Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 131,847
Positions
7,218 12,394 6,318 33,208 24,235 5,419 25,639 35,538 10,358 8,125 4,756 803 34,759 32,025
Changes from: October 30, 2018 Total Change is: -5,065
-6,108 -170 1,646 -2,695 718 345 4,088 -1,838 -4,732 586 -2,106 -473 2,277 1,545
Percent of Open Interest Represented by Each Category of Trader
5.5 9.4 4.8 25.2 18.4 4.1 19.4 27.0 7.9 6.2 3.6 0.6 26.4 24.3
Number of Traders in Each Category Total Traders: 101
6 6 6 13 17 6 16 29 13 8 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 78,860
Positions
46,664 2,620 196 1,783 14,573 377 21,391 27,481 1,286 0 4,181 0 7,163 28,145
Changes from: October 30, 2018 Total Change is: 1,359
5,280 482 -107 46 2,441 131 -1,402 853 -608 -453 -696 -1 -1,527 -1,136
Percent of Open Interest Represented by Each Category of Trader
59.2 3.3 0.2 2.3 18.5 0.5 27.1 34.8 1.6 0.0 5.3 0.0 9.1 35.7
Number of Traders in Each Category Total Traders: 52
6 4 . . 13 . 12 12 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 295,189
Positions
108,861 30,354 18,245 47,347 89,899 4,618 33,293 49,954 49,085 1,613 8,096 4,869 27,259 40,068
Changes from: October 30, 2018 Total Change is: -7,686
2,769 946 -2,697 -984 -7,290 -1,792 -4,327 9,146 -1,830 30 -720 -495 1,641 -2,954
Percent of Open Interest Represented by Each Category of Trader
36.9 10.3 6.2 16.0 30.5 1.6 11.3 16.9 16.6 0.5 2.7 1.6 9.2 13.6
Number of Traders in Each Category Total Traders: 140
10 5 10 15 29 12 26 40 27 7 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 243,969
Positions
104,963 1,107 16,189 35,170 51,380 7,627 30,103 89,700 22,419 1,706 5,072 3,338 22,454 47,137
Changes from: October 30, 2018 Total Change is: 5,201
6,118 -342 684 -784 1,672 -140 2,831 -2,058 -1,012 -524 -609 87 -2,058 6,919
Percent of Open Interest Represented by Each Category of Trader
43.0 0.5 6.6 14.4 21.1 3.1 12.3 36.8 9.2 0.7 2.1 1.4 9.2 19.3
Number of Traders in Each Category Total Traders: 130
12 . 8 19 24 10 23 37 24 5 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 590,939
Positions
34,831 97,521 34,231 290,681 156,326 26,974 26,200 128,945 50,592 22,943 18,484 8,841 95,645 69,025
Changes from: October 30, 2018 Total Change is: -1,097
-1,672 -1,286 1,987 11,115 3,395 -1,296 -10,570 3,968 -3,641 -2,430 -3,659 838 4,571 -1,403
Percent of Open Interest Represented by Each Category of Trader
5.9 16.5 5.8 49.2 26.5 4.6 4.4 21.8 8.6 3.9 3.1 1.5 16.2 11.7
Number of Traders in Each Category Total Traders: 294
17 11 15 90 38 52 30 62 37 25 21 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 37,239
Positions
0 22,306 0 13,915 7,303 1,681 7,041 0 65 0 778 5 14,532 5,101
Changes from: October 30, 2018 Total Change is: 318
-472 454 0 -331 -221 -509 1,573 0 65 -523 0 0 515 529
Percent of Open Interest Represented by Each Category of Trader
0.0 59.9 0.0 37.4 19.6 4.5 18.9 0.0 0.2 0.0 2.1 0.0 39.0 13.7
Number of Traders in Each Category Total Traders: 27
0 . 0 12 7 7 5 0 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 27,590
Positions
0 6,729 718 9,842 12,198 2,457 7,876 0 0 0 0 0 6,697 5,488
Changes from: October 30, 2018 Total Change is: 1,137
0 665 40 888 729 -27 935 0 0 0 0 0 -699 -270
Percent of Open Interest Represented by Each Category of Trader
0.0 24.4 2.6 35.7 44.2 8.9 28.5 0.0 0.0 0.0 0.0 0.0 24.3 19.9
Number of Traders in Each Category Total Traders: 23
0 4 . 6 8 8 5 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 174,326
Positions
