Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 171,861
Positions
12,245 82,228 10,508 37,166 8,979 1,711 43,642 20,199 18,947 7,612 2,686 1,098 38,933 25,507
Changes from: November 28, 2017 Total Change is: 1,497
5,196 -2,303 140 -5,439 355 -364 -24 -10 953 1,486 -113 462 -914 2,378
Percent of Open Interest Represented by Each Category of Trader
7.1 47.8 6.1 21.6 5.2 1.0 25.4 11.8 11.0 4.4 1.6 0.6 22.7 14.8
Number of Traders in Each Category Total Traders: 92
5 8 8 14 7 5 29 14 20 7 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 83,556
Positions
44,394 5,272 610 1,042 7,507 0 27,432 42,042 3,733 0 1,680 0 6,345 22,711
Changes from: November 28, 2017 Total Change is: 1,519
-15 1,211 46 35 629 0 365 -412 871 0 0 0 216 -826
Percent of Open Interest Represented by Each Category of Trader
53.1 6.3 0.7 1.2 9.0 0.0 32.8 50.3 4.5 0.0 2.0 0.0 7.6 27.2
Number of Traders in Each Category Total Traders: 49
6 5 . . 6 0 12 17 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 264,176
Positions
42,037 20,067 24,550 23,298 74,023 7,144 73,022 47,351 50,943 2,063 8,389 3,446 37,673 28,262
Changes from: November 28, 2017 Total Change is: 32,344
-4,741 4,043 -27 5,243 1,876 1,023 12,849 10,265 12,874 720 -300 143 4,260 2,447
Percent of Open Interest Represented by Each Category of Trader
15.9 7.6 9.3 8.8 28.0 2.7 27.6 17.9 19.3 0.8 3.2 1.3 14.3 10.7
Number of Traders in Each Category Total Traders: 132
9 8 12 15 23 8 36 32 31 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 280,291
Positions
139,695 14,782 22,987 22,107 31,330 8,870 32,230 128,841 31,413 21 1,273 2,596 20,371 38,198
Changes from: November 28, 2017 Total Change is: -7,154
-8,340 -3,931 1,134 374 -4,341 -1,309 25 3,368 1,719 21 -264 -14 -765 -3,517
Percent of Open Interest Represented by Each Category of Trader
49.8 5.3 8.2 7.9 11.2 3.2 11.5 46.0 11.2 0.0 0.5 0.9 7.3 13.6
Number of Traders in Each Category Total Traders: 124
11 8 13 13 19 10 19 47 23 . 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 600,891
Positions
43,411 212,729 45,954 237,168 100,160 23,434 60,493 66,242 81,716 16,251 8,385 6,880 85,585 55,392
Changes from: November 28, 2017 Total Change is: 4,277
2,191 -1,763 5,504 -2,899 1,871 -423 592 -1,485 1,715 -2,175 -1,287 220 -447 -74
Percent of Open Interest Represented by Each Category of Trader
7.2 35.4 7.6 39.5 16.7 3.9 10.1 11.0 13.6 2.7 1.4 1.1 14.2 9.2
Number of Traders in Each Category Total Traders: 261
18 18 17 73 34 40 41 38 37 23 15 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 40,239
Positions
1,928 25,103 0 21,756 3,581 1,575 0 3,952 907 538 1,274 5 13,530 3,842
Changes from: November 28, 2017 Total Change is: 1,551
0 201 0 1,410 2,284 -385 -560 -1,276 174 118 0 0 794 553
Percent of Open Interest Represented by Each Category of Trader
4.8 62.4 0.0 54.1 8.9 3.9 0.0 9.8 2.3 1.3 3.2 0.0 33.6 9.5
Number of Traders in Each Category Total Traders: 29
. . 0 17 . 8 0 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 162,177
Positions
31,390 38,007 7,747 5,748 38,285 3,361 71,041 26,877 16,272 194 0 803 25,620 30,824
