Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 206,023
Positions
6,389 118,631 2,590 66,301 11,539 5,664 59,139 35,923 7,338 17,111 2,119 459 41,033 21,760
Changes from: October 29, 2019 Total Change is: 1,643
-415 11,833 -202 -250 1,212 -1,716 6,225 -5,488 -2,025 1,767 -540 -401 -1,340 -1,030
Percent of Open Interest Represented by Each Category of Trader
3.1 57.6 1.3 32.2 5.6 2.7 28.7 17.4 3.6 8.3 1.0 0.2 19.9 10.6
Number of Traders in Each Category Total Traders: 116
4 11 6 26 8 12 26 23 16 14 . 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 69,976
Positions
36,580 1,572 593 846 23,647 471 19,234 17,505 1,174 1,518 1,565 0 9,560 23,449
Changes from: October 29, 2019 Total Change is: 2,719
3,003 -15 67 0 1,146 -130 -268 1,570 230 70 0 0 -253 -149
Percent of Open Interest Represented by Each Category of Trader
52.3 2.2 0.8 1.2 33.8 0.7 27.5 25.0 1.7 2.2 2.2 0.0 13.7 33.5
Number of Traders in Each Category Total Traders: 61
9 . . . 15 . 12 18 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 243,846
Positions
65,514 32,727 8,789 54,245 68,706 8,897 38,951 53,260 30,420 7,245 9,122 276 29,510 31,649
Changes from: October 29, 2019 Total Change is: -8,935
-8,606 442 -75 -1,742 -6,666 747 672 -2,151 601 -1,406 -4 104 771 -1,933
Percent of Open Interest Represented by Each Category of Trader
26.9 13.4 3.6 22.2 28.2 3.6 16.0 21.8 12.5 3.0 3.7 0.1 12.1 13.0
Number of Traders in Each Category Total Traders: 120
6 9 8 18 25 15 20 34 18 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 207,243
Positions
66,486 30,086 7,991 27,272 42,981 11,309 38,383 48,885 25,119 1,828 4,902 223 28,631 35,745
Changes from: October 29, 2019 Total Change is: 17,100
10,262 -1,956 648 1,971 -566 166 687 11,226 4,519 -264 1,948 -301 -589 1,416
Percent of Open Interest Represented by Each Category of Trader
32.1 14.5 3.9 13.2 20.7 5.5 18.5 23.6 12.1 0.9 2.4 0.1 13.8 17.2
Number of Traders in Each Category Total Traders: 123
10 6 8 17 23 14 26 32 19 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 624,202
Positions
36,947 155,173 16,250 349,233 155,974 33,125 36,610 145,206 38,513 16,130 11,841 8,094 89,299 60,025
Changes from: October 29, 2019 Total Change is: 24,950
54 11,481 585 20,336 -3,663 453 -781 8,972 2,060 -4,937 -462 5,451 1,729 73
Percent of Open Interest Represented by Each Category of Trader
5.9 24.9 2.6 55.9 25.0 5.3 5.9 23.3 6.2 2.6 1.9 1.3 14.3 9.6
Number of Traders in Each Category Total Traders: 298
17 10 15 90 46 54 36 51 24 27 21 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 27,200
Positions
756 7,863 0 9,137 7,175 2,654 3,204 1,805 0 0 410 2 11,447 7,291
Changes from: October 29, 2019 Total Change is: 359
52 37 0 179 11 -11 0 0 0 0 0 0 139 322
Percent of Open Interest Represented by Each Category of Trader
2.8 28.9 0.0 33.6 26.4 9.8 11.8 6.6 0.0 0.0 1.5 0.0 42.1 26.8
Number of Traders in Each Category Total Traders: 27
. . 0 12 6 9 4 . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 21,866
Positions
5,341 1,782 559 6,949 10,248 2,025 0 2,091 0 0 511 49 6,943 4,601
Changes from: October 29, 2019 Total Change is: -181
-818 0 0 1,090 181 -118 0 536 0 0 110 0 -335 -890
Percent of Open Interest Represented by Each Category of Trader
24.4 8.1 2.6 31.8 46.9 9.3 0.0 9.6 0.0 0.0 2.3 0.2 31.8 21.0
Number of Traders in Each Category Total Traders: 23
