 920 33,566 19,313 510 605 1,701 385 7,742 11,248
Changes from: November 19, 2019 Total Change is: 644
48 -274 11 1,101 -1,178 86 963 416 -36 1 -660 0 -1,530 2,279
Percent of Open Interest Represented by Each Category of Trader
13.4 34.0 0.6 24.5 17.4 1.3 47.2 27.2 0.7 0.9 2.4 0.5 10.9 15.8
Number of Traders in Each Category Total Traders: 80
8 11 . 15 10 7 18 14 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 380,217
Positions
43,235 228,093 3,721 273,048 92,713 27,187 21,615 12,228 397 1,163 8,686 0 9,851 7,192
Changes from: November 19, 2019 Total Change is: 10,674
185 7,450 1,182 5,664 1,670 2,061 1,618 -1,850 -1 -7 -2,231 0 -28 2,393
Percent of Open Interest Represented by Each Category of Trader
11.4 60.0 1.0 71.8 24.4 7.2 5.7 3.2 0.1 0.3 2.3 0.0 2.6 1.9
Number of Traders in Each Category Total Traders: 172
15 15 5 68 37 34 21 9 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 1,439,685
Positions
73,246 943,843 6,954 1,015,291 271,475 111,250 119,395 68,807 4,343 73,356 14,749 3,384 32,466 14,880
Changes from: November 19, 2019 Total Change is: 19,918
-2,182 16,781 217 15,437 -957 4,567 -658 1,849 654 2,770 1,240 26 -913 -4,459
Percent of Open Interest Represented by Each Category of Trader
5.1 65.6 0.5 70.5 18.9 7.7 8.3 4.8 0.3 5.1 1.0 0.2 2.3 1.0
Number of Traders in Each Category Total Traders: 430
29 19 7 171 72 90 61 30 20 39 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 126,844
Positions
49,007 90,778 34,088 19,852 0 486 18,656 0 164 3,294 0 0 1,297 1,328
Changes from: November 19, 2019 Total Change is: 4,898
5,888 5,551 -1,978 -439 0 66 -1,198 0 -8 1,300 0 0 1,267 1,267
Percent of Open Interest Represented by Each Category of Trader
38.6 71.6 26.9 15.7 0.0 0.4 14.7 0.0 0.1 2.6 0.0 0.0 1.0 1.0
Number of Traders in Each Category Total Traders: 44
6 16 15 8 0 . 10 0 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 1,069,537
Positions
6,689 131,882 18,419 492,724 282,016 192,306 57,345 235,233 40,601 79,327 19,550 947 181,179 148,583
Changes from: November 19, 2019 Total Change is: 18,850
-62 2,420 8,793 8,059 -5,030 22,908 -11,766 19,694 -26,646 2,661 -9,226 -712 15,615 6,649
Percent of Open Interest Represented by Each Category of Trader
0.6 12.3 1.7 46.1 26.4 18.0 5.4 22.0 3.8 7.4 1.8 0.1 16.9 13.9
Number of Traders in Each Category Total Traders: 178
7 14 8 60 26 49 21 32 30 10 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 1,243,551
Positions
44,340 152,170 11,263 684,736 78,941 191,772 72,566 685,737 24,377 43,409 6,357 0 171,088 92,934
Changes from: November 19, 2019 Total Change is: 25,897
-2,444 1,388 -990 13,312 5,210 7,213 2,466 19,048 -1,994 -528 -140 -1 8,863 -3,837
Percent of Open Interest Represented by Each Category of Trader
3.6 12.2 0.9 55.1 6.3 15.4 5.8 55.1 2.0 3.5 0.5 0.0 13.8 7.5
Number of Traders in Each Category Total Traders: 138
6 12 6 67 13 53 11 22 20 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 3,734,713
Positions
99,159 242,755 37,555 1,648,122 722,623 340,376 821,425 1,841,821 177,912 380,945 137,368 14,476 214,743 219,827
Changes from: November 19, 2019 Total Change is: -279,835
11,575 -4,443 -60,408 -115,437 -147,484 23,535 -30,859 -76,037 -112,613 -21,948 -16,811 5,804 20,516 108,622
Percent of Open Interest Represented by Each Category of Trader
2.7 6.5 1.0 44.1 19.3 9.1 22.0 49.3 4.8 10.2 3.7 0.4 5.7 5.9
Number of Traders in Each Category Total Traders: 352
