Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 203,248
Positions
104,910 19,393 344 30,695 83,589 6,342 14,296 50,917 4,888 10,306 1,665 6 31,461 36,104
Changes from: November 14, 2023 Total Change is: -2,798
-6,955 1,179 -252 1,665 -865 883 -549 -3,750 531 -383 -134 5 2,257 -395
Percent of Open Interest Represented by Each Category of Trader
51.6 9.5 0.2 15.1 41.1 3.1 7.0 25.1 2.4 5.1 0.8 0.0 15.5 17.8
Number of Traders in Each Category Total Traders: 117
11 . . 13 35 11 14 28 9 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 58,815
Positions
28,504 5,683 1,299 8,826 21,603 160 8,409 10,331 33 1,471 0 0 10,113 19,706
Changes from: November 14, 2023 Total Change is: -649
-962 2,547 403 2,077 -2,973 76 -782 -1,404 0 38 0 0 -1,499 702
Percent of Open Interest Represented by Each Category of Trader
48.5 9.7 2.2 15.0 36.7 0.3 14.3 17.6 0.1 2.5 0.0 0.0 17.2 33.5
Number of Traders in Each Category Total Traders: 51
7 . . 4 13 . 9 13 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 208,657
Positions
72,028 17,456 4,441 44,522 96,913 3,378 46,570 40,235 11,081 0 3,406 0 26,637 31,747
Changes from: November 14, 2023 Total Change is: -7,754
-4,494 4,731 267 8,385 -5,915 -142 -13,809 -6,405 2,075 -270 0 0 234 -2,365
Percent of Open Interest Represented by Each Category of Trader
34.5 8.4 2.1 21.3 46.4 1.6 22.3 19.3 5.3 0.0 1.6 0.0 12.8 15.2
Number of Traders in Each Category Total Traders: 115
4 9 . 13 31 11 23 31 15 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 264,903
Positions
91,441 18,455 1,061 69,250 91,233 3,532 38,753 101,658 7,252 13,035 1,159 7 40,572 40,546
Changes from: November 14, 2023 Total Change is: -8,860
-18,499 10,648 206 -1,764 -21,605 195 10,331 8,807 -1,676 3,849 -884 0 -1,502 -4,551
Percent of Open Interest Represented by Each Category of Trader
34.5 7.0 0.4 26.1 34.4 1.3 14.6 38.4 2.7 4.9 0.4 0.0 15.3 15.3
Number of Traders in Each Category Total Traders: 157
14 7 4 22 31 11 30 37 16 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 712,364
Positions
19,317 442,358 4,898 453,409 99,427 22,789 73,652 65,589 17,178 33,622 8,790 4,009 83,490 47,326
Changes from: November 14, 2023 Total Change is: 9,901
-451 31,073 -105 12,332 -13,652 -840 -3,500 -4,438 3,092 -440 -958 37 -224 -4,308
Percent of Open Interest Represented by Each Category of Trader
2.7 62.1 0.7 63.6 14.0 3.2 10.3 9.2 2.4 4.7 1.2 0.6 11.7 6.6
Number of Traders in Each Category Total Traders: 302
12 17 5 113 33 46 51 42 29 23 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 29,953
Positions
0 11,617 0 13,969 1,449 2,704 0 10,115 0 0 0 0 13,280 4,068
Changes from: November 14, 2023 Total Change is: 175
0 -6 0 -463 -24 118 0 -8 0 0 0 0 520 95
Percent of Open Interest Represented by Each Category of Trader
0.0 38.8 0.0 46.6 4.8 9.0 0.0 33.8 0.0 0.0 0.0 0.0 44.3 13.6
Number of Traders in Each Category Total Traders: 27
0 . 0 15 . 6 0 6 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 196,598
Positions
105,921 4,041 1,558 26,780 115,136 6,339 24,186 36,039 4,528 2,363 0 0 24,923 28,957
Changes from: November 14, 2023 Total Change is: -871
-721 -6,256 -4 -1,522 3,757 -538 -2,574 3,016 116 1,267 0 0 3,105 -962
Percent of Open Interest Represented by Each Category of Trader
53.9 2.1 0.8 13.6 58.6 3.2 12.3 18.3 2.3 1.2 0.0 0.0 12.7 14.7
Number of Traders in Each Category Total Traders: 102
10 . . 13 24 9 22 25 9 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 225,972
