Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 192,882
Positions
4,721 118,025 154 65,720 11,539 5,232 59,755 34,840 800 17,212 2,079 19 39,269 20,194
Changes from: October 29, 2019 Total Change is: 2,911
-996 12,454 -37 -232 1,246 -1,544 6,579 -6,554 -1,258 1,719 -863 -3 -1,317 -530
Percent of Open Interest Represented by Each Category of Trader
2.4 61.2 0.1 34.1 6.0 2.7 31.0 18.1 0.4 8.9 1.1 0.0 20.4 10.5
Number of Traders in Each Category Total Traders: 111
4 11 . 26 8 11 26 22 9 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 67,855
Positions
36,276 1,953 0 846 23,647 471 19,395 16,993 74 1,518 1,565 0 9,275 23,152
Changes from: October 29, 2019 Total Change is: 2,143
2,935 -6 0 0 1,146 -130 -456 1,292 -19 70 0 0 -257 -140
Percent of Open Interest Represented by Each Category of Trader
53.5 2.9 0.0 1.2 34.8 0.7 28.6 25.0 0.1 2.2 2.3 0.0 13.7 34.1
Number of Traders in Each Category Total Traders: 59
8 . 0 . 15 . 11 17 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 206,317
Positions
66,300 32,806 1,275 50,870 67,712 6,760 41,860 53,683 5,599 7,229 9,121 0 26,424 29,361
Changes from: October 29, 2019 Total Change is: -8,089
-8,480 -368 172 -267 -5,841 -413 -375 -679 384 0 0 0 890 -1,344
Percent of Open Interest Represented by Each Category of Trader
32.1 15.9 0.6 24.7 32.8 3.3 20.3 26.0 2.7 3.5 4.4 0.0 12.8 14.2
Number of Traders in Each Category Total Traders: 112
7 8 5 18 23 13 19 31 11 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 177,106
Positions
66,301 31,100 419 27,172 45,830 7,598 42,133 47,724 5,633 1,749 4,611 0 26,101 34,191
Changes from: October 29, 2019 Total Change is: 13,620
8,157 -851 55 1,958 -165 -279 3,545 9,714 1,987 -200 2,071 0 -1,603 1,088
Percent of Open Interest Represented by Each Category of Trader
37.4 17.6 0.2 15.3 25.9 4.3 23.8 26.9 3.2 1.0 2.6 0.0 14.7 19.3
Number of Traders in Each Category Total Traders: 118
9 7 . 15 24 11 27 30 13 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 563,336
Positions
36,535 153,199 4,438 341,086 155,298 28,036 42,111 143,181 5,549 15,835 12,568 5,296 84,450 55,771
Changes from: October 29, 2019 Total Change is: 24,489
113 10,453 589 20,421 -1,044 -114 1,182 8,756 435 -4,719 -10 5,072 1,510 352
Percent of Open Interest Represented by Each Category of Trader
6.5 27.2 0.8 60.5 27.6 5.0 7.5 25.4 1.0 2.8 2.2 0.9 15.0 9.9
Number of Traders in Each Category Total Traders: 285
17 10 10 88 46 47 37 47 17 22 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 27,200
Positions
756 7,863 0 9,137 7,175 2,654 3,204 1,805 0 0 410 2 11,447 7,291
Changes from: October 29, 2019 Total Change is: 359
52 37 0 179 11 -11 0 0 0 0 0 0 139 322
Percent of Open Interest Represented by Each Category of Trader
2.8 28.9 0.0 33.6 26.4 9.8 11.8 6.6 0.0 0.0 1.5 0.0 42.1 26.8
Number of Traders in Each Category Total Traders: 27
. . 0 12 6 9 4 . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 21,866
Positions
5,341 1,782 559 6,949 10,248 2,025 0 2,091 0 0 511 49 6,943 4,601
Changes from: October 29, 2019 Total Change is: -181
-818 0 0 1,090 181 -118 0 536 0 0 110 0 -335 -890
Percent of Open Interest Represented by Each Category of Trader
24.4 8.1 2.6 31.8 46.9 9.3 0.0 9.6 0.0 0.0 2.3 0.2 31.8 21.0
Number of Traders in Each Category Total Traders: 23
. . . 6 8 8 0 . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 161,411
