Traders in Financial Futures - Futures Only Positions as of December 3, 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 184,060
Positions
11,092 65,995 15,402 38,086 32,562 6,079 56,744 30,759 6,719 16,708 2,071 36 33,194 24,437
Changes from: November 26, 2019 Total Change is: 16,710
2,591 -7,457 14,013 -1,205 5,781 1,003 636 -236 2,328 -827 -8 6 -1,835 1,280
Percent of Open Interest Represented by Each Category of Trader
6.0 35.9 8.4 20.7 17.7 3.3 30.8 16.7 3.7 9.1 1.1 0.0 18.0 13.3
Number of Traders in Each Category Total Traders: 115
8 8 5 18 16 11 28 23 14 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 79,183
Positions
44,976 1,635 24 1,310 30,876 465 20,151 20,868 601 968 868 0 10,688 23,846
Changes from: November 26, 2019 Total Change is: 1,865
1,021 54 0 -600 1,076 -6 382 336 473 0 -568 0 595 500
Percent of Open Interest Represented by Each Category of Trader
56.8 2.1 0.0 1.7 39.0 0.6 25.4 26.4 0.8 1.2 1.1 0.0 13.5 30.1
Number of Traders in Each Category Total Traders: 66
9 . . . 20 . 13 18 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 236,714
Positions
59,739 48,833 5,655 66,747 78,906 6,290 48,919 52,495 6,111 12,670 7,589 0 30,583 30,835
Changes from: November 26, 2019 Total Change is: 13,533
-815 9,088 1,785 205 5,271 -758 9,465 -1,680 895 1,170 0 0 1,586 -1,068
Percent of Open Interest Represented by Each Category of Trader
25.2 20.6 2.4 28.2 33.3 2.7 20.7 22.2 2.6 5.4 3.2 0.0 12.9 13.0
Number of Traders in Each Category Total Traders: 125
5 10 6 20 26 13 25 31 12 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 214,223
Positions
71,367 26,917 9,176 38,756 62,280 11,780 41,071 56,685 5,542 3,725 7,507 6 32,800 34,330
Changes from: November 26, 2019 Total Change is: 17,329
-2,598 -3,423 8,854 2,633 7,955 241 816 1,983 1,430 1,165 1,083 6 4,782 -800
Percent of Open Interest Represented by Each Category of Trader
33.3 12.6 4.3 18.1 29.1 5.5 19.2 26.5 2.6 1.7 3.5 0.0 15.3 16.0
Number of Traders in Each Category Total Traders: 128
10 7 6 17 25 10 30 30 15 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 590,124
Positions
38,562 150,823 15,513 344,451 181,222 30,418 43,557 137,918 8,622 20,236 10,440 197 88,568 54,971
Changes from: November 26, 2019 Total Change is: 11,674
-2,364 1,104 9,327 109 2,235 1,375 2,096 -950 2,630 -1,400 -396 -33 -66 -3,618
Percent of Open Interest Represented by Each Category of Trader
6.5 25.6 2.6 58.4 30.7 5.2 7.4 23.4 1.5 3.4 1.8 0.0 15.0 9.3
Number of Traders in Each Category Total Traders: 284
18 10 13 89 45 48 37 48 21 23 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 27,575
Positions
2,200 7,185 0 8,423 8,173 2,339 3,341 2,622 178 0 0 0 11,094 7,078
Changes from: November 26, 2019 Total Change is: 770
0 -77 0 92 293 11 711 85 178 0 0 0 -222 280
Percent of Open Interest Represented by Each Category of Trader
8.0 26.1 0.0 30.5 29.6 8.5 12.1 9.5 0.6 0.0 0.0 0.0 40.2 25.7
Number of Traders in Each Category Total Traders: 27
. . 0 11 7 9 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 23,734
Positions
5,338 1,752 1,197 7,280 10,602 2,039 448 3,991 63 0 0 0 7,369 4,090
Changes from: November 26, 2019 Total Change is: 1,172
-121 -2 584 721 21 7 0 2,288 63 0 -881 -49 -33 -859
Percent of Open Interest Represented by Each Category of Trader
22.5 7.4 5.0 30.7 44.7 8.6 1.9 16.8 0.3 0.0 0.0 0.0 31.0 17.2
Number of Traders in Each Category Total Traders: 24
. . . 6 8 8 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 185,828
Positions
