Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 194,156
Positions
6,597 107,682 2,745 53,594 13,814 6,512 60,676 30,525 8,361 18,202 2,079 96 37,373 22,342
Changes from: November 5, 2019 Total Change is: -11,867
207 -10,949 155 -12,707 2,275 848 1,538 -5,398 1,023 1,091 -40 -363 -3,659 582
Percent of Open Interest Represented by Each Category of Trader
3.4 55.5 1.4 27.6 7.1 3.4 31.3 15.7 4.3 9.4 1.1 0.0 19.2 11.5
Number of Traders in Each Category Total Traders: 115
5 10 7 25 9 13 30 21 15 12 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 69,692
Positions
38,491 1,534 231 881 25,173 471 18,429 15,811 684 968 1,565 0 9,537 24,222
Changes from: November 5, 2019 Total Change is: -284
1,911 -38 -362 35 1,526 0 -804 -1,694 -490 -550 0 0 -24 774
Percent of Open Interest Represented by Each Category of Trader
55.2 2.2 0.3 1.3 36.1 0.7 26.4 22.7 1.0 1.4 2.2 0.0 13.7 34.8
Number of Traders in Each Category Total Traders: 58
9 . . . 15 . 12 16 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 232,400
Positions
60,398 39,754 6,152 58,998 67,485 7,692 41,142 50,256 20,845 8,027 9,145 103 29,042 30,968
Changes from: November 5, 2019 Total Change is: -11,446
-5,116 7,027 -2,637 4,753 -1,221 -1,204 2,191 -3,005 -9,575 782 23 -172 -467 -681
Percent of Open Interest Represented by Each Category of Trader
26.0 17.1 2.6 25.4 29.0 3.3 17.7 21.6 9.0 3.5 3.9 0.0 12.5 13.3
Number of Traders in Each Category Total Traders: 120
4 10 8 20 27 16 23 29 15 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 205,092
Positions
72,080 29,671 4,147 32,094 46,754 11,146 35,222 53,845 16,706 1,851 7,260 27 31,821 35,538
Changes from: November 5, 2019 Total Change is: -2,151
5,593 -416 -3,845 4,822 3,773 -163 -3,162 4,960 -8,413 23 2,358 -197 3,190 -208
Percent of Open Interest Represented by Each Category of Trader
35.1 14.5 2.0 15.6 22.8 5.4 17.2 26.3 8.1 0.9 3.5 0.0 15.5 17.3
Number of Traders in Each Category Total Traders: 119
9 7 7 14 25 14 24 32 16 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 616,392
Positions
36,539 158,494 13,282 352,114 166,555 33,034 34,839 139,293 32,553 20,353 11,325 1,066 92,612 60,790
Changes from: November 5, 2019 Total Change is: -7,810
-408 3,321 -2,968 2,881 10,581 -91 -1,771 -5,913 -5,960 4,222 -516 -7,029 3,313 765
Percent of Open Interest Represented by Each Category of Trader
5.9 25.7 2.2 57.1 27.0 5.4 5.7 22.6 5.3 3.3 1.8 0.2 15.0 9.9
Number of Traders in Each Category Total Traders: 290
17 8 16 88 45 51 35 50 26 26 21 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 26,731
Positions
756 7,914 0 9,254 6,924 2,678 2,787 1,805 0 0 410 2 11,254 6,998
Changes from: November 5, 2019 Total Change is: -469
0 51 0 117 -251 24 -417 0 0 0 0 0 -193 -293
Percent of Open Interest Represented by Each Category of Trader
2.8 29.6 0.0 34.6 25.9 10.0 10.4 6.8 0.0 0.0 1.5 0.0 42.1 26.2
Number of Traders in Each Category Total Traders: 27
. . 0 12 6 9 4 . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 22,062
Positions
5,317 1,874 559 7,031 10,340 2,024 0 1,920 0 0 531 49 7,082 4,765
Changes from: November 5, 2019 Total Change is: 196
-24 92 0 82 92 -1 0 -171 0 0 20 0 139 164
Percent of Open Interest Represented by Each Category of Trader
24.1 8.5 2.5 31.9 46.9 9.2 0.0 8.7 0.0 0.0 2.4 0.2 32.1 21.6
Number of Traders in Each Category Total Traders: 22
