Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 145,257 Positions 9,771 83,709 1,630 41,511 10,042 509 43,694 20,938 4,099 6,111 2,564 419 37,513 21,347 Changes from: November 21, 2017 Total Change is: 1,661 1,534 2,788 -458 2,261 27 -36 -1,680 -1,314 41 291 10 -14 -278 617 Percent of Open Interest Represented by Each Category of Trader 6.7 57.6 1.1 28.6 6.9 0.4 30.1 14.4 2.8 4.2 1.8 0.3 25.8 14.7 Number of Traders in Each Category Total Traders: 89 5 7 6 17 7 5 27 16 10 6 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 79,544 Positions 44,443 4,061 0 1,007 6,878 0 27,144 42,711 873 0 1,680 0 6,077 23,341 Changes from: November 21, 2017 Total Change is: -3,362 -391 439 -3 0 -1,470 0 -2,715 -1,212 -170 0 0 0 -83 -946 Percent of Open Interest Represented by Each Category of Trader 55.9 5.1 0.0 1.3 8.6 0.0 34.1 53.7 1.1 0.0 2.1 0.0 7.6 29.3 Number of Traders in Each Category Total Traders: 52 7 4 0 . 7 0 13 18 4 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 178,230 Positions 43,243 17,500 5,968 19,855 70,393 4,072 59,750 35,978 11,661 1,303 8,978 627 31,751 23,053 Changes from: November 21, 2017 Total Change is: 2,391 -8,370 39 476 1,978 -2,844 458 7,458 3,978 1,277 -514 634 -231 -141 -1,396 Percent of Open Interest Represented by Each Category of Trader 24.3 9.8 3.3 11.1 39.5 2.3 33.5 20.2 6.5 0.7 5.0 0.4 17.8 12.9 Number of Traders in Each Category Total Traders: 125 7 10 6 12 21 7 38 30 20 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 244,536 Positions 139,980 18,757 7,411 21,425 35,857 7,542 40,941 126,127 7,389 220 1,498 947 18,681 39,008 Changes from: November 21, 2017 Total Change is: -16,483 -19,467 4,333 -1,771 2,017 -2,591 -246 2,124 -11,517 -1,399 -401 -2,100 640 2,020 -1,832 Percent of Open Interest Represented by Each Category of Trader 57.2 7.7 3.0 8.8 14.7 3.1 16.7 51.6 3.0 0.1 0.6 0.4 7.6 16.0 Number of Traders in Each Category Total Traders: 117 11 8 8 14 21 9 24 33 17 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 495,561 Positions 36,272 225,060 5,453 239,485 98,083 20,371 80,824 73,895 15,262 17,122 8,825 1,030 79,742 47,582 Changes from: November 21, 2017 Total Change is: 30,254 -2,287 18,232 1,589 9,007 -2,985 1,483 13,689 16,353 -447 421 -248 337 6,462 -4,060 Percent of Open Interest Represented by Each Category of Trader 7.3 45.4 1.1 48.3 19.8 4.1 16.3 14.9 3.1 3.5 1.8 0.2 16.1 9.6 Number of Traders in Each Category Total Traders: 248 17 19 15 72 32 37 45 30 23 19 13 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 38,688 Positions 1,928 24,902 0 20,346 1,297 1,960 560 5,228 733 420 1,274 5 12,736 3,289 Changes from: November 21, 2017 Total Change is: 1,971 -833 667 0 1,864 0 -1 98 1,144 95 420 0 0 328 66 Percent of Open Interest Represented by Each Category of Trader 5.0 64.4 0.0 52.6 3.4 5.1 1.4 13.5 1.9 1.1 3.3 0.0 32.9 8.5 Number of Traders in Each Category Total Traders: 29 . . 0 16 . 7 . 5 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 134,805 Positions 24,818 40,798 1,638 6,767 37,752 1,782 72,333 22,147 2,756 662 0 9 24,040 27,923 Changes from: November 21, 2017 Total Change is: 1,830 2,701 -2,330 -71 164 1,456 121 -1,106 1,817 167 64 0 0 -210 670 Percent of Open Interest Represented by Each Category of Trader 18.4 30.3 1.2 5.0 28.0 1.3 53.7 16.4 2.0 0.5 0.0 0.0 17.8 20.7 Number of Traders in Each Category Total Traders: 90 9 7 6 6 16 4 31 19 14 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 49,012 Positions 151 38,512 257 24,427 0 0 22,400 9,006 152 127 0 0 1,498 1,085 Changes from: November 21, 2017 Total Change is: 6,109 0 1,663 0 6,554 0 0 -70 4,571 56 127 0 0 -558 -181 Percent of Open Interest Represented by Each Category of Trader 0.3 78.6 0.5 49.8 0.0 0.0 45.7 18.4 0.3 0.3 0.0 0.0 3.1 2.2 Number of Traders in Each Category Total Traders: 28 . 