Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 180,887
Positions
8,923 73,810 5,281 38,692 26,781 5,987 55,587 30,760 11,988 17,527 2,079 38 36,863 24,162
Changes from: November 19, 2019 Total Change is: -5,185
2,356 -13,690 -208 -3,795 8,247 -276 -3,075 -18 440 -329 8 -161 -139 472
Percent of Open Interest Represented by Each Category of Trader
4.9 40.8 2.9 21.4 14.8 3.3 30.7 17.0 6.6 9.7 1.1 0.0 20.4 13.4
Number of Traders in Each Category Total Traders: 114
7 7 7 19 15 12 27 24 16 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 79,849
Positions
44,119 1,581 411 1,910 29,800 471 20,087 21,310 1,175 968 1,436 0 10,708 23,665
Changes from: November 19, 2019 Total Change is: 9,903
5,391 15 128 -95 2,729 -10 2,913 6,465 280 0 -129 0 1,296 425
Percent of Open Interest Represented by Each Category of Trader
55.3 2.0 0.5 2.4 37.3 0.6 25.2 26.7 1.5 1.2 1.8 0.0 13.4 29.6
Number of Traders in Each Category Total Traders: 69
9 . . . 18 . 11 23 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 249,571
Positions
60,620 40,054 9,567 66,109 73,599 8,590 38,579 54,176 21,981 11,552 7,589 102 32,472 33,914
Changes from: November 19, 2019 Total Change is: 5,124
371 -4,289 2,909 4,396 4,256 -86 -1,979 1,061 -619 1,839 -24 5 -1,711 1,910
Percent of Open Interest Represented by Each Category of Trader
24.3 16.0 3.8 26.5 29.5 3.4 15.5 21.7 8.8 4.6 3.0 0.0 13.0 13.6
Number of Traders in Each Category Total Traders: 121
4 10 8 23 26 15 21 30 16 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 218,814
Positions
75,420 29,788 4,862 36,839 53,402 13,705 37,225 55,806 17,540 3,100 6,797 208 29,916 36,705
Changes from: November 19, 2019 Total Change is: 14,700
9,553 670 362 1,758 2,924 1,454 2,280 5,006 1,458 1,105 -426 88 -3,358 3,164
Percent of Open Interest Represented by Each Category of Trader
34.5 13.6 2.2 16.8 24.4 6.3 17.0 25.5 8.0 1.4 3.1 0.1 13.7 16.8
Number of Traders in Each Category Total Traders: 126
8 8 6 16 22 12 31 31 21 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 629,940
Positions
37,752 150,316 16,643 349,348 174,770 36,856 39,255 142,229 33,283 22,178 11,701 1,509 93,116 62,633
Changes from: November 19, 2019 Total Change is: 4,292
-1,008 -4,707 2,383 -1,915 -1,294 3,161 -2,027 9,512 108 7,401 -1,110 -4,783 973 1,022
Percent of Open Interest Represented by Each Category of Trader
6.0 23.9 2.6 55.5 27.7 5.9 6.2 22.6 5.3 3.5 1.9 0.2 14.8 9.9
Number of Traders in Each Category Total Traders: 296
18 8 16 88 44 49 35 54 30 27 22 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 26,805
Positions
2,200 7,262 0 8,331 7,880 2,328 2,630 2,537 0 0 0 0 11,316 6,798
Changes from: November 19, 2019 Total Change is: 675
1,444 -678 0 -678 907 -350 265 732 0 0 0 0 -6 64
Percent of Open Interest Represented by Each Category of Trader
8.2 27.1 0.0 31.1 29.4 8.7 9.8 9.5 0.0 0.0 0.0 0.0 42.2 25.4
Number of Traders in Each Category Total Traders: 26
. . 0 11 7 9 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 22,562
Positions
5,459 1,754 613 6,559 10,581 2,032 448 1,703 0 0 881 49 7,402 4,949
Changes from: November 19, 2019 Total Change is: 81
140 -149 0 -286 -21 9 0 -140 0 0 0 0 218 382
Percent of Open Interest Represented by Each Category of Trader
24.2 7.8 2.7 29.1 46.9 9.0 2.0 7.5 0.0 0.0 3.9 0.2 32.8 21.9
Number of Traders in Each Category Total Traders: 23
. . . 6 8 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 201,486
