Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 176,889
Positions
35,597 5,632 17,739 30,091 33,154 8,835 28,087 42,913 15,314 10,173 11,595 1,297 29,756 40,411
Changes from: December 4, 2018 Total Change is: 4,040
1,563 235 1,001 73 -407 1,026 2,559 350 -173 443 502 389 -2,841 1,117
Percent of Open Interest Represented by Each Category of Trader
20.1 3.2 10.0 17.0 18.7 5.0 15.9 24.3 8.7 5.8 6.6 0.7 16.8 22.8
Number of Traders in Each Category Total Traders: 114
7 5 8 11 18 9 22 34 21 10 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 81,855
Positions
45,445 1,482 6,482 1,305 17,488 366 18,931 25,685 1,045 0 5,081 301 7,980 23,924
Changes from: December 4, 2018 Total Change is: 1,894
-2,731 -206 6,160 3 347 0 -1,729 -3,268 -387 0 449 301 277 -1,502
Percent of Open Interest Represented by Each Category of Trader
55.5 1.8 7.9 1.6 21.4 0.4 23.1 31.4 1.3 0.0 6.2 0.4 9.7 29.2
Number of Traders in Each Category Total Traders: 50
7 . 5 . 12 . 12 11 5 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 305,812
Positions
99,819 37,010 26,224 50,105 94,640 4,527 50,611 40,672 45,826 991 10,752 2,795 24,915 43,367
Changes from: December 4, 2018 Total Change is: 5,114
4,718 -6,717 4,522 892 3,698 332 4,709 9,374 -6,332 -1,655 1,590 -1,163 -909 -189
Percent of Open Interest Represented by Each Category of Trader
32.6 12.1 8.6 16.4 30.9 1.5 16.5 13.3 15.0 0.3 3.5 0.9 8.1 14.2
Number of Traders in Each Category Total Traders: 131
6 10 11 12 31 12 29 33 25 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 235,417
Positions
101,703 5,614 10,686 31,189 46,291 10,232 26,749 90,629 17,926 6,041 5,262 2,359 28,531 46,417
Changes from: December 4, 2018 Total Change is: -21,569
-12,467 2,519 -3,636 1,423 -8,689 1,877 -5,352 -13,470 -6,768 3,465 -126 315 -426 6,409
Percent of Open Interest Represented by Each Category of Trader
43.2 2.4 4.5 13.2 19.7 4.3 11.4 38.5 7.6 2.6 2.2 1.0 12.1 19.7
Number of Traders in Each Category Total Traders: 121
10 7 12 16 22 11 18 36 25 5 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 664,537
Positions
39,042 96,454 93,864 298,189 170,329 24,699 27,931 125,834 46,444 17,529 17,795 2,269 114,571 86,851
Changes from: December 4, 2018 Total Change is: 49,647
-1,647 517 51,938 2,612 2,701 -2,013 72 -5,091 -14,169 -930 878 -2,150 15,935 17,037
Percent of Open Interest Represented by Each Category of Trader
5.9 14.5 14.1 44.9 25.6 3.7 4.2 18.9 7.0 2.6 2.7 0.3 17.2 13.1
Number of Traders in Each Category Total Traders: 286
15 11 17 93 38 51 26 66 32 20 17 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 35,853
Positions
0 21,701 0 12,261 5,279 2,149 6,060 0 434 0 774 5 14,944 5,511
Changes from: December 4, 2018 Total Change is: -856
0 -604 -157 -1,753 -1,030 -73 -259 0 394 0 0 0 992 614
Percent of Open Interest Represented by Each Category of Trader
0.0 60.5 0.0 34.2 14.7 6.0 16.9 0.0 1.2 0.0 2.2 0.0 41.7 15.4
Number of Traders in Each Category Total Traders: 24
0 . 0 12 5 7 4 0 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 44,623
Positions
0 7,131 13,587 11,162 12,664 2,320 8,261 0 3,064 0 570 0 6,229 5,287
Changes from: December 4, 2018 Total Change is: 15,726
0 303 12,870 300 533 -132 -456 0 3,060 0 0 0 84 -908
Percent of Open Interest Represented by Each Category of Trader
0.0 16.0 30.4 25.0 28.4 5.2 18.5 0.0 6.9 0.0 1.3 0.0 14.0 11.8
Number of Traders in Each Category Total Traders: 24
0 . . 7 8 8 5 0 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 164,072