Changes from: November 28, 2017 Total Change is: 5,296
6,211 -2,424 29 -1,124 1,620 -87 930 3,074 1,818 -377 0 149 -2,254 1,118
Percent of Open Interest Represented by Each Category of Trader
19.4 23.4 4.8 3.5 23.6 2.1 43.8 16.6 10.0 0.1 0.0 0.5 15.8 19.0
Number of Traders in Each Category Total Traders: 94
7 8 10 6 16 7 32 21 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 51,380
Positions
151 38,921 999 25,863 0 0 22,503 10,057 123 370 126 0 1,371 1,154
Changes from: November 28, 2017 Total Change is: 2,368
0 409 742 1,436 0 0 103 1,051 -29 243 126 0 -127 69
Percent of Open Interest Represented by Each Category of Trader
0.3 75.8 1.9 50.3 0.0 0.0 43.8 19.6 0.2 0.7 0.2 0.0 2.7 2.2
Number of Traders in Each Category Total Traders: 30
. 6 . 4 0 0 11 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 180,137
Positions
17,096 91,768 377 52,668 9,645 230 97,352 61,438 3,463 1,255 9,531 71 7,624 3,614
Changes from: November 28, 2017 Total Change is: 7,866
-1,741 2,558 -313 3,661 506 33 4,306 2,998 1,338 -163 233 -40 785 552
Percent of Open Interest Represented by Each Category of Trader
9.5 50.9 0.2 29.2 5.4 0.1 54.0 34.1 1.9 0.7 5.3 0.0 4.2 2.0
Number of Traders in Each Category Total Traders: 141
6 7 . 14 11 . 50 35 10 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 17,280
Positions
0 2,546 2,198 5,705 1,076 0 5,633 8,279 1,160 1,100 1,231 79 1,405 711
Changes from: November 28, 2017 Total Change is: -8,997
-70 -11,426 914 259 -671 -138 -6,111 6,047 -3,795 134 155 0 -190 -83
Percent of Open Interest Represented by Each Category of Trader
0.0 14.7 12.7 33.0 6.2 0.0 32.6 47.9 6.7 6.4 7.1 0.5 8.1 4.1
Number of Traders in Each Category Total Traders: 37
0 . . 4 . 0 11 9 . 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 61,386
Positions
33,533 9,163 196 1,816 5,333 92 20,171 38,596 1,797 461 797 0 3,320 5,412
Changes from: November 28, 2017 Total Change is: 126
-228 27 173 -48 388 85 -487 -1,109 647 86 104 0 -102 -189
Percent of Open Interest Represented by Each Category of Trader
54.6 14.9 0.3 3.0 8.7 0.1 32.9 62.9 2.9 0.8 1.3 0.0 5.4 8.8
Number of Traders in Each Category Total Traders: 93
9 . . 7 13 . 21 32 13 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 22,624
Positions
7,342 15,200 4,202 6,031 342 0 3,078 917 862 100 155 0 1,009 946
Changes from: November 28, 2017 Total Change is: 734
-361 0 452 2,340 -418 0 -2,399 165 721 0 0 0 -19 -186
Percent of Open Interest Represented by Each Category of Trader
32.5 67.2 18.6 26.7 1.5 0.0 13.6 4.1 3.8 0.4 0.7 0.0 4.5 4.2
Number of Traders in Each Category Total Traders: 26
4 . . 4 . 0 7 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 80,714
Positions
9,766 54,366 1,776 14,204 2,225 251 34,566 5,989 5,447 2,065 467 922 11,718 9,272
Changes from: November 28, 2017 Total Change is: 3,144
726 4,357 -88 -826 -750 -3 2,727 -146 -43 363 -673 348 -61 140
Percent of Open Interest Represented by Each Category of Trader
12.1 67.4 2.2 17.6 2.8 0.3 42.8 7.4 6.7 2.6 0.6 1.1 14.5 11.5
Number of Traders in Each Category Total Traders: 122