Positions
78,654 11,235 2,058 18,028 74,989 4,518 47,402 51,265 13,759 7,098 10,653 262 29,707 32,747
Changes from: November 19, 2019 Total Change is: 13,926
-56 51 406 2,111 8,156 451 7,150 3,043 3,463 632 368 -205 -24 -1,807
Percent of Open Interest Represented by Each Category of Trader
39.0 5.6 1.0 8.9 37.2 2.2 23.5 25.4 6.8 3.5 5.3 0.1 14.7 16.3
Number of Traders in Each Category Total Traders: 109
7 4 7 11 25 12 22 32 17 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 54,239
Positions
1,105 42,555 20 43,241 0 31 6,816 7,455 0 1,168 3,082 0 1,858 1,096
Changes from: November 19, 2019 Total Change is: -959
205 282 0 -1,519 0 22 665 -1,190 0 -140 -4 0 -192 -69
Percent of Open Interest Represented by Each Category of Trader
2.0 78.5 0.0 79.7 0.0 0.1 12.6 13.7 0.0 2.2 5.7 0.0 3.4 2.0
Number of Traders in Each Category Total Traders: 45
. 4 . 11 0 . 15 6 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 293,056
Positions
373 173,164 917 162,377 10,992 501 102,495 74,379 12,202 8,503 17,307 0 5,688 3,594
Changes from: November 19, 2019 Total Change is: -2,121
0 -3,940 -2 -944 2,699 306 -2,615 -8,020 7,081 -5,611 11 0 -337 -257
Percent of Open Interest Represented by Each Category of Trader
0.1 59.1 0.3 55.4 3.8 0.2 35.0 25.4 4.2 2.9 5.9 0.0 1.9 1.2
Number of Traders in Each Category Total Traders: 171
. 12 . 32 9 . 55 34 15 10 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 69,279
Positions
43,912 88 6,498 4,268 44,260 229 3,935 9,697 4,664 2,755 1,559 0 3,018 2,284
Changes from: November 19, 2019 Total Change is: 12,083
-109 88 6,496 -20 2,534 229 1,316 -1,258 3,876 630 30 0 -335 88
Percent of Open Interest Represented by Each Category of Trader
63.4 0.1 9.4 6.2 63.9 0.3 5.7 14.0 6.7 4.0 2.3 0.0 4.4 3.3
Number of Traders in Each Category Total Traders: 59
4 . . 5 8 . 11 18 4 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 71,265
Positions
49,186 1,224 313 4,985 31,014 202 10,894 29,206 612 1,886 2,957 138 3,050 5,599
Changes from: November 19, 2019 Total Change is: -2,438
-917 -1,069 128 923 -1,355 -52 -1,686 -64 20 -1,131 -95 72 205 -23
Percent of Open Interest Represented by Each Category of Trader
69.0 1.7 0.4 7.0 43.5 0.3 15.3 41.0 0.9 2.6 4.1 0.2 4.3 7.9
Number of Traders in Each Category Total Traders: 100
9 . . 6 24 . 19 26 8 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 15,336
Positions
973 1,649 0 12,100 3,187 0 1,456 8,262 54 0 374 0 753 1,810
Changes from: November 19, 2019 Total Change is: 44
0 149 0 42 -34 0 -52 -114 54 0 5 0 0 -16
Percent of Open Interest Represented by Each Category of Trader
6.3 10.8 0.0 78.9 20.8 0.0 9.5 53.9 0.4 0.0 2.4 0.0 4.9 11.8
Number of Traders in Each Category Total Traders: 26
. . 0 . 4 0 4 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 54,104
Positions
11,398 30,330 1,687 15,838 1,636 1,967 11,248 4,794 2,296 710 2,064 0 8,960 9,330
Changes from: November 19, 2019 Total Change is: -1,390
-2,149 -1,968 205 206 112 353 -903 -816 558 93 40 0 248 128
Percent of Open Interest Represented by Each Category of Trader
21.1 56.1 3.1 29.3 3.0 3.6 20.8 8.9 4.2 1.3 3.8 0.0 16.6 17.2
Number of Traders in Each Category Total Traders: 110
9 24 8 18 4 8 32 11 10 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 108,207
Positions
22,796 60,660 3,374 31,675 3,272 3,934 22,496 9,589 4,591 1,420 4,127 0 17,921 18,660
Changes from: November 19, 2019 Total Change is: -2,779