Positions
73,243 25,594 7,345 15,079 33,105 3,046 17,382 31,505 21,129 1,802 7,505 1,203 23,843 33,640
Changes from: December 4, 2018 Total Change is: -7,406
-7,347 -9 237 1,367 4,014 -371 873 -12,479 2,067 -3,681 920 -462 -89 -1,322
Percent of Open Interest Represented by Each Category of Trader
44.6 15.6 4.5 9.2 20.2 1.9 10.6 19.2 12.9 1.1 4.6 0.7 14.5 20.5
Number of Traders in Each Category Total Traders: 91
8 6 8 9 16 8 18 25 22 . 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 49,259
Positions
0 21,762 12,332 32,286 288 0 2,059 10,881 58 465 1,741 0 2,059 2,197
Changes from: December 4, 2018 Total Change is: 13,414
0 210 11,469 1,431 -289 0 -44 1,215 -277 0 313 0 835 773
Percent of Open Interest Represented by Each Category of Trader
0.0 44.2 25.0 65.5 0.6 0.0 4.2 22.1 0.1 0.9 3.5 0.0 4.2 4.5
Number of Traders in Each Category Total Traders: 34
0 5 . 5 . 0 7 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 184,900
Positions
40,573 106,581 5,103 55,681 10,857 437 67,618 17,931 7,579 3,381 30,948 0 4,528 5,465
Changes from: December 4, 2018 Total Change is: -8,202
-6,117 -865 1 -2,316 -203 314 2,625 -4,715 -2,297 -395 167 0 -17 -604
Percent of Open Interest Represented by Each Category of Trader
21.9 57.6 2.8 30.1 5.9 0.2 36.6 9.7 4.1 1.8 16.7 0.0 2.4 3.0
Number of Traders in Each Category Total Traders: 135
4 7 . 13 14 4 36 36 18 10 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 12,353
Positions
1,300 612 878 0 3,888 8 7,705 4,487 82 640 930 0 1,740 1,468
Changes from: December 4, 2018 Total Change is: 981
0 -2 0 -1,323 686 8 2,417 314 -164 0 30 0 43 109
Percent of Open Interest Represented by Each Category of Trader
10.5 5.0 7.1 0.0 31.5 0.1 62.4 36.3 0.7 5.2 7.5 0.0 14.1 11.9
Number of Traders in Each Category Total Traders: 33
. . . 0 7 . 8 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 62,733
Positions
22,099 8,022 11,094 10,547 3,364 136 11,339 27,996 2,002 681 3,424 547 4,288 6,148
Changes from: December 4, 2018 Total Change is: 6,269
-7,268 539 10,958 1,228 -49 63 1,022 -6,557 -6 -285 476 298 259 547
Percent of Open Interest Represented by Each Category of Trader
35.2 12.8 17.7 16.8 5.4 0.2 18.1 44.6 3.2 1.1 5.5 0.9 6.8 9.8
Number of Traders in Each Category Total Traders: 79
4 5 4 9 9 . 22 23 12 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 28,982
Positions
1,948 0 11,297 13,630 1,365 0 282 13,332 679 270 160 0 876 2,149
Changes from: December 4, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
6.7 0.0 39.0 47.0 4.7 0.0 1.0 46.0 2.3 0.9 0.6 0.0 3.0 7.4
Number of Traders in Each Category Total Traders: 21
. 0 . . . 0 . 9 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 39,045
Positions
10,280 22,311 1,808 7,447 976 226 8,174 4,221 2,416 1,583 686 324 6,788 6,077
Changes from: December 4, 2018 Total Change is: -1,202
662 -891 -54 -1,132 203 0 -892 -282 898 44 183 141 -868 -1,399
Percent of Open Interest Represented by Each Category of Trader
26.3 57.1 4.6 19.1 2.5 0.6 20.9 10.8 6.2 4.1 1.8 0.8 17.4 15.6
Number of Traders in Each Category Total Traders: 91
12 17 10 15 . . 20 14 12 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 78,090
Positions
20,559 44,622 3,616 14,894 1,951 452 16,348 8,442 4,832 3,166 1,372 648 13,575 12,155
Changes from: December 4, 2018 Total Change is: -2,403
1,323 -1,782 -108 -2,264 405 0 -1,784 -563 1,795 88 367 281 -1,735 -2,798
Percent of Open Interest Represented by Each Category of Trader
