Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 186,072
Positions
6,567 87,501 5,488 42,487 18,534 6,263 58,663 30,778 11,548 17,856 2,071 198 37,002 23,690
Changes from: November 12, 2019 Total Change is: -8,084
-30 -20,181 2,744 -11,107 4,720 -248 -2,014 253 3,186 -346 -8 102 -371 1,348
Percent of Open Interest Represented by Each Category of Trader
3.5 47.0 2.9 22.8 10.0 3.4 31.5 16.5 6.2 9.6 1.1 0.1 19.9 12.7
Number of Traders in Each Category Total Traders: 116
5 10 7 22 11 12 28 24 13 13 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 69,946
Positions
38,728 1,566 283 2,005 27,071 481 17,174 14,845 895 968 1,565 0 9,412 23,240
Changes from: November 12, 2019 Total Change is: 254
237 32 52 1,124 1,898 10 -1,255 -966 211 0 0 0 -124 -982
Percent of Open Interest Represented by Each Category of Trader
55.4 2.2 0.4 2.9 38.7 0.7 24.6 21.2 1.3 1.4 2.2 0.0 13.5 33.2
Number of Traders in Each Category Total Traders: 60
9 . . . 16 . 12 15 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 244,447
Positions
60,249 44,343 6,659 61,714 69,342 8,675 40,558 53,115 22,600 9,713 7,613 97 34,183 32,003
Changes from: November 12, 2019 Total Change is: 12,047
-149 4,589 507 2,715 1,857 983 -585 2,859 1,755 1,686 -1,532 -7 5,141 1,035
Percent of Open Interest Represented by Each Category of Trader
24.6 18.1 2.7 25.2 28.4 3.5 16.6 21.7 9.2 4.0 3.1 0.0 14.0 13.1
Number of Traders in Each Category Total Traders: 118
4 10 8 20 27 16 23 28 15 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 204,114
Positions
65,867 29,118 4,501 35,081 50,478 12,250 34,945 50,800 16,081 1,995 7,223 120 33,274 33,542
Changes from: November 12, 2019 Total Change is: -978
-6,213 -552 354 2,987 3,724 1,104 -277 -3,044 -625 144 -37 94 1,454 -1,996
Percent of Open Interest Represented by Each Category of Trader
32.3 14.3 2.2 17.2 24.7 6.0 17.1 24.9 7.9 1.0 3.5 0.1 16.3 16.4
Number of Traders in Each Category Total Traders: 115
8 7 6 12 25 13 26 29 17 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 625,648
Positions
38,760 155,023 14,259 351,263 176,064 33,696 41,282 132,717 33,175 14,777 12,811 6,292 92,144 61,611
Changes from: November 12, 2019 Total Change is: 9,256
2,220 -3,470 977 -850 9,509 661 6,443 -6,576 622 -5,576 1,487 5,227 -468 820
Percent of Open Interest Represented by Each Category of Trader
6.2 24.8 2.3 56.1 28.1 5.4 6.6 21.2 5.3 2.4 2.0 1.0 14.7 9.8
Number of Traders in Each Category Total Traders: 296
18 8 16 88 45 52 41 47 29 25 24 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 26,130
Positions
756 7,940 0 9,009 6,973 2,678 2,365 1,805 0 0 0 0 11,322 6,734
Changes from: November 12, 2019 Total Change is: -601
0 26 0 -245 49 0 -422 0 0 0 -410 -2 68 -264
Percent of Open Interest Represented by Each Category of Trader
2.9 30.4 0.0 34.5 26.7 10.2 9.1 6.9 0.0 0.0 0.0 0.0 43.3 25.8
Number of Traders in Each Category Total Traders: 26
. . 0 12 6 9 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 22,481
Positions
5,319 1,903 613 6,845 10,602 2,023 448 1,843 0 0 881 49 7,184 4,567
Changes from: November 12, 2019 Total Change is: 419
2 29 54 -186 262 -1 448 -77 0 0 350 0 102 -198
Percent of Open Interest Represented by Each Category of Trader
23.7 8.5 2.7 30.4 47.2 9.0 2.0 8.2 0.0 0.0 3.9 0.2 32.0 20.3
Number of Traders in Each Category Total Traders: 23