. . . 6 8 8 0 . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 175,484
Positions
67,725 11,470 1,949 15,863 58,702 3,611 35,644 44,325 10,101 8,599 10,344 473 31,520 34,510
Changes from: November 5, 2019 Total Change is: -6,770
4,696 -4,635 -179 472 9,829 -1,338 -6,070 -1,202 -3,459 989 88 -483 -1,398 -5,391
Percent of Open Interest Represented by Each Category of Trader
38.6 6.5 1.1 9.0 33.5 2.1 20.3 25.3 5.8 4.9 5.9 0.3 18.0 19.7
Number of Traders in Each Category Total Traders: 95
7 4 7 9 21 10 15 31 12 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 55,752
Positions
900 42,293 0 45,302 0 9 6,524 9,247 0 1,077 3,096 0 1,940 1,107
Changes from: November 5, 2019 Total Change is: 329
-308 0 0 1,145 0 0 -231 384 0 -67 -37 0 -210 -18
Percent of Open Interest Represented by Each Category of Trader
1.6 75.9 0.0 81.3 0.0 0.0 11.7 16.6 0.0 1.9 5.6 0.0 3.5 2.0
Number of Traders in Each Category Total Traders: 43
. 4 0 10 0 . 14 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 298,885
Positions
595 177,287 886 162,716 8,582 215 110,034 86,373 3,943 14,364 17,815 0 6,132 3,784
Changes from: November 5, 2019 Total Change is: -1,048
-166 5,233 0 989 2,011 -755 -5,632 -9,912 3,033 2,549 -844 0 -1,066 186
Percent of Open Interest Represented by Each Category of Trader
0.2 59.3 0.3 54.4 2.9 0.1 36.8 28.9 1.3 4.8 6.0 0.0 2.1 1.3
Number of Traders in Each Category Total Traders: 178
. 12 . 32 8 . 58 36 14 13 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 53,707
Positions
43,918 0 0 4,225 37,909 0 1,662 11,742 42 837 2,124 7 3,016 1,883
Changes from: November 5, 2019 Total Change is: -486
-34 -142 0 1,556 -513 0 -564 -956 -127 -1,356 826 7 32 419
Percent of Open Interest Represented by Each Category of Trader
81.8 0.0 0.0 7.9 70.6 0.0 3.1 21.9 0.1 1.6 4.0 0.0 5.6 3.5
Number of Traders in Each Category Total Traders: 45
4 0 0 5 6 0 7 17 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 79,952
Positions
52,374 2,365 296 3,729 36,181 73 16,430 31,580 691 3,047 2,776 168 3,144 5,822
Changes from: November 5, 2019 Total Change is: 4,140
1,665 229 -28 -525 3,545 -334 3,032 652 252 110 -306 17 -49 112
Percent of Open Interest Represented by Each Category of Trader
65.5 3.0 0.4 4.7 45.3 0.1 20.6 39.5 0.9 3.8 3.5 0.2 3.9 7.3
Number of Traders in Each Category Total Traders: 105
9 . . 5 26 . 22 27 7 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 13,741
Positions
971 1,500 1 11,848 2,322 0 155 7,504 0 0 329 0 766 2,085
Changes from: November 5, 2019 Total Change is: 419
-1 0 1 405 33 0 3 284 -19 0 0 0 30 120
Percent of Open Interest Represented by Each Category of Trader
7.1 10.9 0.0 86.2 16.9 0.0 1.1 54.6 0.0 0.0 2.4 0.0 5.6 15.2
Number of Traders in Each Category Total Traders: 21
. . . . 4 0 . 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 57,295
Positions
13,366 34,679 1,273 16,215 948 1,725 13,631 5,449 2,205 584 1,830 0 8,296 9,186
Changes from: November 5, 2019 Total Change is: -653
-195 -2,370 116 -1,333 717 611 -273 -901 602 -35 12 0 -146 560
Percent of Open Interest Represented by Each Category of Trader
23.3 60.5 2.2 28.3 1.7 3.0 23.8 9.5 3.8 1.0 3.2 0.0 14.5 16.0
Number of Traders in Each Category Total Traders: 108
10 21 7 19 . 7 34 11 9 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 114,589
Positions