26.3 57.1 4.6 19.1 2.5 0.6 20.9 10.8 6.2 4.1 1.8 0.8 17.4 15.6
Number of Traders in Each Category Total Traders: 91
12 17 10 15 . . 20 14 12 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 31,999
Positions
3,144 24,255 0 26,728 1,474 431 405 3,671 0 0 454 0 1,291 1,714
Changes from: December 4, 2018 Total Change is: 2,672
-120 772 0 2,853 72 -72 0 496 0 0 0 0 11 1,404
Percent of Open Interest Represented by Each Category of Trader
9.8 75.8 0.0 83.5 4.6 1.3 1.3 11.5 0.0 0.0 1.4 0.0 4.0 5.4
Number of Traders in Each Category Total Traders: 23
. 7 0 10 . 4 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 958,262
Positions
58,842 131,966 140,973 234,174 167,986 83,918 72,078 71,628 208,113 24,452 34,118 30,589 105,124 88,972
Changes from: December 4, 2018 Total Change is: 26,443
2,081 2,192 4,830 -8,691 10,196 1,347 9,183 -7,842 13,204 461 1,221 -12 4,040 1,306
Percent of Open Interest Represented by Each Category of Trader
6.1 13.8 14.7 24.4 17.5 8.8 7.5 7.5 21.7 2.6 3.6 3.2 11.0 9.3
Number of Traders in Each Category Total Traders: 645
40 41 54 173 102 134 97 98 113 58 36 54
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 97,381
Positions
31,213 21,531 1,845 8,558 19,331 750 13,698 6,490 14,761 62 136 694 25,800 31,842
Changes from: December 4, 2018 Total Change is: 746
793 -2,235 -616 -130 0 -579 556 242 500 -122 59 113 231 3,263
Percent of Open Interest Represented by Each Category of Trader
32.1 22.1 1.9 8.8 19.9 0.8 14.1 6.7 15.2 0.1 0.1 0.7 26.5 32.7
Number of Traders in Each Category Total Traders: 54
11 7 9 4 . . 9 12 16 4 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 14,697
Positions
4,383 12,348 0 4,041 0 1,799 823 286 0 2,075 0 0 1,576 264
Changes from: December 4, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
29.8 84.0 0.0 27.5 0.0 12.2 5.6 1.9 0.0 14.1 0.0 0.0 10.7 1.8
Number of Traders in Each Category Total Traders: 20
4 8 0 4 0 . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 18,810
Positions
4,790 14,440 1,766 9,535 1,766 102 0 0 0 404 0 0 2,213 736
Changes from: December 4, 2018 Total Change is: -516
-36 228 0 404 1,124 0 0 0 0 0 0 0 -884 -1,868
Percent of Open Interest Represented by Each Category of Trader
25.5 76.8 9.4 50.7 9.4 0.5 0.0 0.0 0.0 2.1 0.0 0.0 11.8 3.9
Number of Traders in Each Category Total Traders: 22
4 10 . 6 . . 0 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 4,304,406
Positions
329,334 743,365 504,446 1,171,055 786,246 372,869 356,550 390,338 902,108 121,951 169,910 149,475 396,619 285,650
Changes from: December 4, 2018 Total Change is: 128,486
13,934 29,630 19,740 -42,641 51,146 9,467 44,458 -39,090 62,192 2,889 5,783 -594 19,042 -9,787
Percent of Open Interest Represented by Each Category of Trader
7.7 17.3 11.7 27.2 18.3 8.7 8.3 9.1 21.0 2.8 3.9 3.5 9.2 6.6
Number of Traders in Each Category Total Traders: 633
41 40 52 171 103 133 93 97 108 55 33 50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 28,622
Positions
14,044 19,138 0 10,403 5,871 1,689 449 1,295 0 316 0 0 1,721 629
Changes from: December 4, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
49.1 66.9 0.0 36.3 20.5 5.9 1.6 4.5 0.0 1.1 0.0 0.0 6.0 2.2
Number of Traders in Each Category Total Traders: 22
4 6 0 5 . . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 21,157
Positions
6,738 19,603 1 10,359 348 0 1,756 0 0 836 461 0 1,467 744
Changes from: December 4, 2018 Total Change is: 1,220
187 1,123 0 1,117 0 0 0 0 0 0 0 0 -84 97