Positions
23,762 67,035 157 125,223 4,126 918 64,471 46,867 637 3,662 103,363 0 7,142 2,869
Changes from: November 14, 2023 Total Change is: -2,837
2,847 5,267 -30 7,174 1,629 -312 -9,432 -7,038 -3,367 15 833 0 268 181
Percent of Open Interest Represented by Each Category of Trader
10.5 29.7 0.1 55.4 1.8 0.4 28.5 20.7 0.3 1.6 45.7 0.0 3.2 1.3
Number of Traders in Each Category Total Traders: 163
5 9 . 29 9 4 53 30 12 12 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 74,224
Positions
1,415 44,260 1,581 48,851 2,386 26 15,117 20,062 2 3,080 4,142 168 3,984 1,597
Changes from: November 14, 2023 Total Change is: 6,194
-166 2,913 1,398 3,251 0 -3 2,647 1,612 -217 -1,390 447 168 506 -124
Percent of Open Interest Represented by Each Category of Trader
1.9 59.6 2.1 65.8 3.2 0.0 20.4 27.0 0.0 4.1 5.6 0.2 5.4 2.2
Number of Traders in Each Category Total Traders: 81
. 6 . 16 5 . 25 9 . 6 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 48,137
Positions
32,220 5,017 53 2,789 26,042 341 8,110 10,714 700 786 806 14 3,124 4,450
Changes from: November 14, 2023 Total Change is: -1,769
-191 447 -36 389 -283 188 -2,393 -979 -386 643 73 0 17 -793
Percent of Open Interest Represented by Each Category of Trader
66.9 10.4 0.1 5.8 54.1 0.7 16.8 22.3 1.5 1.6 1.7 0.0 6.5 9.2
Number of Traders in Each Category Total Traders: 86
10 . . 6 20 4 19 21 10 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 20,260
Positions
360 2,758 1 14,161 1,094 77 3,420 14,561 299 266 174 0 1,676 1,296
Changes from: November 14, 2023 Total Change is: 1,171
101 456 1 525 369 0 499 305 81 0 174 0 -36 -215
Percent of Open Interest Represented by Each Category of Trader
1.8 13.6 0.0 69.9 5.4 0.4 16.9 71.9 1.5 1.3 0.9 0.0 8.3 6.4
Number of Traders in Each Category Total Traders: 36
. . . 4 . . 11 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 ($5 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 94,498
Positions
49,741 10,985 828 17,036 21,002 372 8,096 24,387 1,782 5,960 19,378 0 10,683 15,764
Changes from: November 14, 2023 Total Change is: -6,532
-2,340 254 86 2,994 -1,004 -465 -1,709 -4,635 -706 -4,278 254 -2 -112 -314
Percent of Open Interest Represented by Each Category of Trader
52.6 11.6 0.9 18.0 22.2 0.4 8.6 25.8 1.9 6.3 20.5 0.0 11.3 16.7
Number of Traders in Each Category Total Traders: 103
16 12 5 16 11 5 17 21 9 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 94,498
Positions
49,741 10,985 828 17,036 21,002 372 8,096 24,387 1,782 5,960 19,378 0 10,683 15,764
Changes from: November 14, 2023 Total Change is: -6,532
-2,340 254 86 2,994 -1,004 -465 -1,709 -4,635 -706 -4,278 254 -2 -112 -314
Percent of Open Interest Represented by Each Category of Trader
52.6 11.6 0.9 18.0 22.2 0.4 8.6 25.8 1.9 6.3 20.5 0.0 11.3 16.7
Number of Traders in Each Category Total Traders: 103
16 12 5 16 11 5 17 21 9 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 43,966
Positions
8,453 22,578 0 24,425 9,140 5,616 3,453 5,262 0 0 0 0 2,019 1,370
Changes from: November 14, 2023 Total Change is: 14
603 -295 0 -122 -950 1,130 562 41 0 0 0 0 -2,159 88
Percent of Open Interest Represented by Each Category of Trader
19.2 51.4 0.0 55.6 20.8 12.8 7.9 12.0 0.0 0.0 0.0 0.0 4.6 3.1
Number of Traders in Each Category Total Traders: 43
4 6 0 18 7 4 . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 $50.00)
CFTC Code #13874+ Open Interest is 2,255,516
Positions