. . . 6 8 8 0 . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 182,254
Positions
63,029 16,105 2,129 15,391 48,874 4,949 41,715 45,526 13,560 7,610 10,256 955 32,917 39,900
Changes from: October 29, 2019 Total Change is: 9,097
-7,533 7,916 -218 1,684 -7,505 -633 11,169 -1,131 1,170 2,406 6,571 368 683 2,560
Percent of Open Interest Represented by Each Category of Trader
34.6 8.8 1.2 8.4 26.8 2.7 22.9 25.0 7.4 4.2 5.6 0.5 18.1 21.9
Number of Traders in Each Category Total Traders: 95
6 5 7 9 21 10 15 30 10 . 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 55,423
Positions
1,208 42,293 0 44,157 0 9 6,755 8,863 0 1,144 3,133 0 2,150 1,125
Changes from: October 29, 2019 Total Change is: 541
57 0 0 472 0 0 -345 814 0 462 -64 0 -105 -209
Percent of Open Interest Represented by Each Category of Trader
2.2 76.3 0.0 79.7 0.0 0.0 12.2 16.0 0.0 2.1 5.7 0.0 3.9 2.0
Number of Traders in Each Category Total Traders: 46
. 4 0 10 0 . 15 7 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 299,933
Positions
761 172,054 886 161,727 6,571 970 115,666 96,285 911 11,815 18,659 0 7,197 3,597
Changes from: October 29, 2019 Total Change is: 17,654
215 10,296 -1 8,492 592 -615 7,245 8,294 -509 2,546 -351 0 281 -53
Percent of Open Interest Represented by Each Category of Trader
0.3 57.4 0.3 53.9 2.2 0.3 38.6 32.1 0.3 3.9 6.2 0.0 2.4 1.2
Number of Traders in Each Category Total Traders: 175
4 11 . 32 9 . 58 29 15 13 19 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 54,193
Positions
43,952 142 0 2,669 38,422 0 2,226 12,699 169 2,193 1,298 0 2,983 1,463
Changes from: October 29, 2019 Total Change is: -11,923
9,349 -66 -11,353 -598 -6,444 0 -7,288 8,143 -1,637 -357 134 -175 136 -525
Percent of Open Interest Represented by Each Category of Trader
81.1 0.3 0.0 4.9 70.9 0.0 4.1 23.4 0.3 4.0 2.4 0.0 5.5 2.7
Number of Traders in Each Category Total Traders: 44
4 . 0 . 7 0 7 16 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 75,812
Positions
50,709 2,136 324 4,254 32,636 407 13,398 30,928 439 2,937 3,082 151 3,193 5,710
Changes from: October 29, 2019 Total Change is: 2,897
716 2,136 17 513 24 -182 -391 880 -52 2,282 213 8 -14 -147
Percent of Open Interest Represented by Each Category of Trader
66.9 2.8 0.4 5.6 43.0 0.5 17.7 40.8 0.6 3.9 4.1 0.2 4.2 7.5
Number of Traders in Each Category Total Traders: 108
10 . . 6 27 . 24 24 8 7 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 13,322
Positions
972 1,500 0 11,443 2,289 0 152 7,220 19 0 329 0 736 1,965
Changes from: October 29, 2019 Total Change is: 2,839
21 0 0 3,713 -92 0 -788 2,725 0 -100 76 0 -7 130
Percent of Open Interest Represented by Each Category of Trader
7.3 11.3 0.0 85.9 17.2 0.0 1.1 54.2 0.1 0.0 2.5 0.0 5.5 14.8
Number of Traders in Each Category Total Traders: 21
. . 0 . 4 0 . 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 57,948
Positions
13,560 37,048 1,158 17,548 232 1,114 13,904 6,349 1,604 619 1,818 0 8,442 8,626
Changes from: October 29, 2019 Total Change is: 317
-464 -1,349 90 -518 -167 63 1,164 1,484 -228 -114 -285 0 324 709
Percent of Open Interest Represented by Each Category of Trader
23.4 63.9 2.0 30.3 0.4 1.9 24.0 11.0 2.8 1.1 3.1 0.0 14.6 14.9
Number of Traders in Each Category Total Traders: 107
10 21 6 20 . 4 31 13 9 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 115,895
Positions
27,120 74,096 2,315 35,095 463 2,227 27,809 12,699 3,207 1,237 3,636 0 16,885 17,251