93,134 6,181 7,062 10,366 48,079 2,620 19,781 45,887 16,876 30 5,605 2,704 21,753 39,311
Changes from: October 30, 2018 Total Change is: -11,796
-11,195 3,147 1,474 942 -4,857 -736 -1,423 -2,814 196 -471 -2,863 639 -1,222 -5,982
Percent of Open Interest Represented by Each Category of Trader
53.4 3.5 4.1 5.9 27.6 1.5 11.3 26.3 9.7 0.0 3.2 1.6 12.5 22.6
Number of Traders in Each Category Total Traders: 93
8 6 7 9 19 7 15 26 19 . 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 32,698
Positions
0 16,709 0 29,031 769 0 1,581 12,979 0 339 572 0 1,747 1,669
Changes from: October 30, 2018 Total Change is: 1,880
0 877 0 1,889 13 0 12 675 0 0 22 0 -21 293
Percent of Open Interest Represented by Each Category of Trader
0.0 51.1 0.0 88.8 2.4 0.0 4.8 39.7 0.0 1.0 1.7 0.0 5.3 5.1
Number of Traders in Each Category Total Traders: 28
0 5 0 6 . 0 4 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 185,595
Positions
32,105 119,316 2,023 76,182 2,662 0 63,168 22,750 3,550 2,924 31,320 0 5,643 3,974
Changes from: October 30, 2018 Total Change is: -8,014
23,693 -13,271 1,041 -23,772 362 -60 -9,137 2,355 2,070 -1,172 168 0 -676 -680
Percent of Open Interest Represented by Each Category of Trader
17.3 64.3 1.1 41.0 1.4 0.0 34.0 12.3 1.9 1.6 16.9 0.0 3.0 2.1
Number of Traders in Each Category Total Traders: 137
6 7 . 19 8 0 31 39 16 9 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 10,333
Positions
0 2,258 0 2,107 1,578 0 5,203 3,982 85 981 790 0 1,957 1,640
Changes from: October 30, 2018 Total Change is: -30,046
-27,978 35 -1,976 5 97 -70 633 -27,721 -718 -124 90 0 182 217
Percent of Open Interest Represented by Each Category of Trader
0.0 21.9 0.0 20.4 15.3 0.0 50.4 38.5 0.8 9.5 7.6 0.0 18.9 15.9
Number of Traders in Each Category Total Traders: 31
0 . 0 . . 0 8 9 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 51,291
Positions
34,296 1,211 0 2,142 9,659 0 9,180 27,456 2,433 362 4,130 430 2,448 5,972
Changes from: October 30, 2018 Total Change is: -8,429
-9,451 547 0 1,054 -6,892 -12 -275 655 -704 362 -2,077 406 191 -352
Percent of Open Interest Represented by Each Category of Trader
66.9 2.4 0.0 4.2 18.8 0.0 17.9 53.5 4.7 0.7 8.1 0.8 4.8 11.6
Number of Traders in Each Category Total Traders: 83
6 . 0 5 16 0 21 26 9 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 42,974
Positions
9,847 23,843 968 10,145 0 115 11,620 5,999 1,006 1,441 2,788 832 7,001 7,423
Changes from: October 30, 2018 Total Change is: -2,206
227 362 -587 793 -293 8 1,004 -917 -2,110 -335 366 -75 -1,131 1,040
Percent of Open Interest Represented by Each Category of Trader
22.9 55.5 2.3 23.6 0.0 0.3 27.0 14.0 2.3 3.4 6.5 1.9 16.3 17.3
Number of Traders in Each Category Total Traders: 109
15 18 7 17 0 . 29 16 10 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 85,948
Positions
19,695 47,686 1,936 20,289 0 230 23,240 11,997 2,012 2,881 5,576 1,664 14,001 14,847
Changes from: October 30, 2018 Total Change is: -4,412
455 723 -1,175 1,586 -585 16 2,008 -1,834 -4,220 -671 732 -149 -2,262 2,080
Percent of Open Interest Represented by Each Category of Trader
22.9 55.5 2.3 23.6 0.0 0.3 27.0 14.0 2.3 3.4 6.5 1.9 16.3 17.3
Number of Traders in Each Category Total Traders: 109
15 18 7 17 0 . 29 16 10 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 27,075
Positions
4,011 21,512 0 21,423 1,435 351 405 2,875 0 0 454 0 885 448
Changes from: October 30, 2018 Total Change is: 2
0 -8 0 754 9 25 0 172 0 0 0 0 -777 -196