288,437 719,174 32,911 1,133,912 373,170 179,997 164,118 474,549 57,801 114,758 183,358 13,305 270,277 221,251
Changes from: November 14, 2023 Total Change is: 47,276
26,356 42,817 4,519 45,824 -15,693 -3,896 -14,452 5,444 1,132 -15,417 14,321 3,995 -785 -5,364
Percent of Open Interest Represented by Each Category of Trader
12.8 31.9 1.5 50.3 16.5 8.0 7.3 21.0 2.6 5.1 8.1 0.6 12.0 9.8
Number of Traders in Each Category Total Traders: 502
33 37 22 171 67 103 76 79 65 22 15 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 23,130
Positions
8,761 11,079 0 8,116 7,722 915 3,937 1,023 0 0 0 0 1,401 2,391
Changes from: November 14, 2023 Total Change is: 251
137 155 0 273 -228 0 7 142 0 0 0 0 -166 182
Percent of Open Interest Represented by Each Category of Trader
37.9 47.9 0.0 35.1 33.4 4.0 17.0 4.4 0.0 0.0 0.0 0.0 6.1 10.3
Number of Traders in Each Category Total Traders: 28
4 8 0 4 5 . 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 36,875
Positions
3,994 30,837 7 25,780 3,317 0 3,973 971 0 0 0 0 3,121 1,743
Changes from: November 14, 2023 Total Change is: 2,613
1,134 4,418 0 2,826 -1,879 0 -1,304 -218 0 0 0 0 -43 292
Percent of Open Interest Represented by Each Category of Trader
10.8 83.6 0.0 69.9 9.0 0.0 10.8 2.6 0.0 0.0 0.0 0.0 8.5 4.7
Number of Traders in Each Category Total Traders: 39
. 10 . 17 . 0 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,240,214
Positions
288,288 717,964 32,911 1,131,708 373,285 179,620 164,024 475,070 53,389 115,121 178,931 12,941 262,212 216,103
Changes from: November 14, 2023 Total Change is: 47,315
26,385 42,754 4,519 45,740 -15,693 -3,896 -16,161 3,853 2,919 -19,339 10,044 7,917 -769 -5,102
Percent of Open Interest Represented by Each Category of Trader
12.9 32.0 1.5 50.5 16.7 8.0 7.3 21.2 2.4 5.1 8.0 0.6 11.7 9.6
Number of Traders in Each Category Total Traders: 489
33 36 22 167 67 100 70 79 61 23 13 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 37,232
Positions
26,295 33,475 0 8,210 317 0 856 1,156 0 0 0 0 1,871 2,284
Changes from: November 14, 2023 Total Change is: 362
-18 124 0 76 0 0 445 244 0 0 0 0 -141 -6
Percent of Open Interest Represented by Each Category of Trader
70.6 89.9 0.0 22.1 0.9 0.0 2.3 3.1 0.0 0.0 0.0 0.0 5.0 6.1
Number of Traders in Each Category Total Traders: 22
7 5 0 5 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 15,043
Positions
7,620 13,490 0 5,414 0 44 472 791 0 0 0 0 1,493 718
Changes from: November 14, 2023 Total Change is: 82
344 355 0 286 0 0 -338 29 0 0 0 0 -210 -302
Percent of Open Interest Represented by Each Category of Trader
50.7 89.7 0.0 36.0 0.0 0.3 3.1 5.3 0.0 0.0 0.0 0.0 9.9 4.8
Number of Traders in Each Category Total Traders: 22
8 6 0 5 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 34,118
Positions
18,962 8,182 0 11,325 7,149 162 1,715 17,206 21 0 0 0 1,933 1,398
Changes from: November 14, 2023 Total Change is: 2,117
1,920 -368 -33 446 2,781 1 -70 -661 3 0 0 0 -150 394
Percent of Open Interest Represented by Each Category of Trader
55.6 24.0 0.0 33.2 21.0 0.5 5.0 50.4 0.1 0.0 0.0 0.0 5.7 4.1
Number of Traders in Each Category Total Traders: 33
7 4 0 9 . . 4 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 153,018
Positions
1,485 12,099 0 23,998 811 1,811 43,801 37,645 1,261 0 47,896 11 80,651 51,484
Changes from: November 14, 2023 Total Change is: -394
-294 634 0 822 -20 18 -1,030 -2,204 249 0 3,549 0 -159 -2,620
Percent of Open Interest Represented by Each Category of Trader
1.0 7.9 0.0 15.7 0.5 1.2 28.6 24.6 0.8 0.0 31.3 0.0 52.7 33.6
