Traders in Financial Futures - Options and Futures Combined 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 169,178
Positions
3,850 78,813 7,630 38,263 8,662 2,788 56,540 22,847 14,397 5,467 5,172 3,342 36,901 25,527
Changes from: October 31, 2017 Total Change is: -19,842
1,796 -11,338 412 -2,498 -937 -3,745 -8,554 3,149 -4,712 -820 -4,608 936 -2,657 1,001
Percent of Open Interest Represented by Each Category of Trader
2.3 46.6 4.5 22.6 5.1 1.6 33.4 13.5 8.5 3.2 3.1 2.0 21.8 15.1
Number of Traders in Each Category Total Traders: 96
. 9 7 15 7 6 31 17 18 7 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 85,331
Positions
43,442 3,281 262 586 7,095 0 29,736 42,083 4,741 0 1,680 0 6,564 26,188
Changes from: October 31, 2017 Total Change is: 4,856
6,609 -26 104 10 383 0 -1,025 2,923 129 0 0 0 -971 1,343
Percent of Open Interest Represented by Each Category of Trader
50.9 3.8 0.3 0.7 8.3 0.0 34.8 49.3 5.6 0.0 2.0 0.0 7.7 30.7
Number of Traders in Each Category Total Traders: 50
6 . . . 6 0 13 20 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 217,543
Positions
45,351 12,639 15,396 16,957 74,973 4,445 45,791 34,708 30,695 19,551 8,967 6,513 32,844 29,207
Changes from: October 31, 2017 Total Change is: -22,956
676 78 -3,920 -1,414 -2,848 -1,900 -6,448 -1,550 -11,698 2,628 -349 -812 -67 42
Percent of Open Interest Represented by Each Category of Trader
20.8 5.8 7.1 7.8 34.5 2.0 21.0 16.0 14.1 9.0 4.1 3.0 15.1 13.4
Number of Traders in Each Category Total Traders: 125
9 8 12 11 23 9 31 33 34 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 319,857
Positions
165,913 13,754 9,233 17,994 36,685 7,366 39,397 153,998 24,335 20,439 11,496 15,314 19,867 47,677
Changes from: October 31, 2017 Total Change is: -372
14,199 85 -1,504 -895 1,344 -2,853 -1,669 12,131 -8,544 280 -92 -682 1,295 -258
Percent of Open Interest Represented by Each Category of Trader
51.9 4.3 2.9 5.6 11.5 2.3 12.3 48.1 7.6 6.4 3.6 4.8 6.2 14.9
Number of Traders in Each Category Total Traders: 128
10 8 10 11 22 11 22 45 21 . 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 528,613
Positions
41,866 130,952 29,559 221,560 99,558 19,674 56,282 62,099 58,771 16,603 55,647 7,992 76,306 64,363
Changes from: October 31, 2017 Total Change is: -3,353
2,031 10,967 -3,664 5,605 503 -1,729 1,445 -433 -4,450 -1,945 -1,714 -63 -584 -2,770
Percent of Open Interest Represented by Each Category of Trader
7.9 24.8 5.6 41.9 18.8 3.7 10.6 11.7 11.1 3.1 10.5 1.5 14.4 12.2
Number of Traders in Each Category Total Traders: 255
15 14 15 66 33 40 41 42 36 22 20 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 146,645
Positions
9,654 51,552 5,480 5,234 23,921 2,904 73,400 20,014 11,981 4,515 0 3,696 29,783 27,097
Changes from: October 31, 2017 Total Change is: -13,464
3,882 -2,261 -1,699 -5,642 750 -2,637 -3,402 -2,526 -4,132 1,269 0 -1,438 336 480
Percent of Open Interest Represented by Each Category of Trader
6.6 35.2 3.7 3.6 16.3 2.0 50.1 13.6 8.2 3.1 0.0 2.5 20.3 18.5
Number of Traders in Each Category Total Traders: 89
6 7 8 5 14 4 36 16 18 5 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 179,734
Positions
14,751 88,873 822 62,814 6,176 544 88,771 65,827 3,576 2,201 9,589 0 6,256 4,327
Changes from: October 31, 2017 Total Change is: -80