6 . 4 0 0 10 6 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 171,485 Positions 18,624 89,210 524 49,007 9,138 197 93,110 58,514 1,703 1,529 9,269 0 6,791 2,930 Changes from: November 21, 2017 Total Change is: -8,045 -877 172 -33 -1,656 -5,453 -111 -5,640 236 -491 202 -1,665 0 561 -700 Percent of Open Interest Represented by Each Category of Trader 10.9 52.0 0.3 28.6 5.3 0.1 54.3 34.1 1.0 0.9 5.4 0.0 4.0 1.7 Number of Traders in Each Category Total Traders: 139 9 5 . 14 10 . 48 35 8 8 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 26,277 Positions 70 13,972 1,284 5,446 1,747 138 11,744 2,232 4,955 966 1,076 79 1,595 794 Changes from: November 21, 2017 Total Change is: 3,505 70 -2,696 1,251 -5,564 1,421 138 2,801 -1,508 4,855 0 -175 -25 -21 244 Percent of Open Interest Represented by Each Category of Trader 0.3 53.2 4.9 20.7 6.6 0.5 44.7 8.5 18.9 3.7 4.1 0.3 6.1 3.0 Number of Traders in Each Category Total Traders: 36 . . . 4 . . 15 5 5 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 61,260 Positions 33,761 9,136 23 1,864 4,945 7 20,658 39,705 1,150 375 693 0 3,422 5,601 Changes from: November 21, 2017 Total Change is: 1,523 29 -184 8 358 1,072 0 838 1,225 354 -86 -297 0 22 -655 Percent of Open Interest Represented by Each Category of Trader 55.1 14.9 0.0 3.0 8.1 0.0 33.7 64.8 1.9 0.6 1.1 0.0 5.6 9.1 Number of Traders in Each Category Total Traders: 88 10 . . 7 12 . 20 31 9 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 21,890 Positions 7,703 15,200 3,750 3,691 760 0 5,477 752 141 100 155 0 1,028 1,132 Changes from: November 21, 2017 Total Change is: -967 -233 0 0 806 -567 0 -1,554 -75 15 -100 0 0 99 -340 Percent of Open Interest Represented by Each Category of Trader 35.2 69.4 17.1 16.9 3.5 0.0 25.0 3.4 0.6 0.5 0.7 0.0 4.7 5.2 Number of Traders in Each Category Total Traders: 29 4 . . . . 0 10 6 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 76,112 Positions 9,143 50,063 1,648 15,030 2,974 253 32,130 6,439 4,582 1,640 1,246 8 11,681 8,901 Changes from: November 21, 2017 Total Change is: -1,685 957 -3,640 94 -154 -476 -5 -2,756 1,705 559 -39 193 -15 -326 -100 Percent of Open Interest Represented by Each Category of Trader 12.0 65.8 2.2 19.7 3.9 0.3 42.2 8.5 6.0 2.2 1.6 0.0 15.3 11.7 Number of Traders in Each Category Total Traders: 122 10 21 5 19 . . 39 18 10 4 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 152,224 Positions 18,285 100,125 3,295 30,059 5,948 506 64,260 12,878 9,164 3,279 2,492 15 23,361 17,801 Changes from: November 21, 2017 Total Change is: -3,369 1,914 -7,279 188 -308 -951 -10 -5,511 3,410 1,117 -78 385 -30 -651 -199 Percent of Open Interest Represented by Each Category of Trader 12.0 65.8 2.2 19.7 3.9 0.3 42.2 8.5 6.0 2.2 1.6 0.0 15.3 11.7 Number of Traders in Each Category Total Traders: 122 10 21 5 19 . . 