Percent of Open Interest Represented by Each Category of Trader
14.8 79.5 0.0 79.1 5.3 1.3 1.5 10.6 0.0 0.0 1.7 0.0 3.3 1.7
Number of Traders in Each Category Total Traders: 23
. 6 0 10 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 919,086
Positions
54,546 118,681 111,558 244,810 178,868 75,286 57,334 76,854 188,143 39,135 34,097 57,885 90,390 77,716
Changes from: October 30, 2018 Total Change is: -38,855
2,428 -13,020 -975 7,392 -392 -3,470 -16,111 -1,189 -13,011 -7,001 -3,224 -3,236 -4,871 -338
Percent of Open Interest Represented by Each Category of Trader
5.9 12.9 12.1 26.6 19.5 8.2 6.2 8.4 20.5 4.3 3.7 6.3 9.8 8.5
Number of Traders in Each Category Total Traders: 656
41 36 49 171 102 139 94 112 118 60 39 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 83,174
Positions
22,548 17,084 2,432 3,028 19,638 1,716 12,177 4,951 14,021 14 307 2,773 24,464 20,251
Changes from: October 30, 2018 Total Change is: -6,135
1,636 -2,572 -1,224 -625 136 -229 -51 -465 -2,433 -84 -1,408 -1,064 -2,063 3,123
Percent of Open Interest Represented by Each Category of Trader
27.1 20.5 2.9 3.6 23.6 2.1 14.6 6.0 16.9 0.0 0.4 3.3 29.4 24.3
Number of Traders in Each Category Total Traders: 53
7 8 10 . 4 . 11 14 21 . 6 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 13,450
Positions
4,744 11,787 0 5,283 642 383 600 0 0 404 0 0 2,036 638
Changes from: October 30, 2018 Total Change is: 1,440
-67 1,582 0 1,860 0 2 -46 0 0 0 0 0 -309 -144
Percent of Open Interest Represented by Each Category of Trader
35.3 87.6 0.0 39.3 4.8 2.8 4.5 0.0 0.0 3.0 0.0 0.0 15.1 4.7
Number of Traders in Each Category Total Traders: 23
4 9 0 6 . . . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 4,179,562
Positions
291,837 639,833 413,781 1,221,749 808,987 355,009 279,656 413,387 816,734 197,063 170,407 274,102 329,631 287,321
Changes from: October 30, 2018 Total Change is: -163,599
-9,343 -65,541 14,545 46,064 3,340 -22,183 -85,607 -8,926 -47,586 -41,889 -16,384 -3,558 -14,042 -17,305
Percent of Open Interest Represented by Each Category of Trader
7.0 15.3 9.9 29.2 19.4 8.5 6.7 9.9 19.5 4.7 4.1 6.6 7.9 6.9
Number of Traders in Each Category Total Traders: 646
41 36 48 171 101 138 90 109 112 60 37 50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 29,350
Positions
12,154 25,943 0 12,987 0 1,724 258 374 0 316 0 0 1,911 1,309
Changes from: October 30, 2018 Total Change is: 444
3,150 1,053 0 -1,954 -269 0 -476 0 0 316 -384 0 -592 44
Percent of Open Interest Represented by Each Category of Trader
41.4 88.4 0.0 44.2 0.0 5.9 0.9 1.3 0.0 1.1 0.0 0.0 6.5 4.5
Number of Traders in Each Category Total Traders: 20
. 8 0 7 0 . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 15,274
Positions
5,197 13,343 1 5,729 1,137 0 1,302 0 0 1,228 0 0 1,817 793
Changes from: October 30, 2018 Total Change is: -842
494 -2,150 0 -355 794 0 -581 0 0 -60 0 0 -340 514
Percent of Open Interest Represented by Each Category of Trader
34.0 87.4 0.0 37.5 7.4 0.0 8.5 0.0 0.0 8.0 0.0 0.0 11.9 5.2
Number of Traders in Each Category Total Traders: 26
4 9 . 6 . 0 . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 15,760
Positions
3,811 12,435 0 8,376 330 473 432 0 0 590 890 0 2,078 1,632
Changes from: October 30, 2018 Total Change is: 420
-254 631 0 -21 0 19 0 0 0 590 -735 0 86 505
Percent of Open Interest Represented by Each Category of Trader
24.2 78.9 0.0 53.1 2.1 3.0 2.7 0.0 0.0 3.7 5.6 0.0 13.2 10.4
Number of Traders in Each Category Total Traders: 22