. . . 6 8 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 187,560
Positions
78,710 11,184 1,653 15,917 66,833 4,067 40,253 48,222 10,296 6,467 10,285 467 29,731 34,554
Changes from: November 12, 2019 Total Change is: 12,076
10,985 -286 -297 55 8,130 456 4,608 3,897 196 -2,132 -58 -6 -1,789 44
Percent of Open Interest Represented by Each Category of Trader
42.0 6.0 0.9 8.5 35.6 2.2 21.5 25.7 5.5 3.4 5.5 0.2 15.9 18.4
Number of Traders in Each Category Total Traders: 101
7 4 7 10 22 11 17 34 14 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 55,198
Positions
900 42,273 20 44,760 0 9 6,151 8,645 0 1,308 3,086 0 2,050 1,165
Changes from: November 12, 2019 Total Change is: -554
0 -20 20 -542 0 0 -373 -602 0 231 -10 0 110 58
Percent of Open Interest Represented by Each Category of Trader
1.6 76.6 0.0 81.1 0.0 0.0 11.1 15.7 0.0 2.4 5.6 0.0 3.7 2.1
Number of Traders in Each Category Total Traders: 41
. 4 . 10 0 . 12 7 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 295,177
Positions
373 177,105 919 163,321 8,293 195 105,110 82,399 5,120 14,114 17,296 0 6,024 3,850
Changes from: November 12, 2019 Total Change is: -3,708
-222 -183 33 605 -289 -20 -4,924 -3,974 1,177 -250 -519 0 -107 67
Percent of Open Interest Represented by Each Category of Trader
0.1 60.0 0.3 55.3 2.8 0.1 35.6 27.9 1.7 4.8 5.9 0.0 2.0 1.3
Number of Traders in Each Category Total Traders: 172
. 12 . 33 9 . 53 35 15 11 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 57,196
Positions
44,021 0 2 4,288 41,726 0 2,619 10,955 788 2,125 1,529 0 3,353 2,196
Changes from: November 12, 2019 Total Change is: 3,489
103 0 2 63 3,817 0 957 -788 746 1,288 -595 -7 338 314
Percent of Open Interest Represented by Each Category of Trader
77.0 0.0 0.0 7.5 73.0 0.0 4.6 19.2 1.4 3.7 2.7 0.0 5.9 3.8
Number of Traders in Each Category Total Traders: 56
5 0 . 5 7 0 11 19 4 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 73,703
Positions
50,103 2,293 185 4,062 32,369 254 12,579 29,270 592 3,017 3,052 66 2,845 5,622
Changes from: November 12, 2019 Total Change is: -6,249
-2,271 -72 -111 333 -3,812 181 -3,851 -2,310 -99 -30 276 -102 -299 -200
Percent of Open Interest Represented by Each Category of Trader
68.0 3.1 0.3 5.5 43.9 0.3 17.1 39.7 0.8 4.1 4.1 0.1 3.9 7.6
Number of Traders in Each Category Total Traders: 105
9 . . 5 26 . 25 23 9 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 15,292
Positions
973 1,500 0 12,058 3,221 0 1,508 8,376 0 0 369 0 753 1,826
Changes from: November 12, 2019 Total Change is: 1,551
2 0 -1 210 899 0 1,353 872 0 0 40 0 -13 -259
Percent of Open Interest Represented by Each Category of Trader
6.4 9.8 0.0 78.9 21.1 0.0 9.9 54.8 0.0 0.0 2.4 0.0 4.9 11.9
Number of Traders in Each Category Total Traders: 25
. . 0 . 4 0 4 9 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 55,493
Positions
13,547 32,298 1,482 15,632 1,525 1,614 12,151 5,611 1,737 617 2,024 0 8,712 9,202
Changes from: November 12, 2019 Total Change is: -1,802
182 -2,380 209 -583 577 -111 -1,480 162 -468 33 194 0 416 16
Percent of Open Interest Represented by Each Category of Trader
24.4 58.2 2.7 28.2 2.7 2.9 21.9 10.1 3.1 1.1 3.6 0.0 15.7 16.6
Number of Traders in Each Category Total Traders: 111
11 22 7 16 4 7 31 16 8 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 110,986
Positions
27,094 64,596 2,964 31,264 3,049 3,228 24,302 11,221 3,475 1,234 4,048 0 17,425 18,405