26,731 69,357 2,547 32,429 1,896 3,449 27,262 10,897 4,411 1,168 3,660 0 16,592 18,372
Changes from: November 5, 2019 Total Change is: -1,306
-389 -4,739 231 -2,666 1,433 1,222 -546 -1,801 1,203 -69 24 0 -292 1,121
Percent of Open Interest Represented by Each Category of Trader
23.3 60.5 2.2 28.3 1.7 3.0 23.8 9.5 3.8 1.0 3.2 0.0 14.5 16.0
Number of Traders in Each Category Total Traders: 108
10 21 7 19 . 7 34 11 9 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 33,909
Positions
2,916 25,728 0 28,138 840 292 0 4,810 0 0 448 0 2,563 1,791
Changes from: November 5, 2019 Total Change is: -6,002
-34 -6,270 0 -6,154 -60 -20 0 207 0 0 0 0 206 141
Percent of Open Interest Represented by Each Category of Trader
8.6 75.9 0.0 83.0 2.5 0.9 0.0 14.2 0.0 0.0 1.3 0.0 7.6 5.3
Number of Traders in Each Category Total Traders: 25
. 7 0 12 . . 0 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 793,132
Positions
55,845 133,896 62,489 289,656 108,216 63,507 35,733 91,853 173,544 19,079 69,738 6,131 87,148 83,757
Changes from: November 5, 2019 Total Change is: 25,000
-686 5,924 10,298 5,227 -4,579 2,128 -1,141 65 5,944 543 2,865 252 2,434 2,103
Percent of Open Interest Represented by Each Category of Trader
7.0 16.9 7.9 36.5 13.6 8.0 4.5 11.6 21.9 2.4 8.8 0.8 11.0 10.6
Number of Traders in Each Category Total Traders: 620
35 36 50 174 94 129 77 104 101 44 55 50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 65,174
Positions
6,076 12,894 1,878 2,017 1,467 5,097 1,461 1,684 21,667 8 46 456 26,513 19,985
Changes from: November 5, 2019 Total Change is: 7,327
-593 2,395 189 0 373 597 -354 -216 3,552 -7 7 -23 3,965 453
Percent of Open Interest Represented by Each Category of Trader
9.3 19.8 2.9 3.1 2.3 7.8 2.2 2.6 33.2 0.0 0.1 0.7 40.7 30.7
Number of Traders in Each Category Total Traders: 41
. 6 6 . . . 8 14 21 4 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,639,790
Positions
275,703 631,869 276,201 1,440,521 536,070 289,725 178,855 458,342 751,887 95,352 348,460 28,375 303,172 318,861
Changes from: November 5, 2019 Total Change is: 88,367
2,918 21,026 47,156 25,988 -24,908 7,803 -5,737 -394 13,764 2,752 14,292 1,377 -7,655 8,250
Percent of Open Interest Represented by Each Category of Trader
7.6 17.4 7.6 39.6 14.7 8.0 4.9 12.6 20.7 2.6 9.6 0.8 8.3 8.8
Number of Traders in Each Category Total Traders: 609
35 36 50 175 92 128 75 101 95 41 53 46
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 23,376
Positions
11,865 13,842 0 7,147 2,718 982 435 2,386 0 0 357 0 2,947 3,091
Changes from: November 5, 2019 Total Change is: 1,354
-238 1,008 -1 1,647 0 -214 86 0 0 0 0 0 74 561
Percent of Open Interest Represented by Each Category of Trader
50.8 59.2 0.0 30.6 11.6 4.2 1.9 10.2 0.0 0.0 1.5 0.0 12.6 13.2
Number of Traders in Each Category Total Traders: 20
. 8 0 4 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 22,206
Positions
5,003 10,887 57 13,976 0 0 853 1,702 2 0 0 0 2,315 9,558
Changes from: November 5, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
22.5 49.0 0.3 62.9 0.0 0.0 3.8 7.7 0.0 0.0 0.0 0.0 10.4 43.0
Number of Traders in Each Category Total Traders: 20
. 6 . 6 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 10,399
Positions
3,678 8,718 0 4,241 783 0 1,013 0 0 0 0 0 1,467 898
Changes from: November 5, 2019 Total Change is: 494
100 275 0 -427 0 0 622 0 0 0 0 0 199 219