39 18 10 4 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 756,344 Positions 72,959 145,832 49,902 309,201 163,761 65,347 99,863 128,337 34,597 24,470 67,940 7,904 92,101 92,724 Changes from: November 21, 2017 Total Change is: 17,389 1,542 1,896 4,983 3,274 601 -717 1,272 3,107 5,462 689 211 63 820 1,782 Percent of Open Interest Represented by Each Category of Trader 9.6 19.3 6.6 40.9 21.7 8.6 13.2 17.0 4.6 3.2 9.0 1.0 12.2 12.3 Number of Traders in Each Category Total Traders: 640 33 47 27 140 94 99 98 126 84 52 50 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 78,758 Positions 32,504 17,917 500 9,788 18,402 380 6,669 11,595 1,271 4,932 14 0 22,714 28,679 Changes from: November 21, 2017 Total Change is: 5,727 825 2,595 0 1,050 -66 0 1,659 1,589 671 -461 7 0 1,983 931 Percent of Open Interest Represented by Each Category of Trader 41.3 22.7 0.6 12.4 23.4 0.5 8.5 14.7 1.6 6.3 0.0 0.0 28.8 36.4 Number of Traders in Each Category Total Traders: 50 4 10 . 6 6 . 12 9 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price) CFTC Code #138748 Open Interest is 22,239 Positions 20,512 8,102 0 0 11,082 66 0 2,237 78 0 0 0 1,583 674 Changes from: November 21, 2017 Total Change is: -19 -43 29 0 0 1,368 0 0 -105 49 0 0 0 -25 -1,360 Percent of Open Interest Represented by Each Category of Trader 92.2 36.4 0.0 0.0 49.8 0.3 0.0 10.1 0.4 0.0 0.0 0.0 7.1 3.0 Number of Traders in Each Category Total Traders: 21 9 5 0 0 4 . 0 . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 3,387,929 Positions 262,310 699,608 186,974 1,504,354 734,082 317,550 538,959 656,701 93,637 109,292 351,231 27,920 346,933 320,226 Changes from: November 21, 2017 Total Change is: 58,309 -2,272 -9,349 30,768 10,676 2,890 -3,139 16,991 26,513 5,031 5,816 1,086 252 -5,814 4,257 Percent of Open Interest Represented by Each Category of Trader 7.7 20.7 5.5 44.4 21.7 9.4 15.9 19.4 2.8 3.2 10.4 0.8 10.2 9.5 Number of Traders in Each Category Total Traders: 635 32 48 26 139 93 98 95 127 77 51 50 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 31,580 Positions 1,421 30,144 0 11,838 224 536 14,795 0 0 0 330 0 2,990 346 Changes from: November 21, 2017 Total Change is: 1,108 61 1,351 0 -18 0 0 773 0 0 0 0 0 292 -243 Percent of Open Interest Represented by Each Category of Trader 4.5 95.5 0.0 37.5 0.7 1.7 46.8 0.0 0.0 0.0 1.0 0.0 9.5 1.1 Number of Traders in Each Category Total Traders: 30 . 10 0 7 . . 8 0 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 22,208 Positions 15,570 5,962 1 2,778 14,343 291 1,649 521 0 0 280 0 1,919 810 Changes from: November 21, 2017 Total Change is: -400 -245 -345 0 -106 0 0 -4 0 0 0 0 0 -45 -55 Percent of Open Interest Represented by Each Category of Trader 70.1 26.8 0.0 12.5 64.6 1.3 7.4 2.3 0.0 0.0 1.3 0.0 8.6 3.6 Number of Traders in Each Category Total Traders: 24 8 4 . 4 5 . . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 93,662 Positions 4,083 44,000 447 42,378 36,602 3,120 29,481 4,927 963 0 260 0 13,190 3,343 Changes from: November 21, 2017 Total Change is: -834 9 154 -6 -1,765 -474 31 1,645 -366 -121 0 0 0 -627 -52 Percent of Open Interest Represented by Each Category of Trader 4.4 47.0 0.5 45.2 39.1 3.3 31.5 5.3 1.0 0.0 0.3 0.0 14.1 3.6 Number of Traders in Each Category Total Traders: 98 . 10 . 33 19 14 24 8 7 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 58,911 Positions 12,993 14,952 3,110 14,288 11,667 772 17,606 14,080 1,585 1,400 5,055 120 7,037 7,569 Changes from: November 21, 2017 Total Change is: -14 1,039 -1,159 -495 72 497 -483 272 1,302 -233 -103 527 14 -98 14 Percent of Open Interest Represented by Each Category of Trader 22.1 25.4 5.3 24.3 19.8 1.3 29.9 23.9 2.7 2.4 8.6 0.2 11.9 12.8 Number of Traders in Each Category Total Traders: 286 18 23 8 48 27 17 55 62 24 16 36 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 294,553 Positions 64,965 74,758 