Positions
61,694 14,746 284 11,800 48,563 3,910 44,459 46,241 55 8,032 9,954 0 31,177 37,658
Changes from: October 29, 2019 Total Change is: 7,967
-7,597 7,464 0 914 -7,591 -770 12,177 299 -482 2,887 6,800 0 838 2,247
Percent of Open Interest Represented by Each Category of Trader
38.2 9.1 0.2 7.3 30.1 2.4 27.5 28.6 0.0 5.0 6.2 0.0 19.3 23.3
Number of Traders in Each Category Total Traders: 90
7 4 6 9 21 9 17 26 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 55,423
Positions
1,208 42,293 0 44,157 0 9 6,755 8,863 0 1,144 3,133 0 2,150 1,125
Changes from: October 29, 2019 Total Change is: 541
57 0 0 472 0 0 -345 814 0 462 -64 0 -105 -209
Percent of Open Interest Represented by Each Category of Trader
2.2 76.3 0.0 79.7 0.0 0.0 12.2 16.0 0.0 2.1 5.7 0.0 3.9 2.0
Number of Traders in Each Category Total Traders: 46
. 4 0 10 0 . 15 7 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 299,034
Positions
761 172,126 800 161,727 6,571 970 115,193 95,953 587 11,815 18,552 0 7,181 3,475
Changes from: October 29, 2019 Total Change is: 18,407
215 10,295 0 8,492 592 -615 7,299 8,341 192 2,546 -330 0 278 -68
Percent of Open Interest Represented by Each Category of Trader
0.3 57.6 0.3 54.1 2.2 0.3 38.5 32.1 0.2 4.0 6.2 0.0 2.4 1.2
Number of Traders in Each Category Total Traders: 172
4 11 . 32 9 . 58 28 12 13 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 54,015
Positions
43,952 142 0 2,669 38,422 0 2,139 12,521 169 2,103 1,298 0 2,983 1,463
Changes from: October 29, 2019 Total Change is: -12,046
9,349 -66 -11,353 -598 -6,444 0 -7,375 8,021 -1,637 -392 134 -175 135 -526
Percent of Open Interest Represented by Each Category of Trader
81.4 0.3 0.0 4.9 71.1 0.0 4.0 23.2 0.3 3.9 2.4 0.0 5.5 2.7
Number of Traders in Each Category Total Traders: 43
4 . 0 . 7 0 7 15 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 75,326
Positions
50,551 2,136 255 4,254 32,636 407 13,462 30,928 312 2,937 3,024 6 3,142 5,622
Changes from: October 29, 2019 Total Change is: 2,848
592 2,115 104 513 24 -182 -369 880 -77 2,282 160 0 -15 -176
Percent of Open Interest Represented by Each Category of Trader
67.1 2.8 0.3 5.6 43.3 0.5 17.9 41.1 0.4 3.9 4.0 0.0 4.2 7.5
Number of Traders in Each Category Total Traders: 107
10 . . 6 27 . 24 24 7 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 13,322
Positions
972 1,500 0 11,443 2,289 0 152 7,220 19 0 329 0 736 1,965
Changes from: October 29, 2019 Total Change is: 2,839
21 0 0 3,713 -92 0 -788 2,725 0 -100 76 0 -7 130
Percent of Open Interest Represented by Each Category of Trader
7.3 11.3 0.0 85.9 17.2 0.0 1.1 54.2 0.1 0.0 2.5 0.0 5.5 14.8
Number of Traders in Each Category Total Traders: 21
. . 0 . 4 0 . 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 57,565
Positions
13,560 37,057 1,058 17,548 232 1,114 13,872 6,368 1,419 619 1,818 0 8,377 8,501
Changes from: October 29, 2019 Total Change is: 302
-464 -1,345 70 -518 -167 63 1,176 1,514 -241 -114 -285 0 329 692
Percent of Open Interest Represented by Each Category of Trader
23.6 64.4 1.8 30.5 0.4 1.9 24.1 11.1 2.5 1.1 3.2 0.0 14.6 14.8
Number of Traders in Each Category Total Traders: 107
10 21 4 20 . 4 31 13 6 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 115,129
Positions
27,120 74,113 2,115 35,095 463 2,227 27,743 12,736 2,838 1,237 3,636 0 16,754 17,001