Percent of Open Interest Represented by Each Category of Trader
31.8 92.7 0.0 49.0 1.6 0.0 8.3 0.0 0.0 4.0 2.2 0.0 6.9 3.5
Number of Traders in Each Category Total Traders: 29
4 10 . 8 . 0 4 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 17,090
Positions
4,268 12,757 561 11,039 1,474 29 503 424 0 0 1,380 0 690 465
Changes from: December 4, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
25.0 74.6 3.3 64.6 8.6 0.2 2.9 2.5 0.0 0.0 8.1 0.0 4.0 2.7
Number of Traders in Each Category Total Traders: 20
. 9 . . . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 18,592
Positions
2,972 12,757 1,846 8,884 1,107 518 1,547 230 46 640 890 0 2,139 1,198
Changes from: December 4, 2018 Total Change is: -726
-168 -624 881 336 881 0 739 230 46 0 0 0 -2,560 -2,140
Percent of Open Interest Represented by Each Category of Trader
16.0 68.6 9.9 47.8 6.0 2.8 8.3 1.2 0.2 3.4 4.8 0.0 11.5 6.4
Number of Traders in Each Category Total Traders: 28
4 9 . 7 . . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 67,854
Positions
11,115 13,407 3,242 36,826 38,243 3,605 3,502 2,853 371 0 577 0 9,193 5,556
Changes from: December 4, 2018 Total Change is: 4,198
437 -359 1,172 851 2,677 694 130 -430 -87 0 -353 0 1,001 884
Percent of Open Interest Represented by Each Category of Trader
16.4 19.8 4.8 54.3 56.4 5.3 5.2 4.2 0.5 0.0 0.9 0.0 13.5 8.2
Number of Traders in Each Category Total Traders: 74
8 6 . 30 19 16 6 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 55,880
Positions
18,650 10,907 2,031 10,652 16,911 2,244 9,528 10,595 4,346 1,827 1,922 80 6,522 6,844
Changes from: December 4, 2018 Total Change is: 2,355
-481 2,000 141 -66 32 -31 2,763 986 197 463 -337 -30 -601 -603
Percent of Open Interest Represented by Each Category of Trader
33.4 19.5 3.6 19.1 30.3 4.0 17.1 19.0 7.8 3.3 3.4 0.1 11.7 12.2
Number of Traders in Each Category Total Traders: 274
24 19 17 51 49 32 36 64 33 10 20 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 279,398
Positions
93,250 54,535 10,155 53,260 84,556 11,221 47,638 52,974 21,731 9,133 9,610 398 32,612 34,218
Changes from: December 4, 2018 Total Change is: 11,774
-2,406 9,998 705 -329 161 -157 13,816 4,930 984 2,314 -1,683 -150 -3,003 -3,014
Percent of Open Interest Represented by Each Category of Trader
33.4 19.5 3.6 19.1 30.3 4.0 17.1 19.0 7.8 3.3 3.4 0.1 11.7 12.2
Number of Traders in Each Category Total Traders: 274
24 19 17 51 49 32 36 64 33 10 20 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 493,517
Positions
81,592 64,614 11,228 205,884 186,902 39,016 106,036 138,334 16,087 11,305 17,752 165 22,203 19,418
Changes from: December 4, 2018 Total Change is: 12,450
203 1,899 3,316 -2,764 11,234 1,528 9,635 -3,240 969 -1,645 -59 -206 1,414 -2,991
Percent of Open Interest Represented by Each Category of Trader
16.5 13.1 2.3 41.7 37.9 7.9 21.5 28.0 3.3 2.3 3.6 0.0 4.5 3.9
Number of Traders in Each Category Total Traders: 272
26 18 13 68 59 47 39 44 25 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 41,838
Positions
5,621 10,880 5,344 11,523 1,258 710 5,357 12,460 2,667 2,003 458 1,742 6,871 6,319
Changes from: December 4, 2018 Total Change is: 10,155
38 55 5,105 -1,311 -184 -317 1,705 -1,199 2,081 277 7 1,536 1,041 3,071
Percent of Open Interest Represented by Each Category of Trader
13.4 26.0 12.8 27.5 3.0 1.7 12.8 29.8 6.4 4.8 1.1 4.2 16.4 15.1
Number of Traders in Each Category Total Traders: 43
. 5 . 15 . 4 9 4 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 90,303
Positions