15,552 71,439 58,335 3,860 88,029 70,402 7,926 6,999 25,275 600 35,183 37,845 Changes from: November 21, 2017 Total Change is: -72 5,194 -5,794 -2,473 358 2,486 -2,414 1,361 6,511 -1,165 -517 2,635 72 -488 70 Percent of Open Interest Represented by Each Category of Trader 22.1 25.4 5.3 24.3 19.8 1.3 29.9 23.9 2.7 2.4 8.6 0.2 11.9 12.8 Number of Traders in Each Category Total Traders: 286 18 23 8 48 27 17 55 62 24 16 36 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 569,543 Positions 34,261 214,452 4,738 257,139 152,887 36,082 185,118 127,796 10,366 19,276 9,137 0 22,563 14,085 Changes from: November 21, 2017 Total Change is: 15,063 -451 10,535 1,667 -335 -678 1,776 9,911 853 704 272 -240 0 1,519 446 Percent of Open Interest Represented by Each Category of Trader 6.0 37.7 0.8 45.1 26.8 6.3 32.5 22.4 1.8 3.4 1.6 0.0 4.0 2.5 Number of Traders in Each Category Total Traders: 304 15 31 8 72 42 34 67 50 22 13 13 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50) CFTC Code #23977A Open Interest is 69,711 Positions 37,317 34,459 2,967 7,300 11,022 166 11,641 11,990 74 1,940 959 193 8,113 7,881 Changes from: November 21, 2017 Total Change is: 830 1,616 1,351 -47 -951 322 5 1,289 -643 6 4 -337 0 -1,092 173 Percent of Open Interest Represented by Each Category of Trader 53.5 49.4 4.3 10.5 15.8 0.2 16.7 17.2 0.1 2.8 1.4 0.3 11.6 11.3 Number of Traders in Each Category Total Traders: 81 18 13 . 8 5 . 15 14 6 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 42,099 Positions 2,221 27,856 8 20,358 2,154 466 6,720 2,846 156 3,053 4,742 0 9,117 3,871 Changes from: November 21, 2017 Total Change is: -233 168 -33 8 -44 119 127 -400 -360 3 3 -186 0 -98 89 Percent of Open Interest Represented by Each Category of Trader 5.3 66.2 0.0 48.4 5.1 1.1 16.0 6.8 0.4 7.3 11.3 0.0 21.7 9.2 Number of Traders in Each Category Total Traders: 51 . 8 . 16 4 6 10 4 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 62,744 Positions 9,523 21,530 1,333 25,605 2,644 578 11,216 19,131 1,027 2,193 2,032 0 11,269 14,469 Changes from: November 21, 2017 Total Change is: 1,118 903 -351 264 -635 120 -343 -403 -1,608 94 60 -220 0 1,178 3,162 Percent of Open Interest Represented by Each Category of Trader 15.2 34.3 2.1 40.8 4.2 0.9 17.9 30.5 1.6 3.5 3.2 0.0 18.0 23.1 Number of Traders in Each Category Total Traders: 88 14 11 . 17 4 5 16 20 10 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 288,849 Positions 17,117 183,795 3,768 178,681 69,564 14,615 54,140 6,853 3,392 7,802 1,272 0 9,334 5,590 Changes from: November 21, 2017 Total Change is: -4,138 -10 -110 -39 -3,010 -1,015 -194 571 515 -601 -320 4 0 -535 -2,698 Percent of Open Interest Represented by Each Category of Trader 5.9 63.6 1.3 61.9 24.1 5.1 18.7 2.4 1.2 2.7 0.4 0.0 3.2 1.9 Number of Traders in Each Category Total Traders: 152 12 9 6 55 27 20 34 8 8 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,025,112 Positions 57,246 695,906 18,703 564,530 167,484 64,689 219,186 30,424 20,757 49,318 16,250 642 30,041 10,257 Changes from: November 21, 2017 Total Change is: 4,678 -2,189 -5,001 13,913 -20,756 -3,619 -661 7,733 -5,328 4,768 580 44 -59 1,349 621 Percent of Open Interest Represented by Each Category of Trader 5.6 67.9 1.8 55.1 16.3 6.3 21.4 3.0 2.0 4.8 1.6 0.1 2.9 1.0 Number of Traders in Each Category Total Traders: 380 25 23 15 134 51 49 81 23 24 35 8 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 99,064 Positions 18,381 35,661 62,768 10,574 0 5 6,524 0 598 170 30 0 44 2 Changes from: November 21, 2017 Total Change is: 0 -300 -300 300 0 0 0 0 0 0 0 0 0 0 0 Percent of Open Interest Represented by Each Category of Trader 18.6 36.0 63.4 10.7 0.0 0.0 6.6 0.0 0.6 0.2 0.0 0.0 0.0 0.0 Number of Traders in Each Category Total Traders: 28 . 