23 26 20 121 32 73 70 41 51 25 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 3,953,578
Positions
201,417 315,555 92,025 1,667,063 742,094 727,053 367,610 1,238,527 168,934 206,718 167,072 26,121 496,637 476,197
Changes from: November 19, 2019 Total Change is: -51,686
2,528 1,581 -18,394 -36,541 -4,743 -15,969 -16,846 -26,276 -79,944 -2,772 -4,639 24,064 92,188 72,634
Percent of Open Interest Represented by Each Category of Trader
5.1 8.0 2.3 42.2 18.8 18.4 9.3 31.3 4.3 5.2 4.2 0.7 12.6 12.0
Number of Traders in Each Category Total Traders: 377
24 35 26 102 67 105 55 59 57 22 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 911,269
Positions
91,502 39,882 3,897 249,097 305,515 174,452 191,526 150,199 28,666 48,654 33,071 6,199 117,276 169,388
Changes from: November 19, 2019 Total Change is: 22,930
-92 9,068 -4,578 -42,219 -6,255 16,328 24,586 -26,484 12,818 -3,094 8,875 6,175 13,006 6,983
Percent of Open Interest Represented by Each Category of Trader
10.0 4.4 0.4 27.3 33.5 19.1 21.0 16.5 3.1 5.3 3.6 0.7 12.9 18.6
Number of Traders in Each Category Total Traders: 109
6 6 7 24 39 40 17 9 13 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 4,635,103
Positions
107,105 418,409 84,225 1,986,137 830,207 842,341 560,502 1,524,886 344,348 301,890 195,743 110 408,445 394,834
Changes from: November 19, 2019 Total Change is: 63,175
-8,487 26,155 -15,357 -39,906 -5,364 -78,474 6,637 -41,065 141,570 -18,948 -28,370 -1,838 77,978 65,918
Percent of Open Interest Represented by Each Category of Trader
2.3 9.0 1.8 42.8 17.9 18.2 12.1 32.9 7.4 6.5 4.2 0.0 8.8 8.5
Number of Traders in Each Category Total Traders: 317
12 33 18 89 52 85 35 65 49 20 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 2,218,722
Positions
367,971 419,981 619,217 6,534 138,569 29,270 615,075 443,022 500,859 27,862 21,461 7,907 44,027 38,436
Changes from: November 19, 2019 Total Change is: 183,320
117,883 41,411 -4,867 182 -6,986 4,953 64,859 145,288 -4,340 4,524 12,511 -412 538 -4,238
Percent of Open Interest Represented by Each Category of Trader
16.6 18.9 27.9 0.3 6.2 1.3 27.7 20.0 22.6 1.3 1.0 0.4 2.0 1.7
Number of Traders in Each Category Total Traders: 161
33 27 50 7 6 9 47 25 56 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 is12,359,263
Positions
2,307,598 2,252,871 2,384,183 489,485 2,369,103 521,004 2,811,102 662,432 2,936,637 68,192 153,245 138,044 703,018 941,744
Changes from: November 19, 2019 Total Change is: 452,643
23,887 111,864 11,353 -116,411 8,001 50,070 294,458 99,000 137,696 1,274 -5,152 4,744 45,572 35,067
Percent of Open Interest Represented by Each Category of Trader
18.7 18.2 19.3 4.0 19.2 4.2 22.7 5.4 23.8 0.6 1.2 1.1 5.7 7.6
Number of Traders in Each Category Total Traders: 241
32 44 71 13 18 18 55 45 82 14 13 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 182,646
Positions
8,807 90,830 24,196 18,179 3,600 9,685 83,927 17,330 35,767 0 312 836 1,249 90
Changes from: November 19, 2019 Total Change is: 10,216
-3,888 4,100 1,742 3,135 0 0 5,059 1,195 4,040 0 -435 253 -125 -679
Percent of Open Interest Represented by Each Category of Trader
4.8 49.7 13.2 10.0 2.0 5.3 46.0 9.5 19.6 0.0 0.2 0.5 0.7 0.0
Number of Traders in Each Category Total Traders: 55
. 15 5 . . . 16 16 19 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 381,497
Positions
23,859 64,316 44,950 16,239 10,670 28,435 223,194 183,960 36,961 6,876 8,101 715 268 3,389
Changes from: November 19, 2019 Total Change is: 72,702