Number of Traders in Each Category Total Traders: 32
. . 0 11 . 4 10 5 5 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874W Open Interest is 424,327
Positions
153,757 153,483 142,405 0 38,000 0 24,720 10,647 74,705 25,277 0 250 3,213 4,837
Changes from: November 14, 2023 Total Change is: 10,331
731 1,756 1,999 0 0 0 1,250 750 6,579 1,000 0 250 -1,478 -1,003
Percent of Open Interest Represented by Each Category of Trader
36.2 36.2 33.6 0.0 9.0 0.0 5.8 2.5 17.6 6.0 0.0 0.1 0.8 1.1
Number of Traders in Each Category Total Traders: 34
7 12 18 0 . 0 4 4 10 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 39,751
Positions
5,053 2,342 0 22,478 23,560 2,247 1,004 2,582 219 250 2,063 1 8,499 6,737
Changes from: November 14, 2023 Total Change is: -931
-392 309 -15 -708 119 -187 -534 -203 -138 0 663 1 1,042 -1,480
Percent of Open Interest Represented by Each Category of Trader
12.7 5.9 0.0 56.5 59.3 5.7 2.5 6.5 0.6 0.6 5.2 0.0 21.4 16.9
Number of Traders in Each Category Total Traders: 61
5 4 0 25 15 12 4 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 $20)
CFTC Code #20974+ Open Interest is 295,027
Positions
49,488 110,707 2,732 110,056 16,983 6,912 45,606 48,468 13,295 21,122 52,678 1,049 44,766 42,203
Changes from: November 14, 2023 Total Change is: 10,309
2,729 10,384 -57 9,040 550 -268 -1,158 3,294 -773 -2,177 -811 214 2,759 -2,224
Percent of Open Interest Represented by Each Category of Trader
16.8 37.5 0.9 37.3 5.8 2.3 15.5 16.4 4.5 7.2 17.9 0.4 15.2 14.3
Number of Traders in Each Category Total Traders: 316
29 29 14 80 29 37 57 47 35 16 27 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 MINI - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 284,312
Positions
49,906 110,335 2,205 109,690 16,983 6,897 43,581 52,647 8,250 21,198 50,651 789 41,796 35,555
Changes from: November 14, 2023 Total Change is: 10,525
2,681 10,150 146 8,960 550 -258 -2,560 1,598 1,337 -1,960 -653 -5 2,184 -2,340
Percent of Open Interest Represented by Each Category of Trader
17.6 38.8 0.8 38.6 6.0 2.4 15.3 18.5 2.9 7.5 17.8 0.3 14.7 12.5
Number of Traders in Each Category Total Traders: 288
28 26 12 74 29 36 51 46 31 11 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 107,150
Positions
1,029 8,931 62 3,663 0 151 66,653 4,609 4,054 1,439 22,465 400 29,699 66,478
Changes from: November 14, 2023 Total Change is: -2,159
-1,542 315 -1 801 0 -99 -4,085 -1,138 -3,002 26 620 -10 5,753 1,156
Percent of Open Interest Represented by Each Category of Trader
1.0 8.3 0.1 3.4 0.0 0.1 62.2 4.3 3.8 1.3 21.0 0.4 27.7 62.0
Number of Traders in Each Category Total Traders: 44
. . . 7 0 . 14 6 4 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 537,080
Positions
108,626 109,615 11,890 185,533 169,513 37,313 128,874 123,525 5,493 31,939 56,309 245 27,167 23,177
Changes from: November 14, 2023 Total Change is: -15,584
-7,693 1,465 -1,658 -1,610 2,440 -1,426 -12,862 -15,909 -437 5,790 2,874 6 4,306 -2,939
Percent of Open Interest Represented by Each Category of Trader
20.2 20.4 2.2 34.5 31.6 6.9 24.0 23.0 1.0 5.9 10.5 0.0 5.1 4.3
Number of Traders in Each Category Total Traders: 344
29 21 6 81 71 46 46 64 29 15 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 26,131
Positions
11,331 10,707 0 13,505 13,940 0 358 523 0 0 0 0 937 961
Changes from: November 14, 2023 Total Change is: 654
-398 714 0 908 -224 0 0 0 0 0 0 0 144 164
Percent of Open Interest Represented by Each Category of Trader
