Traders in Financial Futures - Futures Only Positions as of November 7, 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 147,706
Positions
4,927 78,127 804 37,709 10,413 474 56,415 22,797 4,357 5,442 4,208 2,608 34,970 23,918
Changes from: October 31, 2017 Total Change is: -9,836
3,519 -7,498 -549 -1,701 -4,425 -123 -9,859 2,785 695 -1,028 -2,818 1,052 -1,842 1,045
Percent of Open Interest Represented by Each Category of Trader
3.3 52.9 0.5 25.5 7.0 0.3 38.2 15.4 2.9 3.7 2.8 1.8 23.7 16.2
Number of Traders in Each Category Total Traders: 91
4 7 . 15 7 5 30 17 14 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 79,116
Positions
42,012 3,281 0 586 7,095 0 28,945 40,025 1,033 0 1,680 0 6,540 26,002
Changes from: October 31, 2017 Total Change is: 4,399
6,554 -26 0 10 383 0 -984 2,910 -224 0 0 0 -957 1,356
Percent of Open Interest Represented by Each Category of Trader
53.1 4.1 0.0 0.7 9.0 0.0 36.6 50.6 1.3 0.0 2.1 0.0 8.3 32.9
Number of Traders in Each Category Total Traders: 50
6 . 0 . 6 0 11 22 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 177,968
Positions
45,284 12,062 2,393 16,957 74,180 3,282 46,099 35,103 10,299 18,322 9,022 4,177 31,155 27,450
Changes from: October 31, 2017 Total Change is: -7,155
2,309 -1,667 1,505 -1,431 -3,032 221 -12,427 -3,995 -255 3,013 -668 -89 -1 825
Percent of Open Interest Represented by Each Category of Trader
25.4 6.8 1.3 9.5 41.7 1.8 25.9 19.7 5.8 10.3 5.1 2.3 17.5 15.4
Number of Traders in Each Category Total Traders: 121
7 10 7 11 23 9 32 29 24 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 287,936
Positions
161,396 13,432 591 17,958 36,877 6,520 42,449 153,637 9,705 20,850 11,147 10,420 18,047 45,607
Changes from: October 31, 2017 Total Change is: 10,230
15,672 1,420 -91 -632 -3,642 1,775 -6,684 10,447 -293 -2,322 -3 1,020 1,785 -403
Percent of Open Interest Represented by Each Category of Trader
56.1 4.7 0.2 6.2 12.8 2.3 14.7 53.4 3.4 7.2 3.9 3.6 6.3 15.8
Number of Traders in Each Category Total Traders: 127
12 6 7 11 22 8 26 41 18 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 446,502
Positions
37,528 136,187 3,984 218,740 100,238 17,045 62,131 57,575 17,278 16,742 54,514 2,244 70,810 57,437
Changes from: October 31, 2017 Total Change is: 6,118
-2,854 12,126 790 4,359 -1,910 898 3,013 -1,600 -373 190 -1,570 -295 390 -1,948
Percent of Open Interest Represented by Each Category of Trader
8.4 30.5 0.9 49.0 22.4 3.8 13.9 12.9 3.9 3.7 12.2 0.5 15.9 12.9
Number of Traders in Each Category Total Traders: 239
16 12 10 63 34 37 40 38 23 22 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 35,000
Positions
2,761 23,679 0 16,792 1,577 1,677 1,211 3,038 619 0 771 5 11,935 3,634
Changes from: October 31, 2017 Total Change is: 31
78 653 0 344 -408 -31 -218 -727 10 0 0 0 -152 534
Percent of Open Interest Represented by Each Category of Trader
7.9 67.7 0.0 48.0 4.5 4.8 3.5 8.7 1.8 0.0 2.2 0.0 34.1 10.4
Number of Traders in Each Category Total Traders: 25
. . 0 14 . 7 . 4 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 125,196
Positions
7,896 50,721 823 4,765 24,432 1,608 73,777 17,063 2,880 5,081 0 2,124 26,242 25,545
Changes from: October 31, 2017 Total Change is: -6,803
3,238 -3,326 111 -4,707 -1,665 103 -7,357 -1,543 124 2,430 0 -1,372 627 765
Percent of Open Interest Represented by Each Category of Trader
6.3 40.5 0.7 3.8 19.5 1.3 58.9 13.6 2.3 4.1 0.0 1.7 21.0 20.4
Number of Traders in Each Category Total Traders: 87