-2,599 11,957 11,681 10,252 3,311 3,235 50,343 42,362 -802 578 150 90 -76 718
Percent of Open Interest Represented by Each Category of Trader
6.3 16.9 11.8 4.3 2.8 7.5 58.5 48.2 9.7 1.8 2.1 0.2 0.1 0.9
Number of Traders in Each Category Total Traders: 97
7 21 15 . 8 4 22 30 35 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 96,325
Positions
0 47,790 0 1,479 3,305 122 41,536 8,590 32,664 20,460 1,042 0 64 2,812
Changes from: November 19, 2019 Total Change is: 11,914
0 9,959 0 0 -51 -54 1,239 1,009 659 10,066 0 0 4 392
Percent of Open Interest Represented by Each Category of Trader
0.0 49.6 0.0 1.5 3.4 0.1 43.1 8.9 33.9 21.2 1.1 0.0 0.1 2.9
Number of Traders in Each Category Total Traders: 34
0 5 0 . 9 . 5 7 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 58,301
Positions
957 24,828 0 1,281 488 115 26,900 2,118 29,045 0 0 0 3 1,707
Changes from: November 19, 2019 Total Change is: 2,871
-21 -105 0 0 34 0 -22 7 2,921 0 0 0 -7 14
Percent of Open Interest Represented by Each Category of Trader
1.6 42.6 0.0 2.2 0.8 0.2 46.1 3.6 49.8 0.0 0.0 0.0 0.0 2.9
Number of Traders in Each Category Total Traders: 25
. . 0 . 7 . 6 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 51,196
Positions
11,499 0 17,652 0 160 0 6,454 17,444 11,733 3,600 3,861 246 12 100
Changes from: November 19, 2019 Total Change is: 461
0 -60 0 0 0 0 -27 -5 490 0 0 0 -2 36
Percent of Open Interest Represented by Each Category of Trader
22.5 0.0 34.5 0.0 0.3 0.0 12.6 34.1 22.9 7.0 7.5 0.5 0.0 0.2
Number of Traders in Each Category Total Traders: 22
. 0 . 0 . 0 . 9 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 3,554
Positions
38 0 0 56 298 1 1,155 1,669 263 334 626 38 1,669 659
Changes from: November 19, 2019 Total Change is: 397
0 0 0 -11 6 1 96 -245 179 -132 292 -3 267 167
Percent of Open Interest Represented by Each Category of Trader
1.1 0.0 0.0 1.6 8.4 0.0 32.5 47.0 7.4 9.4 17.6 1.1 47.0 18.5
Number of Traders in Each Category Total Traders: 41
. 0 0 . . . 10 14 5 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 42,191
Positions
708 32,256 0 13,483 2,704 618 20,249 1,914 2,200 1,474 648 230 3,229 1,621
Changes from: November 19, 2019 Total Change is: -3,097
-50 -1,221 0 6 79 125 -3,292 -1,938 206 -18 43 0 -74 -391
Percent of Open Interest Represented by Each Category of Trader
1.7 76.5 0.0 32.0 6.4 1.5 48.0 4.5 5.2 3.5 1.5 0.5 7.7 3.8
Number of Traders in Each Category Total Traders: 83
. . 0 14 6 4 32 10 8 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 504,704
Positions
126,910 21,442 20,076 138,473 144,542 22,661 51,175 151,851 93,861 14,816 3,379 14,404 22,328 32,488
Changes from: November 19, 2019 Total Change is: -44,602
-13,944 -2,414 -2,086 -406 -1,314 1,474 -8,518 -23,581 -18,155 -3,122 253 764 -609 457
Percent of Open Interest Represented by Each Category of Trader
25.1 4.2 4.0 27.4 28.6 4.5 10.1 30.1 18.6 2.9 0.7 2.9 4.4 6.4
Number of Traders in Each Category Total Traders: 214
13 11 12 20 43 23 40 59 51 10 9 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 17,459
Positions
4,142 671 821 5,481 2,266 966 5,098 12,534 100 565 60 0 286 41
Changes from: November 19, 2019 Total Change is: -22
-22 0 0 -35 0 0 -4 -24 0 0 10 0 39 -8
Percent of Open Interest Represented by Each Category of Trader
23.7 3.8 4.7 31.4 13.0 5.5 29.2 71.8 0.6 3.2 0.3 0.0 1.6 0.2
Number of Traders in Each Category Total Traders: 39
4 . . 9 6 . . 6 . 9 . 0
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Updated December 02, 2019