Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 199,033
Positions
11,656 66,333 19,158 37,495 32,562 7,049 56,449 30,637 15,217 16,924 2,072 187 34,899 25,818
Changes from: November 26, 2019 Total Change is: 18,146
2,733 -7,478 13,877 -1,197 5,781 1,062 862 -123 3,229 -603 -7 149 -1,964 1,656
Percent of Open Interest Represented by Each Category of Trader
5.9 33.3 9.6 18.8 16.4 3.5 28.4 15.4 7.6 8.5 1.0 0.1 17.5 13.0
Number of Traders in Each Category Total Traders: 117
8 8 8 18 16 12 26 25 18 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 80,775
Positions
44,985 1,635 377 1,310 30,876 465 20,339 20,971 1,396 968 868 0 10,935 24,186
Changes from: November 26, 2019 Total Change is: 926
867 54 -34 -600 1,076 -6 251 -339 222 0 -568 0 227 522
Percent of Open Interest Represented by Each Category of Trader
55.7 2.0 0.5 1.6 38.2 0.6 25.2 26.0 1.7 1.2 1.1 0.0 13.5 29.9
Number of Traders in Each Category Total Traders: 68
9 . . . 20 . 13 20 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 267,786
Positions
59,164 46,100 14,450 65,074 79,596 8,532 47,487 51,450 26,817 12,684 7,603 131 33,448 33,106
Changes from: November 26, 2019 Total Change is: 18,215
-1,456 6,046 4,882 -1,035 5,998 -57 8,908 -2,726 4,836 1,132 14 29 976 -807
Percent of Open Interest Represented by Each Category of Trader
22.1 17.2 5.4 24.3 29.7 3.2 17.7 19.2 10.0 4.7 2.8 0.0 12.5 12.4
Number of Traders in Each Category Total Traders: 133
4 11 9 20 28 16 27 34 17 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 239,023
Positions
72,575 26,756 14,490 39,157 62,456 13,748 38,544 55,964 21,005 3,967 7,573 504 35,032 36,526
Changes from: November 26, 2019 Total Change is: 20,209
-2,844 -3,033 9,628 2,318 9,054 43 1,319 158 3,466 868 776 296 5,116 -179
Percent of Open Interest Represented by Each Category of Trader
30.4 11.2 6.1 16.4 26.1 5.8 16.1 23.4 8.8 1.7 3.2 0.2 14.7 15.3
Number of Traders in Each Category Total Traders: 132
10 7 9 16 26 14 29 34 23 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 648,810
Positions
34,798 151,730 26,749 351,142 181,032 36,242 42,546 138,845 40,814 20,421 10,916 2,429 93,668 60,053
Changes from: November 26, 2019 Total Change is: 18,870
-2,953 1,414 10,106 1,794 6,262 -614 3,291 -3,384 7,531 -1,758 -785 920 552 -2,580
Percent of Open Interest Represented by Each Category of Trader
5.4 23.4 4.1 54.1 27.9 5.6 6.6 21.4 6.3 3.1 1.7 0.4 14.4 9.3
Number of Traders in Each Category Total Traders: 296
18 10 16 90 45 53 39 50 30 25 19 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 27,575
Positions
2,200 7,185 0 8,423 8,173 2,339 3,341 2,622 178 0 0 0 11,094 7,078
Changes from: November 26, 2019 Total Change is: 770
0 -77 0 92 293 11 711 85 178 0 0 0 -222 280
Percent of Open Interest Represented by Each Category of Trader
8.0 26.1 0.0 30.5 29.6 8.5 12.1 9.5 0.6 0.0 0.0 0.0 40.2 25.7
Number of Traders in Each Category Total Traders: 27
. . 0 11 7 9 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 23,734
Positions
5,338 1,752 1,197 7,280 10,602 2,039 448 3,991 63 0 0 0 7,369 4,090
Changes from: November 26, 2019 Total Change is: 1,172
-121 -2 584 721 21 7 0 2,288 63 0 -881 -49 -33 -859
Percent of Open Interest Represented by Each Category of Trader
22.5 7.4 5.0 30.7 44.7 8.6 1.9 16.8 0.3 0.0 0.0 0.0 31.0 17.2
Number of Traders in Each Category Total Traders: 24
. . . 6 8 8 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 204,750
Positions
74,864 11,546 3,595 19,157 74,814 5,494 49,182 50,793 14,416 6,445 10,205 325 31,272 33,562