Percent of Open Interest Represented by Each Category of Trader
35.4 83.8 0.0 40.8 7.5 0.0 9.7 0.0 0.0 0.0 0.0 0.0 14.1 8.6
Number of Traders in Each Category Total Traders: 22
. 10 0 5 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 13,493
Positions
3,845 6,882 1,000 3,074 1,002 2,006 918 883 0 0 0 0 2,650 1,720
Changes from: November 5, 2019 Total Change is: 697
-799 561 1,000 -412 -783 835 451 -1,101 0 0 0 0 -378 185
Percent of Open Interest Represented by Each Category of Trader
28.5 51.0 7.4 22.8 7.4 14.9 6.8 6.5 0.0 0.0 0.0 0.0 19.6 12.7
Number of Traders in Each Category Total Traders: 22
5 6 . 4 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 73,471
Positions
6,170 19,987 330 49,437 34,847 3,014 3,426 2,634 575 0 7,630 0 10,519 4,454
Changes from: November 5, 2019 Total Change is: 1,433
-51 803 35 964 -274 353 138 -320 180 0 -58 0 -186 714
Percent of Open Interest Represented by Each Category of Trader
8.4 27.2 0.4 67.3 47.4 4.1 4.7 3.6 0.8 0.0 10.4 0.0 14.3 6.1
Number of Traders in Each Category Total Traders: 87
5 10 . 34 22 12 10 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 50,239
Positions
6,701 11,117 902 19,048 8,073 1,013 10,842 12,954 3,965 761 2,478 111 6,898 9,628
Changes from: November 5, 2019 Total Change is: 1,052
-204 -61 43 760 346 13 144 285 396 -63 94 -7 -28 -56
Percent of Open Interest Represented by Each Category of Trader
13.3 22.1 1.8 37.9 16.1 2.0 21.6 25.8 7.9 1.5 4.9 0.2 13.7 19.2
Number of Traders in Each Category Total Traders: 257
21 25 10 54 32 32 41 50 25 10 24 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 251,195
Positions
33,504 55,583 4,508 95,239 40,365 5,063 54,211 64,771 19,823 3,804 12,391 553 34,491 48,139
Changes from: November 5, 2019 Total Change is: 5,260
-1,020 -306 213 3,800 1,731 64 718 1,427 1,979 -316 470 -37 -139 -280
Percent of Open Interest Represented by Each Category of Trader
13.3 22.1 1.8 37.9 16.1 2.0 21.6 25.8 7.9 1.5 4.9 0.2 13.7 19.2
Number of Traders in Each Category Total Traders: 257
21 25 10 54 32 32 41 50 25 10 24 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 477,923
Positions
60,815 109,736 9,446 255,420 202,404 33,615 68,493 61,333 14,887 9,503 28,368 634 25,109 17,500
Changes from: November 5, 2019 Total Change is: 8,790
82 19,524 -519 7,510 -10,451 1,250 -1,198 -1,042 894 -680 -1,225 -30 1,481 389
Percent of Open Interest Represented by Each Category of Trader
12.7 23.0 2.0 53.4 42.4 7.0 14.3 12.8 3.1 2.0 5.9 0.1 5.3 3.7
Number of Traders in Each Category Total Traders: 309
18 27 9 83 54 39 50 49 34 14 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 34,292
Positions
4,179 6,664 0 12,538 1,096 43 10,597 20,326 47 1,378 919 419 5,091 4,778
Changes from: November 5, 2019 Total Change is: 20
137 0 0 503 0 12 214 436 -42 -71 85 209 -942 -680
Percent of Open Interest Represented by Each Category of Trader
12.2 19.4 0.0 36.6 3.2 0.1 30.9 59.3 0.1 4.0 2.7 1.2 14.8 13.9
Number of Traders in Each Category Total Traders: 39
5 . 0 15 . . 4 4 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 72,370
Positions
9,156 26,871 431 15,273 15,165 826 30,267 20,156 350 1,003 2,947 399 14,665 5,225
Changes from: November 5, 2019 Total Change is: -290
950 1,228 74 1,332 265 -174 -190 -1,653 -282 94 -164 216 -2,310 200
Percent of Open Interest Represented by Each Category of Trader