Changes from: November 12, 2019 Total Change is: -3,603
363 -4,761 417 -1,165 1,153 -221 -2,960 324 -936 66 388 0 832 33
Percent of Open Interest Represented by Each Category of Trader
24.4 58.2 2.7 28.2 2.7 2.9 21.9 10.1 3.1 1.1 3.6 0.0 15.7 16.6
Number of Traders in Each Category Total Traders: 111
11 22 7 16 4 7 31 16 8 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 29,798
Positions
2,716 20,356 0 24,590 840 292 0 6,219 0 0 448 0 2,200 1,643
Changes from: November 12, 2019 Total Change is: -4,111
-200 -5,372 0 -3,548 0 0 0 1,409 0 0 0 0 -363 -148
Percent of Open Interest Represented by Each Category of Trader
9.1 68.3 0.0 82.5 2.8 1.0 0.0 20.9 0.0 0.0 1.5 0.0 7.4 5.5
Number of Traders in Each Category Total Traders: 28
. 7 0 14 . . 0 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 794,881
Positions
58,095 135,457 67,612 289,888 109,095 62,899 37,296 94,924 167,206 18,595 64,680 6,005 87,285 87,003
Changes from: November 12, 2019 Total Change is: 1,749
2,250 1,560 5,123 232 879 -608 1,563 3,071 -6,338 -484 -5,058 -126 137 3,246
Percent of Open Interest Represented by Each Category of Trader
7.3 17.0 8.5 36.5 13.7 7.9 4.7 11.9 21.0 2.3 8.1 0.8 11.0 10.9
Number of Traders in Each Category Total Traders: 638
36 38 52 174 93 128 76 109 102 46 66 59
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 66,696
Positions
9,101 10,433 1,900 2,017 1,445 5,483 3,009 2,372 21,475 24 49 389 23,298 23,151
Changes from: November 12, 2019 Total Change is: 1,522
3,025 -2,461 22 0 -22 386 1,547 687 -192 16 3 -67 -3,215 3,166
Percent of Open Interest Represented by Each Category of Trader
13.6 15.6 2.8 3.0 2.2 8.2 4.5 3.6 32.2 0.0 0.1 0.6 34.9 34.7
Number of Traders in Each Category Total Traders: 44
4 6 7 . . . 8 14 18 6 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,640,924
Positions
295,366 675,514 278,168 1,441,807 540,702 284,626 186,036 477,362 714,057 92,853 323,157 28,077 319,934 319,260
Changes from: November 12, 2019 Total Change is: 1,134
19,663 43,646 1,967 1,287 4,632 -5,099 7,181 19,019 -37,830 -2,499 -25,303 -298 16,762 399
Percent of Open Interest Represented by Each Category of Trader
8.1 18.6 7.6 39.6 14.9 7.8 5.1 13.1 19.6 2.6 8.9 0.8 8.8 8.8
Number of Traders in Each Category Total Traders: 625
36 38 51 175 91 127 75 105 97 41 64 54
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 23,843
Positions
11,865 14,346 0 7,616 2,640 982 435 2,386 0 0 357 0 2,945 3,132
Changes from: November 12, 2019 Total Change is: 467
0 504 0 469 -78 0 0 0 0 0 0 0 -2 41
Percent of Open Interest Represented by Each Category of Trader
49.8 60.2 0.0 31.9 11.1 4.1 1.8 10.0 0.0 0.0 1.5 0.0 12.4 13.1
Number of Traders in Each Category Total Traders: 22
. 9 0 5 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 22,227
Positions
5,003 10,173 840 12,948 0 0 852 1,670 0 0 0 0 2,584 9,544
Changes from: November 12, 2019 Total Change is: 21
0 -714 783 -1,028 0 0 -1 -32 -2 0 0 0 269 -14
Percent of Open Interest Represented by Each Category of Trader
22.5 45.8 3.8 58.3 0.0 0.0 3.8 7.5 0.0 0.0 0.0 0.0 11.6 42.9
Number of Traders in Each Category Total Traders: 20
. 6 . 6 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 11,136
Positions
4,472 8,635 0 4,329 1,773 0 1,064 0 0 0 0 0 1,271 728
Changes from: November 12, 2019 Total Change is: 737
794 -83 0 88 990 0 51 0 0 0 0 0 -196 -170