12 22 11 19 . 4 39 17 11 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 161,428
Positions
19,531 108,732 3,553 28,407 4,449 501 69,132 11,977 10,893 4,130 934 1,845 23,436 18,544
Changes from: November 28, 2017 Total Change is: 6,288
1,451 8,714 -175 -1,652 -1,499 -5 5,454 -292 -85 726 -1,346 697 -122 280
Percent of Open Interest Represented by Each Category of Trader
12.1 67.4 2.2 17.6 2.8 0.3 42.8 7.4 6.7 2.6 0.6 1.1 14.5 11.5
Number of Traders in Each Category Total Traders: 122
12 22 11 19 . 4 39 17 11 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 1,031,363
Positions
80,216 150,620 83,489 294,448 158,301 86,285 100,961 132,772 199,615 27,184 66,040 46,417 112,746 107,823
Changes from: November 28, 2017 Total Change is: 18,116
2,558 6,607 15,080 -13,821 -6,865 596 1,244 598 10,992 916 87 15 534 -8,995
Percent of Open Interest Represented by Each Category of Trader
7.8 14.6 8.1 28.5 15.3 8.4 9.8 12.9 19.4 2.6 6.4 4.5 10.9 10.5
Number of Traders in Each Category Total Traders: 714
37 45 57 139 101 118 103 128 139 97 64 100
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 165,720
Positions
37,075 19,169 8,171 10,482 19,951 10,222 5,776 20,403 43,422 8,373 162 7,272 34,927 36,948
Changes from: November 28, 2017 Total Change is: -12,623
-675 1,175 -1,911 694 -1,852 -5,405 -821 4,444 -4,359 -239 -403 -609 702 -3,703
Percent of Open Interest Represented by Each Category of Trader
22.4 11.6 4.9 6.3 12.0 6.2 3.5 12.3 26.2 5.1 0.1 4.4 21.1 22.3
Number of Traders in Each Category Total Traders: 65
4 10 7 7 6 5 8 18 23 9 . 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 22,435
Positions
20,499 8,248 6 0 11,130 66 0 2,256 78 0 0 0 1,786 651
Changes from: November 28, 2017 Total Change is: 196
-13 146 6 0 48 0 0 19 0 0 0 0 203 -23
Percent of Open Interest Represented by Each Category of Trader
91.4 36.8 0.0 0.0 49.6 0.3 0.0 10.1 0.3 0.0 0.0 0.0 8.0 2.9
Number of Traders in Each Category Total Traders: 22
10 5 . 0 4 . 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 12,715
Positions
3,410 12,025 3 3,565 0 238 4,044 0 0 0 0 0 1,455 449
Changes from: November 28, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
26.8 94.6 0.0 28.0 0.0 1.9 31.8 0.0 0.0 0.0 0.0 0.0 11.4 3.5
Number of Traders in Each Category Total Traders: 20
4 8 . 4 0 . 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 4,328,213
Positions
295,909 737,457 296,390 1,435,167 707,079 364,982 573,404 659,324 683,486 112,340 347,679 177,439 389,096 354,377
Changes from: November 28, 2017 Total Change is: 153,693
28,983 39,973 72,136 -68,068 -20,561 25,505 22,102 -7,454 64,976 975 -2,346 7,923 -839 -26,459
Percent of Open Interest Represented by Each Category of Trader
6.8 17.0 6.8 33.2 16.3 8.4 13.2 15.2 15.8 2.6 8.0 4.1 9.0 8.2
Number of Traders in Each Category Total Traders: 699
37 45 57 137 99 116 101 125 135 90 65 96
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 32,378
Positions
1,344 30,893 0 10,955 517 536 15,588 0 0 322 0 0 3,633 432
Changes from: November 28, 2017 Total Change is: 798
-77 749 0 -883 293 0 793 0 0 322 -330 0 643 86