12.7 37.1 0.6 21.1 21.0 1.1 41.8 27.9 0.5 1.4 4.1 0.6 20.3 7.2
Number of Traders in Each Category Total Traders: 83
9 13 . 15 9 7 17 15 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 360,844
Positions
39,545 210,961 2,344 263,637 84,892 25,933 18,011 22,039 404 1,168 10,958 0 9,802 3,313
Changes from: November 5, 2019 Total Change is: 8,958
648 7,748 20 7,771 1,067 1,070 1,813 1,039 -35 -2,038 882 0 -291 -2,833
Percent of Open Interest Represented by Each Category of Trader
11.0 58.5 0.6 73.1 23.5 7.2 5.0 6.1 0.1 0.3 3.0 0.0 2.7 0.9
Number of Traders in Each Category Total Traders: 180
15 15 5 69 37 33 23 13 6 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,404,615
Positions
74,300 917,843 6,497 999,214 277,487 105,733 121,171 58,393 4,363 57,823 15,787 3,440 32,074 15,072
Changes from: November 5, 2019 Total Change is: 27,673
5,868 43,770 658 19,378 -9,535 1,058 5,940 -8,631 96 -1,987 -1,793 10 -3,348 2,040
Percent of Open Interest Represented by Each Category of Trader
5.3 65.3 0.5 71.1 19.8 7.5 8.6 4.2 0.3 4.1 1.1 0.2 2.3 1.1
Number of Traders in Each Category Total Traders: 432
31 17 9 173 73 90 62 29 19 38 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 121,208
Positions
41,877 86,107 34,440 20,388 0 420 21,879 0 180 1,994 0 0 30 61
Changes from: November 5, 2019 Total Change is: 468
-253 -120 1,078 -250 0 0 383 0 10 0 0 0 -500 -500
Percent of Open Interest Represented by Each Category of Trader
34.5 71.0 28.4 16.8 0.0 0.3 18.1 0.0 0.1 1.6 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 42
5 17 15 8 0 . 9 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,303,393
Positions
9,600 130,578 66,383 487,449 282,810 211,872 60,263 214,499 193,043 74,316 28,290 15,889 184,577 160,029
Changes from: November 5, 2019 Total Change is: 37,602
-302 15,336 19,491 -10,377 -5,589 7,729 10,666 2,652 20,934 -404 -11,042 -14,876 4,741 2,968
Percent of Open Interest Represented by Each Category of Trader
0.7 10.0 5.1 37.4 21.7 16.3 4.6 16.5 14.8 5.7 2.2 1.2 14.2 12.3
Number of Traders in Each Category Total Traders: 186
6 14 14 59 27 52 29 32 42 13 5 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,188,345
Positions
45,110 138,292 7,126 659,419 75,665 183,909 67,175 656,948 23,769 41,342 6,469 1 160,495 96,167
Changes from: November 5, 2019 Total Change is: 22,095
1,330 -350 4,799 1,387 4,579 2,839 7,312 1,512 6,211 569 142 0 -2,352 2,364
Percent of Open Interest Represented by Each Category of Trader
3.8 11.6 0.6 55.5 6.4 15.5 5.7 55.3 2.0 3.5 0.5 0.0 13.5 8.1
Number of Traders in Each Category Total Traders: 137
5 10 5 67 16 57 10 23 19 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 4,185,756
Positions
93,493 264,358 66,562 1,821,972 806,684 332,044 911,515 2,080,999 355,456 395,799 147,568 12,423 196,492 119,661
Changes from: November 5, 2019 Total Change is: 62,289
6,261 1,511 16,371 -35,651 6,068 23,614 8,283 -41,867 45,439 10,007 1,322 941 -12,977 8,890
Percent of Open Interest Represented by Each Category of Trader
2.2 6.3 1.6 43.5 19.3 7.9 21.8 49.7 8.5 9.5 3.5 0.3 4.7 2.9
Number of Traders in Each Category Total Traders: 373
23 27 16 125 30 70 73 48 61 32 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,801,483
Positions
194,611 290,831 352,484 1,629,664 754,184 885,813 308,379 1,172,563 685,631 289,949 164,465 40,992 413,960 454,520