Changes from: November 26, 2019 Total Change is: 3,264
-3,790 311 1,537 1,129 -175 976 1,780 -472 657 -653 -448 63 1,565 815
Percent of Open Interest Represented by Each Category of Trader
36.6 5.6 1.8 9.4 36.5 2.7 24.0 24.8 7.0 3.1 5.0 0.2 15.3 16.4
Number of Traders in Each Category Total Traders: 106
8 4 8 10 25 11 23 28 13 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 60,168
Positions
900 42,549 5,026 44,767 0 31 6,250 8,493 11 1,419 2,979 0 1,764 1,079
Changes from: November 26, 2019 Total Change is: 5,929
-205 -6 5,006 1,526 0 0 -566 1,038 11 251 -103 0 -94 -17
Percent of Open Interest Represented by Each Category of Trader
1.5 70.7 8.4 74.4 0.0 0.1 10.4 14.1 0.0 2.4 5.0 0.0 2.9 1.8
Number of Traders in Each Category Total Traders: 46
. 4 . 11 0 . 13 10 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 291,640
Positions
398 172,738 932 155,498 11,571 236 107,775 74,043 11,800 8,438 16,771 0 6,563 3,548
Changes from: November 26, 2019 Total Change is: -1,416
25 -426 14 -6,879 579 -265 5,280 -336 -401 -65 -536 0 875 -46
Percent of Open Interest Represented by Each Category of Trader
0.1 59.2 0.3 53.3 4.0 0.1 37.0 25.4 4.0 2.9 5.8 0.0 2.3 1.2
Number of Traders in Each Category Total Traders: 167
. 13 . 32 9 . 57 29 16 10 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 61,720
Positions
43,671 109 9 4,074 46,766 219 7,351 11,066 130 3,193 1,671 0 3,073 1,750
Changes from: November 26, 2019 Total Change is: -7,559
-241 21 -6,489 -194 2,506 -10 3,416 1,369 -4,534 438 112 0 55 -534
Percent of Open Interest Represented by Each Category of Trader
70.8 0.2 0.0 6.6 75.8 0.4 11.9 17.9 0.2 5.2 2.7 0.0 5.0 2.8
Number of Traders in Each Category Total Traders: 55
. . . 4 9 . 8 17 . 9 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 72,347
Positions
43,196 3,946 808 8,689 24,962 509 12,809 32,007 1,114 1,683 3,373 45 3,495 5,583
Changes from: November 26, 2019 Total Change is: 1,082
-5,990 2,723 495 3,704 -6,052 307 1,915 2,801 502 -203 415 -93 445 -16
Percent of Open Interest Represented by Each Category of Trader
59.7 5.5 1.1 12.0 34.5 0.7 17.7 44.2 1.5 2.3 4.7 0.1 4.8 7.7
Number of Traders in Each Category Total Traders: 102
7 6 5 7 20 . 28 21 10 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 14,456
Positions
953 144 26 11,858 2,953 49 775 9,278 50 0 0 0 745 1,956
Changes from: November 26, 2019 Total Change is: -880
-20 -1,505 26 -242 -234 49 -681 1,016 -4 0 -374 0 -8 146
Percent of Open Interest Represented by Each Category of Trader
6.6 1.0 0.2 82.0 20.4 0.3 5.4 64.2 0.3 0.0 0.0 0.0 5.2 13.5
Number of Traders in Each Category Total Traders: 22
. . . . 4 . . 11 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 51,386
Positions
12,008 26,879 2,143 15,045 2,398 2,575 8,765 5,384 1,557 825 1,880 0 8,469 8,570
Changes from: November 26, 2019 Total Change is: -2,718
610 -3,451 457 -793 762 608 -2,483 590 -739 115 -184 0 -491 -760
Percent of Open Interest Represented by Each Category of Trader
23.4 52.3 4.2 29.3 4.7 5.0 17.1 10.5 3.0 1.6 3.7 0.0 16.5 16.7
Number of Traders in Each Category Total Traders: 109
11 19 7 18 6 8 29 13 15 4 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 102,771
Positions
24,015 53,758 4,287 30,089 4,796 5,149 17,530 10,769 3,114 1,649 3,759 0 16,939 17,139
Changes from: November 26, 2019 Total Change is: -5,436
1,219 -6,902 913 -1,586 1,524 1,215 -4,967 1,180 -1,477 229 -368 0 -982 -1,521
Percent of Open Interest Represented by Each Category of Trader
23.4 52.3 4.2 29.3 4.7 5.0 17.1 10.5 3.0 1.6 3.7 0.0 16.5 16.7