Percent of Open Interest Represented by Each Category of Trader
4.2 95.4 0.0 33.8 1.6 1.7 48.1 0.0 0.0 1.0 0.0 0.0 11.2 1.3
Number of Traders in Each Category Total Traders: 30
. 10 0 7 . . 8 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 21,477
Positions
14,923 6,994 1 2,717 12,497 309 1,654 460 0 0 280 0 1,873 936
Changes from: November 28, 2017 Total Change is: -731
-647 1,032 0 -61 -1,846 18 5 -61 0 0 0 0 -46 126
Percent of Open Interest Represented by Each Category of Trader
69.5 32.6 0.0 12.7 58.2 1.4 7.7 2.1 0.0 0.0 1.3 0.0 8.7 4.4
Number of Traders in Each Category Total Traders: 23
8 . . 4 5 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 93,041
Positions
4,045 44,582 439 42,037 37,066 2,860 29,053 4,347 575 0 260 0 14,032 2,912
Changes from: November 28, 2017 Total Change is: -621
-38 582 -8 -341 464 -260 -428 -580 -388 0 0 0 842 -431
Percent of Open Interest Represented by Each Category of Trader
4.3 47.9 0.5 45.2 39.8 3.1 31.2 4.7 0.6 0.0 0.3 0.0 15.1 3.1
Number of Traders in Each Category Total Traders: 91
. 12 . 29 19 13 20 7 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 65,409
Positions
12,144 13,817 2,998 14,826 12,539 900 18,476 18,362 3,372 2,536 4,091 1,352 8,804 7,978
Changes from: November 28, 2017 Total Change is: 2,561
-847 -1,102 -368 543 767 119 791 3,974 215 936 -509 -83 1,255 -452
Percent of Open Interest Represented by Each Category of Trader
18.6 21.1 4.6 22.7 19.2 1.4 28.2 28.1 5.2 3.9 6.3 2.1 13.5 12.2
Number of Traders in Each Category Total Traders: 301
17 24 8 46 31 22 57 70 30 28 28 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 327,043
Positions
60,722 69,086 14,989 74,132 62,694 4,499 92,379 91,810 16,860 12,682 20,455 6,761 44,018 39,889
Changes from: November 28, 2017 Total Change is: 12,807
-4,234 -5,512 -1,839 2,716 3,834 597 3,954 19,869 1,076 4,678 -2,543 -416 6,274 -2,261
Percent of Open Interest Represented by Each Category of Trader
18.6 21.1 4.6 22.7 19.2 1.4 28.2 28.1 5.2 3.9 6.3 2.1 13.5 12.2
Number of Traders in Each Category Total Traders: 301
17 24 8 46 31 22 57 70 30 28 28 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 597,819
Positions
36,834 219,139 5,493 259,834 191,262 36,891 201,727 112,531 14,191 18,303 3,403 1,162 23,384 13,747
Changes from: November 28, 2017 Total Change is: 24,194
2,479 4,687 387 2,695 38,375 809 16,528 -15,075 1,532 -977 -5,961 139 602 -698
Percent of Open Interest Represented by Each Category of Trader
6.2 36.7 0.9 43.5 32.0 6.2 33.7 18.8 2.4 3.1 0.6 0.2 3.9 2.3
Number of Traders in Each Category Total Traders: 303
17 28 12 74 45 34 69 49 29 13 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 68,798
Positions
36,080 34,508 3,341 9,433 10,866 157 9,108 10,397 101 2,146 1,614 255 8,176 7,559
Changes from: November 28, 2017 Total Change is: -1,340
-1,237 49 374 2,133 -156 -9 -2,675 -1,593 -107 206 480 6 -31 -383
Percent of Open Interest Represented by Each Category of Trader
52.4 50.2 4.9 13.7 15.8 0.2 13.2 15.1 0.1 3.1 2.3 0.4 11.9 11.0
Number of Traders in Each Category Total Traders: 79
17 14 . 13 4 . 9 12 . 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 56,633