Changes from: November 5, 2019 Total Change is: 104,882
-4,618 52,751 35,610 -82,107 -20,780 37,454 15,628 -56,461 73,895 64,071 -5,045 -20,750 -14,301 8,208
Percent of Open Interest Represented by Each Category of Trader
4.1 6.1 7.3 33.9 15.7 18.4 6.4 24.4 14.3 6.0 3.4 0.9 8.6 9.5
Number of Traders in Each Category Total Traders: 410
23 39 48 103 72 109 67 63 86 27 16 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 867,973
Positions
94,907 27,453 6,087 274,058 310,851 151,965 168,912 174,183 18,228 52,835 23,928 24 100,957 155,254
Changes from: November 5, 2019 Total Change is: 37,117
7,838 -11,095 3,511 -3,684 21,620 -3,177 33,623 25,513 2,189 3,600 373 0 -6,783 -1,817
Percent of Open Interest Represented by Each Category of Trader
10.9 3.2 0.7 31.6 35.8 17.5 19.5 20.1 2.1 6.1 2.8 0.0 11.6 17.9
Number of Traders in Each Category Total Traders: 116
6 6 5 28 40 43 17 12 12 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 5,126,365
Positions
110,688 362,098 240,947 2,006,511 840,932 970,030 598,711 1,647,559 514,502 343,642 200,460 16,838 324,497 332,999
Changes from: November 5, 2019 Total Change is: -5,819
33,543 -14,163 -20,088 -117,933 11,589 38,941 -41,029 -88,886 56,621 18,601 -2,251 1,961 23,565 10,458
Percent of Open Interest Represented by Each Category of Trader
2.2 7.1 4.7 39.1 16.4 18.9 11.7 32.1 10.0 6.7 3.9 0.3 6.3 6.5
Number of Traders in Each Category Total Traders: 320
15 31 24 86 49 80 39 64 59 24 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,951,604
Positions
204,675 336,631 632,877 4,195 148,893 35,541 488,126 225,788 508,694 18,835 8,950 9,568 49,093 44,662
Changes from: November 5, 2019 Total Change is: 80,490
-42,522 39,397 39,645 -1,509 -10,463 6,687 50,225 -25,581 28,341 -718 2,747 -1,572 1,913 1,289
Percent of Open Interest Represented by Each Category of Trader
10.5 17.2 32.4 0.2 7.6 1.8 25.0 11.6 26.1 1.0 0.5 0.5 2.5 2.3
Number of Traders in Each Category Total Traders: 158
28 32 50 5 6 9 40 30 55 9 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is23,838,020
Positions
3,018,727 1,906,982 4,973,592 631,439 2,386,493 1,506,804 1,065,776 262,539 11,525,458 184,820 146,319 247,294 684,109 882,539
Changes from: November 5, 2019 Total Change is: 287,838
-34,739 22,036 77,701 -21,082 -37,017 44,497 15,392 -57,455 235,206 2,495 1,039 5,005 -36,637 -3,174
Percent of Open Interest Represented by Each Category of Trader
12.7 8.0 20.9 2.6 10.0 6.3 4.5 1.1 48.3 0.8 0.6 1.0 2.9 3.7
Number of Traders in Each Category Total Traders: 278
37 36 69 17 20 28 72 46 108 28 14 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 162,773
Positions
12,670 79,765 22,454 14,916 3,600 9,685 72,777 16,809 28,766 0 846 382 1,123 466
Changes from: November 5, 2019 Total Change is: -1,523
0 85 0 -34 0 0 344 -180 -1,294 -394 -91 121 -266 -164
Percent of Open Interest Represented by Each Category of Trader
7.8 49.0 13.8 9.2 2.2 6.0 44.7 10.3 17.7 0.0 0.5 0.2 0.7 0.3
Number of Traders in Each Category Total Traders: 52
. 14 4 . . . 12 19 19 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 275,414
Positions
34,408 48,614 27,041 6,664 5,766 23,879 146,771 130,185 29,040 6,641 8,299 649 321 1,941
Changes from: November 5, 2019 Total Change is: 11,118
-5,220 1,340 -2,511 -6,859 -636 7,887 13,864 2,745 2,664 1,329 -199 -63 27 -109
Percent of Open Interest Represented by Each Category of Trader