Changes from: October 29, 2019 Total Change is: 634
-928 -2,698 179 -1,035 -333 126 2,328 2,968 -457 -227 -569 0 648 1,418
Percent of Open Interest Represented by Each Category of Trader
23.4 63.9 2.0 30.3 0.4 1.9 24.0 11.0 2.8 1.1 3.1 0.0 14.6 14.9
Number of Traders in Each Category Total Traders: 107
10 21 6 20 . 4 31 13 9 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 39,911
Positions
2,950 31,998 0 34,292 900 312 0 4,603 0 0 448 0 2,357 1,650
Changes from: October 29, 2019 Total Change is: -498
234 -473 0 -67 -60 81 -244 333 0 0 0 -398 -104 19
Percent of Open Interest Represented by Each Category of Trader
7.4 80.2 0.0 85.9 2.3 0.8 0.0 11.5 0.0 0.0 1.1 0.0 5.9 4.1
Number of Traders in Each Category Total Traders: 27
4 7 0 13 . . 0 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 768,132
Positions
56,532 127,973 52,191 284,429 112,794 61,379 36,874 91,788 167,600 18,535 66,873 5,879 84,713 81,655
Changes from: October 29, 2019 Total Change is: 21,438
1,526 1,850 9,748 -484 -5,027 958 3,608 8,200 2,615 1,521 -1,261 1,176 770 3,178
Percent of Open Interest Represented by Each Category of Trader
7.4 16.7 6.8 37.0 14.7 8.0 4.8 11.9 21.8 2.4 8.7 0.8 11.0 10.6
Number of Traders in Each Category Total Traders: 624
33 37 48 175 92 124 85 104 105 45 52 50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 57,847
Positions
6,669 10,498 1,688 2,017 1,094 4,500 1,815 1,900 18,116 15 39 479 22,548 19,533
Changes from: October 29, 2019 Total Change is: 5,744
3,714 1,975 315 0 2 1,451 1,218 -2,796 1,092 -22 32 190 -2,214 3,484
Percent of Open Interest Represented by Each Category of Trader
11.5 18.1 2.9 3.5 1.9 7.8 3.1 3.3 31.3 0.0 0.1 0.8 39.0 33.8
Number of Traders in Each Category Total Traders: 43
4 6 6 . . . 10 12 21 5 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 3,551,423
Positions
272,786 610,842 229,044 1,414,532 560,978 281,922 184,592 458,736 738,123 92,599 334,168 26,997 310,827 310,611
Changes from: October 29, 2019 Total Change is: 78,471
1,443 11,760 34,780 -2,424 -25,148 -2,460 7,047 50,080 12,517 7,715 -6,464 4,931 14,921 -1,526
Percent of Open Interest Represented by Each Category of Trader
7.7 17.2 6.4 39.8 15.8 7.9 5.2 12.9 20.8 2.6 9.4 0.8 8.8 8.7
Number of Traders in Each Category Total Traders: 612
33 37 47 176 90 123 84 100 99 41 50 47
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 22,022
Positions
12,103 12,834 1 5,500 2,718 1,196 349 2,386 0 0 357 0 2,873 2,530
Changes from: October 29, 2019 Total Change is: 1,100
923 -214 0 -239 0 217 349 883 0 0 0 0 -150 214
Percent of Open Interest Represented by Each Category of Trader
55.0 58.3 0.0 25.0 12.3 5.4 1.6 10.8 0.0 0.0 1.6 0.0 13.0 11.5
Number of Traders in Each Category Total Traders: 22
4 9 . 4 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 9,905
Positions
3,578 8,443 0 4,668 783 0 391 0 0 0 0 0 1,268 679
Changes from: October 29, 2019 Total Change is: -404
4 -40 0 -492 0 0 -77 -229 0 0 0 0 161 -135
Percent of Open Interest Represented by Each Category of Trader
36.1 85.2 0.0 47.1 7.9 0.0 3.9 0.0 0.0 0.0 0.0 0.0 12.8 6.9
Number of Traders in Each Category Total Traders: 20
. 10 0 5 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 10,147
Positions
4,772 6,134 0 3,570 1,330 62 0 2,136 0 0 0 0 1,743 485
Changes from: October 29, 2019 Total Change is: 1
378 0 0 -299 -9 62 0 0 0 0 0 0 -140 -52