-4,298 -3,936 409 411 223 706 -1,806 -1,633 1,117 186 79 0 496 256
Percent of Open Interest Represented by Each Category of Trader
21.1 56.1 3.1 29.3 3.0 3.6 20.8 8.9 4.2 1.3 3.8 0.0 16.6 17.2
Number of Traders in Each Category Total Traders: 110
9 24 8 18 4 8 32 11 10 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 27,863
Positions
2,966 19,390 0 22,008 840 269 0 5,232 0 0 448 0 2,620 1,684
Changes from: November 19, 2019 Total Change is: -1,935
250 -966 0 -2,582 0 -23 0 -987 0 0 0 0 420 41
Percent of Open Interest Represented by Each Category of Trader
10.6 69.6 0.0 79.0 3.0 1.0 0.0 18.8 0.0 0.0 1.6 0.0 9.4 6.0
Number of Traders in Each Category Total Traders: 26
. 7 0 13 . . 0 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 820,022
Positions
62,583 145,010 78,404 290,625 110,716 61,802 40,507 100,151 169,503 19,566 59,970 6,060 90,971 88,405
Changes from: November 19, 2019 Total Change is: 25,141
4,488 9,554 10,792 738 1,621 -1,097 3,211 5,227 2,297 971 -4,710 55 3,686 1,402
Percent of Open Interest Represented by Each Category of Trader
7.6 17.7 9.6 35.4 13.5 7.5 4.9 12.2 20.7 2.4 7.3 0.7 11.1 10.8
Number of Traders in Each Category Total Traders: 630
34 37 50 171 94 129 76 105 102 46 66 59
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 73,561
Positions
10,029 11,605 1,906 2,016 1,711 6,135 3,556 2,882 25,727 39 70 393 23,759 23,132
Changes from: November 19, 2019 Total Change is: 6,865
928 1,172 6 -1 266 652 548 510 4,252 14 21 4 461 -19
Percent of Open Interest Represented by Each Category of Trader
13.6 15.8 2.6 2.7 2.3 8.3 4.8 3.9 35.0 0.1 0.1 0.5 32.3 31.4
Number of Traders in Each Category Total Traders: 48
4 7 7 . . . 9 15 21 6 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 11,560
Positions
6,189 7,697 500 948 1,479 249 352 580 0 0 0 0 3,322 1,055
Changes from: November 19, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
53.5 66.6 4.3 8.2 12.8 2.2 3.0 5.0 0.0 0.0 0.0 0.0 28.7 9.1
Number of Traders in Each Category Total Traders: 20
5 7 . . . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,732,303
Positions
315,517 719,774 329,746 1,445,415 547,391 275,966 205,840 507,435 697,789 97,636 299,503 28,333 336,060 326,365
Changes from: November 19, 2019 Total Change is: 91,379
20,151 44,260 51,578 3,608 6,689 -8,659 19,804 30,073 -16,268 4,783 -23,654 256 16,126 7,104
Percent of Open Interest Represented by Each Category of Trader
8.5 19.3 8.8 38.7 14.7 7.4 5.5 13.6 18.7 2.6 8.0 0.8 9.0 8.7
Number of Traders in Each Category Total Traders: 616
36 35 50 172 92 128 77 99 96 41 63 55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 25,704
Positions
11,659 14,256 0 7,651 2,640 982 435 2,386 2,000 0 357 0 2,977 3,083
Changes from: November 19, 2019 Total Change is: 1,861
-206 -90 0 35 0 0 0 0 2,000 0 0 0 32 -49
Percent of Open Interest Represented by Each Category of Trader
45.4 55.5 0.0 29.8 10.3 3.8 1.7 9.3 7.8 0.0 1.4 0.0 11.6 12.0
Number of Traders in Each Category Total Traders: 22
. 9 0 5 . . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 22,271
Positions
5,003 10,642 840 12,946 0 0 845 1,241 3 0 0 0 2,634 9,545
Changes from: November 19, 2019 Total Change is: 44
0 469 0 -2 0 0 -7 -429 3 0 0 0 50 1
Percent of Open Interest Represented by Each Category of Trader
22.5 47.8 3.8 58.1 0.0 0.0 3.8 5.6 0.0 0.0 0.0 0.0 11.8 42.9
Number of Traders in Each Category Total Traders: 20