Number of Traders in Each Category Total Traders: 109
11 19 7 18 6 8 29 13 15 4 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 28,229
Positions
3,286 19,690 0 22,040 840 269 250 5,398 0 0 448 0 2,384 1,584
Changes from: November 26, 2019 Total Change is: 366
320 300 0 32 0 0 250 166 0 0 0 0 -236 -100
Percent of Open Interest Represented by Each Category of Trader
11.6 69.8 0.0 78.1 3.0 1.0 0.9 19.1 0.0 0.0 1.6 0.0 8.4 5.6
Number of Traders in Each Category Total Traders: 26
. 7 0 12 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 818,970
Positions
60,045 147,712 83,854 286,951 116,341 60,588 41,063 90,169 170,000 19,910 58,962 7,569 88,991 83,776
Changes from: November 26, 2019 Total Change is: -1,051
-2,538 2,701 5,449 -3,675 5,625 -1,214 556 -9,982 498 344 -1,008 1,509 -1,980 -4,629
Percent of Open Interest Represented by Each Category of Trader
7.3 18.0 10.2 35.0 14.2 7.4 5.0 11.0 20.8 2.4 7.2 0.9 10.9 10.2
Number of Traders in Each Category Total Traders: 638
33 40 52 172 95 137 83 101 109 56 57 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 63,251
Positions
11,127 9,880 1,433 2,016 1,485 4,127 2,521 3,876 20,780 70 35 553 20,625 21,081
Changes from: November 26, 2019 Total Change is: -10,310
1,097 -1,725 -473 0 -226 -2,008 -1,036 995 -4,948 31 -35 160 -3,135 -2,051
Percent of Open Interest Represented by Each Category of Trader
17.6 15.6 2.3 3.2 2.3 6.5 4.0 6.1 32.9 0.1 0.1 0.9 32.6 33.3
Number of Traders in Each Category Total Traders: 46
5 7 7 . . . 11 11 20 4 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 10,861
Positions
6,370 7,725 500 948 779 249 318 422 0 0 0 0 2,476 1,186
Changes from: November 26, 2019 Total Change is: -699
181 28 0 0 -700 0 -34 -158 0 0 0 0 -846 131
Percent of Open Interest Represented by Each Category of Trader
58.7 71.1 4.6 8.7 7.2 2.3 2.9 3.9 0.0 0.0 0.0 0.0 22.8 10.9
Number of Traders in Each Category Total Traders: 20
5 7 . . . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 3,778,596
Positions
308,269 752,836 348,425 1,427,036 576,640 279,942 208,902 447,656 729,913 99,214 294,650 35,063 341,833 313,472
Changes from: November 26, 2019 Total Change is: 46,293
-7,247 33,062 18,679 -18,379 29,248 3,975 3,062 -59,778 32,123 1,578 -4,853 6,730 5,772 -12,892
Percent of Open Interest Represented by Each Category of Trader
8.2 19.9 9.2 37.8 15.3 7.4 5.5 11.8 19.3 2.6 7.8 0.9 9.0 8.3
Number of Traders in Each Category Total Traders: 625
35 38 52 173 93 136 81 98 103 52 54 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 27,316
Positions
11,644 14,304 167 7,850 2,640 982 462 2,588 3,233 0 357 0 2,978 3,045
Changes from: November 26, 2019 Total Change is: 1,612
-15 48 167 199 0 0 27 202 1,233 0 0 0 1 -38
Percent of Open Interest Represented by Each Category of Trader
42.6 52.4 0.6 28.7 9.7 3.6 1.7 9.5 11.8 0.0 1.3 0.0 10.9 11.1
Number of Traders in Each Category Total Traders: 23
. 9 . 5 . . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 22,534
Positions
5,003 10,826 840 12,880 0 0 858 1,466 0 0 0 0 2,953 9,402
Changes from: November 26, 2019 Total Change is: 263
0 184 0 -66 0 0 13 225 -3 0 0 0 319 -143
Percent of Open Interest Represented by Each Category of Trader
22.2 48.0 3.7 57.2 0.0 0.0 3.8 6.5 0.0 0.0 0.0 0.0 13.1 41.7
Number of Traders in Each Category Total Traders: 21
. 7 . 6 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 11,837
Positions
4,486 9,021 0 4,833 1,773 0 1,150 0 0 0 0 0 1,368 1,043
Changes from: November 26, 2019 Total Change is: 193
0 35 0 107 0 0 93 0 0 0 0 0 -7 158