9,859 20,254 3,071 22,501 5,664 6,087 20,881 16,004 4,282 520 2,415 1,642 21,460 30,884
Changes from: December 4, 2018 Total Change is: 22,553
1,352 -706 1,821 -797 -1,790 4,885 -28 2,470 3,006 11 328 1,440 10,863 11,099
Percent of Open Interest Represented by Each Category of Trader
10.9 22.4 3.4 24.9 6.3 6.7 23.1 17.7 4.7 0.6 2.7 1.8 23.8 34.2
Number of Traders in Each Category Total Traders: 84
16 10 9 16 8 10 10 19 12 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 297,831
Positions
26,897 169,602 608 225,358 86,525 13,323 18,871 19,629 261 3,837 1,713 0 8,676 6,170
Changes from: December 4, 2018 Total Change is: 16,314
3,662 3,140 10 13,013 4,444 -757 3,202 6,697 94 -7 -14 -2 -2,901 2,702
Percent of Open Interest Represented by Each Category of Trader
9.0 56.9 0.2 75.7 29.1 4.5 6.3 6.6 0.1 1.3 0.6 0.0 2.9 2.1
Number of Traders in Each Category Total Traders: 165
11 16 5 60 36 27 16 16 7 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,233,703
Positions
135,340 731,559 19,311 802,665 287,150 109,455 78,557 46,492 3,388 24,293 12,538 643 60,051 23,167
Changes from: December 4, 2018 Total Change is: 10,497
1,541 -3,322 8,498 -564 7,406 692 186 -8,738 -646 3,347 -285 -187 -2,370 7,079
Percent of Open Interest Represented by Each Category of Trader
11.0 59.3 1.6 65.1 23.3 8.9 6.4 3.8 0.3 2.0 1.0 0.1 4.9 1.9
Number of Traders in Each Category Total Traders: 417
22 26 12 177 69 76 51 34 18 30 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 114,614
Positions
35,998 57,230 56,729 13,389 0 330 7,438 118 80 590 30 0 60 97
Changes from: December 4, 2018 Total Change is: 1,103
284 -300 1,440 0 0 0 -640 -20 19 0 0 0 0 -36
Percent of Open Interest Represented by Each Category of Trader
31.4 49.9 49.5 11.7 0.0 0.3 6.5 0.1 0.1 0.5 0.0 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 32
. 15 8 7 0 . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,254,931
Positions
9,775 101,835 41,031 479,825 326,193 286,280 41,911 53,125 187,571 25,775 46,781 23,221 159,543 188,894
Changes from: December 4, 2018 Total Change is: 57,491
2,900 755 11,350 -10,432 26,787 15,441 -8,226 -17,837 37,060 935 -3,522 1,849 6,614 -14,392
Percent of Open Interest Represented by Each Category of Trader
0.8 8.1 3.3 38.2 26.0 22.8 3.3 4.2 14.9 2.1 3.7 1.9 12.7 15.1
Number of Traders in Each Category Total Traders: 195
7 19 19 57 36 55 27 27 46 9 13 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,084,024
Positions
17,146 235,856 2,582 655,637 83,576 171,568 30,738 477,808 11,222 50,643 4,842 526 143,962 96,045
Changes from: December 4, 2018 Total Change is: 1,227
928 26,902 1,155 2,654 -2,525 2,450 -2,276 -13,484 -4,507 -227 -2,115 508 543 -7,157
Percent of Open Interest Represented by Each Category of Trader
1.6 21.8 0.2 60.5 7.7 15.8 2.8 44.1 1.0 4.7 0.4 0.0 13.3 8.9
Number of Traders in Each Category Total Traders: 128
4 15 5 55 15 45 10 22 16 5 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,575,044
Positions
97,183 201,175 17,307 1,113,356 323,805 308,990 342,286 1,122,781 93,236 418,825 311,708 22,693 161,168 173,349
Changes from: December 4, 2018 Total Change is: -87,414
1,386 44,489 -10,279 -32,587 -46,068 -15,066 -2,709 -56,661 13,163 -54,887 -17,649 4,497 9,067 -3,841
Percent of Open Interest Represented by Each Category of Trader
3.8 7.8 0.7 43.2 12.6 12.0 13.3 43.6 3.6 16.3 12.1 0.9 6.3 6.7
Number of Traders in Each Category Total Traders: 342
17 28 8 96 43 70 45 67 42 22 24 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 5,245,562