43.4 41.0 0.0 51.7 53.3 0.0 1.4 2.0 0.0 0.0 0.0 0.0 3.6 3.7
Number of Traders in Each Category Total Traders: 23
. 6 0 9 5 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 16,877
Positions
1,492 9,375 0 9,931 400 12 1,382 2,634 45 364 1,567 0 3,651 2,844
Changes from: November 14, 2023 Total Change is: 667
0 105 0 646 400 10 76 448 0 0 -121 0 -65 -175
Percent of Open Interest Represented by Each Category of Trader
8.8 55.5 0.0 58.8 2.4 0.1 8.2 15.6 0.3 2.2 9.3 0.0 21.6 16.9
Number of Traders in Each Category Total Traders: 25
. 4 0 10 . . . 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 64,077
Positions
14,133 22,098 4,849 16,212 1,838 504 14,463 3,677 1,520 2,873 466 0 9,523 29,125
Changes from: November 14, 2023 Total Change is: -2,659
-168 172 604 -502 187 -16 -822 -727 319 -766 0 0 -1,308 -3,198
Percent of Open Interest Represented by Each Category of Trader
22.1 34.5 7.6 25.3 2.9 0.8 22.6 5.7 2.4 4.5 0.7 0.0 14.9 45.5
Number of Traders in Each Category Total Traders: 61
11 8 . 12 . 5 15 6 7 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 393,445
Positions
35,731 202,620 1,644 277,549 61,965 30,166 17,413 31,736 2,942 16,947 55,298 1,073 9,980 6,001
Changes from: November 14, 2023 Total Change is: -1,059
-13 7,044 8 538 -5,052 -4,230 1,967 872 482 100 945 -100 189 -1,028
Percent of Open Interest Represented by Each Category of Trader
9.1 51.5 0.4 70.5 15.7 7.7 4.4 8.1 0.7 4.3 14.1 0.3 2.5 1.5
Number of Traders in Each Category Total Traders: 198
14 16 5 83 42 36 17 19 10 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 EM INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 999,029
Positions
73,847 441,867 15,578 609,533 273,027 114,795 107,493 110,634 7,380 37,554 17,443 2,258 30,591 16,047
Changes from: November 14, 2023 Total Change is: 3,674
3,291 28,863 -598 16,088 -26,137 -4,372 -5,789 -638 26 -7,199 5,739 -31 2,258 822
Percent of Open Interest Represented by Each Category of Trader
7.4 44.2 1.6 61.0 27.3 11.5 10.8 11.1 0.7 3.8 1.7 0.2 3.1 1.6
Number of Traders in Each Category Total Traders: 403
23 20 8 159 69 79 56 36 23 25 15 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 268,731
Positions
14,663 191,149 39,643 54,434 0 1,848 125,073 5,193 24,376 8,352 6,449 0 342 73
Changes from: November 14, 2023 Total Change is: 8,424
279 7,156 1,177 1,442 0 0 3,436 22 283 2,172 0 0 -365 -214
Percent of Open Interest Represented by Each Category of Trader
5.5 71.1 14.8 20.3 0.0 0.7 46.5 1.9 9.1 3.1 2.4 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 109
11 24 16 17 0 . 37 6 12 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,382,150
Positions
38,910 192,384 8,029 715,598 278,047 186,256 81,153 396,386 56,928 76,791 94,369 16,996 201,489 152,755
Changes from: November 14, 2023 Total Change is: 28,013
1,233 -708 2,413 -15,982 -10,614 -863 11,854 -7,788 17,824 -248 716 16,580 -4,798 10,453
Percent of Open Interest Represented by Each Category of Trader
2.8 13.9 0.6 51.8 20.1 13.5 5.9 28.7 4.1 5.6 6.8 1.2 14.6 11.1
Number of Traders in Each Category Total Traders: 208
12 16 10 65 37 65 19 40 26 4 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,651,168
Positions
9,291 61,564 3,520 935,303 266,923 297,788 98,289 735,209 68,973 50,629 48,451 3,614 183,761 165,126
Changes from: November 14, 2023 Total Change is: 66,288
1,808 -6,562 1,276 -433 -9,280 10,222 3,785 11,238 35,156 -167 325 3,600 11,041 20,313