12.5 17.7 9.8 2.4 2.1 8.7 53.3 47.3 10.5 2.4 3.0 0.2 0.1 0.7
Number of Traders in Each Category Total Traders: 87
5 20 13 . 6 . 21 26 29 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 80,397
Positions
28 37,692 0 1,479 3,281 195 37,376 4,816 31,066 10,219 1,121 0 34 2,226
Changes from: November 5, 2019 Total Change is: 1,873
2 758 0 0 -543 0 121 27 1,661 100 0 0 -11 -30
Percent of Open Interest Represented by Each Category of Trader
0.0 46.9 0.0 1.8 4.1 0.2 46.5 6.0 38.6 12.7 1.4 0.0 0.0 2.8
Number of Traders in Each Category Total Traders: 31
. 5 0 . 9 . 4 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 52,560
Positions
983 24,706 0 1,281 411 115 26,151 1,970 24,027 0 0 0 3 1,331
Changes from: November 5, 2019 Total Change is: 3,903
-8 2,099 0 0 -28 0 1,648 -130 2,264 0 0 0 -1 -302
Percent of Open Interest Represented by Each Category of Trader
1.9 47.0 0.0 2.4 0.8 0.2 49.8 3.7 45.7 0.0 0.0 0.0 0.0 2.5
Number of Traders in Each Category Total Traders: 23
. . 0 . 5 . 6 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 50,376
Positions
11,499 60 17,652 0 160 0 6,454 17,463 10,900 3,600 3,861 246 25 34
Changes from: November 5, 2019 Total Change is: -118
-620 -20 620 0 0 0 0 -1,711 -126 0 1,151 0 8 -32
Percent of Open Interest Represented by Each Category of Trader
22.8 0.1 35.0 0.0 0.3 0.0 12.8 34.7 21.6 7.1 7.7 0.5 0.0 0.1
Number of Traders in Each Category Total Traders: 24
. . . 0 . 0 . 10 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 3,091
Positions
32 0 0 99 143 10 912 2,043 87 636 358 41 1,274 409
Changes from: November 5, 2019 Total Change is: -429
0 0 0 -89 -6 0 -309 -302 -47 41 -99 -2 -23 27
Percent of Open Interest Represented by Each Category of Trader
1.0 0.0 0.0 3.2 4.6 0.3 29.5 66.1 2.8 20.6 11.6 1.3 41.2 13.2
Number of Traders in Each Category Total Traders: 46
. 0 0 . . . 12 12 . 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 46,206
Positions
668 35,532 0 13,942 2,803 486 24,175 2,878 1,739 1,745 719 196 3,254 1,853
Changes from: November 5, 2019 Total Change is: -827
-330 -168 0 1,401 -100 -49 -1,468 -349 -317 70 -63 17 -151 202
Percent of Open Interest Represented by Each Category of Trader
1.4 76.9 0.0 30.2 6.1 1.1 52.3 6.2 3.8 3.8 1.6 0.4 7.0 4.0
Number of Traders in Each Category Total Traders: 86
. . 0 13 7 . 32 9 8 13 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 518,975
Positions
131,913 23,721 23,044 140,792 135,038 21,829 58,681 173,737 89,786 14,173 4,333 11,075 27,682 36,412
Changes from: November 5, 2019 Total Change is: 27,924
11,362 993 1,820 -6,186 -3,782 208 3,553 13,351 11,944 393 -229 2,378 2,452 1,241
Percent of Open Interest Represented by Each Category of Trader
25.4 4.6 4.4 27.1 26.0 4.2 11.3 33.5 17.3 2.7 0.8 2.1 5.3 7.0
Number of Traders in Each Category Total Traders: 216
17 10 16 17 39 19 40 61 51 10 9 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 18,599
Positions
3,939 683 809 7,308 2,271 966 4,684 13,659 100 519 70 0 274 41
Changes from: November 5, 2019 Total Change is: 82
-238 28 -28 189 -26 54 69 335 0 -2 0 0 38 -281
Percent of Open Interest Represented by Each Category of Trader
21.2 3.7 4.3 39.3 12.2 5.2 25.2 73.4 0.5 2.8 0.4 0.0 1.5 0.2
Number of Traders in Each Category Total Traders: 39
4 . . 9 6 . 4 6 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 15, 2019