Positions
140,058 425,218 216,292 1,968,631 889,367 849,859 441,705 1,191,208 756,514 317,188 326,016 101,297 454,018 489,791
Changes from: December 4, 2018 Total Change is: 65,619
21,770 -16,856 -33,712 20,721 49,730 59,582 -28,067 -55,275 75,682 -74,175 17,878 8,371 15,448 -39,780
Percent of Open Interest Represented by Each Category of Trader
2.7 8.1 4.1 37.5 17.0 16.2 8.4 22.7 14.4 6.0 6.2 1.9 8.7 9.3
Number of Traders in Each Category Total Traders: 438
26 37 41 109 72 116 69 70 88 24 31 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 711,189
Positions
28,289 109,340 3,632 228,546 248,213 80,560 183,005 66,401 7,927 56,418 37,065 2,821 119,991 155,230
Changes from: December 4, 2018 Total Change is: 19,983
2,209 3,935 -352 -2,956 25,170 -8,792 23,937 6,016 -1,280 823 -862 -679 7,073 -3,173
Percent of Open Interest Represented by Each Category of Trader
4.0 15.4 0.5 32.1 34.9 11.3 25.7 9.3 1.1 7.9 5.2 0.4 16.9 21.8
Number of Traders in Each Category Total Traders: 112
4 13 4 29 31 36 15 10 7 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 5,091,434
Positions
62,537 633,746 117,123 2,626,158 424,733 811,106 488,376 1,784,228 370,122 264,362 555,480 24,452 327,198 370,444
Changes from: December 4, 2018 Total Change is: 31,681
5,466 91,829 6,671 26,751 -110,741 -25,152 3,187 41,904 1,698 -597 18,226 8,018 5,639 -771
Percent of Open Interest Represented by Each Category of Trader
1.2 12.4 2.3 51.6 8.3 15.9 9.6 35.0 7.3 5.2 10.9 0.5 6.4 7.3
Number of Traders in Each Category Total Traders: 366
9 50 27 101 54 84 40 67 61 18 27 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 2,036,901
Positions
448,248 273,200 608,196 35,775 9,500 64,143 184,453 299,201 530,623 33,925 90,339 97,199 34,339 64,500
Changes from: December 4, 2018 Total Change is: 150,286
-9,423 28,626 108,737 13,429 2,425 -626 52,317 20,387 -8,996 -1,504 1,710 -287 -3,362 -1,691
Percent of Open Interest Represented by Each Category of Trader
22.0 13.4 29.9 1.8 0.5 3.1 9.1 14.7 26.1 1.7 4.4 4.8 1.7 3.2
Number of Traders in Each Category Total Traders: 168
25 36 54 6 5 4 27 37 52 5 14 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is26,658,744
Positions
4,685,332 1,648,221 5,340,166 345,211 1,501,539 2,161,354 847,423 1,648,101 11,406,689 28,772 480,137 1,093,477 750,320 1,379,060
Changes from: December 4, 2018 Total Change is: 131,819
52,101 53,321 43,047 -77,094 48,496 18,971 -11,518 -42,967 19,738 -12,333 43,473 -3,356 102,263 -48,903
Percent of Open Interest Represented by Each Category of Trader
17.6 6.2 20.0 1.3 5.6 8.1 3.2 6.2 42.8 0.1 1.8 4.1 2.8 5.2
Number of Traders in Each Category Total Traders: 344
31 56 85 8 45 45 47 96 121 17 31 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 37,418
Positions
1,653 8,076 2,773 0 0 0 15,025 8,465 17,913 25 0 0 29 191
Changes from: December 4, 2018 Total Change is: 9,067
181 1,018 12 0 0 0 7,045 6,207 1,849 0 0 0 -20 -19
Percent of Open Interest Represented by Each Category of Trader
4.4 21.6 7.4 0.0 0.0 0.0 40.2 22.6 47.9 0.1 0.0 0.0 0.1 0.5
Number of Traders in Each Category Total Traders: 31
. 6 6 0 0 0 8 11 16 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 31,854
Positions
13,117 4,557 986 200 0 0 10,934 17,727 6,287 225 0 0 105 2,297
Changes from: December 4, 2018 Total Change is: 8,224
3,451 -558 1 97 0 0 4,339 7,380 352 0 0 0 -16 1,049
Percent of Open Interest Represented by Each Category of Trader