5 8 4 4 14 . 36 16 12 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 54,709
Positions
110 37,934 246 5,807 0 0 45,558 14,829 44 955 100 0 1,989 1,556
Changes from: October 31, 2017 Total Change is: 1,519
0 908 0 -30 0 0 2,054 576 0 -332 -114 0 -173 149
Percent of Open Interest Represented by Each Category of Trader
0.2 69.3 0.4 10.6 0.0 0.0 83.3 27.1 0.1 1.7 0.2 0.0 3.6 2.8
Number of Traders in Each Category Total Traders: 34
. 6 . 4 0 0 14 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 177,429
Positions
14,602 88,873 595 62,814 6,139 544 88,336 65,332 2,170 2,201 9,541 0 6,167 4,235
Changes from: October 31, 2017 Total Change is: 123
255 277 -155 -300 1,035 -117 1,301 -212 474 -886 -826 0 -449 -353
Percent of Open Interest Represented by Each Category of Trader
8.2 50.1 0.3 35.4 3.5 0.3 49.8 36.8 1.2 1.2 5.4 0.0 3.5 2.4
Number of Traders in Each Category Total Traders: 131
6 6 . 12 10 . 37 40 12 5 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 23,992
Positions
0 17,404 0 5,017 326 0 15,543 4,602 77 1,602 975 0 1,753 608
Changes from: October 31, 2017 Total Change is: -10,784
0 -1,322 -4,482 -134 43 -43 -4,403 1,241 -1,512 100 -4,885 0 -310 176
Percent of Open Interest Represented by Each Category of Trader
0.0 72.5 0.0 20.9 1.4 0.0 64.8 19.2 0.3 6.7 4.1 0.0 7.3 2.5
Number of Traders in Each Category Total Traders: 33
0 . 0 . . 0 13 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 52,072
Positions
26,593 5,788 26 1,571 5,647 7 17,317 33,486 673 2,098 1,122 0 3,787 5,323
Changes from: October 31, 2017 Total Change is: 2,462
5,169 287 -2 -275 -97 0 -2,530 2,688 -106 256 -41 0 -50 -267
Percent of Open Interest Represented by Each Category of Trader
51.1 11.1 0.0 3.0 10.8 0.0 33.3 64.3 1.3 4.0 2.2 0.0 7.3 10.2
Number of Traders in Each Category Total Traders: 89
8 . . 7 10 . 24 28 6 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 21,757
Positions
6,521 15,200 3,000 2,661 1,090 0 8,123 1,022 104 340 0 0 1,008 1,341
Changes from: October 31, 2017 Total Change is: 528
41 0 500 1,258 0 0 -1,201 -141 -99 -28 0 0 57 268
Percent of Open Interest Represented by Each Category of Trader
30.0 69.9 13.8 12.2 5.0 0.0 37.3 4.7 0.5 1.6 0.0 0.0 4.6 6.2
Number of Traders in Each Category Total Traders: 28
4 . . . . 0 9 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 78,121
Positions
8,406 55,546 1,052 12,206 2,528 153 40,188 5,747 2,430 1,560 1,388 3 12,126 9,277
Changes from: October 31, 2017 Total Change is: -1,859
725 -142 -12 -2,019 -509 -11 -470 -559 -86 -382 -525 0 396 -16
Percent of Open Interest Represented by Each Category of Trader
10.8 71.1 1.3 15.6 3.2 0.2 51.4 7.4 3.1 2.0 1.8 0.0 15.5 11.9
Number of Traders in Each Category Total Traders: 118
10 23 . 14 4 . 40 18 8 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 156,241
Positions
16,811 111,091 2,104 24,411 5,055 306 80,375 11,493 4,859 3,119 2,775 5 24,251 18,553
Changes from: October 31, 2017 Total Change is: -3,717
1,450 -283 -23 -4,038 -1,018 -22 -940 -1,118 -172 -764 -1,049 0 792 -32
Percent of Open Interest Represented by Each Category of Trader
10.8 71.1 1.3 15.6 3.2 0.2 51.4 7.4 3.1 2.0 1.8 0.0 15.5 11.9
Number of Traders in Each Category Total Traders: 118
10 23 . 14 4 . 40 18 8 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 715,963
Positions
63,401 141,178 44,082 314,136 166,475 56,239 90,328 127,753 35,604 25,450 51,175 7,680 79,043 85,777