12 8 5 0 . 4 0 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 832,485 Positions 9,051 67,592 7,774 283,358 215,284 127,131 115,413 90,957 86,450 13,151 54,374 478 189,679 182,445 Changes from: November 21, 2017 Total Change is: -12,577 -3,216 1,403 -18,811 -13,360 -19,636 6,670 -103 -136 4,134 836 2,891 198 11,075 10,710 Percent of Open Interest Represented by Each Category of Trader 1.1 8.1 0.9 34.0 25.9 15.3 13.9 10.9 10.4 1.6 6.5 0.1 22.8 21.9 Number of Traders in Each Category Total Traders: 157 8 15 10 35 28 32 25 31 26 4 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 954,762 Positions 4,987 128,142 9,562 458,203 83,989 150,199 62,846 389,218 69,646 36,058 6,645 3,052 160,209 114,309 Changes from: November 21, 2017 Total Change is: -12,744 875 4,914 -48,273 -9,004 21,461 -2,161 1,126 -15,549 13,110 -1,664 0 1,895 31,352 11,859 Percent of Open Interest Represented by Each Category of Trader 0.5 13.4 1.0 48.0 8.8 15.7 6.6 40.8 7.3 3.8 0.7 0.3 16.8 12.0 Number of Traders in Each Category Total Traders: 120 . 12 6 46 17 36 17 16 26 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,847,248 Positions 74,041 161,492 28,570 459,107 399,519 222,178 584,407 479,720 115,820 201,410 250,379 17,979 143,736 171,591 Changes from: November 21, 2017 Total Change is: -145,085 -8,858 -2,797 -928 -41,216 -33,358 -2,856 -23,453 -25,828 -72,470 -286 10,581 -3,614 8,596 -13,815 Percent of Open Interest Represented by Each Category of Trader 4.0 8.7 1.5 24.9 21.6 12.0 31.6 26.0 6.3 10.9 13.6 1.0 7.8 9.3 Number of Traders in Each Category Total Traders: 290 14 24 18 68 39 56 54 52 50 22 17 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 3,692,041 Positions 116,106 208,593 94,997 1,245,888 877,277 528,207 568,471 850,663 260,288 347,031 130,391 38,966 492,087 702,659 Changes from: November 21, 2017 Total Change is: 89,640 -9,407 19,906 -48,401 -11,170 -38,427 49,146 -7,390 -11,969 -39,474 -16,513 3,971 1,409 171,440 153,479 Percent of Open Interest Represented by Each Category of Trader 3.1 5.6 2.6 33.7 23.8 14.3 15.4 23.0 7.0 9.4 3.5 1.1 13.3 19.0 Number of Traders in Each Category Total Traders: 399 19 37 26 63 100 80 46 87 65 22 24 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 485,745 Positions 20,779 11,096 5,225 122,872 163,290 40,548 157,615 49,730 26,980 13,109 20,014 476 98,141 168,386 Changes from: November 21, 2017 Total Change is: 30,297 3,191 -4,543 730 -3,667 -7,612 5,652 10,957 19,072 6,647 -202 8,386 476 6,513 1,489 Percent of Open Interest Represented by Each Category of Trader 4.3 2.3 1.1 25.3 33.6 8.3 32.4 10.2 5.6 2.7 4.1 0.1 20.2 34.7 Number of Traders in Each Category Total Traders: 80 4 . 5 18 26 28 14 8 11 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 3,389,401 Positions 79,589 276,407 75,308 1,475,381 592,656 476,716 409,537 851,096 317,492 187,279 266,910 23,624 344,475 509,192 Changes from: November 21, 2017 Total Change is: -118,710 -53,899 79,395 -68,665 14,861 -60,410 4,062 -1,146 -17,171 -89,781 9,129 -24,345 2,626 64,103 55,579 Percent of Open Interest Represented by Each Category of Trader 2.3 8.2 2.2 43.5 17.5 14.1 12.1 25.1 9.4 5.5 7.9 0.7 10.2 15.0 Number of Traders in Each Category Total Traders: 313 13 28 18 55 57 64 43 67 56 24 26 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 1,520,162 Positions 458,416 258,817 517,608 12,290 6,670 73,102 52,005 244,359 271,847 39,315 26,907 60,411 35,168 60,441 Changes from: November 21, 2017 Total Change is: 66,964 10,425 14,051 48,681 -101 -774 147 7,292 7,062 -4,429 761 -1,554 2,828 1,360 952 Percent of Open Interest Represented by Each Category of Trader 30.2 17.0 34.0 0.8 0.4 4.8 3.4 16.1 17.9 2.6 1.8 4.0 2.3 4.0 Number of Traders in Each Category Total Traders: 157 21 44 49 . 