73,965 10,972 2,182 13,200 74,879 5,159 53,792 49,844 1,362 6,645 9,762 0 29,523 31,668
Changes from: November 26, 2019 Total Change is: 1,357
-4,354 699 1,748 -1,298 -512 1,151 3,586 -271 -1,423 125 -594 0 1,822 559
Percent of Open Interest Represented by Each Category of Trader
39.8 5.9 1.2 7.1 40.3 2.8 28.9 26.8 0.7 3.6 5.3 0.0 15.9 17.0
Number of Traders in Each Category Total Traders: 100
8 4 7 10 25 11 23 26 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 60,168
Positions
900 42,549 5,026 44,767 0 31 6,250 8,493 11 1,419 2,979 0 1,764 1,079
Changes from: November 26, 2019 Total Change is: 5,929
-205 -6 5,006 1,526 0 0 -566 1,038 11 251 -103 0 -94 -17
Percent of Open Interest Represented by Each Category of Trader
1.5 70.7 8.4 74.4 0.0 0.1 10.4 14.1 0.0 2.4 5.0 0.0 2.9 1.8
Number of Traders in Each Category Total Traders: 46
. 4 . 11 0 . 13 10 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 290,980
Positions
398 172,830 836 155,498 11,571 236 107,458 73,669 11,581 8,438 16,771 0 6,535 3,486
Changes from: November 26, 2019 Total Change is: -1,417
25 -413 8 -6,879 579 -265 5,281 -373 -392 -65 -536 0 870 -25
Percent of Open Interest Represented by Each Category of Trader
0.1 59.4 0.3 53.4 4.0 0.1 36.9 25.3 4.0 2.9 5.8 0.0 2.2 1.2
Number of Traders in Each Category Total Traders: 167
. 13 . 32 9 . 58 28 13 10 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 61,720
Positions
43,671 109 9 4,074 46,766 219 7,351 11,066 130 3,193 1,671 0 3,073 1,750
Changes from: November 26, 2019 Total Change is: -7,539
-241 21 -6,489 -194 2,506 -10 3,412 1,369 -4,514 442 112 0 55 -534
Percent of Open Interest Represented by Each Category of Trader
70.8 0.2 0.0 6.6 75.8 0.4 11.9 17.9 0.2 5.2 2.7 0.0 5.0 2.8
Number of Traders in Each Category Total Traders: 55
. . . 4 9 . 8 17 . 9 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 71,895
Positions
43,196 3,890 776 8,689 24,962 509 12,533 32,007 1,100 1,700 3,188 6 3,386 5,457
Changes from: November 26, 2019 Total Change is: 1,055
-5,990 2,722 479 3,704 -6,052 307 1,698 2,856 625 -186 219 0 418 -101
Percent of Open Interest Represented by Each Category of Trader
60.1 5.4 1.1 12.1 34.7 0.7 17.4 44.5 1.5 2.4 4.4 0.0 4.7 7.6
Number of Traders in Each Category Total Traders: 102
7 6 4 7 20 . 28 21 10 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 14,456
Positions
953 144 26 11,858 2,953 49 775 9,278 50 0 0 0 745 1,956
Changes from: November 26, 2019 Total Change is: -880
-20 -1,505 26 -242 -234 49 -681 1,016 -4 0 -374 0 -8 146
Percent of Open Interest Represented by Each Category of Trader
6.6 1.0 0.2 82.0 20.4 0.3 5.4 64.2 0.3 0.0 0.0 0.0 5.2 13.5
Number of Traders in Each Category Total Traders: 22
. . . . 4 . . 11 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 50,967
Positions
12,008 26,881 2,051 15,045 2,398 2,575 8,726 5,377 1,353 825 1,880 0 8,387 8,454
Changes from: November 26, 2019 Total Change is: -2,692
610 -3,448 494 -793 762 608 -2,482 545 -713 115 -184 0 -530 -755
Percent of Open Interest Represented by Each Category of Trader
23.6 52.7 4.0 29.5 4.7 5.1 17.1 10.5 2.7 1.6 3.7 0.0 16.5 16.6
Number of Traders in Each Category Total Traders: 109
11 19 5 18 6 8 29 13 12 4 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 101,933
Positions
24,015 53,762 4,101 30,089 4,796 5,149 17,452 10,753 2,705 1,649 3,759 0 16,773 16,908
Changes from: November 26, 2019 Total Change is: -5,384
1,219 -6,896 987 -1,586 1,524 1,215 -4,963 1,089 -1,426 229 -368 0 -1,059 -1,509
Percent of Open Interest Represented by Each Category of Trader