Percent of Open Interest Represented by Each Category of Trader
37.9 76.2 0.0 40.8 15.0 0.0 9.7 0.0 0.0 0.0 0.0 0.0 11.6 8.8
Number of Traders in Each Category Total Traders: 23
. 9 0 6 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 14,458
Positions
4,545 7,630 1,332 3,766 727 1,233 1,122 1,327 0 0 0 0 2,460 2,209
Changes from: November 26, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
31.4 52.8 9.2 26.0 5.0 8.5 7.8 9.2 0.0 0.0 0.0 0.0 17.0 15.3
Number of Traders in Each Category Total Traders: 21
4 5 . 5 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 74,094
Positions
5,831 22,003 290 49,076 35,792 2,721 4,196 2,042 553 0 7,812 0 11,427 2,881
Changes from: November 26, 2019 Total Change is: -1,625
837 -468 -6 -2,955 175 96 229 -1,448 -509 0 1,402 0 683 -867
Percent of Open Interest Represented by Each Category of Trader
7.9 29.7 0.4 66.2 48.3 3.7 5.7 2.8 0.7 0.0 10.5 0.0 15.4 3.9
Number of Traders in Each Category Total Traders: 89
5 10 . 35 21 13 11 5 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 45,770
Positions
8,162 7,586 1,208 16,210 7,815 916 7,014 12,020 4,217 867 2,800 32 7,144 9,175
Changes from: November 26, 2019 Total Change is: -2,584
1,495 -1,170 166 -3,426 176 126 -1,209 -1,797 436 48 209 -104 -116 -625
Percent of Open Interest Represented by Each Category of Trader
17.8 16.6 2.6 35.4 17.1 2.0 15.3 26.3 9.2 1.9 6.1 0.1 15.6 20.0
Number of Traders in Each Category Total Traders: 262
23 25 14 57 34 29 40 49 22 13 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 228,851
Positions
40,809 37,932 6,042 81,052 39,077 4,580 35,071 60,098 21,087 4,333 14,000 159 35,719 45,876
Changes from: November 26, 2019 Total Change is: -12,919
7,475 -5,851 829 -17,130 880 629 -6,047 -8,986 2,181 242 1,045 -518 -578 -3,127
Percent of Open Interest Represented by Each Category of Trader
17.8 16.6 2.6 35.4 17.1 2.0 15.3 26.3 9.2 1.9 6.1 0.1 15.6 20.0
Number of Traders in Each Category Total Traders: 262
23 25 14 57 34 29 40 49 22 13 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 486,027
Positions
63,011 116,939 14,092 258,323 188,524 36,888 65,580 58,640 15,336 8,072 32,406 555 24,170 22,646
Changes from: November 26, 2019 Total Change is: -5,642
2,425 -7,829 2,992 -4,970 951 -124 -6,034 -8,138 282 -711 1,655 -128 625 4,697
Percent of Open Interest Represented by Each Category of Trader
13.0 24.1 2.9 53.1 38.8 7.6 13.5 12.1 3.2 1.7 6.7 0.1 5.0 4.7
Number of Traders in Each Category Total Traders: 313
20 24 10 82 57 44 55 46 29 14 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 39,622
Positions
4,383 6,664 0 14,136 413 21 11,575 26,173 35 1,497 555 210 7,765 5,551
Changes from: November 26, 2019 Total Change is: 4,994
208 0 0 1,802 -670 1 978 4,236 -7 41 0 -196 2,167 1,630
Percent of Open Interest Represented by Each Category of Trader
11.1 16.8 0.0 35.7 1.0 0.1 29.2 66.1 0.1 3.8 1.4 0.5 19.6 14.0
Number of Traders in Each Category Total Traders: 41
5 . 0 15 . . 6 7 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 76,205
Positions
9,276 24,948 386 17,766 12,665 715 37,614 21,236 1,384 604 1,765 442 8,018 12,664
Changes from: November 26, 2019 Total Change is: 5,128
-235 753 -35 349 281 -205 4,048 1,923 874 -1 64 57 276 1,416
Percent of Open Interest Represented by Each Category of Trader
12.2 32.7 0.5 23.3 16.6 0.9 49.4 27.9 1.8 0.8 2.3 0.6 10.5 16.6
Number of Traders in Each Category Total Traders: 87
9 13 . 15 9 7 19 17 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 386,469
Positions