41.2 14.3 3.1 0.6 0.0 0.0 34.3 55.7 19.7 0.7 0.0 0.0 0.3 7.2
Number of Traders in Each Category Total Traders: 34
4 4 5 . 0 0 10 13 13 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 28,630
Positions
1,112 5,701 30 1,175 8,076 2 16,678 10,523 140 9,480 1,136 0 13 3,022
Changes from: December 4, 2018 Total Change is: -1,218
-811 -331 30 -68 59 2 -645 -804 -23 320 0 0 -23 -151
Percent of Open Interest Represented by Each Category of Trader
3.9 19.9 0.1 4.1 28.2 0.0 58.3 36.8 0.5 33.1 4.0 0.0 0.0 10.6
Number of Traders in Each Category Total Traders: 34
. 4 . . 11 . . 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 17,609
Positions
4,797 4,492 1,190 525 2,606 21 11,030 7,113 17 0 207 0 29 1,963
Changes from: December 4, 2018 Total Change is: -920
-118 -1,597 1,190 -564 -17 9 -1,467 -823 17 0 0 0 13 301
Percent of Open Interest Represented by Each Category of Trader
27.2 25.5 6.8 3.0 14.8 0.1 62.6 40.4 0.1 0.0 1.2 0.0 0.2 11.1
Number of Traders in Each Category Total Traders: 28
. 4 . . 8 . . 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 4,259
Positions
55 0 0 0 150 0 739 1,569 151 1,433 1,685 70 1,811 634
Changes from: December 4, 2018 Total Change is: 437
0 0 0 0 0 0 -29 286 4 358 8 70 34 69
Percent of Open Interest Represented by Each Category of Trader
1.3 0.0 0.0 0.0 3.5 0.0 17.4 36.8 3.5 33.6 39.6 1.6 42.5 14.9
Number of Traders in Each Category Total Traders: 45
. 0 0 0 . 0 7 11 4 20 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 3,970
Positions
0 0 0 27 256 0 2,905 2,699 117 159 545 11 751 342
Changes from: December 4, 2018 Total Change is: 669
0 0 0 -7 133 0 496 382 53 -36 80 -3 166 24
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.7 6.4 0.0 73.2 68.0 2.9 4.0 13.7 0.3 18.9 8.6
Number of Traders in Each Category Total Traders: 43
0 0 0 . 4 0 15 17 4 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 64,030
Positions
484 42,282 2,738 22,527 993 524 22,818 6,240 6,198 2,786 1,995 126 5,829 2,934
Changes from: December 4, 2018 Total Change is: 7,150
91 -221 2,738 430 246 17 1,309 1,405 1,948 -322 148 -91 1,030 960
Percent of Open Interest Represented by Each Category of Trader
0.8 66.0 4.3 35.2 1.6 0.8 35.6 9.7 9.7 4.4 3.1 0.2 9.1 4.6
Number of Traders in Each Category Total Traders: 110
. . . 14 5 4 43 9 15 23 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 420,319
Positions
37,781 71,905 20,634 90,657 23,237 15,457 70,652 109,227 123,141 13,190 5,475 20,830 27,977 30,413
Changes from: December 4, 2018 Total Change is: 15,647
166 17,130 -969 2,755 -2,400 -2,976 5,293 -1,119 3,220 3,505 1,468 2,839 1,814 -1,546
Percent of Open Interest Represented by Each Category of Trader
9.0 17.1 4.9 21.6 5.5 3.7 16.8 26.0 29.3 3.1 1.3 5.0 6.7 7.2
Number of Traders in Each Category Total Traders: 211
11 15 17 21 26 20 46 46 60 16 14 23
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Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2018
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 37,195
Positions
2,170 1,337 1,209 16,417 2,122 2,150 9,713 19,447 4,039 1,299 6,847 0 198 44
Changes from: December 4, 2018 Total Change is: 2,462
-226 691 -122 487 0 -31 -1,405 -8,541 3,797 -32 6,677 0 -6 -9
Percent of Open Interest Represented by Each Category of Trader
5.8 3.6 3.3 44.1 5.7 5.8 26.1 52.3 10.9 3.5 18.4 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 45
. . . 13 . . 4 10 . 10 . 0
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Updated December 14, 2018