23.6 52.7 4.0 29.5 4.7 5.1 17.1 10.5 2.7 1.6 3.7 0.0 16.5 16.6
Number of Traders in Each Category Total Traders: 109
11 19 5 18 6 8 29 13 12 4 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 28,229
Positions
3,286 19,690 0 22,040 840 269 250 5,398 0 0 448 0 2,384 1,584
Changes from: November 26, 2019 Total Change is: 366
320 300 0 32 0 0 250 166 0 0 0 0 -236 -100
Percent of Open Interest Represented by Each Category of Trader
11.6 69.8 0.0 78.1 3.0 1.0 0.9 19.1 0.0 0.0 1.6 0.0 8.4 5.6
Number of Traders in Each Category Total Traders: 26
. 7 0 12 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 606,563
Positions
59,350 149,343 61,190 286,187 116,094 51,176 41,582 88,706 15,596 19,453 58,015 1,834 70,196 64,608
Changes from: November 26, 2019 Total Change is: 941
-2,409 405 6,822 -4,868 6,301 1,180 1,306 -10,777 -718 71 -180 809 -1,253 -2,902
Percent of Open Interest Represented by Each Category of Trader
9.8 24.6 10.1 47.2 19.1 8.4 6.9 14.6 2.6 3.2 9.6 0.3 11.6 10.7
Number of Traders in Each Category Total Traders: 586
32 40 35 171 89 122 69 103 66 35 46 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 27,843
Positions
11,103 9,904 0 2,016 1,051 0 2,146 3,602 1,099 0 0 0 11,479 12,187
Changes from: November 26, 2019 Total Change is: -345
1,139 -1,702 0 0 0 0 -744 1,228 600 0 0 0 -1,340 -471
Percent of Open Interest Represented by Each Category of Trader
39.9 35.6 0.0 7.2 3.8 0.0 7.7 12.9 3.9 0.0 0.0 0.0 41.2 43.8
Number of Traders in Each Category Total Traders: 29
5 6 0 . . 0 9 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 10,861
Positions
6,370 7,725 500 948 779 249 318 422 0 0 0 0 2,476 1,186
Changes from: November 26, 2019 Total Change is: -699
181 28 0 0 -700 0 -34 -158 0 0 0 0 -846 131
Percent of Open Interest Represented by Each Category of Trader
58.7 71.1 4.6 8.7 7.2 2.3 2.9 3.9 0.0 0.0 0.0 0.0 22.8 10.9
Number of Traders in Each Category Total Traders: 20
5 7 . . . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 2,893,602
Positions
304,660 760,619 242,526 1,423,216 577,580 253,518 213,452 441,793 56,211 97,265 290,077 9,171 293,583 262,107
Changes from: November 26, 2019 Total Change is: 6,432
-6,461 21,815 22,830 -24,343 31,502 5,907 6,961 -63,315 -3,299 357 -899 4,045 435 -12,154
Percent of Open Interest Represented by Each Category of Trader
10.5 26.3 8.4 49.2 20.0 8.8 7.4 15.3 1.9 3.4 10.0 0.3 10.1 9.1
Number of Traders in Each Category Total Traders: 585
34 38 34 172 88 122 69 102 62 35 46 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 27,316
Positions
11,644 14,304 167 7,850 2,640 982 462 2,588 3,233 0 357 0 2,978 3,045
Changes from: November 26, 2019 Total Change is: 1,612
-15 48 167 199 0 0 27 202 1,233 0 0 0 1 -38
Percent of Open Interest Represented by Each Category of Trader
42.6 52.4 0.6 28.7 9.7 3.6 1.7 9.5 11.8 0.0 1.3 0.0 10.9 11.1
Number of Traders in Each Category Total Traders: 23
. 9 . 5 . . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 22,534
Positions
5,003 10,826 840 12,880 0 0 858 1,466 0 0 0 0 2,953 9,402
Changes from: November 26, 2019 Total Change is: 263
0 184 0 -66 0 0 13 225 -3 0 0 0 319 -143
Percent of Open Interest Represented by Each Category of Trader
22.2 48.0 3.7 57.2 0.0 0.0 3.8 6.5 0.0 0.0 0.0 0.0 13.1 41.7
Number of Traders in Each Category Total Traders: 21
. 7 . 6 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 11,837
Positions
4,486 9,021 0 4,833 1,773 0 1,150 0 0 0 0 0 1,368 1,043
Changes from: November 26, 2019 Total Change is: 193