Percent of Open Interest Represented by Each Category of Trader
0.6 3.7 0.2 56.6 16.2 18.0 6.0 44.5 4.2 3.1 2.9 0.2 11.1 10.0
Number of Traders in Each Category Total Traders: 170
. 11 6 72 26 55 13 33 17 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 4,203,989
Positions
143,788 360,668 45,263 1,894,239 513,504 313,802 894,098 2,516,975 112,968 494,504 181,480 29,376 275,951 129,953
Changes from: November 14, 2023 Total Change is: -4,604
6,110 -6,807 14,334 5,378 9,860 23,580 -75,538 -75,110 21,014 -12,499 9,768 1,146 11,871 -2,389
Percent of Open Interest Represented by Each Category of Trader
3.4 8.6 1.1 45.1 12.2 7.5 21.3 59.9 2.7 11.8 4.3 0.7 6.6 3.1
Number of Traders in Each Category Total Traders: 472
33 31 19 155 45 98 79 69 53 48 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 10Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,958,141
Positions
152,417 278,704 93,080 2,352,682 1,148,048 737,669 365,976 1,821,446 238,674 514,268 194,462 56,975 446,400 389,083
Changes from: November 14, 2023 Total Change is: 214,924
17,898 -4,850 23,278 -3,498 31,476 24,152 -38,872 -41,189 121,467 5,904 -12,799 53,979 10,616 19,410
Percent of Open Interest Represented by Each Category of Trader
3.1 5.6 1.9 47.5 23.2 14.9 7.4 36.7 4.8 10.4 3.9 1.1 9.0 7.8
Number of Traders in Each Category Total Traders: 430
26 31 23 130 62 108 58 75 67 25 22 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 UST 10Y - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 2,268,144
Positions
71,372 183,033 7,581 1,026,994 559,209 419,340 251,740 606,096 107,335 167,290 87,595 1,935 214,557 296,020
Changes from: November 14, 2023 Total Change is: 225,220
-619 11,566 3,156 20,794 4,802 113,645 7,104 -16,252 77,594 1,621 -4,047 956 969 33,800
Percent of Open Interest Represented by Each Category of Trader
3.1 8.1 0.3 45.3 24.7 18.5 11.1 26.7 4.7 7.4 3.9 0.1 9.5 13.1
Number of Traders in Each Category Total Traders: 193
4 17 5 55 49 61 14 35 22 9 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 6,022
Positions
0 0 0 0 0 0 924 990 3,399 619 518 0 1,080 1,115
Changes from: November 14, 2023 Total Change is: 131
0 0 0 0 0 0 84 -119 124 6 94 -6 -77 38
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 15.3 16.4 56.4 10.3 8.6 0.0 17.9 18.5
Number of Traders in Each Category Total Traders: 24
0 0 0 0 0 0 . . . 7 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 6,172,960
Positions
154,431 647,834 33,888 2,913,146 1,017,508 759,737 1,033,170 3,067,252 196,127 593,070 112,580 51,170 438,221 286,864
Changes from: November 14, 2023 Total Change is: 88,492
-3,623 -98,628 3,381 -63,579 22,305 44,937 2,646 83,202 20,757 33,197 -11,838 49,343 1,433 -24,967
Percent of Open Interest Represented by Each Category of Trader
2.5 10.5 0.5 47.2 16.5 12.3 16.7 49.7 3.2 9.6 1.8 0.8 7.1 4.6
Number of Traders in Each Category Total Traders: 400
22 31 16 150 34 101 54 69 52 28 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
FED FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,762,263
Positions
499,482 229,451 481,687 42,578 34,815 44,906 215,797 485,669 415,591 12,972 3,080 13,473 35,777 53,591
Changes from: November 14, 2023 Total Change is: -4,561
-30,463 18,168 -1,732 -24,463 1,847 19,982 18,971 -40,569 4,383 7,163 -3,456 -93 1,691 -3,091
Percent of Open Interest Represented by Each Category of Trader
28.3 13.0 27.3 2.4 2.0 2.5 12.2 27.6 23.6 0.7 0.2 0.8 2.0 3.0
Number of Traders in Each Category Total Traders: 148