Percent of Open Interest Represented by Each Category of Trader
40.2 77.5 0.0 38.9 15.9 0.0 9.6 0.0 0.0 0.0 0.0 0.0 11.4 6.5
Number of Traders in Each Category Total Traders: 23
. 9 0 6 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 13,160
Positions
3,720 7,026 1,000 3,002 1,197 1,415 1,051 904 0 0 0 0 2,972 1,618
Changes from: November 12, 2019 Total Change is: -333
-125 144 0 -72 195 -591 133 21 0 0 0 0 322 -102
Percent of Open Interest Represented by Each Category of Trader
28.3 53.4 7.6 22.8 9.1 10.8 8.0 6.9 0.0 0.0 0.0 0.0 22.6 12.3
Number of Traders in Each Category Total Traders: 22
5 6 . 4 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 73,584
Positions
4,643 20,112 276 50,670 35,331 2,536 3,374 3,661 1,048 0 6,646 0 11,037 3,974
Changes from: November 12, 2019 Total Change is: 113
-1,527 125 -54 1,233 484 -478 -52 1,027 473 0 -984 0 518 -480
Percent of Open Interest Represented by Each Category of Trader
6.3 27.3 0.4 68.9 48.0 3.4 4.6 5.0 1.4 0.0 9.0 0.0 15.0 5.4
Number of Traders in Each Category Total Traders: 89
5 10 . 34 22 12 10 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 49,805
Positions
6,394 9,981 995 19,440 7,724 1,038 10,312 13,818 3,663 774 2,571 115 7,074 9,900
Changes from: November 12, 2019 Total Change is: -434
-307 -1,136 94 393 -349 26 -530 864 -302 13 93 4 176 272
Percent of Open Interest Represented by Each Category of Trader
12.8 20.0 2.0 39.0 15.5 2.1 20.7 27.7 7.4 1.6 5.2 0.2 14.2 19.9
Number of Traders in Each Category Total Traders: 250
17 26 10 54 31 32 39 50 26 10 22 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 249,024
Positions
31,969 49,903 4,975 97,202 38,622 5,191 51,559 69,092 18,314 3,869 12,854 573 35,372 49,500
Changes from: November 12, 2019 Total Change is: -2,171
-1,535 -5,680 468 1,963 -1,743 128 -2,652 4,320 -1,509 64 463 20 881 1,361
Percent of Open Interest Represented by Each Category of Trader
12.8 20.0 2.0 39.0 15.5 2.1 20.7 27.7 7.4 1.6 5.2 0.2 14.2 19.9
Number of Traders in Each Category Total Traders: 250
17 26 10 54 31 32 39 50 26 10 22 5
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 481,084
Positions
60,695 114,579 10,053 262,467 196,322 33,716 64,448 64,126 13,568 10,181 28,576 592 25,365 19,552
Changes from: November 12, 2019 Total Change is: 3,161
-121 4,843 606 7,047 -6,082 101 -4,046 2,794 -1,318 678 208 -43 256 2,052
Percent of Open Interest Represented by Each Category of Trader
12.6 23.8 2.1 54.6 40.8 7.0 13.4 13.3 2.8 2.1 5.9 0.1 5.3 4.1
Number of Traders in Each Category Total Traders: 311
18 25 9 85 56 38 49 48 31 15 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 34,505
Positions
4,179 6,967 0 12,458 1,083 31 10,597 21,152 38 1,436 555 405 5,361 4,274
Changes from: November 12, 2019 Total Change is: 213
0 303 0 -80 -13 -12 0 826 -9 58 -364 -14 270 -504
Percent of Open Interest Represented by Each Category of Trader
12.1 20.2 0.0 36.1 3.1 0.1 30.7 61.3 0.1 4.2 1.6 1.2 15.5 12.4
Number of Traders in Each Category Total Traders: 39
5 . 0 14 . . 4 5 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 70,433
Positions
9,463 24,469 410 16,316 13,562 834 32,603 18,897 546 604 2,361 385 9,272 8,969
Changes from: November 12, 2019 Total Change is: -1,937
307 -2,402 -21 1,043 -1,603 8 2,336 -1,259 196 -399 -586 -14 -5,393 3,744
Percent of Open Interest Represented by Each Category of Trader