Changes from: October 31, 2017 Total Change is: 14,760
9,626 -8,165 -1,528 -5,064 428 -269 7,126 13,924 1,650 566 -76 88 2,564 8,707
Percent of Open Interest Represented by Each Category of Trader
8.9 19.7 6.2 43.9 23.3 7.9 12.6 17.8 5.0 3.6 7.1 1.1 11.0 12.0
Number of Traders in Each Category Total Traders: 638
32 45 25 138 96 94 93 132 85 54 48 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 67,082
Positions
29,608 16,718 500 8,716 16,458 381 4,507 10,835 0 5,113 27 0 18,257 22,163
Changes from: October 31, 2017 Total Change is: 3,418
3,408 -1,941 0 -81 -682 -244 1,176 961 -25 48 -6 0 -864 5,355
Percent of Open Interest Represented by Each Category of Trader
44.1 24.9 0.7 13.0 24.5 0.6 6.7 16.2 0.0 7.6 0.0 0.0 27.2 33.0
Number of Traders in Each Category Total Traders: 53
8 7 . 5 4 . 11 13 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 3,244,403
Positions
267,297 720,631 119,578 1,529,460 752,444 276,929 484,670 640,153 122,458 113,883 267,941 26,198 303,930 318,071
Changes from: October 31, 2017 Total Change is: 56,708
13,559 -48,650 9,888 -25,085 5,378 48 44,479 79,545 -6,352 2,860 -78 171 17,140 16,758
Percent of Open Interest Represented by Each Category of Trader
8.2 22.2 3.7 47.1 23.2 8.5 14.9 19.7 3.8 3.5 8.3 0.8 9.4 9.8
Number of Traders in Each Category Total Traders: 629
30 45 21 137 95 93 90 132 76 52 48 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CFTC Code #13874C Open Interest is 30,020
Positions
1,408 28,555 0 10,563 224 536 14,211 0 0 202 0 0 3,100 705
Changes from: October 31, 2017 Total Change is: -53
307 -136 0 2 5 -5 4 0 0 -73 0 0 -288 83
Percent of Open Interest Represented by Each Category of Trader
4.7 95.1 0.0 35.2 0.7 1.8 47.3 0.0 0.0 0.7 0.0 0.0 10.3 2.3
Number of Traders in Each Category Total Traders: 27
. 9 0 5 . . 8 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CFTC Code #13874J Open Interest is 22,475
Positions
16,099 5,308 1 1,927 14,093 494 2,178 1,048 0 0 280 0 1,776 1,251
Changes from: October 31, 2017 Total Change is: -14
-434 -1,761 0 162 1,438 0 2 8 0 0 0 0 256 301
Percent of Open Interest Represented by Each Category of Trader
71.6 23.6 0.0 8.6 62.7 2.2 9.7 4.7 0.0 0.0 1.2 0.0 7.9 5.6
Number of Traders in Each Category Total Traders: 23
8 . . . 4 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 92,880
Positions
4,814 42,569 453 43,145 37,729 3,085 27,393 3,849 962 207 260 0 12,821 3,973
Changes from: October 31, 2017 Total Change is: 918
1,182 471 -14 -83 762 -458 61 -599 -141 207 -272 0 164 1,169
Percent of Open Interest Represented by Each Category of Trader
5.2 45.8 0.5 46.5 40.6 3.3 29.5 4.1 1.0 0.2 0.3 0.0 13.8 4.3
Number of Traders in Each Category Total Traders: 93
5 10 . 29 19 13 21 7 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 55,140
Positions
10,275 15,295 3,997 12,315 9,886 1,049 17,634 12,082 1,338 1,566 3,678 114 6,850 7,699
Changes from: October 31, 2017 Total Change is: 747
758 237 973 -634 -200 -178 -210 -563 139 102 172 26 -227 142
Percent of Open Interest Represented by Each Category of Trader
18.6 27.7 7.2 22.3 17.9 1.9 32.0 21.9 2.4 2.8 6.7 0.2 12.4 14.0
Number of Traders in Each Category Total Traders: 274
17 25 9 46 24 11 52 62 14 12 36 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 275,700
Positions
51,376 76,477 19,986 61,575 49,432 5,247 88,170 60,409 6,692 7,830 18,392 572 34,252 38,493
Changes from: October 31, 2017 Total Change is: 3,736