Positions
1,808 27,853 3,262 19,837 1,504 310 7,516 3,936 4,156 2,302 4,352 3,117 14,325 8,143
Changes from: November 28, 2017 Total Change is: 14,534
-413 -3 3,254 -521 -650 -156 796 1,090 4,000 -751 -390 3,117 5,208 4,272
Percent of Open Interest Represented by Each Category of Trader
3.2 49.2 5.8 35.0 2.7 0.5 13.3 7.0 7.3 4.1 7.7 5.5 25.3 14.4
Number of Traders in Each Category Total Traders: 49
. 8 . 14 . 4 9 7 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 82,159
Positions
8,380 22,782 3,835 24,680 3,239 824 11,610 19,858 3,303 1,776 953 15 27,736 27,350
Changes from: November 28, 2017 Total Change is: 19,415
-1,143 1,252 2,502 -925 595 246 394 727 2,276 -417 -1,079 15 16,467 12,881
Percent of Open Interest Represented by Each Category of Trader
10.2 27.7 4.7 30.0 3.9 1.0 14.1 24.2 4.0 2.2 1.2 0.0 33.8 33.3
Number of Traders in Each Category Total Traders: 90
13 13 7 15 5 6 19 22 14 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 293,335
Positions
17,982 182,978 10,864 155,766 69,055 15,085 56,426 3,835 5,112 23,529 1,280 0 8,571 5,126
Changes from: November 28, 2017 Total Change is: 4,486
865 -817 7,096 -22,915 -509 470 2,286 -3,018 1,720 15,727 8 0 -763 -464
Percent of Open Interest Represented by Each Category of Trader
6.1 62.4 3.7 53.1 23.5 5.1 19.2 1.3 1.7 8.0 0.4 0.0 2.9 1.7
Number of Traders in Each Category Total Traders: 154
13 7 9 55 28 20 37 6 11 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 1,026,389
Positions
73,000 695,865 31,615 543,285 151,555 61,521 215,463 33,414 25,632 44,585 14,835 833 30,456 11,120
Changes from: November 28, 2017 Total Change is: 862
15,754 -118 12,743 -21,245 -15,929 -3,168 -3,723 2,990 4,875 -4,801 -1,406 13 414 862
Percent of Open Interest Represented by Each Category of Trader
7.1 67.8 3.1 52.9 14.8 6.0 21.0 3.3 2.5 4.3 1.4 0.1 3.0 1.1
Number of Traders in Each Category Total Traders: 379
28 22 15 137 49 44 76 23 25 36 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 99,784
Positions
18,201 35,516 63,633 10,569 0 5 5,564 0 598 170 30 0 1,044 2
Changes from: November 28, 2017 Total Change is: 720
-180 -145 865 -5 0 0 -960 0 0 0 0 0 1,000 0
Percent of Open Interest Represented by Each Category of Trader
18.2 35.6 63.8 10.6 0.0 0.0 5.6 0.0 0.6 0.2 0.0 0.0 1.0 0.0
Number of Traders in Each Category Total Traders: 28
. 12 8 5 0 . 4 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 885,467
Positions
8,871 52,523 26,735 284,795 242,484 146,765 129,656 95,057 96,229 14,715 44,504 6,959 170,743 174,210
Changes from: November 28, 2017 Total Change is: -14,480
-2,825 -13,689 10,557 7,553 26,483 4,887 14,049 8,472 -23,048 1,381 -9,544 1,185 -28,218 -19,783
Percent of Open Interest Represented by Each Category of Trader
1.0 5.9 3.0 32.2 27.4 16.6 14.6 10.7 10.9 1.7 5.0 0.8 19.3 19.7
Number of Traders in Each Category Total Traders: 177
6 20 18 39 33 37 32 30 44 6 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 899,338
Positions
4,974 128,310 2,625 476,151 91,623 139,736 66,450 391,806 44,470 36,940 8,167 1,152 126,840 91,449