13.4 34.7 0.6 23.2 19.3 1.2 46.3 26.8 0.8 0.9 3.4 0.5 13.2 12.7
Number of Traders in Each Category Total Traders: 80
9 12 . 14 10 7 19 12 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 369,543
Positions
43,050 220,643 2,539 267,384 91,043 25,126 19,997 14,078 398 1,170 10,917 0 9,879 4,799
Changes from: November 12, 2019 Total Change is: 8,699
3,505 9,682 195 3,747 6,151 -807 1,986 -7,961 -6 2 -41 0 77 1,486
Percent of Open Interest Represented by Each Category of Trader
11.6 59.7 0.7 72.4 24.6 6.8 5.4 3.8 0.1 0.3 3.0 0.0 2.7 1.3
Number of Traders in Each Category Total Traders: 180
15 15 5 71 37 34 22 12 5 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,419,767
Positions
75,428 927,062 6,737 999,854 272,432 106,683 120,053 66,958 3,689 70,586 13,509 3,358 33,379 19,339
Changes from: November 12, 2019 Total Change is: 15,152
1,128 9,219 240 640 -5,055 950 -1,118 8,565 -674 12,763 -2,278 -82 1,305 4,267
Percent of Open Interest Represented by Each Category of Trader
5.3 65.3 0.5 70.4 19.2 7.5 8.5 4.7 0.3 5.0 1.0 0.2 2.4 1.4
Number of Traders in Each Category Total Traders: 429
29 18 8 172 72 88 60 29 16 40 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 121,946
Positions
43,119 85,227 36,066 20,291 0 420 19,854 0 172 1,994 0 0 30 61
Changes from: November 12, 2019 Total Change is: 738
1,242 -880 1,626 -97 0 0 -2,025 0 -8 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
35.4 69.9 29.6 16.6 0.0 0.3 16.3 0.0 0.1 1.6 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 43
5 17 15 8 0 . 10 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,281,528
Positions
5,700 126,797 57,289 478,638 288,594 210,762 60,160 204,269 200,406 78,174 29,014 10,731 179,667 153,666
Changes from: November 12, 2019 Total Change is: -21,865
-3,899 -3,780 -9,094 -8,811 5,784 -1,110 -103 -10,230 7,363 3,858 724 -5,158 -4,910 -6,364
Percent of Open Interest Represented by Each Category of Trader
0.4 9.9 4.5 37.3 22.5 16.4 4.7 15.9 15.6 6.1 2.3 0.8 14.0 12.0
Number of Traders in Each Category Total Traders: 186
9 14 15 61 26 52 29 29 39 12 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,217,858
Positions
46,784 150,782 12,253 671,422 73,731 184,561 69,987 666,689 26,500 43,937 6,497 1 162,413 96,844
Changes from: November 12, 2019 Total Change is: 29,513
1,674 12,490 5,127 12,003 -1,934 652 2,812 9,742 2,731 2,595 28 0 1,919 677
Percent of Open Interest Represented by Each Category of Trader
3.8 12.4 1.0 55.1 6.1 15.2 5.7 54.7 2.2 3.6 0.5 0.0 13.3 8.0
Number of Traders in Each Category Total Traders: 140
6 10 6 67 15 57 13 23 21 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 4,065,932
Positions
87,857 245,757 99,900 1,777,699 870,030 320,731 834,919 1,917,916 336,576 403,188 154,179 8,898 196,163 111,944
Changes from: November 12, 2019 Total Change is: -119,824
-5,636 -18,601 33,338 -44,272 63,346 -11,313 -76,595 -163,083 -18,880 7,389 6,611 -3,525 -330 -7,717
Percent of Open Interest Represented by Each Category of Trader
2.2 6.0 2.5 43.7 21.4 7.9 20.5 47.2 8.3 9.9 3.8 0.2 4.8 2.8
Number of Traders in Each Category Total Traders: 375
25 27 19 123 32 74 76 47 64 29 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,853,205
Positions
194,673 302,935 352,762 1,702,749 730,302 897,016 360,102 1,260,887 670,963 207,295 173,005 36,807 430,839 428,529