Changes from: October 29, 2019 Total Change is: 604
-928 -2,689 140 -1,035 -333 126 2,351 3,027 -481 -227 -569 0 658 1,383
Percent of Open Interest Represented by Each Category of Trader
23.6 64.4 1.8 30.5 0.4 1.9 24.1 11.1 2.5 1.1 3.2 0.0 14.6 14.8
Number of Traders in Each Category Total Traders: 107
10 21 4 20 . 4 31 13 6 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 39,911
Positions
2,950 31,998 0 34,292 900 312 0 4,603 0 0 448 0 2,357 1,650
Changes from: October 29, 2019 Total Change is: -498
234 -473 0 -67 -60 81 -244 333 0 0 0 -398 -104 19
Percent of Open Interest Represented by Each Category of Trader
7.4 80.2 0.0 85.9 2.3 0.8 0.0 11.5 0.0 0.0 1.1 0.0 5.9 4.1
Number of Traders in Each Category Total Traders: 27
4 7 0 13 . . 0 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 558,295
Positions
55,541 130,074 30,019 285,849 111,886 50,039 36,978 92,583 14,661 18,329 66,094 1,365 65,514 61,574
Changes from: October 29, 2019 Total Change is: 11,733
1,600 1,919 6,534 418 -5,392 -1,428 2,793 8,507 954 1,464 -1,299 240 -841 1,697
Percent of Open Interest Represented by Each Category of Trader
9.9 23.3 5.4 51.2 20.0 9.0 6.6 16.6 2.6 3.3 11.8 0.2 11.7 11.0
Number of Traders in Each Category Total Traders: 577
34 35 29 178 84 110 71 102 62 32 39 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 22,769
Positions
6,678 10,498 0 2,017 1,051 0 1,838 1,685 800 0 0 0 11,436 8,735
Changes from: October 29, 2019 Total Change is: 1,464
3,716 1,871 0 0 0 0 1,065 -2,829 600 0 0 0 -3,917 1,822
Percent of Open Interest Represented by Each Category of Trader
29.3 46.1 0.0 8.9 4.6 0.0 8.1 7.4 3.5 0.0 0.0 0.0 50.2 38.4
Number of Traders in Each Category Total Traders: 27
4 6 0 . . 0 7 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,677,630
Positions
267,680 621,243 126,730 1,421,632 556,650 247,722 185,344 464,135 59,658 91,645 330,471 6,827 270,392 264,194
Changes from: October 29, 2019 Total Change is: 51,345
573 11,394 21,516 2,086 -26,962 -7,134 2,351 50,394 8,057 7,318 -6,494 1,198 15,380 -624
Percent of Open Interest Represented by Each Category of Trader
10.0 23.2 4.7 53.1 20.8 9.3 6.9 17.3 2.2 3.4 12.3 0.3 10.1 9.9
Number of Traders in Each Category Total Traders: 576
34 35 28 179 83 110 70 102 56 32 39 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 22,022
Positions
12,103 12,834 1 5,500 2,718 1,196 349 2,386 0 0 357 0 2,873 2,530
Changes from: October 29, 2019 Total Change is: 1,100
923 -214 0 -239 0 217 349 883 0 0 0 0 -150 214
Percent of Open Interest Represented by Each Category of Trader
55.0 58.3 0.0 25.0 12.3 5.4 1.6 10.8 0.0 0.0 1.6 0.0 13.0 11.5
Number of Traders in Each Category Total Traders: 22
4 9 . 4 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 9,905
Positions
3,578 8,443 0 4,668 783 0 391 0 0 0 0 0 1,268 679
Changes from: October 29, 2019 Total Change is: -404
4 -40 0 -492 0 0 -77 -229 0 0 0 0 161 -135
Percent of Open Interest Represented by Each Category of Trader
36.1 85.2 0.0 47.1 7.9 0.0 3.9 0.0 0.0 0.0 0.0 0.0 12.8 6.9
Number of Traders in Each Category Total Traders: 20
. 10 0 5 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 10,147
Positions
4,772 6,134 0 3,570 1,330 62 0 2,136 0 0 0 0 1,743 485
Changes from: October 29, 2019 Total Change is: 1
378 0 0 -299 -9 62 0 0 0 0 0 0 -140 -52
Percent of Open Interest Represented by Each Category of Trader