439 277 -183 -300 1,035 -117 1,698 279 -220 -886 -778 0 -510 -372
Percent of Open Interest Represented by Each Category of Trader
8.2 49.4 0.5 34.9 3.4 0.3 49.4 36.6 2.0 1.2 5.3 0.0 3.5 2.4
Number of Traders in Each Category Total Traders: 133
6 6 5 12 11 . 38 39 14 5 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 79,285
Positions
8,309 55,508 1,227 12,206 2,528 153 39,889 5,449 3,183 1,571 1,218 509 12,239 9,511
Changes from: October 31, 2017 Total Change is: -1,777
716 -150 5 -2,019 -509 -11 -466 -573 -50 -361 -515 9 400 17
Percent of Open Interest Represented by Each Category of Trader
10.5 70.0 1.5 15.4 3.2 0.2 50.3 6.9 4.0 2.0 1.5 0.6 15.4 12.0
Number of Traders in Each Category Total Traders: 120
10 23 5 14 4 . 40 18 10 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 158,570
Positions
16,619 111,017 2,454 24,411 5,055 306 79,779 10,898 6,365 3,141 2,437 1,017 24,478 19,021
Changes from: October 31, 2017 Total Change is: -3,554
1,433 -300 9 -4,038 -1,018 -22 -933 -1,146 -99 -722 -1,031 18 800 35
Percent of Open Interest Represented by Each Category of Trader
10.5 70.0 1.5 15.4 3.2 0.2 50.3 6.9 4.0 2.0 1.5 0.6 15.4 12.0
Number of Traders in Each Category Total Traders: 120
10 23 5 14 4 . 40 18 10 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 951,385
Positions
66,560 139,715 61,908 314,497 167,783 67,486 89,550 130,720 180,699 27,692 50,830 45,754 97,239 106,488
Changes from: October 31, 2017 Total Change is: 30,393
8,721 -8,524 -1,274 -4,980 956 -6,856 7,657 14,386 18,710 -219 -888 3,720 4,914 10,162
Percent of Open Interest Represented by Each Category of Trader
7.0 14.7 6.5 33.1 17.6 7.1 9.4 13.7 19.0 2.9 5.3 4.8 10.2 11.2
Number of Traders in Each Category Total Traders: 722
35 43 48 139 100 109 97 143 136 104 60 103
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 152,189
Positions
31,990 16,485 10,411 8,716 19,075 8,700 6,163 13,556 45,388 7,483 389 7,023 26,315 31,162
Changes from: October 31, 2017 Total Change is: 4,665
2,832 -1,907 -441 -81 186 -7,241 2,299 1,846 5,089 714 152 555 939 6,426
Percent of Open Interest Represented by Each Category of Trader
21.0 10.8 6.8 5.7 12.5 5.7 4.0 8.9 29.8 4.9 0.3 4.6 17.3 20.5
Number of Traders in Each Category Total Traders: 73
8 8 7 5 5 . 12 20 30 10 4 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,995,978
Positions
273,612 716,908 156,723 1,531,264 745,905 291,574 489,481 658,369 604,008 114,002 265,169 180,694 354,620 376,628
Changes from: October 31, 2017 Total Change is: 128,639
12,639 -49,892 12,643 -24,667 3,678 2,096 47,245 83,154 47,650 3,437 2,907 7,720 19,876 18,684
Percent of Open Interest Represented by Each Category of Trader
6.8 17.9 3.9 38.3 18.7 7.3 12.2 16.5 15.1 2.9 6.6 4.5 8.9 9.4
Number of Traders in Each Category Total Traders: 701
33 43 45 138 98 107 95 138 127 98 58 96
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 59,747
Positions
10,270 15,265 4,278 12,309 9,975 1,063 17,837 12,011 3,516 1,689 3,665 1,438 7,348 8,535
Changes from: October 31, 2017 Total Change is: 1,345
761 220 1,050 -634 -205 -182 -55 -519 488 158 331 93 -334 69
Percent of Open Interest Represented by Each Category of Trader
17.2 25.5 7.2 20.6 16.7 1.8 29.9 20.1 5.9 2.8 6.1 2.4 12.3 14.3
Number of Traders in Each Category Total Traders: 285