Changes from: November 28, 2017 Total Change is: -55,525
-13 168 -6,937 17,941 7,634 -10,469 3,604 2,566 -25,190 882 1,522 -1,900 -33,443 -22,919
Percent of Open Interest Represented by Each Category of Trader
0.6 14.3 0.3 52.9 10.2 15.5 7.4 43.6 4.9 4.1 0.9 0.1 14.1 10.2
Number of Traders in Each Category Total Traders: 121
. 12 6 46 18 37 19 17 23 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 1,823,747
Positions
79,664 182,149 12,551 497,340 406,174 206,888 515,634 473,064 125,408 259,908 246,230 6,750 119,604 164,533
Changes from: November 28, 2017 Total Change is: -44,556
5,508 20,919 -16,857 37,454 6,700 -16,575 -68,173 -6,393 -6,934 58,806 -4,210 -13,152 -24,635 -8,054
Percent of Open Interest Represented by Each Category of Trader
4.4 10.0 0.7 27.3 22.3 11.3 28.3 25.9 6.9 14.3 13.5 0.4 6.6 9.0
Number of Traders in Each Category Total Traders: 303
18 25 15 69 41 54 60 51 50 20 19 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 3,819,487
Positions
141,315 169,820 163,935 1,282,833 929,419 585,964 436,498 787,317 428,689 372,746 130,536 63,652 343,856 560,156
Changes from: November 28, 2017 Total Change is: -285,073
19,543 -41,858 -37,498 38,743 19,231 6,371 -131,943 -24,162 -34,819 27,384 1,103 -5,844 -167,010 -167,596
Percent of Open Interest Represented by Each Category of Trader
3.7 4.4 4.3 33.6 24.3 15.3 11.4 20.6 11.2 9.8 3.4 1.7 9.0 14.7
Number of Traders in Each Category Total Traders: 400
22 33 38 64 98 84 50 84 83 21 28 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 530,075
Positions
29,205 32,900 5,126 119,989 170,352 44,651 201,114 84,931 22,894 18,593 17,086 0 88,503 152,135
Changes from: November 28, 2017 Total Change is: 44,330
8,426 21,804 -99 -2,883 7,062 4,103 43,499 35,201 -4,086 5,484 -2,928 -476 -9,638 -16,251
Percent of Open Interest Represented by Each Category of Trader
5.5 6.2 1.0 22.6 32.1 8.4 37.9 16.0 4.3 3.5 3.2 0.0 16.7 28.7
Number of Traders in Each Category Total Traders: 85
4 8 . 16 27 28 14 10 9 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 3,232,714
Positions
124,150 200,703 89,891 1,523,874 687,382 441,706 324,587 843,837 250,591 195,076 256,035 19,846 262,992 442,723
Changes from: November 28, 2017 Total Change is: -289,383
39,367 -76,420 -12,350 37,271 92,389 -47,707 -72,483 -4,792 -144,371 11,041 -12,128 -13,518 -86,633 -70,486
Percent of Open Interest Represented by Each Category of Trader
3.8 6.2 2.8 47.1 21.3 13.7 10.0 26.1 7.8 6.0 7.9 0.6 8.1 13.7
Number of Traders in Each Category Total Traders: 313
15 27 24 59 60 70 42 65 62 23 22 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 1,422,179
Positions
447,426 213,719 455,507 10,347 6,067 68,202 45,025 278,786 246,264 57,251 32,903 60,899 31,258 59,832
Changes from: November 28, 2017 Total Change is: -98,127
-10,854 -45,098 -62,237 -1,943 -603 -4,900 -6,978 34,569 -25,727 17,936 5,993 488 -3,912 -612
Percent of Open Interest Represented by Each Category of Trader
31.5 15.0 32.0 0.7 0.4 4.8 3.2 19.6 17.3 4.0 2.3 4.3 2.2 4.2
Number of Traders in Each Category Total Traders: 153