47.0 60.5 0.0 35.2 13.1 0.6 0.0 21.1 0.0 0.0 0.0 0.0 17.2 4.8
Number of Traders in Each Category Total Traders: 20
5 5 0 4 4 . 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 12,796
Positions
4,644 6,321 0 3,486 1,785 1,171 467 1,984 0 0 0 0 3,028 1,535
Changes from: October 29, 2019 Total Change is: 596
515 450 0 43 -20 20 78 918 -17 0 0 0 -43 -755
Percent of Open Interest Represented by Each Category of Trader
36.3 49.4 0.0 27.2 13.9 9.2 3.6 15.5 0.0 0.0 0.0 0.0 23.7 12.0
Number of Traders in Each Category Total Traders: 24
5 5 0 4 4 . . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 72,038
Positions
6,221 19,184 295 48,473 35,121 2,661 3,288 2,954 395 0 7,688 0 10,705 3,740
Changes from: October 29, 2019 Total Change is: 3,656
811 925 93 1,369 884 467 571 436 269 0 676 0 76 -94
Percent of Open Interest Represented by Each Category of Trader
8.6 26.6 0.4 67.3 48.8 3.7 4.6 4.1 0.5 0.0 10.7 0.0 14.9 5.2
Number of Traders in Each Category Total Traders: 82
4 8 . 33 21 11 9 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 45,370
Positions
6,928 11,133 594 18,300 7,714 980 10,662 13,009 596 774 2,349 5 6,531 8,990
Changes from: October 29, 2019 Total Change is: -565
282 -524 74 64 -1,364 -89 -1,091 951 169 85 -421 1 -62 637
Percent of Open Interest Represented by Each Category of Trader
15.3 24.5 1.3 40.3 17.0 2.2 23.5 28.7 1.3 1.7 5.2 0.0 14.4 19.8
Number of Traders in Each Category Total Traders: 246
23 23 4 56 31 33 35 48 15 10 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 226,851
Positions
34,640 55,666 2,968 91,500 38,568 4,899 53,310 65,047 2,982 3,872 11,744 25 32,655 44,952
Changes from: October 29, 2019 Total Change is: -2,827
1,412 -2,620 371 322 -6,821 -444 -5,455 4,754 846 427 -2,104 4 -310 3,187
Percent of Open Interest Represented by Each Category of Trader
15.3 24.5 1.3 40.3 17.0 2.2 23.5 28.7 1.3 1.7 5.2 0.0 14.4 19.8
Number of Traders in Each Category Total Traders: 246
23 23 4 56 31 33 35 48 15 10 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 460,918
Positions
60,423 90,212 9,728 247,910 212,368 32,270 69,862 62,573 7,523 10,100 29,988 7 23,095 16,249
Changes from: October 29, 2019 Total Change is: 12,936
2,566 14,186 2,002 9,564 302 -4,734 3,177 1,582 492 -503 -552 -39 411 -303
Percent of Open Interest Represented by Each Category of Trader
13.1 19.6 2.1 53.8 46.1 7.0 15.2 13.6 1.6 2.2 6.5 0.0 5.0 3.5
Number of Traders in Each Category Total Traders: 308
17 28 8 81 58 39 47 52 27 12 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 34,272
Positions
4,042 6,664 0 12,035 1,096 31 10,383 19,890 89 1,449 834 210 6,033 5,458
Changes from: October 29, 2019 Total Change is: 5,870
454 2,856 0 -155 670 -2 6,318 379 -464 -160 279 165 -286 1,987
Percent of Open Interest Represented by Each Category of Trader
11.8 19.4 0.0 35.1 3.2 0.1 30.3 58.0 0.3 4.2 2.4 0.6 17.6 15.9
Number of Traders in Each Category Total Traders: 37
5 . 0 14 . . . 4 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 72,660
Positions
8,206 25,643 357 13,941 14,900 1,000 30,457 21,809 632 909 3,111 183 16,975 5,025
Changes from: October 29, 2019 Total Change is: 10,497
3,291 980 -17 2,156 106 397 2,223 8,893 -656 305 422 179 2,619 193
Percent of Open Interest Represented by Each Category of Trader
11.3 35.3 0.5 19.2 20.5 1.4 41.9 30.0 0.9 1.3 4.3 0.3 23.4 6.9