4 8 0 6 . . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 219,007
Positions
165,391 164,991 53,616 0 0 0 0 0 0 0 0 0 0 400
Changes from: October 30, 2018 Total Change is: 2,000
3,000 3,000 -1,000 0 0 0 0 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
75.5 75.3 24.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 20
8 12 13 0 0 0 0 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 65,608
Positions
9,996 16,250 1,452 38,006 36,208 3,069 3,686 2,167 1,176 0 210 0 8,223 5,076
Changes from: October 30, 2018 Total Change is: -9,741
1,421 -4,468 -124 -7,833 -3,540 -224 -2,586 952 391 0 0 0 -786 -2,728
Percent of Open Interest Represented by Each Category of Trader
15.2 24.8 2.2 57.9 55.2 4.7 5.6 3.3 1.8 0.0 0.3 0.0 12.5 7.7
Number of Traders in Each Category Total Traders: 83
8 8 . 32 21 17 8 5 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 53,375
Positions
18,872 7,724 805 10,755 16,871 2,157 7,872 10,083 3,242 1,732 3,408 1,447 6,494 7,640
Changes from: October 30, 2018 Total Change is: -1,293
1,965 -2,392 -20 228 1,893 199 -2,832 68 -79 266 -213 -34 -986 -716
Percent of Open Interest Represented by Each Category of Trader
35.4 14.5 1.5 20.1 31.6 4.0 14.7 18.9 6.1 3.2 6.4 2.7 12.2 14.3
Number of Traders in Each Category Total Traders: 280
24 23 11 53 44 35 31 60 28 16 29 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 266,875
Positions
94,360 38,618 4,024 53,773 84,355 10,783 39,361 50,413 16,211 8,658 17,038 7,233 32,470 38,200
Changes from: October 30, 2018 Total Change is: -6,465
9,826 -11,960 -98 1,139 9,466 996 -14,161 341 -394 1,331 -1,063 -172 -4,931 -3,579
Percent of Open Interest Represented by Each Category of Trader
35.4 14.5 1.5 20.1 31.6 4.0 14.7 18.9 6.1 3.2 6.4 2.7 12.2 14.3
Number of Traders in Each Category Total Traders: 280
24 23 11 53 44 35 31 60 28 16 29 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 481,183
Positions
75,454 69,223 5,878 224,630 170,395 35,196 92,355 150,786 11,922 14,158 15,065 2,440 19,149 20,279
Changes from: October 30, 2018 Total Change is: -11,518
2,518 -2,076 -650 377 -7,000 -1,308 -2,705 -1,456 -1,114 -5,067 1,430 -609 -2,960 1,265
Percent of Open Interest Represented by Each Category of Trader
15.7 14.4 1.2 46.7 35.4 7.3 19.2 31.3 2.5 2.9 3.1 0.5 4.0 4.2
Number of Traders in Each Category Total Traders: 297
29 20 9 76 59 46 37 52 20 15 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 29,057
Positions
5,113 11,862 175 14,325 1,676 355 982 10,647 75 1,920 899 0 6,112 3,368
Changes from: October 30, 2018 Total Change is: 31
660 -572 -45 690 -327 -6 -1,033 662 1 206 237 0 -442 81
Percent of Open Interest Represented by Each Category of Trader
17.6 40.8 0.6 49.3 5.8 1.2 3.4 36.6 0.3 6.6 3.1 0.0 21.0 11.6
Number of Traders in Each Category Total Traders: 39
. 5 . 18 . 4 . . . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 58,001
Positions
9,666 15,667 1,335 19,139 3,381 2,478 16,863 11,671 445 1,522 1,135 34 6,519 21,855
Changes from: October 30, 2018 Total Change is: -8,077
-8,381 5,497 891 805 -1,968 -9 -1,642 -143 244 541 -219 34 -560 -12,404
Percent of Open Interest Represented by Each Category of Trader
16.7 27.0 2.3 33.0 5.8 4.3 29.1 20.1 0.8 2.6 2.0 0.1 11.2 37.7
Number of Traders in Each Category Total Traders: 69
14 9 . 13 5 7 11 13 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 279,825
Positions
24,522 153,421 518 214,007 86,655 14,496 14,640 13,925 126 3,098 4,110 0 8,418 6,574