3,788 1,183 4,864 -3,172 -999 -892 -1,052 -2,817 696 510 862 131 -1,137 708
Percent of Open Interest Represented by Each Category of Trader
18.6 27.7 7.2 22.3 17.9 1.9 32.0 21.9 2.4 2.8 6.7 0.2 12.4 14.0
Number of Traders in Each Category Total Traders: 274
17 25 9 46 24 11 52 62 14 12 36 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 541,412
Positions
35,156 174,667 3,954 244,088 154,766 32,214 174,141 144,841 10,991 19,880 6,095 16 20,972 13,868
Changes from: October 31, 2017 Total Change is: -2,421
10,131 -4,834 858 -6,109 5,322 -3,732 1,896 1,081 842 -7,703 -888 16 1,380 -1,086
Percent of Open Interest Represented by Each Category of Trader
6.5 32.3 0.7 45.1 28.6 5.9 32.2 26.8 2.0 3.7 1.1 0.0 3.9 2.6
Number of Traders in Each Category Total Traders: 292
16 27 5 71 42 33 61 53 23 14 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 67,893
Positions
37,358 30,514 1,925 6,728 660 161 10,515 24,572 516 1,418 1,144 193 9,079 8,208
Changes from: October 31, 2017 Total Change is: 2,583
7,922 139 255 128 32 0 1,080 2,173 256 -7,278 -31 0 220 -241
Percent of Open Interest Represented by Each Category of Trader
55.0 44.9 2.8 9.9 1.0 0.2 15.5 36.2 0.8 2.1 1.7 0.3 13.4 12.1
Number of Traders in Each Category Total Traders: 81
19 12 . 7 . . 12 20 4 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 42,973
Positions
2,655 26,408 0 21,826 1,855 674 7,039 2,433 83 1,893 6,401 380 8,423 4,739
Changes from: October 31, 2017 Total Change is: -549
-44 -504 0 460 240 -2 14 52 -96 -1,260 -837 0 379 598
Percent of Open Interest Represented by Each Category of Trader
6.2 61.5 0.0 50.8 4.3 1.6 16.4 5.7 0.2 4.4 14.9 0.9 19.6 11.0
Number of Traders in Each Category Total Traders: 51
. 8 0 17 . 6 9 4 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 65,283
Positions
7,900 19,108 3,457 27,612 3,149 768 12,698 19,494 733 1,856 2,742 0 10,259 15,832
Changes from: October 31, 2017 Total Change is: -10,926
1,836 2,798 -1,431 -128 -3,094 98 -11,537 -513 -998 -188 -209 0 1,422 -7,577
Percent of Open Interest Represented by Each Category of Trader
12.1 29.3 5.3 42.3 4.8 1.2 19.5 29.9 1.1 2.8 4.2 0.0 15.7 24.3
Number of Traders in Each Category Total Traders: 97
13 11 4 16 6 5 17 24 4 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 288,658
Positions
10,583 182,959 4,205 189,649 70,466 14,883 54,674 5,448 3,924 1,773 1,254 0 8,967 5,519
Changes from: October 31, 2017 Total Change is: 1,122
-353 1,427 -10 1,475 -396 -951 2,118 969 -9 -685 0 0 -463 92
Percent of Open Interest Represented by Each Category of Trader
3.7 63.4 1.5 65.7 24.4 5.2 18.9 1.9 1.4 0.6 0.4 0.0 3.1 1.9
Number of Traders in Each Category Total Traders: 148
9 12 7 53 28 21 33 7 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 1,058,809
Positions
43,930 753,472 4,875 623,170 163,038 62,379 228,522 33,092 15,071 51,367 17,386 301 29,194 9,195
Changes from: October 31, 2017 Total Change is: -10,035
7,558 -16,374 3 -20,479 9,431 -1,000 5,746 1,554 1,492 -392 -395 19 -2,982 -4,765
Percent of Open Interest Represented by Each Category of Trader
4.1 71.2 0.5 58.9 15.4 5.9 21.6 3.1 1.4 4.9 1.6 0.0 2.8 0.9
Number of Traders in Each Category Total Traders: 368
24 22 8 132 48 48 73 25 20 37 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 102,695
Positions
18,621 36,241 65,819 10,634 0 5 6,824 0 598 170 30 0 24 2
Changes from: October 31, 2017 Total Change is: -5,471
-2,490 -5,160 -191 -20 0 0 -2,650 0 -120 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