. 7 . 6 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 11,644
Positions
4,486 8,986 0 4,726 1,773 0 1,057 0 0 0 0 0 1,375 885
Changes from: November 19, 2019 Total Change is: 508
14 351 0 397 0 0 -7 0 0 0 0 0 104 157
Percent of Open Interest Represented by Each Category of Trader
38.5 77.2 0.0 40.6 15.2 0.0 9.1 0.0 0.0 0.0 0.0 0.0 11.8 7.6
Number of Traders in Each Category Total Traders: 23
. 9 0 6 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874N Open Interest is 271,022
Positions
177,400 177,000 93,622 0 0 0 0 0 0 0 0 0 0 400
Changes from: November 19, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
65.5 65.3 34.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 20
10 10 10 0 0 0 0 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 75,719
Positions
4,994 22,471 296 52,031 35,617 2,625 3,967 3,490 1,062 0 6,410 0 10,744 3,748
Changes from: November 19, 2019 Total Change is: 2,135
351 2,359 20 1,361 286 89 593 -171 14 0 -236 0 -293 -226
Percent of Open Interest Represented by Each Category of Trader
6.6 29.7 0.4 68.7 47.0 3.5 5.2 4.6 1.4 0.0 8.5 0.0 14.2 4.9
Number of Traders in Each Category Total Traders: 93
4 10 . 37 22 12 11 7 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 48,354
Positions
6,667 8,757 1,043 19,636 7,640 790 8,224 13,817 3,781 818 2,591 136 7,259 9,801
Changes from: November 19, 2019 Total Change is: -1,451
273 -1,224 48 196 -85 -248 -2,088 -2 118 44 20 21 185 -99
Percent of Open Interest Represented by Each Category of Trader
13.8 18.1 2.2 40.6 15.8 1.6 17.0 28.6 7.8 1.7 5.4 0.3 15.0 20.3
Number of Traders in Each Category Total Traders: 260
17 24 10 61 27 30 43 53 24 12 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 241,770
Positions
33,334 43,783 5,213 98,182 38,198 3,951 41,119 69,084 18,905 4,091 12,955 678 36,297 49,003
Changes from: November 19, 2019 Total Change is: -7,254
1,365 -6,120 238 980 -424 -1,240 -10,440 -8 591 222 101 105 925 -497
Percent of Open Interest Represented by Each Category of Trader
13.8 18.1 2.2 40.6 15.8 1.6 17.0 28.6 7.8 1.7 5.4 0.3 15.0 20.3
Number of Traders in Each Category Total Traders: 260
17 24 10 61 27 30 43 53 24 12 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 491,669
Positions
60,586 124,768 11,099 263,293 187,573 37,012 71,614 66,778 15,054 8,783 30,752 683 23,544 17,949
Changes from: November 19, 2019 Total Change is: 10,585
-109 10,189 1,046 826 -8,749 3,296 7,166 2,652 1,486 -1,398 2,176 92 -1,820 -1,602
Percent of Open Interest Represented by Each Category of Trader
12.3 25.4 2.3 53.6 38.2 7.5 14.6 13.6 3.1 1.8 6.3 0.1 4.8 3.7
Number of Traders in Each Category Total Traders: 312
18 25 9 82 57 41 51 47 28 15 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 34,628
Positions
4,175 6,664 0 12,334 1,083 20 10,597 21,937 42 1,456 555 406 5,598 3,921
Changes from: November 19, 2019 Total Change is: 123
-4 -303 0 -124 0 -11 0 785 4 20 0 1 237 -353
Percent of Open Interest Represented by Each Category of Trader
12.1 19.2 0.0 35.6 3.1 0.1 30.6 63.4 0.1 4.2 1.6 1.2 16.2 11.3
Number of Traders in Each Category Total Traders: 37
5 . 0 13 . . 4 5 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 71,077
Positions
9,511 24,195 421 17,417 12,384 920 33,566 19,313 510 605 1,701 385 7,742 11,248
Changes from: November 19, 2019 Total Change is: 644
48 -274 11 1,101 -1,178 86 963 416 -36 1 -660 0 -1,530 2,279