Percent of Open Interest Represented by Each Category of Trader
47.0 60.5 0.0 35.2 13.1 0.6 0.0 21.1 0.0 0.0 0.0 0.0 17.2 4.8
Number of Traders in Each Category Total Traders: 20
5 5 0 4 4 . 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 12,796
Positions
4,644 6,321 0 3,486 1,785 1,171 467 1,984 0 0 0 0 3,028 1,535
Changes from: October 29, 2019 Total Change is: 596
515 450 0 43 -20 20 78 918 -17 0 0 0 -43 -755
Percent of Open Interest Represented by Each Category of Trader
36.3 49.4 0.0 27.2 13.9 9.2 3.6 15.5 0.0 0.0 0.0 0.0 23.7 12.0
Number of Traders in Each Category Total Traders: 24
5 5 0 4 4 . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 72,038
Positions
6,221 19,184 295 48,473 35,121 2,661 3,288 2,954 395 0 7,688 0 10,705 3,740
Changes from: October 29, 2019 Total Change is: 3,656
811 925 93 1,369 884 467 571 436 269 0 676 0 76 -94
Percent of Open Interest Represented by Each Category of Trader
8.6 26.6 0.4 67.3 48.8 3.7 4.6 4.1 0.5 0.0 10.7 0.0 14.9 5.2
Number of Traders in Each Category Total Traders: 82
4 8 . 33 21 11 9 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 49,187
Positions
6,905 11,178 859 18,288 7,727 1,000 10,699 12,669 3,569 824 2,384 118 6,926 9,684
Changes from: October 29, 2019 Total Change is: -283
271 -483 90 70 -1,370 -95 -1,095 909 374 105 -451 45 -47 700
Percent of Open Interest Represented by Each Category of Trader
14.0 22.7 1.7 37.2 15.7 2.0 21.8 25.8 7.3 1.7 4.8 0.2 14.1 19.7
Number of Traders in Each Category Total Traders: 255
21 25 8 56 32 35 37 49 26 12 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 245,935
Positions
34,524 55,889 4,295 91,440 38,634 4,999 53,493 63,344 17,844 4,120 11,921 590 34,630 48,419
Changes from: October 29, 2019 Total Change is: -1,417
1,354 -2,416 449 351 -6,850 -477 -5,477 4,543 1,869 523 -2,257 226 -234 3,498
Percent of Open Interest Represented by Each Category of Trader
14.0 22.7 1.7 37.2 15.7 2.0 21.8 25.8 7.3 1.7 4.8 0.2 14.1 19.7
Number of Traders in Each Category Total Traders: 255
21 25 8 56 32 35 37 49 26 12 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 469,133
Positions
60,733 90,212 9,966 247,910 212,855 32,365 69,691 62,374 13,993 10,183 29,593 664 23,628 17,111
Changes from: October 29, 2019 Total Change is: 14,057
2,607 14,186 2,021 9,564 193 -4,754 3,124 2,209 1,051 -483 -954 427 502 -321
Percent of Open Interest Represented by Each Category of Trader
12.9 19.2 2.1 52.8 45.4 6.9 14.9 13.3 3.0 2.2 6.3 0.1 5.0 3.6
Number of Traders in Each Category Total Traders: 310
17 28 9 81 58 40 47 52 32 13 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 34,272
Positions
4,042 6,664 0 12,035 1,096 31 10,383 19,890 89 1,449 834 210 6,033 5,458
Changes from: October 29, 2019 Total Change is: 5,870
454 2,856 0 -155 670 -2 6,318 379 -464 -160 279 165 -286 1,987
Percent of Open Interest Represented by Each Category of Trader
11.8 19.4 0.0 35.1 3.2 0.1 30.3 58.0 0.3 4.2 2.4 0.6 17.6 15.9
Number of Traders in Each Category Total Traders: 37
5 . 0 14 . . . 4 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 72,660
Positions
8,206 25,643 357 13,941 14,900 1,000 30,457 21,809 632 909 3,111 183 16,975 5,025
Changes from: October 29, 2019 Total Change is: 10,497
3,291 980 -17 2,156 106 397 2,223 8,893 -656 305 422 179 2,619 193
Percent of Open Interest Represented by Each Category of Trader