18.1 35.3 64.1 10.4 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: 27
. 12 8 5 0 . . 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 764,307
Positions
5,485 64,546 5,482 294,718 197,631 122,097 136,365 128,572 29,299 12,979 50,949 706 157,176 165,025
Changes from: October 31, 2017 Total Change is: 27,352
-1,679 28,615 -2,728 808 -9,064 -1,236 24,629 4,435 2,674 -3,457 5,634 661 7,680 -1,639
Percent of Open Interest Represented by Each Category of Trader
0.7 8.4 0.7 38.6 25.9 16.0 17.8 16.8 3.8 1.7 6.7 0.1 20.6 21.6
Number of Traders in Each Category Total Traders: 175
7 18 5 42 29 34 39 27 30 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 896,672
Positions
6,618 122,432 10,071 442,022 43,641 136,699 77,856 413,783 63,619 36,565 6,645 1,172 122,050 98,610
Changes from: October 31, 2017 Total Change is: 12,370
370 -12,042 2,865 -24,954 -3,847 5,864 4,121 17,294 10,103 3,605 0 0 10,396 -7,867
Percent of Open Interest Represented by Each Category of Trader
0.7 13.7 1.1 49.3 4.9 15.2 8.7 46.1 7.1 4.1 0.7 0.1 13.6 11.0
Number of Traders in Each Category Total Traders: 122
4 13 7 47 14 34 18 19 21 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 1,803,201
Positions
87,276 169,282 14,637 445,601 369,644 214,267 617,536 488,629 101,144 187,568 260,302 14,352 120,820 170,944
Changes from: October 31, 2017 Total Change is: 151,007
13,531 5,196 5,377 18,316 53,071 -1,903 43,511 50,247 33,030 24,856 -13,259 8,345 5,944 10,903
Percent of Open Interest Represented by Each Category of Trader
4.8 9.4 0.8 24.7 20.5 11.9 34.2 27.1 5.6 10.4 14.4 0.8 6.7 9.5
Number of Traders in Each Category Total Traders: 289
17 24 8 61 42 49 50 53 44 20 20 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 3,191,098
Positions
120,490 201,586 50,168 1,167,744 908,072 478,595 556,418 644,530 182,321 302,483 147,171 29,022 303,857 549,633
Changes from: October 31, 2017 Total Change is: -44,986
-31,129 32,855 16,870 -16,629 -52,790 4,100 -32,426 -41,599 13,704 -5,835 -12,464 -696 7,055 -4,966
Percent of Open Interest Represented by Each Category of Trader
3.8 6.3 1.6 36.6 28.5 15.0 17.4 20.2 5.7 9.5 4.6 0.9 9.5 17.2
Number of Traders in Each Category Total Traders: 413
18 43 14 62 101 86 56 84 60 22 27 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 431,536
Positions
14,014 17,090 4,380 137,823 164,843 36,978 125,002 33,834 11,281 16,213 19,626 0 85,845 143,504
Changes from: October 31, 2017 Total Change is: -3,529
-3,747 5,474 2,313 -2,550 -3,419 813 -8,343 -8,270 -481 2,544 1,908 0 5,922 -1,867
Percent of Open Interest Represented by Each Category of Trader
3.2 4.0 1.0 31.9 38.2 8.6 29.0 7.8 2.6 3.8 4.5 0.0 19.9 33.3
Number of Traders in Each Category Total Traders: 74
. 5 4 18 23 27 12 5 6 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 3,150,570
Positions
85,980 218,414 51,741 1,552,044 660,184 419,917 362,223 876,929 193,312 226,285 301,517 9,848 249,220 418,708
Changes from: October 31, 2017 Total Change is: 85,954
12,247 39,121 15,757 -161,355 -32,371 35,289 142,896 -7,818 29,559 4,819 10,688 1,208 5,534 -5,479
Percent of Open Interest Represented by Each Category of Trader
2.7 6.9 1.6 49.3 21.0 13.3 11.5 27.8 6.1 7.2 9.6 0.3 7.9 13.3
Number of Traders in Each Category Total Traders: 312
12 27 15 61 56 65 40 70 52 21 25 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 1,369,464
Positions