Percent of Open Interest Represented by Each Category of Trader
13.4 34.0 0.6 24.5 17.4 1.3 47.2 27.2 0.7 0.9 2.4 0.5 10.9 15.8
Number of Traders in Each Category Total Traders: 80
8 11 . 15 10 7 18 14 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 380,217
Positions
43,235 228,093 3,721 273,048 92,713 27,187 21,615 12,228 397 1,163 8,686 0 9,851 7,192
Changes from: November 19, 2019 Total Change is: 10,674
185 7,450 1,182 5,664 1,670 2,061 1,618 -1,850 -1 -7 -2,231 0 -28 2,393
Percent of Open Interest Represented by Each Category of Trader
11.4 60.0 1.0 71.8 24.4 7.2 5.7 3.2 0.1 0.3 2.3 0.0 2.6 1.9
Number of Traders in Each Category Total Traders: 172
15 15 5 68 37 34 21 9 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,439,685
Positions
73,246 943,843 6,954 1,015,291 271,475 111,250 119,395 68,807 4,343 73,356 14,749 3,384 32,466 14,880
Changes from: November 19, 2019 Total Change is: 19,918
-2,182 16,781 217 15,437 -957 4,567 -658 1,849 654 2,770 1,240 26 -913 -4,459
Percent of Open Interest Represented by Each Category of Trader
5.1 65.6 0.5 70.5 18.9 7.7 8.3 4.8 0.3 5.1 1.0 0.2 2.3 1.0
Number of Traders in Each Category Total Traders: 430
29 19 7 171 72 90 61 30 20 39 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 126,844
Positions
49,007 90,778 34,088 19,852 0 486 18,656 0 164 3,294 0 0 1,297 1,328
Changes from: November 19, 2019 Total Change is: 4,898
5,888 5,551 -1,978 -439 0 66 -1,198 0 -8 1,300 0 0 1,267 1,267
Percent of Open Interest Represented by Each Category of Trader
38.6 71.6 26.9 15.7 0.0 0.4 14.7 0.0 0.1 2.6 0.0 0.0 1.0 1.0
Number of Traders in Each Category Total Traders: 44
6 16 15 8 0 . 10 0 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,235,027
Positions
4,571 146,769 44,921 478,703 286,262 227,804 63,739 212,830 128,449 82,971 18,351 9,269 194,599 160,371
Changes from: November 19, 2019 Total Change is: -46,501
-1,129 19,972 -12,368 65 -2,332 17,042 3,580 8,561 -71,958 4,797 -10,662 -1,462 14,932 6,706
Percent of Open Interest Represented by Each Category of Trader
0.4 11.9 3.6 38.8 23.2 18.4 5.2 17.2 10.4 6.7 1.5 0.8 15.8 13.0
Number of Traders in Each Category Total Traders: 187
7 14 15 60 28 51 22 33 45 14 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,243,792
Positions
44,340 152,170 11,263 684,736 78,941 191,772 72,483 685,753 24,470 43,409 6,357 0 171,319 93,066
Changes from: November 19, 2019 Total Change is: 25,934
-2,444 1,388 -990 13,314 5,210 7,211 2,496 19,064 -2,030 -528 -140 -1 8,905 -3,778
Percent of Open Interest Represented by Each Category of Trader
3.6 12.2 0.9 55.1 6.3 15.4 5.8 55.1 2.0 3.5 0.5 0.0 13.8 7.5
Number of Traders in Each Category Total Traders: 139
6 12 6 67 13 53 9 25 21 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 3,766,731
Positions
99,159 240,993 39,317 1,654,261 722,623 344,712 814,380 1,843,317 203,276 380,945 137,368 14,476 216,205 220,649
Changes from: November 19, 2019 Total Change is: -299,201
11,302 -4,764 -60,583 -123,439 -147,407 23,981 -20,539 -74,599 -133,300 -22,243 -16,811 5,578 20,043 108,705
Percent of Open Interest Represented by Each Category of Trader
2.6 6.4 1.0 43.9 19.2 9.2 21.6 48.9 5.4 10.1 3.6 0.4 5.7 5.9
Number of Traders in Each Category Total Traders: 357
23 26 21 121 33 73 73 42 61 25 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,556,549
Positions