0 35 0 107 0 0 93 0 0 0 0 0 -7 158
Percent of Open Interest Represented by Each Category of Trader
37.9 76.2 0.0 40.8 15.0 0.0 9.7 0.0 0.0 0.0 0.0 0.0 11.6 8.8
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 December 3, 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 14,458
Positions
4,545 7,630 1,332 3,766 727 1,233 1,122 1,327 0 0 0 0 2,460 2,209
Changes from: November 26, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
31.4 52.8 9.2 26.0 5.0 8.5 7.8 9.2 0.0 0.0 0.0 0.0 17.0 15.3
Number of Traders in Each Category Total Traders: 21
4 5 . 5 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 74,094
Positions
5,831 22,003 290 49,076 35,792 2,721 4,196 2,042 553 0 7,812 0 11,427 2,881
Changes from: November 26, 2019 Total Change is: -1,625
837 -468 -6 -2,955 175 96 229 -1,448 -509 0 1,402 0 683 -867
Percent of Open Interest Represented by Each Category of Trader
7.9 29.7 0.4 66.2 48.3 3.7 5.7 2.8 0.7 0.0 10.5 0.0 15.4 3.9
Number of Traders in Each Category Total Traders: 89
5 10 . 35 21 13 11 5 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 42,146
Positions
8,224 7,601 921 16,239 7,804 881 6,985 12,368 1,319 850 2,756 16 6,711 8,480
Changes from: November 26, 2019 Total Change is: -2,738
1,542 -1,079 114 -3,422 171 122 -1,314 -1,988 321 76 224 1 -178 -625
Percent of Open Interest Represented by Each Category of Trader
19.5 18.0 2.2 38.5 18.5 2.1 16.6 29.3 3.1 2.0 6.5 0.0 15.9 20.1
Number of Traders in Each Category Total Traders: 255
24 24 9 57 33 27 39 48 14 12 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 210,730
Positions
41,118 38,006 4,603 81,196 39,022 4,405 34,927 61,838 6,594 4,251 13,781 82 33,554 42,399
Changes from: November 26, 2019 Total Change is: -13,692
7,709 -5,393 572 -17,111 855 608 -6,570 -9,939 1,604 381 1,122 6 -891 -3,127
Percent of Open Interest Represented by Each Category of Trader
19.5 18.0 2.2 38.5 18.5 2.1 16.6 29.3 3.1 2.0 6.5 0.0 15.9 20.1
Number of Traders in Each Category Total Traders: 255
24 24 9 57 33 27 39 48 14 12 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 478,609
Positions
62,963 116,939 13,910 258,323 188,524 36,888 65,947 58,658 8,973 8,072 32,799 0 23,533 21,918
Changes from: November 26, 2019 Total Change is: -5,443
2,401 -7,829 2,968 -4,970 1,353 -124 -5,692 -8,170 177 -711 1,563 -2 510 4,621
Percent of Open Interest Represented by Each Category of Trader
13.2 24.4 2.9 54.0 39.4 7.7 13.8 12.3 1.9 1.7 6.9 0.0 4.9 4.6
Number of Traders in Each Category Total Traders: 312
20 24 9 82 57 44 57 44 22 14 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 39,622
Positions
4,383 6,664 0 14,136 413 21 11,575 26,173 35 1,497 555 210 7,765 5,551
Changes from: November 26, 2019 Total Change is: 4,994
208 0 0 1,802 -670 1 978 4,236 -7 41 0 -196 2,167 1,630
Percent of Open Interest Represented by Each Category of Trader
11.1 16.8 0.0 35.7 1.0 0.1 29.2 66.1 0.1 3.8 1.4 0.5 19.6 14.0
Number of Traders in Each Category Total Traders: 41
5 . 0 15 . . 6 7 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 76,205
Positions
9,276 24,948 386 17,766 12,665 715 37,614 21,236 1,384 604 1,765 442 8,018 12,664
Changes from: November 26, 2019 Total Change is: 5,128
-235 753 -35 349 281 -205 4,048 1,923 874 -1 64 57 276 1,416
Percent of Open Interest Represented by Each Category of Trader
12.2 32.7 0.5 23.3 16.6 0.9 49.4 27.9 1.8 0.8 2.3 0.6 10.5 16.6
Number of Traders in Each Category Total Traders: 87
9 13 . 15 9 7 19 17 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 386,469