Number of Traders in Each Category Total Traders: 86
5 15 . 16 9 8 20 16 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 351,886
Positions
38,897 203,213 2,324 255,866 83,825 24,863 16,198 21,000 439 3,206 10,076 0 10,093 6,146
Changes from: October 29, 2019 Total Change is: -5,073
1,336 8,304 236 -8,724 -8,542 -1,138 666 -3,215 237 2,083 -1,114 0 231 159
Percent of Open Interest Represented by Each Category of Trader
11.1 57.7 0.7 72.7 23.8 7.1 4.6 6.0 0.1 0.9 2.9 0.0 2.9 1.7
Number of Traders in Each Category Total Traders: 176
14 15 5 71 35 32 18 14 6 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,376,942
Positions
68,432 874,073 5,839 979,836 287,022 104,675 115,231 67,024 4,267 59,810 17,580 3,430 35,422 13,032
Changes from: October 29, 2019 Total Change is: 35,758
1,067 56,219 940 25,050 -13,590 5,212 -6,203 -8,343 1,271 6,961 2,011 -324 1,784 -7,638
Percent of Open Interest Represented by Each Category of Trader
5.0 63.5 0.4 71.2 20.8 7.6 8.4 4.9 0.3 4.3 1.3 0.2 2.6 0.9
Number of Traders in Each Category Total Traders: 434
28 19 8 168 73 87 65 32 16 37 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 120,740
Positions
42,130 86,227 33,362 20,638 0 420 21,496 0 170 1,994 0 0 530 561
Changes from: October 29, 2019 Total Change is: 3,960
-3,721 1,650 1,950 3,850 0 -20 1,398 -124 3 0 0 0 500 501
Percent of Open Interest Represented by Each Category of Trader
34.9 71.4 27.6 17.1 0.0 0.3 17.8 0.0 0.1 1.7 0.0 0.0 0.4 0.5
Number of Traders in Each Category Total Traders: 42
5 17 15 8 0 . 9 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 995,426
Positions
5,222 129,704 6,924 489,057 282,080 171,837 64,100 213,333 16,998 79,331 35,245 5 161,952 139,300
Changes from: October 29, 2019 Total Change is: -27,881
573 -47,824 -34 -19,875 -2,994 6,999 -4,142 7,156 -5,671 -2,365 1,758 -31 -3,335 12,760
Percent of Open Interest Represented by Each Category of Trader
0.5 13.0 0.7 49.1 28.3 17.3 6.4 21.4 1.7 8.0 3.5 0.0 16.3 14.0
Number of Traders in Each Category Total Traders: 175
4 17 5 59 27 50 25 29 19 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,166,151
Positions
43,780 138,642 2,327 658,032 71,086 181,070 59,887 655,435 17,523 40,773 6,327 1 162,758 93,740
Changes from: October 29, 2019 Total Change is: 17,994
-5,271 -1,716 -201 14,587 15,604 -2,248 16,099 2,633 862 224 -980 1 -6,059 4,039
Percent of Open Interest Represented by Each Category of Trader
3.8 11.9 0.2 56.4 6.1 15.5 5.1 56.2 1.5 3.5 0.5 0.0 14.0 8.0
Number of Traders in Each Category Total Traders: 132
5 11 5 64 16 50 9 21 14 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 4,067,371
Positions
87,232 263,719 49,304 1,838,895 800,671 306,786 929,992 2,127,128 252,499 385,979 146,215 10,976 205,708 110,073
Changes from: October 29, 2019 Total Change is: 124,213
2,618 30,029 5,474 83,137 -7,720 5,979 -20,298 41,095 48,424 -11,875 3,362 53 10,701 -2,483
Percent of Open Interest Represented by Each Category of Trader
2.1 6.5 1.2 45.2 19.7 7.5 22.9 52.3 6.2 9.5 3.6 0.3 5.1 2.7
Number of Traders in Each Category Total Traders: 370
21 28 13 129 31 69 68 47 40 30 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,908,469
Positions
191,770 256,669 108,043 1,687,874 754,333 747,029 315,157 1,240,671 230,101 225,910 160,373 2,842 399,743 408,408
Changes from: October 29, 2019 Total Change is: 50,609