197,549 306,919 254,189 1,641,300 731,315 854,316 366,348 1,223,470 456,226 207,375 167,742 61,217 518,030 501,156
Changes from: November 19, 2019 Total Change is: -296,656
2,876 3,984 -98,573 -61,449 1,012 -42,700 6,245 -37,417 -214,737 80 -5,263 24,410 87,191 72,627
Percent of Open Interest Represented by Each Category of Trader
4.3 6.7 5.6 36.0 16.0 18.7 8.0 26.9 10.0 4.6 3.7 1.3 11.4 11.0
Number of Traders in Each Category Total Traders: 390
21 38 45 103 67 114 61 57 83 28 15 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 911,269
Positions
91,502 39,882 3,897 249,097 305,515 174,452 191,526 150,199 28,666 48,654 33,071 6,199 117,276 169,388
Changes from: November 19, 2019 Total Change is: 22,930
-92 9,068 -4,578 -42,219 -6,255 16,328 24,586 -26,484 12,818 -3,094 8,875 6,175 13,006 6,983
Percent of Open Interest Represented by Each Category of Trader
10.0 4.4 0.4 27.3 33.5 19.1 21.0 16.5 3.1 5.3 3.6 0.7 12.9 18.6
Number of Traders in Each Category Total Traders: 109
6 6 7 24 39 40 17 9 13 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,886,726
Positions
102,192 429,851 146,627 1,980,086 831,062 892,267 560,578 1,498,793 479,190 301,859 197,161 10,148 413,779 401,627
Changes from: November 19, 2019 Total Change is: -78,175
-14,703 44,586 -78,012 -42,446 3,205 -84,413 44,202 -41,442 41,846 -17,101 -27,112 -3,549 76,001 66,717
Percent of Open Interest Represented by Each Category of Trader
2.1 8.8 3.0 40.5 17.0 18.3 11.5 30.7 9.8 6.2 4.0 0.2 8.5 8.2
Number of Traders in Each Category Total Traders: 325
12 33 23 89 52 87 42 63 62 23 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 2,219,852
Positions
367,971 419,981 619,217 6,534 138,569 29,270 614,817 442,843 502,145 27,842 21,461 7,927 44,129 38,438
Changes from: November 19, 2019 Total Change is: 183,332
117,883 41,411 -4,867 182 -6,986 4,953 64,848 145,298 -4,356 4,508 12,511 -396 577 -4,236
Percent of Open Interest Represented by Each Category of Trader
16.6 18.9 27.9 0.3 6.2 1.3 27.7 19.9 22.6 1.3 1.0 0.4 2.0 1.7
Number of Traders in Each Category Total Traders: 161
33 27 50 7 6 9 47 25 56 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is24,278,941
Positions
2,876,754 1,825,154 4,955,841 521,869 2,378,973 1,619,723 1,210,132 298,045 11,866,399 204,633 144,396 236,233 787,356 954,178
Changes from: November 19, 2019 Total Change is: 180,896
-19,415 19,814 3,846 -93,869 -1,077 44,925 103,158 10,377 102,499 -5,543 -5,391 -19,189 64,482 25,090
Percent of Open Interest Represented by Each Category of Trader
11.8 7.5 20.4 2.1 9.8 6.7 5.0 1.2 48.9 0.8 0.6 1.0 3.2 3.9
Number of Traders in Each Category Total Traders: 275
39 38 74 17 19 26 62 52 100 26 17 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 182,646
Positions
8,807 90,830 24,196 18,179 3,600 9,685 83,927 17,330 35,767 0 312 836 1,249 90
Changes from: November 19, 2019 Total Change is: 10,216
-3,888 4,100 1,742 3,135 0 0 5,059 1,195 4,040 0 -435 253 -125 -679
Percent of Open Interest Represented by Each Category of Trader
4.8 49.7 13.2 10.0 2.0 5.3 46.0 9.5 19.6 0.0 0.2 0.5 0.7 0.0
Number of Traders in Each Category Total Traders: 55
. 15 5 . . . 16 16 19 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 381,497
Positions
23,859 64,316 44,950 16,239 10,670 28,435 223,194 183,960 36,961 6,876 8,101 715 268 3,389
Changes from: November 19, 2019 Total Change is: 72,702
-2,599 11,957 11,681 10,252 3,311 3,235 50,343 42,362 -802 578 150 90 -76 718