Changes from: October 30, 2018 Total Change is: -4,015
-37 944 -165 3,148 -2,584 -3,511 -2,589 1,922 -94 186 -293 0 -953 -234
Percent of Open Interest Represented by Each Category of Trader
8.8 54.8 0.2 76.5 31.0 5.2 5.2 5.0 0.0 1.1 1.5 0.0 3.0 2.3
Number of Traders in Each Category Total Traders: 159
10 13 . 56 40 27 13 16 4 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,210,213
Positions
140,413 669,818 9,397 769,119 333,040 118,297 79,077 39,247 3,655 25,139 13,461 1,091 64,025 22,207
Changes from: October 30, 2018 Total Change is: 18,237
-4,778 40,025 1,683 39,206 -15,079 -8,790 -2,263 -1,097 -1,806 -9,370 -579 137 4,218 3,743
Percent of Open Interest Represented by Each Category of Trader
11.6 55.3 0.8 63.6 27.5 9.8 6.5 3.2 0.3 2.1 1.1 0.1 5.3 1.8
Number of Traders in Each Category Total Traders: 416
24 26 10 159 74 78 54 35 12 35 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 115,974
Positions
35,730 59,508 54,770 13,449 0 270 9,475 0 1,178 590 30 0 512 218
Changes from: October 30, 2018 Total Change is: 1,030
630 -1,870 1,925 0 0 0 -3,000 0 1,000 0 0 0 475 -25
Percent of Open Interest Represented by Each Category of Trader
30.8 51.3 47.2 11.6 0.0 0.2 8.2 0.0 1.0 0.5 0.0 0.0 0.4 0.2
Number of Traders in Each Category Total Traders: 31
. 13 7 7 0 . 4 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,183,708
Positions
12,804 86,523 27,400 483,270 292,276 224,670 67,547 75,797 163,097 27,102 82,016 25,838 151,979 206,091
Changes from: October 30, 2018 Total Change is: 71,120
3,205 1,191 5,554 23,682 4,658 1,655 2,170 10,108 28,468 1,098 5,298 3,273 2,015 10,915
Percent of Open Interest Represented by Each Category of Trader
1.1 7.3 2.3 40.8 24.7 19.0 5.7 6.4 13.8 2.3 6.9 2.2 12.8 17.4
Number of Traders in Each Category Total Traders: 208
6 23 20 61 33 57 27 32 46 12 14 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,072,444
Positions
17,540 189,171 1,171 611,970 84,634 173,250 40,248 479,780 9,559 70,344 14,835 670 147,692 119,373
Changes from: October 30, 2018 Total Change is: 4,789
-5,131 -15,052 619 10,473 15,938 -5,037 321 21,345 1,618 -1,920 -14,145 46 3,799 -543
Percent of Open Interest Represented by Each Category of Trader
1.6 17.6 0.1 57.1 7.9 16.2 3.8 44.7 0.9 6.6 1.4 0.1 13.8 11.1
Number of Traders in Each Category Total Traders: 132
. 16 4 53 17 42 9 24 15 5 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,506,898
Positions
99,466 162,200 28,103 1,085,371 418,551 351,816 317,595 981,045 115,589 343,649 248,590 25,993 139,317 175,010
Changes from: October 30, 2018 Total Change is: 26,385
13,234 -6,667 7,738 -54,917 18,985 22,269 -2,565 -1,458 42,974 -1,551 -56,058 -2,550 1,754 1,153
Percent of Open Interest Represented by Each Category of Trader
4.0 6.5 1.1 43.3 16.7 14.0 12.7 39.1 4.6 13.7 9.9 1.0 5.6 7.0
Number of Traders in Each Category Total Traders: 351
17 29 15 97 39 69 46 72 42 26 25 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 5,455,747
Positions
106,931 384,774 242,061 1,995,801 959,588 782,005 439,879 1,312,360 770,558 541,265 302,891 184,843 392,404 516,667
Changes from: October 30, 2018 Total Change is: 395,060
20,772 -40,448 39,951 33,804 134,535 15,595 2,733 37,378 213,662 65,978 -45,752 51,950 -49,384 -11,811
Percent of Open Interest Represented by Each Category of Trader
2.0 7.1 4.4 36.6 17.6 14.3 8.1 24.1 14.1 9.9 5.6 3.4 7.2 9.5
Number of Traders in Each Category Total Traders: 493
24 48 54 111 91 126 57 96 102 38 28 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 667,290