16,067 -44,089 38,041 -94,515 10,346 51,926 11,679 -55,117 51,402 -15,541 7,047 -1,318 -7,132 -7,629
Percent of Open Interest Represented by Each Category of Trader
4.9 6.6 2.8 43.2 19.3 19.1 8.1 31.7 5.9 5.8 4.1 0.1 10.2 10.4
Number of Traders in Each Category Total Traders: 403
23 38 14 103 71 95 58 71 57 25 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 830,856
Positions
87,069 38,548 2,576 277,742 289,231 155,142 135,289 148,670 16,039 49,235 23,555 24 107,740 157,071
Changes from: October 29, 2019 Total Change is: -5,390
1,694 -22,307 855 -1,217 -4,110 6,263 -13,939 12,652 -941 2,390 2,869 24 -519 -695
Percent of Open Interest Represented by Each Category of Trader
10.5 4.6 0.3 33.4 34.8 18.7 16.3 17.9 1.9 5.9 2.8 0.0 13.0 18.9
Number of Traders in Each Category Total Traders: 110
5 7 4 26 39 40 15 12 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 4,709,756
Positions
98,182 395,637 79,457 2,129,815 836,155 886,495 657,623 1,755,776 235,366 327,984 202,751 1,537 293,297 316,582
Changes from: October 29, 2019 Total Change is: 205,293
12,409 -52,964 22,834 143,533 14,052 -7,571 -23,632 123,475 88,035 -10,911 342 841 -20,245 16,249
Percent of Open Interest Represented by Each Category of Trader
2.1 8.4 1.7 45.2 17.8 18.8 14.0 37.3 5.0 7.0 4.3 0.0 6.2 6.7
Number of Traders in Each Category Total Traders: 327
11 33 16 91 47 80 39 70 46 23 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,870,010
Positions
247,197 297,234 593,232 5,704 159,356 28,854 438,305 251,742 478,883 19,553 6,203 11,140 47,142 43,366
Changes from: October 29, 2019 Total Change is: -404,872
-111,332 -82,113 -56,812 835 -22,419 4,332 -124,734 -149,705 -83,201 -39,527 -9,547 -1,126 6,693 -4,281
Percent of Open Interest Represented by Each Category of Trader
13.2 15.9 31.7 0.3 8.5 1.5 23.4 13.5 25.6 1.0 0.3 0.6 2.5 2.3
Number of Traders in Each Category Total Traders: 159
25 35 52 5 8 7 44 27 54 7 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is12,045,863
Positions
2,399,816 2,221,569 2,466,001 700,241 2,417,429 372,036 2,447,134 617,581 2,800,765 59,825 150,331 147,308 652,737 852,843
Changes from: October 29, 2019 Total Change is: -1,203
151,165 58,108 -8,242 -81,088 -5,312 21,530 29,855 38,548 -110,100 6,388 3,920 3,953 -14,664 -3,608
Percent of Open Interest Represented by Each Category of Trader
19.9 18.4 20.5 5.8 20.1 3.1 20.3 5.1 23.3 0.5 1.2 1.2 5.4 7.1
Number of Traders in Each Category Total Traders: 247
31 42 65 15 19 21 54 48 83 18 13 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 164,296
Positions
12,670 79,680 22,454 14,950 3,600 9,685 72,433 16,989 30,060 394 937 261 1,389 630
Changes from: October 29, 2019 Total Change is: 1,812
-4,714 274 0 1,633 0 5 759 -2,821 4,421 0 10 -71 -221 -6
Percent of Open Interest Represented by Each Category of Trader
7.7 48.5 13.7 9.1 2.2 5.9 44.1 10.3 18.3 0.2 0.6 0.2 0.8 0.4
Number of Traders in Each Category Total Traders: 52
. 14 4 . . . 10 18 17 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 264,296
Positions
39,628 47,274 29,552 13,523 6,402 15,992 132,907 127,440 26,376 5,312 8,498 712 294 2,050
Changes from: October 29, 2019 Total Change is: -74,033
-9,016 -12,567 -6,963 7,318 -10,424 -10,659 -52,313 -34,701 596 -2,991 777 29 -34 -121
Percent of Open Interest Represented by Each Category of Trader