28 28 49 . 7 7 34 38 57 5 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE (2,500 X CONTRACT GRADE IMM INDEX)
CFTC Code #047745 Open Interest is 27,205
Positions
13,345 12,046 5,400 326 52 221 519 1,752 7,168 100 442 89 37 35
Changes from: November 14, 2023 Total Change is: -321
-247 -136 -485 -127 -34 -16 71 -266 520 0 103 0 -37 -7
Percent of Open Interest Represented by Each Category of Trader
49.1 44.3 19.8 1.2 0.2 0.8 1.9 6.4 26.3 0.4 1.6 0.3 0.1 0.1
Number of Traders in Each Category Total Traders: 39
13 4 9 . . . 6 10 15 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-3M - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is10,506,431
Positions
2,313,808 2,897,873 1,454,142 405,547 798,238 962,936 2,116,610 969,441 3,029,584 68,246 237,301 119,009 36,549 37,907
Changes from: November 14, 2023 Total Change is: -33,969
64,494 -17,897 -80,647 -179,207 -6,509 17,591 55,461 -36,412 85,784 -407 -1,268 1,576 1,386 3,813
Percent of Open Interest Represented by Each Category of Trader
22.0 27.6 13.8 3.9 7.6 9.2 20.1 9.2 28.8 0.6 2.3 1.1 0.3 0.4
Number of Traders in Each Category Total Traders: 882
63 118 138 38 84 61 136 156 196 108 106 108
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-1M - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 932,894
Positions
362,528 288,830 201,935 128,145 3,305 4,506 101,273 283,803 127,054 3,197 19,202 337 3,919 3,922
Changes from: November 14, 2023 Total Change is: 89,368
45,458 6,228 -5,033 15,299 686 -16 34,380 85,572 -3,718 -426 2,094 -62 3,486 3,617
Percent of Open Interest Represented by Each Category of Trader
38.9 31.0 21.6 13.7 0.4 0.5 10.9 30.4 13.6 0.3 2.1 0.0 0.4 0.4
Number of Traders in Each Category Total Traders: 189
28 57 56 . 6 . 26 52 47 10 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #342603 Open Interest is 17,971
Positions
2,394 0 0 0 38 0 13,562 12,314 1,980 35 3,638 0 0 1
Changes from: November 14, 2023 Total Change is: -340
-1,381 0 0 0 0 0 372 -753 669 0 -234 0 0 -22
Percent of Open Interest Represented by Each Category of Trader
13.3 0.0 0.0 0.0 0.2 0.0 75.5 68.5 11.0 0.2 20.2 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. 0 0 0 . 0 . 7 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #343603 Open Interest is 69,344
Positions
2,546 25 31,585 40 208 0 4,045 17,666 19,265 11,863 575 0 0 20
Changes from: November 14, 2023 Total Change is: 1,196
0 -70 0 0 0 0 145 1,412 -150 1,201 4 0 0 0
Percent of Open Interest Represented by Each Category of Trader
3.7 0.0 45.5 0.1 0.3 0.0 5.8 25.5 27.8 17.1 0.8 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 25
. . . . . 0 . 5 . 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344605 Open Interest is 32,832
Positions
6,858 0 1,253 0 469 0 1,310 23,474 2,839 20,572 4,736 0 0 61
Changes from: November 14, 2023 Total Change is: 1,785
-130 0 0 0 0 0 -965 1,924 0 2,880 -139 0 0 0
Percent of Open Interest Represented by Each Category of Trader
20.9 0.0 3.8 0.0 1.4 0.0 4.0 71.5 8.6 62.7 14.4 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 28
. 0 . 0 . 0 . 9 . 7 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 21,939
Positions
850 6,226 178 10,973 34 250 3,780 11,322 931 2,701 1,153 612 1,664 1,233
Changes from: November 14, 2023 Total Change is: 736
16 687 12 87 34 -13 -178 687 -429 1,354 -561 -168 55 487
Percent of Open Interest Represented by Each Category of Trader
3.9 28.4 0.8 50.0 0.2 1.1 17.2 51.6 4.2 12.3 5.3 2.8 7.6 5.6