17 26 12 46 24 13 52 62 23 20 38 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 298,735
Positions
51,348 76,327 21,388 61,546 49,875 5,317 89,183 60,055 17,579 8,445 18,327 7,190 36,739 42,677
Changes from: October 31, 2017 Total Change is: 6,724
3,804 1,101 5,252 -3,168 -1,027 -912 -275 -2,594 2,439 790 1,653 467 -1,672 347
Percent of Open Interest Represented by Each Category of Trader
17.2 25.5 7.2 20.6 16.7 1.8 29.9 20.1 5.9 2.8 6.1 2.4 12.3 14.3
Number of Traders in Each Category Total Traders: 285
17 26 12 46 24 13 52 62 23 20 38 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 547,432
Positions
35,164 174,667 4,674 244,088 154,766 32,214 174,134 145,564 13,774 20,521 6,095 1,633 21,230 14,045
Changes from: October 31, 2017 Total Change is: -1,345
9,866 -4,834 1,139 -6,109 5,322 -3,732 1,753 1,202 1,399 -7,354 -895 220 1,473 -1,167
Percent of Open Interest Represented by Each Category of Trader
6.4 31.9 0.9 44.6 28.3 5.9 31.8 26.6 2.5 3.7 1.1 0.3 3.9 2.6
Number of Traders in Each Category Total Traders: 296
16 27 6 71 42 33 61 54 26 17 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 68,209
Positions
37,358 30,514 1,925 6,728 660 161 10,562 24,619 578 1,418 1,177 257 9,222 8,317
Changes from: October 31, 2017 Total Change is: 2,537
7,922 139 255 128 32 0 1,028 2,180 244 -7,278 -55 -10 248 -249
Percent of Open Interest Represented by Each Category of Trader
54.8 44.7 2.8 9.9 1.0 0.2 15.5 36.1 0.8 2.1 1.7 0.4 13.5 12.2
Number of Traders in Each Category Total Traders: 82
19 12 . 7 . . 13 20 5 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 1,059,184
Positions
43,930 753,555 5,021 623,170 163,038 62,379 228,522 33,092 15,071 51,450 17,386 447 29,194 9,195
Changes from: October 31, 2017 Total Change is: -10,022
7,558 -16,376 10 -20,479 9,431 -1,000 5,746 1,554 1,492 -394 -395 26 -2,982 -4,765
Percent of Open Interest Represented by Each Category of Trader
4.1 71.1 0.5 58.8 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 9 132 48 48 73 25 20 37 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 880,491
Positions
6,649 63,229 21,813 285,608 198,493 142,105 130,134 110,743 105,932 15,112 51,530 8,580 164,557 178,066
Changes from: October 31, 2017 Total Change is: 46,353
-1,682 27,228 635 -5,453 -6,819 3,825 24,162 -3,853 18,092 -1,848 6,458 1,061 7,561 -274
Percent of Open Interest Represented by Each Category of Trader
0.8 7.2 2.5 32.4 22.5 16.1 14.8 12.6 12.0 1.7 5.9 1.0 18.7 20.2
Number of Traders in Each Category Total Traders: 185
7 19 19 41 31 39 46 22 48 7 12 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 897,307
Positions
6,618 122,432 10,071 442,016 43,641 136,707 77,856 413,399 64,100 36,565 6,645 1,172 122,201 99,139
Changes from: October 31, 2017 Total Change is: 12,546
370 -12,042 2,865 -24,960 -3,847 5,872 4,121 17,157 10,255 3,605 0 0 10,417 -7,714
Percent of Open Interest Represented by Each Category of Trader
0.7 13.6 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 35 18 19 22 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,991,505
Positions
89,137 166,565 48,965 450,023 370,356 214,376 611,050 486,402 248,151 186,432 260,167 21,663 121,708 174,860
Changes from: October 31, 2017 Total Change is: 154,850
15,123 5,819 7,534 16,068 53,161 -5,195 44,016 47,232 38,470 24,796 -13,557 8,043 5,995 13,342