Positions
42,736 243,466 7,334 279,937 82,678 26,519 18,410 10,347 520 1,095 9,844 0 9,918 5,761
Changes from: November 26, 2019 Total Change is: 6,252
-499 15,373 3,613 6,889 -10,035 -668 -3,205 -1,881 123 -68 1,158 0 67 -1,431
Percent of Open Interest Represented by Each Category of Trader
11.1 63.0 1.9 72.4 21.4 6.9 4.8 2.7 0.1 0.3 2.5 0.0 2.6 1.5
Number of Traders in Each Category Total Traders: 176
14 15 5 70 36 34 23 11 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 1,444,959
Positions
74,083 947,313 18,366 1,016,570 271,947 118,859 126,311 52,286 4,622 46,098 14,351 3,758 36,292 13,457
Changes from: November 26, 2019 Total Change is: 5,274
837 3,470 11,412 1,279 472 7,609 6,916 -16,521 279 -27,258 -398 374 3,826 -1,423
Percent of Open Interest Represented by Each Category of Trader
5.1 65.6 1.3 70.4 18.8 8.2 8.7 3.6 0.3 3.2 1.0 0.3 2.5 0.9
Number of Traders in Each Category Total Traders: 430
29 19 10 167 74 86 70 25 19 37 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 129,750
Positions
46,563 89,548 39,204 19,852 0 756 21,130 0 181 2,034 0 0 30 61
Changes from: November 26, 2019 Total Change is: 2,906
-2,444 -1,230 5,116 0 0 270 2,474 0 17 -1,260 0 0 -1,267 -1,267
Percent of Open Interest Represented by Each Category of Trader
35.9 69.0 30.2 15.3 0.0 0.6 16.3 0.0 0.1 1.6 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 46
6 17 15 8 0 . 11 0 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 988,226
Positions
5,130 110,190 7,108 482,842 281,033 170,517 55,123 244,792 13,480 85,391 26,642 123 168,512 134,341
Changes from: November 26, 2019 Total Change is: -81,311
-1,559 -21,692 -11,311 -9,882 -983 -21,789 -2,222 9,559 -27,121 6,064 7,092 -824 -12,667 -14,242
Percent of Open Interest Represented by Each Category of Trader
0.5 11.2 0.7 48.9 28.4 17.3 5.6 24.8 1.4 8.6 2.7 0.0 17.1 13.6
Number of Traders in Each Category Total Traders: 177
5 17 4 61 25 49 20 32 14 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 1,214,513
Positions
44,145 136,316 1,594 699,539 82,107 185,570 61,096 692,270 19,456 43,790 4,290 0 159,323 92,910
Changes from: November 26, 2019 Total Change is: -29,038
-195 -15,854 -9,669 14,803 3,166 -6,202 -11,470 6,533 -4,921 381 -2,067 0 -11,765 -24
Percent of Open Interest Represented by Each Category of Trader
3.6 11.2 0.1 57.6 6.8 15.3 5.0 57.0 1.6 3.6 0.4 0.0 13.1 7.6
Number of Traders in Each Category Total Traders: 139
7 11 . 68 15 54 11 22 12 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 3,548,970
Positions
111,054 200,606 16,502 1,619,937 849,016 319,096 825,667 1,828,390 84,461 379,464 138,564 8,162 184,627 104,173
Changes from: November 26, 2019 Total Change is: -185,743
11,895 -42,149 -21,053 -28,185 126,393 -21,280 4,242 -13,431 -93,451 -1,481 1,196 -6,314 -30,116 -115,654
Percent of Open Interest Represented by Each Category of Trader
3.1 5.7 0.5 45.6 23.9 9.0 23.3 51.5 2.4 10.7 3.9 0.2 5.2 2.9
Number of Traders in Each Category Total Traders: 353
24 26 11 123 30 67 71 43 29 24 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 3,717,853
Positions
159,455 264,450 47,124 1,746,852 723,363 685,828 389,408 1,329,556 88,242 216,509 174,831 2,968 381,467 401,491
Changes from: November 26, 2019 Total Change is: -235,725
-41,962 -51,105 -44,901 79,789 -18,731 -41,225 21,798 91,029 -80,692 9,791 7,759 -23,153 -115,170 -74,706
Percent of Open Interest Represented by Each Category of Trader
4.3 7.1 1.3 47.0 19.5 18.4 10.5 35.8 2.4 5.8 4.7 0.1 10.3 10.8