15.0 17.9 11.2 5.1 2.4 6.1 50.3 48.2 10.0 2.0 3.2 0.3 0.1 0.8
Number of Traders in Each Category Total Traders: 88
5 19 14 . 5 . 17 30 27 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 78,524
Positions
26 36,934 0 1,479 3,824 195 37,255 4,789 29,405 10,119 1,121 0 45 2,256
Changes from: October 29, 2019 Total Change is: 3,250
0 789 0 1 -4 149 805 -932 2,994 -681 0 0 -18 254
Percent of Open Interest Represented by Each Category of Trader
0.0 47.0 0.0 1.9 4.9 0.2 47.4 6.1 37.4 12.9 1.4 0.0 0.1 2.9
Number of Traders in Each Category Total Traders: 31
. 5 0 . 9 . . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 48,657
Positions
991 22,607 0 1,281 439 115 24,503 2,100 21,763 0 0 0 4 1,633
Changes from: October 29, 2019 Total Change is: 4,461
-14 1,007 0 171 24 103 -892 -1,523 5,111 0 0 0 -18 -261
Percent of Open Interest Represented by Each Category of Trader
2.0 46.5 0.0 2.6 0.9 0.2 50.4 4.3 44.7 0.0 0.0 0.0 0.0 3.4
Number of Traders in Each Category Total Traders: 24
. . 0 . 6 . 5 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 50,494
Positions
12,119 80 17,032 0 160 0 6,454 19,174 11,026 3,600 2,710 246 17 66
Changes from: October 29, 2019 Total Change is: -434
0 80 0 0 0 0 -25 -88 -426 0 0 0 17 0
Percent of Open Interest Represented by Each Category of Trader
24.0 0.2 33.7 0.0 0.3 0.0 12.8 38.0 21.8 7.1 5.4 0.5 0.0 0.1
Number of Traders in Each Category Total Traders: 22
. . . 0 . 0 . 9 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,520
Positions
32 0 0 188 149 10 1,221 2,345 134 595 457 43 1,297 382
Changes from: October 29, 2019 Total Change is: 365
-1 0 0 -72 63 10 265 329 31 26 12 -6 112 -74
Percent of Open Interest Represented by Each Category of Trader
0.9 0.0 0.0 5.3 4.2 0.3 34.7 66.6 3.8 16.9 13.0 1.2 36.8 10.9
Number of Traders in Each Category Total Traders: 47
. 0 0 4 . . 13 12 . 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 47,015
Positions
998 35,700 0 12,541 2,903 535 25,637 3,227 2,054 1,675 773 176 3,399 1,647
Changes from: October 29, 2019 Total Change is: -2,685
-85 -1,675 0 -1,933 -27 47 -502 -1,030 -44 108 -42 25 -301 61
Percent of Open Interest Represented by Each Category of Trader
2.1 75.9 0.0 26.7 6.2 1.1 54.5 6.9 4.4 3.6 1.6 0.4 7.2 3.5
Number of Traders in Each Category Total Traders: 88
. . 0 12 7 . 37 9 7 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 491,051
Positions
120,551 22,728 21,224 146,978 138,820 21,621 55,128 160,386 77,842 13,780 4,562 8,697 25,230 35,171
Changes from: October 29, 2019 Total Change is: 37,719
12,722 4,164 3,114 8,125 3,971 -137 1,290 18,768 5,358 3,227 315 683 3,337 1,483
Percent of Open Interest Represented by Each Category of Trader
24.5 4.6 4.3 29.9 28.3 4.4 11.2 32.7 15.9 2.8 0.9 1.8 5.1 7.2
Number of Traders in Each Category Total Traders: 215
17 10 18 19 39 19 36 63 49 11 10 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 18,517
Positions
4,177 655 837 7,119 2,297 912 4,615 13,324 100 521 70 0 236 322
Changes from: October 29, 2019 Total Change is: -55
231 -10 10 775 -3,381 0 -1,011 3,016 0 -50 20 0 -10 290
Percent of Open Interest Represented by Each Category of Trader
22.6 3.5 4.5 38.4 12.4 4.9 24.9 72.0 0.5 2.8 0.4 0.0 1.3 1.7
Number of Traders in Each Category Total Traders: 39
4 . . 9 6 . 4 6 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 08, 2019