24 34 47 . 4 7 21 39 44 7 13 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 is26,872,536
Positions
6,547,374 607,934 4,480,324 113,462 2,886,659 1,916,616 526,474 2,510,634 10,585,450 119,108 491,690 2,034,053 549,675 1,359,175
Changes from: November 28, 2017 Total Change is: 1,686,260
-16,065 32,625 118,576 69,147 -142,443 183,471 -102,785 -36,224 1,217,180 -102,788 -88,884 367,469 -47,945 34,491
Percent of Open Interest Represented by Each Category of Trader
24.4 2.3 16.7 0.4 10.7 7.1 2.0 9.3 39.4 0.4 1.8 7.6 2.0 5.1
Number of Traders in Each Category Total Traders: 339
38 35 71 10 39 44 56 105 124 18 29 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 27,989
Positions
5,430 7,916 80 142 8,359 149 9,506 6,906 15 12,647 4,402 5 15 157
Changes from: November 28, 2017 Total Change is: 346
0 609 80 -222 -117 0 178 -322 15 302 11 0 -7 70
Percent of Open Interest Represented by Each Category of Trader
19.4 28.3 0.3 0.5 29.9 0.5 34.0 24.7 0.1 45.2 15.7 0.0 0.1 0.6
Number of Traders in Each Category Total Traders: 49
. 6 . . 12 . 9 9 . 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 22,716
Positions
1,350 5,790 36 69 4,815 383 19,872 7,989 176 439 3,065 331 60 131
Changes from: November 28, 2017 Total Change is: -1,606
-834 339 36 0 -1,222 -18 -1,233 -745 147 300 -77 -26 22 -40
Percent of Open Interest Represented by Each Category of Trader
5.9 25.5 0.2 0.3 21.2 1.7 87.5 35.2 0.8 1.9 13.5 1.5 0.3 0.6
Number of Traders in Each Category Total Traders: 32
. 5 . . 8 . . 10 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 45,410
Positions
552 1,765 617 12,286 7,688 816 3,922 25,133 5,805 12,874 1,263 68 8,471 2,255
Changes from: November 28, 2017 Total Change is: 1,764
-3 176 617 -218 135 1 -5,992 1,310 2,767 4,046 -3,033 -102 647 -108
Percent of Open Interest Represented by Each Category of Trader
1.2 3.9 1.4 27.1 16.9 1.8 8.6 55.3 12.8 28.4 2.8 0.1 18.7 5.0
Number of Traders in Each Category Total Traders: 142
. 4 . 12 8 . 17 44 17 47 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 622,772
Positions
115,184 55,235 20,476 111,808 79,650 117,692 85,522 175,683 100,387 11,200 8,546 27,908 32,595 37,195
Changes from: November 28, 2017 Total Change is: -9,344
804 -1,564 -7,730 3,097 -12,107 4,903 -17,173 -2,658 2,816 -8,124 699 8,405 3,658 -2,108
Percent of Open Interest Represented by Each Category of Trader
18.5 8.9 3.3 18.0 12.8 18.9 13.7 28.2 16.1 1.8 1.4 4.5 5.2 6.0
Number of Traders in Each Category Total Traders: 259
18 10 18 22 36 26 47 77 63 17 18 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 5, 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 67,220
Positions
941 21,776 0 37,932 173 166 23,026 44,872 85 4,951 128 0 119 20
Changes from: November 28, 2017 Total Change is: -15,056
20 0 0 -310 3 0 -13,304 -15,078 0 -1,457 0 0 -5 19
Percent of Open Interest Represented by Each Category of Trader
1.4 32.4 0.0 56.4 0.3 0.2 34.3 66.8 0.1 7.4 0.2 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 39
. . 0 7 . . 10 6 . 11 . 0
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Updated December 8, 2017