42,736 243,466 7,334 279,937 82,678 26,519 18,410 10,347 520 1,095 9,844 0 9,918 5,761
Changes from: November 26, 2019 Total Change is: 6,252
-499 15,373 3,613 6,889 -10,035 -668 -3,205 -1,881 123 -68 1,158 0 67 -1,431
Percent of Open Interest Represented by Each Category of Trader
11.1 63.0 1.9 72.4 21.4 6.9 4.8 2.7 0.1 0.3 2.5 0.0 2.6 1.5
Number of Traders in Each Category Total Traders: 176
14 15 5 70 36 34 23 11 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 1,444,959
Positions
74,083 947,313 18,366 1,016,570 271,947 118,859 126,311 52,286 4,622 46,098 14,351 3,758 36,292 13,457
Changes from: November 26, 2019 Total Change is: 5,274
837 3,470 11,412 1,279 472 7,609 6,916 -16,521 279 -27,258 -398 374 3,826 -1,423
Percent of Open Interest Represented by Each Category of Trader
5.1 65.6 1.3 70.4 18.8 8.2 8.7 3.6 0.3 3.2 1.0 0.3 2.5 0.9
Number of Traders in Each Category Total Traders: 430
29 19 10 167 74 86 70 25 19 37 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 129,750
Positions
46,563 89,548 39,204 19,852 0 756 21,130 0 181 2,034 0 0 30 61
Changes from: November 26, 2019 Total Change is: 2,906
-2,444 -1,230 5,116 0 0 270 2,474 0 17 -1,260 0 0 -1,267 -1,267
Percent of Open Interest Represented by Each Category of Trader
35.9 69.0 30.2 15.3 0.0 0.6 16.3 0.0 0.1 1.6 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 46
6 17 15 8 0 . 11 0 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 1,170,251
Positions
5,243 129,475 32,879 466,274 285,244 209,250 62,949 219,037 111,481 89,952 25,651 9,107 183,115 148,126
Changes from: November 26, 2019 Total Change is: -64,776
672 -17,295 -12,042 -12,429 -1,017 -18,554 -790 6,206 -16,967 6,980 7,300 -162 -11,484 -12,245
Percent of Open Interest Represented by Each Category of Trader
0.4 11.1 2.8 39.8 24.4 17.9 5.4 18.7 9.5 7.7 2.2 0.8 15.6 12.7
Number of Traders in Each Category Total Traders: 188
6 16 15 61 27 51 29 27 35 13 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 1,214,756
Positions
44,145 136,316 1,594 699,539 82,107 185,570 61,009 692,287 19,552 43,790 4,290 0 159,557 93,040
Changes from: November 26, 2019 Total Change is: -29,036
-195 -15,854 -9,669 14,803 3,166 -6,202 -11,474 6,534 -4,918 381 -2,067 0 -11,762 -26
Percent of Open Interest Represented by Each Category of Trader
3.6 11.2 0.1 57.6 6.8 15.3 5.0 57.0 1.6 3.6 0.4 0.0 13.1 7.7
Number of Traders in Each Category Total Traders: 140
7 11 . 68 15 54 9 25 14 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 3,586,740
Positions
111,054 198,315 18,793 1,626,196 849,293 323,712 818,551 1,830,842 113,966 379,766 138,564 8,162 186,540 105,093
Changes from: November 26, 2019 Total Change is: -179,991
11,895 -42,678 -20,524 -28,064 126,670 -21,001 4,171 -12,475 -89,310 -1,179 1,196 -6,314 -29,666 -115,556
Percent of Open Interest Represented by Each Category of Trader
3.1 5.5 0.5 45.3 23.7 9.0 22.8 51.0 3.2 10.6 3.9 0.2 5.2 2.9
Number of Traders in Each Category Total Traders: 358
24 26 12 124 30 69 72 45 45 25 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 4,409,994
Positions
164,003 235,245 226,642 1,694,949 713,251 848,032 388,513 1,310,664 427,029 213,699 176,971 42,788 404,340 429,371
Changes from: November 26, 2019 Total Change is: -146,555
-33,546 -71,674 -27,547 53,649 -18,064 -6,284 22,166 87,194 -29,197 6,323 9,230 -18,429 -113,690 -71,785
Percent of Open Interest Represented by Each Category of Trader
3.7 5.3 5.1 38.4 16.2 19.2 8.8 29.7 9.7 4.8 4.0 1.0 9.2 9.7
Number of Traders in Each Category Total Traders: 410