11.3 35.3 0.5 19.2 20.5 1.4 41.9 30.0 0.9 1.3 4.3 0.3 23.4 6.9
Number of Traders in Each Category Total Traders: 86
5 15 . 16 9 8 20 16 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 351,886
Positions
38,897 203,213 2,324 255,866 83,825 24,863 16,198 21,000 439 3,206 10,076 0 10,093 6,146
Changes from: October 29, 2019 Total Change is: -5,073
1,336 8,304 236 -8,724 -8,542 -1,138 666 -3,215 237 2,083 -1,114 0 231 159
Percent of Open Interest Represented by Each Category of Trader
11.1 57.7 0.7 72.7 23.8 7.1 4.6 6.0 0.1 0.9 2.9 0.0 2.9 1.7
Number of Traders in Each Category Total Traders: 176
14 15 5 71 35 32 18 14 6 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 1,376,942
Positions
68,432 874,073 5,839 979,836 287,022 104,675 115,231 67,024 4,267 59,810 17,580 3,430 35,422 13,032
Changes from: October 29, 2019 Total Change is: 35,758
1,067 56,219 940 25,050 -13,590 5,212 -6,203 -8,343 1,271 6,961 2,011 -324 1,784 -7,638
Percent of Open Interest Represented by Each Category of Trader
5.0 63.5 0.4 71.2 20.8 7.6 8.4 4.9 0.3 4.3 1.3 0.2 2.6 0.9
Number of Traders in Each Category Total Traders: 434
28 19 8 168 73 87 65 32 16 37 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 120,740
Positions
42,130 86,227 33,362 20,638 0 420 21,496 0 170 1,994 0 0 530 561
Changes from: October 29, 2019 Total Change is: 3,960
-3,721 1,650 1,950 3,850 0 -20 1,398 -124 3 0 0 0 500 501
Percent of Open Interest Represented by Each Category of Trader
34.9 71.4 27.6 17.1 0.0 0.3 17.8 0.0 0.1 1.7 0.0 0.0 0.4 0.5
Number of Traders in Each Category Total Traders: 42
5 17 15 8 0 . 9 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 1,265,791
Positions
9,902 115,242 46,892 497,826 288,399 204,143 49,597 211,846 172,110 74,720 39,332 30,765 179,836 157,061
Changes from: October 29, 2019 Total Change is: 70,753
510 -49,449 4,903 -19,501 -413 21,033 -4,397 441 50,293 -3,356 7,136 19,916 1,352 16,893
Percent of Open Interest Represented by Each Category of Trader
0.8 9.1 3.7 39.3 22.8 16.1 3.9 16.7 13.6 5.9 3.1 2.4 14.2 12.4
Number of Traders in Each Category Total Traders: 183
6 16 16 60 28 54 20 37 41 8 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 1,166,250
Positions
43,780 138,642 2,327 658,032 71,086 181,070 59,863 655,436 17,558 40,773 6,327 1 162,846 93,804
Changes from: October 29, 2019 Total Change is: 17,992
-5,271 -1,716 -201 14,587 15,604 -2,248 16,102 2,594 855 224 -980 1 -6,057 4,083
Percent of Open Interest Represented by Each Category of Trader
3.8 11.9 0.2 56.4 6.1 15.5 5.1 56.2 1.5 3.5 0.5 0.0 14.0 8.0
Number of Traders in Each Category Total Traders: 132
5 11 5 64 16 50 7 23 17 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 4,123,467
Positions
87,232 262,847 50,191 1,857,622 800,616 308,430 903,232 2,122,866 310,017 385,792 146,246 11,483 209,469 110,771
Changes from: October 29, 2019 Total Change is: 129,823
2,450 30,788 4,685 90,410 -3,475 -240 -24,711 39,944 57,223 -11,843 3,393 122 11,728 -2,617
Percent of Open Interest Represented by Each Category of Trader
2.1 6.4 1.2 45.1 19.4 7.5 21.9 51.5 7.5 9.4 3.5 0.3 5.1 2.7
Number of Traders in Each Category Total Traders: 372
21 28 15 130 31 70 62 54 55 29 17 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,696,601
Positions
199,229 238,080 316,874 1,711,770 774,964 848,359 292,751 1,229,024 611,736 225,878 169,509 61,741 428,261 446,312