Number of Traders in Each Category Total Traders: 396
23 35 16 106 72 103 55 67 44 24 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 895,429
Positions
88,817 56,262 2,142 274,608 303,378 154,314 203,099 163,449 12,153 50,989 32,506 0 109,307 171,225
Changes from: November 26, 2019 Total Change is: -15,840
-2,685 16,380 -1,755 25,511 -2,137 -20,138 11,573 13,250 -16,513 2,335 -565 -6,199 -7,969 1,837
Percent of Open Interest Represented by Each Category of Trader
9.9 6.3 0.2 30.7 33.9 17.2 22.7 18.3 1.4 5.7 3.6 0.0 12.2 19.1
Number of Traders in Each Category Total Traders: 113
5 9 4 23 40 40 17 12 10 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 4,305,068
Positions
92,160 416,832 35,251 2,093,352 845,447 789,956 539,933 1,562,709 124,829 311,966 205,330 0 317,621 324,714
Changes from: November 26, 2019 Total Change is: -330,035
-14,945 -1,577 -48,974 107,215 15,240 -52,385 -20,569 37,823 -219,519 10,076 9,587 -110 -90,824 -70,120
Percent of Open Interest Represented by Each Category of Trader
2.1 9.7 0.8 48.6 19.6 18.3 12.5 36.3 2.9 7.2 4.8 0.0 7.4 7.5
Number of Traders in Each Category Total Traders: 318
13 33 20 90 51 79 36 62 35 23 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,842,087
Positions
401,670 428,251 446,663 7,337 38,691 19,446 487,446 451,556 402,898 26,704 15,400 7,514 42,409 31,668
Changes from: November 26, 2019 Total Change is: -376,635
33,699 8,270 -172,554 803 -99,878 -9,824 -127,629 8,534 -97,961 -1,158 -6,061 -393 -1,618 -6,768
Percent of Open Interest Represented by Each Category of Trader
21.8 23.2 24.2 0.4 2.1 1.1 26.5 24.5 21.9 1.4 0.8 0.4 2.3 1.7
Number of Traders in Each Category Total Traders: 148
39 19 46 7 . 7 42 24 44 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 is12,276,044
Positions
2,320,683 2,326,513 2,349,090 437,928 2,323,099 529,827 2,718,722 553,063 3,096,033 65,369 149,782 50,122 708,270 898,515
Changes from: November 26, 2019 Total Change is: -83,219
13,085 73,642 -35,093 -51,557 -46,004 8,823 -92,380 -109,369 159,396 -2,823 -3,463 -87,922 5,252 -43,229
Percent of Open Interest Represented by Each Category of Trader
18.9 19.0 19.1 3.6 18.9 4.3 22.1 4.5 25.2 0.5 1.2 0.4 5.8 7.3
Number of Traders in Each Category Total Traders: 245
32 43 69 14 17 19 62 45 86 14 11 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 180,085
Positions
6,598 92,418 24,346 18,602 3,300 9,964 83,749 14,039 34,744 0 361 881 1,201 32
Changes from: November 26, 2019 Total Change is: -2,561
-2,209 1,588 150 423 -300 279 -178 -3,291 -1,023 0 49 45 -48 -58
Percent of Open Interest Represented by Each Category of Trader
3.7 51.3 13.5 10.3 1.8 5.5 46.5 7.8 19.3 0.0 0.2 0.5 0.7 0.0
Number of Traders in Each Category Total Traders: 57
. 15 5 4 . . 16 17 21 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 327,427
Positions
34,691 60,028 34,120 17,038 23,114 14,185 186,816 148,113 36,152 3,268 7,621 925 232 3,169
Changes from: November 26, 2019 Total Change is: -54,070
10,832 -4,288 -10,830 799 12,444 -14,250 -36,378 -35,847 -809 -3,608 -480 210 -36 -220
Percent of Open Interest Represented by Each Category of Trader
10.6 18.3 10.4 5.2 7.1 4.3 57.1 45.2 11.0 1.0 2.3 0.3 0.1 1.0
Number of Traders in Each Category Total Traders: 99
6 25 14 . 8 . 22 28 31 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 98,449
Positions
0 47,662 0 1,245 3,352 177 42,993 8,523 33,479 20,474 1,837 0 81 3,419
Changes from: November 26, 2019 Total Change is: 2,124
0 -128 0 -234 47 55 1,457 -67 815 14 795 0 17 607