21 38 43 106 73 111 59 67 83 28 18 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 895,429
Positions
88,817 56,262 2,142 274,608 303,378 154,314 203,099 163,449 12,153 50,989 32,506 0 109,307 171,225
Changes from: November 26, 2019 Total Change is: -15,840
-2,685 16,380 -1,755 25,511 -2,137 -20,138 11,573 13,250 -16,513 2,335 -565 -6,199 -7,969 1,837
Percent of Open Interest Represented by Each Category of Trader
9.9 6.3 0.2 30.7 33.9 17.2 22.7 18.3 1.4 5.7 3.6 0.0 12.2 19.1
Number of Traders in Each Category Total Traders: 113
5 9 4 23 40 40 17 12 10 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 4,587,391
Positions
82,522 421,120 104,474 2,087,930 845,141 854,673 538,828 1,535,452 272,765 310,813 210,193 10,612 324,774 332,961
Changes from: November 26, 2019 Total Change is: -299,335
-19,670 -8,731 -42,153 107,843 14,079 -37,593 -21,750 36,659 -206,425 8,954 13,032 464 -89,005 -68,665
Percent of Open Interest Represented by Each Category of Trader
1.8 9.2 2.3 45.5 18.4 18.6 11.7 33.5 5.9 6.8 4.6 0.2 7.1 7.3
Number of Traders in Each Category Total Traders: 325
11 35 28 89 52 83 44 59 54 23 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 1,842,327
Positions
401,670 428,251 446,663 7,337 38,691 19,446 487,253 451,405 403,289 26,704 15,400 7,514 42,451 31,668
Changes from: November 26, 2019 Total Change is: -377,525
33,699 8,270 -172,554 803 -99,878 -9,824 -127,564 8,562 -98,857 -1,138 -6,061 -413 -1,678 -6,770
Percent of Open Interest Represented by Each Category of Trader
21.8 23.2 24.2 0.4 2.1 1.1 26.4 24.5 21.9 1.4 0.8 0.4 2.3 1.7
Number of Traders in Each Category Total Traders: 148
39 19 46 7 . 7 42 24 44 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 is24,174,213
Positions
2,866,491 1,874,361 4,974,178 493,598 2,318,114 1,608,319 1,320,013 309,578 11,911,400 110,547 144,299 109,084 780,582 924,879
Changes from: November 26, 2019 Total Change is: -104,728
-10,263 49,207 18,337 -28,271 -60,859 -11,404 109,881 11,533 45,002 -94,086 -97 -127,148 -6,775 -29,298
Percent of Open Interest Represented by Each Category of Trader
11.9 7.8 20.6 2.0 9.6 6.7 5.5 1.3 49.3 0.5 0.6 0.5 3.2 3.8
Number of Traders in Each Category Total Traders: 274
39 37 72 18 18 26 70 48 106 25 15 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 180,085
Positions
6,598 92,418 24,346 18,602 3,300 9,964 83,749 14,039 34,744 0 361 881 1,201 32
Changes from: November 26, 2019 Total Change is: -2,561
-2,209 1,588 150 423 -300 279 -178 -3,291 -1,023 0 49 45 -48 -58
Percent of Open Interest Represented by Each Category of Trader
3.7 51.3 13.5 10.3 1.8 5.5 46.5 7.8 19.3 0.0 0.2 0.5 0.7 0.0
Number of Traders in Each Category Total Traders: 57
. 15 5 4 . . 16 17 21 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 327,427
Positions
34,691 60,028 34,120 17,038 23,114 14,185 186,816 148,113 36,152 3,268 7,621 925 232 3,169
Changes from: November 26, 2019 Total Change is: -54,070
10,832 -4,288 -10,830 799 12,444 -14,250 -36,378 -35,847 -809 -3,608 -480 210 -36 -220
Percent of Open Interest Represented by Each Category of Trader
10.6 18.3 10.4 5.2 7.1 4.3 57.1 45.2 11.0 1.0 2.3 0.3 0.1 1.0
Number of Traders in Each Category Total Traders: 99
6 25 14 . 8 . 22 28 31 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 98,449
Positions
0 47,662 0 1,245 3,352 177 42,993 8,523 33,479 20,474 1,837 0 81 3,419
Changes from: November 26, 2019 Total Change is: 2,124
0 -128 0 -234 47 55 1,457 -67 815 14 795 0 17 607
Percent of Open Interest Represented by Each Category of Trader
0.0 48.4 0.0 1.3 3.4 0.2 43.7 8.7 34.0 20.8 1.9 0.0 0.1 3.5