Positions
29,141 63,558 3,059 200,907 237,155 102,409 148,918 39,868 10,228 62,213 37,086 1,000 109,415 172,927
Changes from: October 30, 2018 Total Change is: 16,470
674 18,034 -1,914 5,957 -3,096 1,353 -501 3,326 -892 9,402 -500 0 2,391 159
Percent of Open Interest Represented by Each Category of Trader
4.4 9.5 0.5 30.1 35.5 15.3 22.3 6.0 1.5 9.3 5.6 0.1 16.4 25.9
Number of Traders in Each Category Total Traders: 109
4 9 4 27 34 36 13 9 9 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 5,187,309
Positions
67,968 565,053 155,619 2,556,211 545,610 837,700 429,494 1,647,975 496,345 267,589 476,622 51,446 324,936 410,937
Changes from: October 30, 2018 Total Change is: 175,468
8,029 -17,330 38,563 -56,297 6,592 20,669 25,500 30,763 125,639 -20 -37,581 2,875 10,509 5,278
Percent of Open Interest Represented by Each Category of Trader
1.3 10.9 3.0 49.3 10.5 16.1 8.3 31.8 9.6 5.2 9.2 1.0 6.3 7.9
Number of Traders in Each Category Total Traders: 358
13 41 31 96 57 88 31 74 60 25 21 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,803,865
Positions
505,103 291,952 461,157 2,190 32,775 72,039 126,405 261,327 393,820 18,607 47,960 186,576 37,968 56,259
Changes from: October 30, 2018 Total Change is: -173,791
-32,609 -46,638 -108,147 -2,660 -5,693 -1,988 -18,296 4,559 -25,793 -6,687 -6,488 18,854 3,535 -2,457
Percent of Open Interest Represented by Each Category of Trader
28.0 16.2 25.6 0.1 1.8 4.0 7.0 14.5 21.8 1.0 2.7 10.3 2.1 3.1
Number of Traders in Each Category Total Traders: 153
27 33 48 . 5 5 26 37 46 5 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is28,961,409
Positions
5,105,796 1,494,402 5,141,537 480,781 2,105,039 2,088,127 983,539 1,969,897 12,360,043 136,995 371,097 2,005,685 658,906 1,425,581
Changes from: October 30, 2018 Total Change is: 1,114,722
-189,606 -86,141 337,480 479 -65,519 29,197 267,171 192,839 577,419 -62,962 -44,175 168,118 -12,575 5,504
Percent of Open Interest Represented by Each Category of Trader
17.6 5.2 17.8 1.7 7.3 7.2 3.4 6.8 42.7 0.5 1.3 6.9 2.3 4.9
Number of Traders in Each Category Total Traders: 328
29 50 73 12 38 45 53 87 118 20 29 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 22,332
Positions
1,480 7,673 2,606 0 0 0 7,291 1,112 10,836 0 0 0 119 105
Changes from: October 30, 2018 Total Change is: 3,257
-210 -917 808 0 0 0 -496 242 3,140 0 0 0 15 -16
Percent of Open Interest Represented by Each Category of Trader
6.6 34.4 11.7 0.0 0.0 0.0 32.6 5.0 48.5 0.0 0.0 0.0 0.5 0.5
Number of Traders in Each Category Total Traders: 25
. 4 5 0 0 0 9 7 13 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 22,643
Positions
2,541 3,455 5,969 26 0 0 6,189 5,549 7,230 200 0 0 488 440
Changes from: October 30, 2018 Total Change is: -6,032
-3,009 2,140 -5,293 26 0 0 4,347 -489 -2,259 150 0 0 6 -131
Percent of Open Interest Represented by Each Category of Trader
11.2 15.3 26.4 0.1 0.0 0.0 27.3 24.5 31.9 0.9 0.0 0.0 2.2 1.9
Number of Traders in Each Category Total Traders: 34
5 5 5 . 0 0 9 11 15 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 32,077
Positions
2,092 6,035 0 1,089 10,515 0 19,171 11,237 212 9,410 1,165 0 103 2,913
Changes from: October 30, 2018 Total Change is: 414
372 6 0 27 -140 0 2,196 1,036 212 -2,188 -598 -212 7 110
Percent of Open Interest Represented by Each Category of Trader
6.5 18.8 0.0 3.4 32.8 0.0 59.8 35.0 0.7 29.3 3.6 0.0 0.3 9.1
Number of Traders in Each Category Total Traders: 36