Changes from: November 12, 2019 Total Change is: 51,722
62 12,104 277 73,085 -23,881 11,203 51,723 88,324 -14,668 -82,654 8,540 -4,185 16,878 -25,991
Percent of Open Interest Represented by Each Category of Trader
4.0 6.2 7.3 35.1 15.0 18.5 7.4 26.0 13.8 4.3 3.6 0.8 8.9 8.8
Number of Traders in Each Category Total Traders: 418
23 40 48 105 72 111 69 66 91 29 14 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 888,339
Positions
91,594 30,814 8,475 291,316 311,770 158,124 166,940 176,683 15,848 51,748 24,196 24 104,270 162,405
Changes from: November 12, 2019 Total Change is: 20,366
-3,313 3,361 2,388 17,258 919 6,159 -1,972 2,500 -2,380 -1,087 268 0 3,313 7,151
Percent of Open Interest Represented by Each Category of Trader
10.3 3.5 1.0 32.8 35.1 17.8 18.8 19.9 1.8 5.8 2.7 0.0 11.7 18.3
Number of Traders in Each Category Total Traders: 118
7 7 6 27 40 42 16 14 15 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,964,901
Positions
116,894 385,266 224,640 2,022,532 827,857 976,679 516,376 1,540,235 437,344 318,960 224,273 13,697 337,778 334,910
Changes from: November 12, 2019 Total Change is: -161,464
6,207 23,167 -16,307 16,021 -13,075 6,649 -82,335 -107,324 -77,157 -24,681 23,813 -3,141 13,281 1,911
Percent of Open Interest Represented by Each Category of Trader
2.4 7.8 4.5 40.7 16.7 19.7 10.4 31.0 8.8 6.4 4.5 0.3 6.8 6.7
Number of Traders in Each Category Total Traders: 329
12 32 23 90 51 84 45 62 60 22 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 2,036,520
Positions
250,088 378,570 624,084 6,352 145,555 24,317 549,968 297,545 506,501 23,334 8,950 8,323 43,552 42,674
Changes from: November 12, 2019 Total Change is: 84,916
45,413 41,939 -8,793 2,157 -3,338 -11,224 61,842 71,757 -2,193 4,499 0 -1,245 -5,540 -1,988
Percent of Open Interest Represented by Each Category of Trader
12.3 18.6 30.6 0.3 7.1 1.2 27.0 14.6 24.9 1.1 0.4 0.4 2.1 2.1
Number of Traders in Each Category Total Traders: 158
28 32 50 7 6 10 43 28 53 7 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is24,098,045
Positions
2,896,168 1,805,340 4,951,995 615,738 2,380,050 1,574,798 1,106,974 287,668 11,763,900 210,176 149,787 255,422 722,874 929,087
Changes from: November 12, 2019 Total Change is: 260,025
-122,559 -101,642 -21,597 -15,701 -6,443 67,994 41,198 25,128 238,441 25,357 3,468 8,128 38,765 46,548
Percent of Open Interest Represented by Each Category of Trader
12.0 7.5 20.5 2.6 9.9 6.5 4.6 1.2 48.8 0.9 0.6 1.1 3.0 3.9
Number of Traders in Each Category Total Traders: 275
37 38 70 18 18 27 62 54 104 25 16 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 172,430
Positions
12,695 86,730 22,454 15,044 3,600 9,685 78,868 16,135 31,727 0 747 583 1,374 769
Changes from: November 12, 2019 Total Change is: 9,657
25 6,965 0 128 0 0 6,091 -674 2,961 0 -99 201 251 303
Percent of Open Interest Represented by Each Category of Trader
7.4 50.3 13.0 8.7 2.1 5.6 45.7 9.4 18.4 0.0 0.4 0.3 0.8 0.4
Number of Traders in Each Category Total Traders: 53
. 14 4 . . . 15 16 19 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 308,795
Positions
26,458 52,359 33,269 5,987 7,359 25,200 172,851 141,598 37,763 6,298 7,951 625 344 2,671
Changes from: November 12, 2019 Total Change is: 33,381
-7,950 3,745 6,228 -677 1,593 1,321 26,080 11,413 8,723 -343 -348 -24 23 730
Percent of Open Interest Represented by Each Category of Trader