Number of Traders in Each Category Total Traders: 33
0 5 0 . 9 . 4 6 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 58,768
Positions
972 25,041 0 819 496 115 27,500 2,086 29,361 0 0 0 1 1,669
Changes from: November 26, 2019 Total Change is: 467
15 213 0 -462 8 0 600 -32 316 0 0 0 -2 -38
Percent of Open Interest Represented by Each Category of Trader
1.7 42.6 0.0 1.4 0.8 0.2 46.8 3.5 50.0 0.0 0.0 0.0 0.0 2.8
Number of Traders in Each Category Total Traders: 24
. . 0 . 7 . 6 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #343601 Open Interest is 90,309
Positions
0 11,071 25,559 720 0 0 7,203 45,268 8,331 48,485 80 0 11 0
Changes from: November 26, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 12.3 28.3 0.8 0.0 0.0 8.0 50.1 9.2 53.7 0.1 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
0 5 . . 0 0 . 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 50,521
Positions
11,499 0 17,652 0 160 0 6,561 17,525 10,951 3,600 3,967 246 12 20
Changes from: November 26, 2019 Total Change is: -675
0 0 0 0 0 0 107 81 -782 0 106 0 0 -80
Percent of Open Interest Represented by Each Category of Trader
22.8 0.0 34.9 0.0 0.3 0.0 13.0 34.7 21.7 7.1 7.9 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 24
. 0 . 0 . 0 . 9 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 2,983
Positions
131 0 0 93 256 11 894 1,257 17 307 638 44 1,486 760
Changes from: November 26, 2019 Total Change is: -571
93 0 0 37 -42 10 -261 -412 -246 -27 12 6 -183 101
Percent of Open Interest Represented by Each Category of Trader
4.4 0.0 0.0 3.1 8.6 0.4 30.0 42.1 0.6 10.3 21.4 1.5 49.8 25.5
Number of Traders in Each Category Total Traders: 39
. 0 0 . 4 . 9 10 . 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 45,010
Positions
888 32,216 0 14,254 2,677 829 21,590 4,257 2,366 1,901 547 235 2,947 1,883
Changes from: November 26, 2019 Total Change is: 2,802
180 -40 0 771 -27 211 1,338 2,343 164 427 -110 2 -291 258
Percent of Open Interest Represented by Each Category of Trader
2.0 71.6 0.0 31.7 5.9 1.8 48.0 9.5 5.3 4.2 1.2 0.5 6.5 4.2
Number of Traders in Each Category Total Traders: 85
. . 0 13 6 4 29 12 8 14 7 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 2019
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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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 483,774
Positions
123,904 26,421 20,958 132,547 119,949 18,336 44,163 156,641 89,641 15,373 3,481 13,111 25,741 35,236
Changes from: November 26, 2019 Total Change is: -20,930
-3,006 4,979 882 -5,926 -24,593 -4,325 -7,012 4,790 -4,220 557 102 -1,293 3,413 2,748
Percent of Open Interest Represented by Each Category of Trader
25.6 5.5 4.3 27.4 24.8 3.8 9.1 32.4 18.5 3.2 0.7 2.7 5.3 7.3
Number of Traders in Each Category Total Traders: 211
15 11 15 20 40 21 29 64 49 13 10 14
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Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 2019
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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 17,759
Positions
4,136 678 814 5,807 3,062 1,087 4,963 11,967 100 565 32 0 287 19
Changes from: November 26, 2019 Total Change is: 300
-6 7 -7 326 796 121 -135 -567 0 0 -28 0 1 -22
Percent of Open Interest Represented by Each Category of Trader
23.3 3.8 4.6 32.7 17.2 6.1 27.9 67.4 0.6 3.2 0.2 0.0 1.6 0.1
Number of Traders in Each Category Total Traders: 41
4 . . 8 6 . 4 8 . 9 . 0
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Updated December 06, 2019