. 4 0 . 12 0 . 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 16,944
Positions
2,171 5,680 0 901 2,522 9 13,797 7,056 0 0 207 0 66 1,470
Changes from: October 30, 2018 Total Change is: 309
6 399 0 6 -105 0 289 1,250 0 0 -1,151 0 8 -84
Percent of Open Interest Represented by Each Category of Trader
12.8 33.5 0.0 5.3 14.9 0.1 81.4 41.6 0.0 0.0 1.2 0.0 0.4 8.7
Number of Traders in Each Category Total Traders: 32
. 5 0 . 8 . . 10 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 Standard- Initial - ERIS FUTURES EXCHANGE 100,000 USD notional principal
CFTC Code #ZB9105 Open Interest is 76,467
Positions
374 3,069 36,285 590 0 0 6,880 10,430 26,407 5,665 30 246 20 0
Changes from: October 30, 2018 Total Change is: 1,328
174 -66 71 0 0 0 1,088 1,328 -5 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
0.5 4.0 47.5 0.8 0.0 0.0 9.0 13.6 34.5 7.4 0.0 0.3 0.0 0.0
Number of Traders in Each Category Total Traders: 21
. . . . 0 0 5 4 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 3,465
Positions
55 0 0 31 0 0 335 1,034 302 1,071 1,679 2 1,669 448
Changes from: October 30, 2018 Total Change is: -150
0 0 0 31 -29 0 -230 -27 -40 16 17 0 73 -71
Percent of Open Interest Represented by Each Category of Trader
1.6 0.0 0.0 0.9 0.0 0.0 9.7 29.8 8.7 30.9 48.5 0.1 48.2 12.9
Number of Traders in Each Category Total Traders: 41
. 0 0 . 0 0 7 11 6 17 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,913
Positions
0 0 0 72 108 0 1,877 1,965 0 299 552 0 665 288
Changes from: October 30, 2018 Total Change is: 305
0 0 0 72 -130 0 88 454 -82 115 101 0 112 -38
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 2.5 3.7 0.0 64.4 67.5 0.0 10.3 18.9 0.0 22.8 9.9
Number of Traders in Each Category Total Traders: 40
0 0 0 . . 0 15 12 0 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 58,044
Positions
456 42,973 0 21,388 318 401 23,632 8,277 1,876 4,465 1,525 276 5,550 2,398
Changes from: October 30, 2018 Total Change is: -2,421
290 2 0 196 -129 3 -1,070 -2,528 -52 -955 -268 6 -840 544
Percent of Open Interest Represented by Each Category of Trader
0.8 74.0 0.0 36.8 0.5 0.7 40.7 14.3 3.2 7.7 2.6 0.5 9.6 4.1
Number of Traders in Each Category Total Traders: 108
. . 0 14 . . 40 12 14 29 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 479,813
Positions
33,423 36,177 29,113 112,637 26,145 30,022 63,860 149,567 141,434 14,002 7,909 27,573 27,749 31,873
Changes from: October 30, 2018 Total Change is: -24,224
-8,418 1,930 2,084 448 432 1,491 -10,360 -17,921 -9,443 187 -3,242 -188 -25 633
Percent of Open Interest Represented by Each Category of Trader
7.0 7.5 6.1 23.5 5.4 6.3 13.3 31.2 29.5 2.9 1.6 5.7 5.8 6.6
Number of Traders in Each Category Total Traders: 234
7 18 17 28 29 27 43 63 66 16 17 25
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Traders in Financial Futures - Options and Futures Combined Positions as of November 6, 2018
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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 34,893
Positions
2,914 309 626 13,016 1,960 2,602 11,826 28,982 242 3,431 151 0 236 21
Changes from: October 30, 2018 Total Change is: 4,855
-18 309 0 684 1 0 4,179 5,713 0 -6 -1,148 0 16 -20
Percent of Open Interest Represented by Each Category of Trader
8.4 0.9 1.8 37.3 5.6 7.5 33.9 83.1 0.7 9.8 0.4 0.0 0.7 0.1
Number of Traders in Each Category Total Traders: 45
. . . 9 . . 7 9 . 11 . 0
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Updated November 9, 2018