8.6 17.0 10.8 1.9 2.4 8.2 56.0 45.9 12.2 2.0 2.6 0.2 0.1 0.9
Number of Traders in Each Category Total Traders: 89
7 20 14 . 8 4 20 27 29 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 84,411
Positions
0 37,831 0 1,479 3,356 176 40,297 7,581 32,005 10,394 1,042 0 60 2,420
Changes from: November 12, 2019 Total Change is: 4,014
-28 139 0 0 75 -19 2,921 2,765 939 175 -79 0 26 194
Percent of Open Interest Represented by Each Category of Trader
0.0 44.8 0.0 1.8 4.0 0.2 47.7 9.0 37.9 12.3 1.2 0.0 0.1 2.9
Number of Traders in Each Category Total Traders: 31
0 5 0 . 9 . 4 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 55,430
Positions
978 24,933 0 1,281 454 115 26,922 2,111 26,124 0 0 0 10 1,693
Changes from: November 12, 2019 Total Change is: 2,870
-5 227 0 0 43 0 771 141 2,097 0 0 0 7 362
Percent of Open Interest Represented by Each Category of Trader
1.8 45.0 0.0 2.3 0.8 0.2 48.6 3.8 47.1 0.0 0.0 0.0 0.0 3.1
Number of Traders in Each Category Total Traders: 24
. . 0 . 6 . 6 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 50,735
Positions
11,499 60 17,652 0 160 0 6,481 17,449 11,243 3,600 3,861 246 14 64
Changes from: November 12, 2019 Total Change is: 359
0 0 0 0 0 0 27 -14 343 0 0 0 -11 30
Percent of Open Interest Represented by Each Category of Trader
22.7 0.1 34.8 0.0 0.3 0.0 12.8 34.4 22.2 7.1 7.6 0.5 0.0 0.1
Number of Traders in Each Category Total Traders: 25
. . . 0 . 0 . 10 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 3,157
Positions
38 0 0 67 292 0 1,059 1,914 84 466 334 41 1,402 492
Changes from: November 12, 2019 Total Change is: 66
6 0 0 -32 149 -10 147 -129 -3 -170 -24 0 128 83
Percent of Open Interest Represented by Each Category of Trader
1.2 0.0 0.0 2.1 9.2 0.0 33.5 60.6 2.7 14.8 10.6 1.3 44.4 15.6
Number of Traders in Each Category Total Traders: 45
. 0 0 . 4 0 11 14 4 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 45,307
Positions
758 33,477 0 13,477 2,625 493 23,548 3,852 1,996 1,492 613 233 3,310 2,018
Changes from: November 12, 2019 Total Change is: -899
90 -2,055 0 -465 -178 7 -627 974 256 -253 -106 37 55 165
Percent of Open Interest Represented by Each Category of Trader
1.7 73.9 0.0 29.7 5.8 1.1 52.0 8.5 4.4 3.3 1.4 0.5 7.3 4.5
Number of Traders in Each Category Total Traders: 81
. . 0 13 5 . 28 13 9 11 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 549,306
Positions
140,854 23,856 22,162 138,879 145,856 21,187 59,693 175,432 112,016 17,938 3,126 13,640 22,937 32,031
Changes from: November 12, 2019 Total Change is: 30,331
8,941 135 -882 -1,913 10,818 -642 1,012 1,695 22,230 3,765 -1,207 2,565 -4,745 -4,381
Percent of Open Interest Represented by Each Category of Trader
25.6 4.3 4.0 25.3 26.6 3.9 10.9 31.9 20.4 3.3 0.6 2.5 4.2 5.8
Number of Traders in Each Category Total Traders: 229
16 11 15 18 43 23 43 67 55 10 9 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 17,481
Positions
4,164 671 821 5,516 2,266 966 5,102 12,558 100 565 50 0 247 49
Changes from: November 12, 2019 Total Change is: -1,118
225 -12 12 -1,792 -5 0 418 -1,101 0 46 -20 0 -27 8
Percent of Open Interest Represented by Each Category of Trader
23.8 3.8 4.7 31.6 13.0 5.5 29.2 71.8 0.6 3.2 0.3 0.0 1.4 0.3
Number of Traders in Each Category Total Traders: 39
4 . . 9 6 . . 6 . 9 . 0
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Updated November 22, 2019