Percent of Open Interest Represented by Each Category of Trader
0.0 48.4 0.0 1.3 3.4 0.2 43.7 8.7 34.0 20.8 1.9 0.0 0.1 3.5
Number of Traders in Each Category Total Traders: 33
0 5 0 . 9 . 4 6 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 58,768
Positions
972 25,041 0 819 496 115 27,500 2,086 29,361 0 0 0 1 1,669
Changes from: November 26, 2019 Total Change is: 467
15 213 0 -462 8 0 600 -32 316 0 0 0 -2 -38
Percent of Open Interest Represented by Each Category of Trader
1.7 42.6 0.0 1.4 0.8 0.2 46.8 3.5 50.0 0.0 0.0 0.0 0.0 2.8
Number of Traders in Each Category Total Traders: 24
. . 0 . 7 . 6 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #343601 Open Interest is 90,309
Positions
0 11,071 25,559 720 0 0 7,203 45,268 8,331 48,485 80 0 11 0
Changes from: November 26, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 12.3 28.3 0.8 0.0 0.0 8.0 50.1 9.2 53.7 0.1 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
0 5 . . 0 0 . 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 50,521
Positions
11,499 0 17,652 0 160 0 6,561 17,525 10,951 3,600 3,967 246 12 20
Changes from: November 26, 2019 Total Change is: -675
0 0 0 0 0 0 107 81 -782 0 106 0 0 -80
Percent of Open Interest Represented by Each Category of Trader
22.8 0.0 34.9 0.0 0.3 0.0 13.0 34.7 21.7 7.1 7.9 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 24
. 0 . 0 . 0 . 9 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 2,983
Positions
131 0 0 93 256 11 894 1,257 17 307 638 44 1,486 760
Changes from: November 26, 2019 Total Change is: -571
93 0 0 37 -42 10 -261 -412 -246 -27 12 6 -183 101
Percent of Open Interest Represented by Each Category of Trader
4.4 0.0 0.0 3.1 8.6 0.4 30.0 42.1 0.6 10.3 21.4 1.5 49.8 25.5
Number of Traders in Each Category Total Traders: 39
. 0 0 . 4 . 9 10 . 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 44,997
Positions
888 32,216 0 14,254 2,677 829 21,586 4,257 2,365 1,905 542 230 2,940 1,881
Changes from: November 26, 2019 Total Change is: 2,806
180 -40 0 771 -27 211 1,337 2,343 165 431 -106 0 -289 260
Percent of Open Interest Represented by Each Category of Trader
2.0 71.6 0.0 31.7 5.9 1.8 48.0 9.5 5.3 4.2 1.2 0.5 6.5 4.2
Number of Traders in Each Category Total Traders: 84
. . 0 13 6 4 29 12 7 14 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 483,774
Positions
123,904 26,421 20,958 132,547 119,949 18,336 44,163 156,641 89,641 15,373 3,481 13,111 25,741 35,236
Changes from: November 26, 2019 Total Change is: -20,930
-3,006 4,979 882 -5,926 -24,593 -4,325 -7,012 4,790 -4,220 557 102 -1,293 3,413 2,748
Percent of Open Interest Represented by Each Category of Trader
25.6 5.5 4.3 27.4 24.8 3.8 9.1 32.4 18.5 3.2 0.7 2.7 5.3 7.3
Number of Traders in Each Category Total Traders: 211
15 11 15 20 40 21 29 64 49 13 10 14
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Traders in Financial Futures - Futures Only Positions as of December 3, 2019
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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 :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 17,759
Positions
4,136 678 814 5,807 3,062 1,087 4,963 11,967 100 565 32 0 287 19
Changes from: November 26, 2019 Total Change is: 300
-6 7 -7 326 796 121 -135 -567 0 0 -28 0 1 -22
Percent of Open Interest Represented by Each Category of Trader
23.3 3.8 4.6 32.7 17.2 6.1 27.9 67.4 0.6 3.2 0.2 0.0 1.6 0.1
Number of Traders in Each Category Total Traders: 41
4 . . 8 6 . 4 8 . 9 . 0
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Updated December 06, 2019