Percent of Open Interest Represented by Each Category of Trader
4.5 8.4 2.5 22.6 18.6 10.8 30.7 24.4 12.5 9.4 13.1 1.1 6.1 8.8
Number of Traders in Each Category Total Traders: 293
18 23 14 63 42 50 53 52 54 20 20 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,856,053
Positions
139,861 211,395 180,877 1,164,537 923,863 573,826 550,891 612,999 529,256 299,983 148,693 87,411 329,411 587,733
Changes from: October 31, 2017 Total Change is: -51,469
-34,099 46,513 20,753 -19,734 -67,673 7,662 -32,637 -41,162 5,056 -10,719 -17,829 4,425 7,824 -9,215
Percent of Open Interest Represented by Each Category of Trader
3.6 5.5 4.7 30.2 24.0 14.9 14.3 15.9 13.7 7.8 3.9 2.3 8.5 15.2
Number of Traders in Each Category Total Traders: 425
19 42 41 62 102 101 69 76 100 21 34 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 431,600
Positions
14,014 17,090 4,380 137,823 164,843 36,978 125,052 33,834 11,281 16,213 19,626 0 85,859 143,568
Changes from: October 31, 2017 Total Change is: -3,679
-3,747 5,474 2,313 -2,550 -3,419 813 -8,461 -8,270 -481 2,544 1,908 0 5,890 -2,017
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 - Options and Futures Combined 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 3,412,294
Positions
79,970 227,126 138,961 1,562,938 663,769 433,640 363,110 860,932 329,169 217,094 301,675 30,340 257,072 426,682
Changes from: October 31, 2017 Total Change is: 76,751
7,848 56,952 17,773 -159,385 -32,233 34,331 145,699 -26,645 22,438 4,069 10,202 -129 4,106 -5,938
Percent of Open Interest Represented by Each Category of Trader
2.3 6.7 4.1 45.8 19.5 12.7 10.6 25.2 9.6 6.4 8.8 0.9 7.5 12.5
Number of Traders in Each Category Total Traders: 313
13 26 21 60 57 66 46 64 71 21 26 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,369,657
Positions
456,102 308,065 379,108 2,804 6,495 25,222 59,953 184,126 295,974 49,210 30,889 63,009 38,274 76,769
Changes from: October 31, 2017 Total Change is: -215,637
-43,535 -102,867 -65,681 -12,647 -3,819 1,703 -67,797 -569 -21,030 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 13.4 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 - Options and Futures Combined 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 is23,388,226
Positions
5,536,188 489,534 3,738,851 27,500 2,473,313 1,013,572 550,777 2,815,350 9,341,513 916,818 564,364 1,725,840 537,168 1,225,890
Changes from: October 31, 2017 Total Change is: 171,226
66,356 -6,483 46,042 4,419 -65,856 19,635 62,887 226,836 -68,951 94,336 83,256 -76,753 23,256 13,502
Percent of Open Interest Represented by Each Category of Trader
23.7 2.1 16.0 0.1 10.6 4.3 2.4 12.0 39.9 3.9 2.4 7.4 2.3 5.2
Number of Traders in Each Category Total Traders: 345
38 40 71 6 43 43 50 108 124 17 34 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 52,164
Positions
1,320 11,389 0 13,370 3,314 1,755 9,910 27,900 2,470 13,426 3,453 56 9,856 1,826
Changes from: October 31, 2017 Total Change is: 2,835
374 2,674 0 147 -116 -5 987 345 76 731 -22 0 525 -117
Percent of Open Interest Represented by Each Category of Trader
2.5 21.8 0.0 25.6 6.4 3.4 19.0 53.5 4.7 25.7 6.6 0.1 18.9 3.5
Number of Traders in Each Category Total Traders: 159
4 . 0 17 5 . 39 33 18 51 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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