5 7 23 38 42 7 11 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 is13,822,855 Positions 6,434,761 496,044 2,535,233 14,125 2,702,438 888,798 494,645 2,854,987 1,915,644 186,479 371,229 799,332 553,838 1,259,150 Changes from: November 21, 2017 Total Change is: 320,807 -91,651 30,584 113,538 0 78,224 7,235 -6,504 -116,978 142,123 106,373 171 794 48,899 65,116 Percent of Open Interest Represented by Each Category of Trader 46.6 3.6 18.3 0.1 19.6 6.4 3.6 20.7 13.9 1.3 2.7 5.8 4.0 9.1 Number of Traders in Each Category Total Traders: 305 42 31 71 6 38 35 45 92 106 10 22 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 27,643 Positions 5,430 7,307 0 364 8,476 149 9,328 7,228 0 12,345 4,391 5 22 87 Changes from: November 21, 2017 Total Change is: -469 0 -429 0 61 -50 0 -628 60 0 98 0 0 0 -50 Percent of Open Interest Represented by Each Category of Trader 19.6 26.4 0.0 1.3 30.7 0.5 33.7 26.1 0.0 44.7 15.9 0.0 0.1 0.3 Number of Traders in Each Category Total Traders: 49 . 7 0 . 12 . 7 10 0 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 24,322 Positions 2,184 5,451 0 69 6,037 401 21,105 8,734 29 139 3,142 357 38 171 Changes from: November 21, 2017 Total Change is: 258 117 -31 0 0 -66 0 243 260 29 -117 0 0 -14 66 Percent of Open Interest Represented by Each Category of Trader 9.0 22.4 0.0 0.3 24.8 1.6 86.8 35.9 0.1 0.6 12.9 1.5 0.2 0.7 Number of Traders in Each Category Total Traders: 30 . 4 0 . 8 . . 9 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 43,517 Positions 555 1,589 0 12,504 7,553 815 9,908 23,834 2,982 8,895 4,296 100 7,758 2,348 Changes from: November 21, 2017 Total Change is: 3,317 -927 -4,461 0 228 2,148 -395 4,333 4,019 1,215 -473 654 100 -764 37 Percent of Open Interest Represented by Each Category of Trader 1.3 3.7 0.0 28.7 17.4 1.9 22.8 54.8 6.9 20.4 9.9 0.2 17.8 5.4 Number of Traders in Each Category Total Traders: 139 . . 0 12 8 . 22 39 14 43 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 632,116 Positions 114,380 56,799 28,206 108,711 91,757 112,789 102,695 178,341 97,571 19,324 7,847 19,503 28,937 39,303 Changes from: November 21, 2017 Total Change is: 3,217 4,000 3,393 1,034 5,257 433 -8,182 7,907 7,076 2,011 -4,064 31 -949 -3,797 -1,630 Percent of Open Interest Represented by Each Category of Trader 18.1 9.0 4.5 17.2 14.5 17.8 16.2 28.2 15.4 3.1 1.2 3.1 4.6 6.2 Number of Traders in Each Category Total Traders: 275 21 11 20 20 37 26 55 82 61 23 15 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 28, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 82,276 Positions 921 21,776 0 38,242 170 166 36,330 59,950 85 6,408 128 0 124 1 Changes from: November 21, 2017 Total Change is: -5,320 150 0 0 -435 0 0 -5,222 -5,318 0 174 0 0 13 -2 Percent of Open Interest Represented by Each Category of Trader 1.1 26.5 0.0 46.5 0.2 0.2 44.2 72.9 0.1 7.8 0.2 0.0 0.2 0.0 Number of Traders in Each Category Total Traders: 40 . . 0 7 . . 11 6 . 11 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 1, 2017