456,127 307,911 379,083 2,804 6,495 25,222 59,953 184,318 295,782 49,210 30,889 63,009 38,274 76,755
Changes from: October 31, 2017 Total Change is: -215,635
-43,510 -102,840 -65,706 -12,647 -3,819 1,703 -67,759 -533 -21,066 3,267 -13,625 -10,172 255 423
Percent of Open Interest Represented by Each Category of Trader
33.3 22.5 27.7 0.2 0.5 1.8 4.4 13.5 21.6 3.6 2.3 4.6 2.8 5.6
Number of Traders in Each Category Total Traders: 145
19 44 46 . 5 6 17 42 39 6 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 is12,846,756
Positions
5,385,541 411,132 2,165,092 8,441 2,368,319 754,825 441,317 2,897,325 1,897,043 961,254 453,818 730,815 502,428 1,168,387
Changes from: October 31, 2017 Total Change is: 212,732
83,308 10,202 44,982 727 -105,212 36,618 -23,528 174,918 30,878 73,337 66,198 -56,761 23,171 10,909
Percent of Open Interest Represented by Each Category of Trader
41.9 3.2 16.9 0.1 18.4 5.9 3.4 22.6 14.8 7.5 3.5 5.7 3.9 9.1
Number of Traders in Each Category Total Traders: 313
39 38 70 . 40 34 41 96 105 10 28 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 29,219
Positions
5,430 8,456 0 58 7,724 149 10,946 8,108 0 12,602 4,643 5 29 134
Changes from: October 31, 2017 Total Change is: 269
0 1,538 0 0 -87 -10 -558 -717 0 839 -440 0 -2 -15
Percent of Open Interest Represented by Each Category of Trader
18.6 28.9 0.0 0.2 26.4 0.5 37.5 27.7 0.0 43.1 15.9 0.0 0.1 0.5
Number of Traders in Each Category Total Traders: 47
. 6 0 . 12 . 8 9 0 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 24,610
Positions
2,174 4,783 0 346 6,374 401 21,092 9,447 0 197 3,133 360 40 112
Changes from: October 31, 2017 Total Change is: 1,716
509 720 0 74 -149 37 1,235 1,671 0 -148 -543 0 9 -20
Percent of Open Interest Represented by Each Category of Trader
8.8 19.4 0.0 1.4 25.9 1.6 85.7 38.4 0.0 0.8 12.7 1.5 0.2 0.5
Number of Traders in Each Category Total Traders: 34
. 4 0 . 6 . 5 9 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 52,065
Positions
1,320 11,389 0 13,370 3,314 1,755 9,910 27,901 2,443 13,480 3,453 0 9,787 1,810
Changes from: October 31, 2017 Total Change is: 2,837
374 2,674 0 147 -116 -5 987 343 77 732 -20 0 525 -116
Percent of Open Interest Represented by Each Category of Trader
2.5 21.9 0.0 25.7 6.4 3.4 19.0 53.6 4.7 25.9 6.6 0.0 18.8 3.5
Number of Traders in Each Category Total Traders: 158
4 . 0 17 5 . 39 33 15 51 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 659,250
Positions
138,445 57,736 25,918 105,891 66,042 112,471 102,150 232,179 94,793 27,982 10,428 19,504 32,096 40,179
Changes from: October 31, 2017 Total Change is: 31,094
-943 267 3,560 17,950 1,486 -2,409 11,578 20,324 6,286 2,058 -368 -2,424 -4,562 4,372
Percent of Open Interest Represented by Each Category of Trader
21.0 8.8 3.9 16.1 10.0 17.1 15.5 35.2 14.4 4.2 1.6 3.0 4.9 6.1
Number of Traders in Each Category Total Traders: 279
22 8 18 22 36 27 57 79 62 23 20 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 7, 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 94,904
Positions
771 21,776 0 39,561 587 0 48,153 72,309 85 6,215 130 0 119 17
Changes from: October 31, 2017 Total Change is: 20,512
20 0 0 1,219 41 0 19,515 20,472 0 -263 0 0 21 -1
Percent of Open Interest Represented by Each Category of Trader
0.8 22.9 0.0 41.7 0.6 0.0 50.7 76.2 0.1 6.5 0.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 41
. . 0 9 . 0 9 8 . 9 . 0
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Updated November 10, 2017