Percent of Open Interest Represented by Each Category of Trader
6.3 16.9 11.8 4.3 2.8 7.5 58.5 48.2 9.7 1.8 2.1 0.2 0.1 0.9
Number of Traders in Each Category Total Traders: 97
7 21 15 . 8 4 22 30 35 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 96,325
Positions
0 47,790 0 1,479 3,305 122 41,536 8,590 32,664 20,460 1,042 0 64 2,812
Changes from: November 19, 2019 Total Change is: 11,914
0 9,959 0 0 -51 -54 1,239 1,009 659 10,066 0 0 4 392
Percent of Open Interest Represented by Each Category of Trader
0.0 49.6 0.0 1.5 3.4 0.1 43.1 8.9 33.9 21.2 1.1 0.0 0.1 2.9
Number of Traders in Each Category Total Traders: 34
0 5 0 . 9 . 5 7 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 58,301
Positions
957 24,828 0 1,281 488 115 26,900 2,118 29,045 0 0 0 3 1,707
Changes from: November 19, 2019 Total Change is: 2,871
-21 -105 0 0 34 0 -22 7 2,921 0 0 0 -7 14
Percent of Open Interest Represented by Each Category of Trader
1.6 42.6 0.0 2.2 0.8 0.2 46.1 3.6 49.8 0.0 0.0 0.0 0.0 2.9
Number of Traders in Each Category Total Traders: 25
. . 0 . 7 . 6 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 51,196
Positions
11,499 0 17,652 0 160 0 6,454 17,444 11,733 3,600 3,861 246 12 100
Changes from: November 19, 2019 Total Change is: 461
0 -60 0 0 0 0 -27 -5 490 0 0 0 -2 36
Percent of Open Interest Represented by Each Category of Trader
22.5 0.0 34.5 0.0 0.3 0.0 12.6 34.1 22.9 7.0 7.5 0.5 0.0 0.2
Number of Traders in Each Category Total Traders: 22
. 0 . 0 . 0 . 9 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 3,554
Positions
38 0 0 56 298 1 1,155 1,669 263 334 626 38 1,669 659
Changes from: November 19, 2019 Total Change is: 397
0 0 0 -11 6 1 96 -245 179 -132 292 -3 267 167
Percent of Open Interest Represented by Each Category of Trader
1.1 0.0 0.0 1.6 8.4 0.0 32.5 47.0 7.4 9.4 17.6 1.1 47.0 18.5
Number of Traders in Each Category Total Traders: 41
. 0 0 . . . 10 14 5 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 42,208
Positions
708 32,256 0 13,483 2,704 618 20,252 1,914 2,202 1,474 657 233 3,238 1,624
Changes from: November 19, 2019 Total Change is: -3,099
-50 -1,221 0 6 79 125 -3,296 -1,938 206 -18 43 -1 -72 -393
Percent of Open Interest Represented by Each Category of Trader
1.7 76.4 0.0 31.9 6.4 1.5 48.0 4.5 5.2 3.5 1.6 0.6 7.7 3.8
Number of Traders in Each Category Total Traders: 84
. . 0 14 6 4 32 10 9 11 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 504,704
Positions
126,910 21,442 20,076 138,473 144,542 22,661 51,175 151,851 93,861 14,816 3,379 14,404 22,328 32,488
Changes from: November 19, 2019 Total Change is: -44,602
-13,944 -2,414 -2,086 -406 -1,314 1,474 -8,518 -23,581 -18,155 -3,122 253 764 -609 457
Percent of Open Interest Represented by Each Category of Trader
25.1 4.2 4.0 27.4 28.6 4.5 10.1 30.1 18.6 2.9 0.7 2.9 4.4 6.4
Number of Traders in Each Category Total Traders: 214
13 11 12 20 43 23 40 59 51 10 9 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 17,459
Positions
4,142 671 821 5,481 2,266 966 5,098 12,534 100 565 60 0 286 41
Changes from: November 19, 2019 Total Change is: -22
-22 0 0 -35 0 0 -4 -24 0 0 10 0 39 -8
Percent of Open Interest Represented by Each Category of Trader
23.7 3.8 4.7 31.4 13.0 5.5 29.2 71.8 0.6 3.2 0.3 0.0 1.6 0.2
Number of Traders in Each Category Total Traders: 39
4 . . 9 6 . . 6 . 9 . 0
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Updated December 02, 2019