Changes from: October 29, 2019 Total Change is: 221,732
11,382 -57,106 92,828 -88,821 8,355 78,572 9,609 -53,731 116,879 -25,218 9,111 27,672 -1,173 -849
Percent of Open Interest Represented by Each Category of Trader
4.2 5.1 6.7 36.4 16.5 18.1 6.2 26.2 13.0 4.8 3.6 1.3 9.1 9.5
Number of Traders in Each Category Total Traders: 415
22 39 43 102 72 106 60 71 84 27 22 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 830,856
Positions
87,069 38,548 2,576 277,742 289,231 155,142 135,289 148,670 16,039 49,235 23,555 24 107,740 157,071
Changes from: October 29, 2019 Total Change is: -5,390
1,694 -22,307 855 -1,217 -4,110 6,263 -13,939 12,652 -941 2,390 2,869 24 -519 -695
Percent of Open Interest Represented by Each Category of Trader
10.5 4.6 0.3 33.4 34.8 18.7 16.3 17.9 1.9 5.9 2.8 0.0 13.0 18.9
Number of Traders in Each Category Total Traders: 110
5 7 4 26 39 40 15 12 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 5,132,184
Positions
77,144 376,262 261,035 2,124,444 829,343 931,089 639,740 1,736,445 457,881 325,041 202,711 14,878 300,932 322,540
Changes from: October 29, 2019 Total Change is: 313,678
-17,480 -56,059 76,864 142,585 16,286 -1,464 -12,434 107,233 156,084 -9,119 302 2,464 -23,821 11,968
Percent of Open Interest Represented by Each Category of Trader
1.5 7.3 5.1 41.4 16.2 18.1 12.5 33.8 8.9 6.3 3.9 0.3 5.9 6.3
Number of Traders in Each Category Total Traders: 329
14 30 28 91 47 81 36 74 60 22 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 1,871,114
Positions
247,197 297,234 593,232 5,704 159,356 28,854 437,901 251,369 480,354 19,553 6,203 11,140 47,179 43,372
Changes from: October 29, 2019 Total Change is: -413,121
-111,332 -82,122 -56,812 835 -22,419 4,332 -122,802 -147,481 -93,215 -39,105 -9,547 -1,559 6,537 -4,298
Percent of Open Interest Represented by Each Category of Trader
13.2 15.9 31.7 0.3 8.5 1.5 23.4 13.4 25.7 1.0 0.3 0.6 2.5 2.3
Number of Traders in Each Category Total Traders: 159
25 35 52 5 8 7 44 27 55 7 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 is23,550,182
Positions
3,053,466 1,884,946 4,895,891 652,522 2,423,509 1,462,307 1,050,384 319,995 11,290,252 182,324 145,279 242,289 720,747 885,713
Changes from: October 29, 2019 Total Change is: -56,241
155,203 708 13,809 -82,097 -7,177 39,930 -95,962 -36,193 -77,008 -11,150 -990 12,040 -11,007 -1,361
Percent of Open Interest Represented by Each Category of Trader
13.0 8.0 20.8 2.8 10.3 6.2 4.5 1.4 47.9 0.8 0.6 1.0 3.1 3.8
Number of Traders in Each Category Total Traders: 282
36 38 69 17 22 27 68 52 105 28 14 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 164,296
Positions
12,670 79,680 22,454 14,950 3,600 9,685 72,433 16,989 30,060 394 937 261 1,389 630
Changes from: October 29, 2019 Total Change is: 1,812
-4,714 274 0 1,633 0 5 759 -2,821 4,421 0 10 -71 -221 -6
Percent of Open Interest Represented by Each Category of Trader
7.7 48.5 13.7 9.1 2.2 5.9 44.1 10.3 18.3 0.2 0.6 0.2 0.8 0.4
Number of Traders in Each Category Total Traders: 52
. 14 4 . . . 10 18 17 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 264,296
Positions
39,628 47,274 29,552 13,523 6,402 15,992 132,907 127,440 26,376 5,312 8,498 712 294 2,050
Changes from: October 29, 2019 Total Change is: -74,033
-9,016 -12,567 -6,963 7,318 -10,424 -10,659 -52,313 -34,701 596 -2,991 777 29 -34 -121
Percent of Open Interest Represented by Each Category of Trader
15.0 17.9 11.2 5.1 2.4 6.1 50.3 48.2 10.0 2.0 3.2 0.3 0.1 0.8
Number of Traders in Each Category Total Traders: 88
5 19 14 . 5 . 17 30 27 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 78,524
Positions
26 36,934 0 1,479 3,824 195 37,255 4,789 29,405 10,119 1,121 0 45 2,256
Changes from: October 29, 2019 Total Change is: 3,250
0 789 0 1 -4 149 805 -932 2,994 -681 0 0 -18 254
Percent of Open Interest Represented by Each Category of Trader
0.0 47.0 0.0 1.9 4.9 0.2 47.4 6.1 37.4 12.9 1.4 0.0 0.1 2.9
Number of Traders in Each Category Total Traders: 31
. 5 0 . 9 . . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 48,657
Positions
991 22,607 0 1,281 439 115 24,503 2,100 21,763 0 0 0 4 1,633
Changes from: October 29, 2019 Total Change is: 4,461
-14 1,007 0 171 24 103 -892 -1,523 5,111 0 0 0 -18 -261
Percent of Open Interest Represented by Each Category of Trader
2.0 46.5 0.0 2.6 0.9 0.2 50.4 4.3 44.7 0.0 0.0 0.0 0.0 3.4
Number of Traders in Each Category Total Traders: 24
. . 0 . 6 . 5 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 50,494
Positions
12,119 80 17,032 0 160 0 6,454 19,174 11,026 3,600 2,710 246 17 66
Changes from: October 29, 2019 Total Change is: -434
0 80 0 0 0 0 -25 -88 -426 0 0 0 17 0
Percent of Open Interest Represented by Each Category of Trader
24.0 0.2 33.7 0.0 0.3 0.0 12.8 38.0 21.8 7.1 5.4 0.5 0.0 0.1
Number of Traders in Each Category Total Traders: 22
. . . 0 . 0 . 9 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 3,520
Positions
32 0 0 188 149 10 1,221 2,345 134 595 457 43 1,297 382
Changes from: October 29, 2019 Total Change is: 365
-1 0 0 -72 63 10 265 329 31 26 12 -6 112 -74
Percent of Open Interest Represented by Each Category of Trader
0.9 0.0 0.0 5.3 4.2 0.3 34.7 66.6 3.8 16.9 13.0 1.2 36.8 10.9
Number of Traders in Each Category Total Traders: 47
. 0 0 4 . . 13 12 . 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 47,033
Positions
998 35,700 0 12,541 2,903 535 25,644 3,227 2,056 1,676 782 179 3,405 1,651
Changes from: October 29, 2019 Total Change is: -2,686
-85 -1,675 0 -1,933 -27 47 -505 -1,030 -42 107 -43 25 -299 60
Percent of Open Interest Represented by Each Category of Trader
2.1 75.9 0.0 26.7 6.2 1.1 54.5 6.9 4.4 3.6 1.7 0.4 7.2 3.5
Number of Traders in Each Category Total Traders: 90
. . 0 12 7 . 37 9 8 12 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 491,051
Positions
120,551 22,728 21,224 146,978 138,820 21,621 55,128 160,386 77,842 13,780 4,562 8,697 25,230 35,171
Changes from: October 29, 2019 Total Change is: 37,719
12,722 4,164 3,114 8,125 3,971 -137 1,290 18,768 5,358 3,227 315 683 3,337 1,483
Percent of Open Interest Represented by Each Category of Trader
24.5 4.6 4.3 29.9 28.3 4.4 11.2 32.7 15.9 2.8 0.9 1.8 5.1 7.2
Number of Traders in Each Category Total Traders: 215
17 10 18 19 39 19 36 63 49 11 10 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 18,517
Positions
4,177 655 837 7,119 2,297 912 4,615 13,324 100 521 70 0 236 322
Changes from: October 29, 2019 Total Change is: -55
231 -10 10 775 -3,381 0 -1,011 3,016 0 -50 20 0 -10 290
Percent of Open Interest Represented by Each Category of Trader
22.6 3.5 4.5 38.4 12.4 4.9 24.9 72.0 0.5 2.8 0.4 0.0 1.3 1.7
Number of Traders in Each Category Total Traders: 39
4 . . 9 6 . 4 6 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 08, 2019