Number of Traders in Each Category Total Traders: 130
5 11 4 17 . . 36 39 26 12 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 21, 2023
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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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MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 14,267
Positions
2,903 7,823 611 1,636 10 55 2,055 3,437 749 2,675 579 19 3,564 984
Changes from: November 14, 2023 Total Change is: 895
-499 185 611 3 -28 -4 -33 -435 636 98 -61 -4 87 -5
Percent of Open Interest Represented by Each Category of Trader
20.3 54.8 4.3 11.5 0.1 0.4 14.4 24.1 5.2 18.7 4.1 0.1 25.0 6.9
Number of Traders in Each Category Total Traders: 95
4 . . 6 . . 16 12 4 48 7 .
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Traders in Financial Futures - Futures Only Positions as of November 21, 2023
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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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Nano Bitcoin - LMX LABS LLC 1/100 X Bitcoin Contract $300
CFTC Code #133LM1 Open Interest is 5,800
Positions
0 2,062 0 0 0 0 893 1,986 42 3,783 1,378 20 1,062 312
Changes from: November 14, 2023 Total Change is: 27
0 -564 -179 0 0 0 664 -204 42 -723 909 20 203 3
Percent of Open Interest Represented by Each Category of Trader
0.0 35.6 0.0 0.0 0.0 0.0 15.4 34.2 0.7 65.2 23.8 0.3 18.3 5.4
Number of Traders in Each Category Total Traders: 48
0 . 0 0 0 0 . . . 29 14 .
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Traders in Financial Futures - Futures Only Positions as of November 21, 2023
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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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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 5,319
Positions
189 1,047 133 1,400 0 14 1,757 2,617 278 647 908 0 901 322
Changes from: November 14, 2023 Total Change is: -66
0 85 80 7 -31 0 -59 -203 19 -14 44 -6 -93 -54
Percent of Open Interest Represented by Each Category of Trader
3.6 19.7 2.5 26.3 0.0 0.3 33.0 49.2 5.2 12.2 17.1 0.0 16.9 6.1
Number of Traders in Each Category Total Traders: 71
4 8 . 9 0 . 18 23 7 6 . 0
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Traders in Financial Futures - Futures Only Positions as of November 21, 2023
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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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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 18,950
Positions
0 4,154 0 1,913 321 600 1,902 9,149 1,852 11,820 2,476 60 803 338
Changes from: November 14, 2023 Total Change is: -882
0 -2,278 -125 -271 -96 0 -485 674 938 -951 35 0 12 -30
Percent of Open Interest Represented by Each Category of Trader
0.0 21.9 0.0 10.1 1.7 3.2 10.0 48.3 9.8 62.4 13.1 0.3 4.2 1.8
Number of Traders in Each Category Total Traders: 101
0 . 0 . . . 9 5 . 69 13 .
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Traders in Financial Futures - Futures Only Positions as of November 21, 2023
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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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NANO ETHER - LMX LABS LLC 0.1 Ether or 1/10 X$2,000 = $200
CFTC Code #146LM1 Open Interest is 4,684
Positions
0 967 234 0 0 0 25 2,026 10 3,725 1,228 20 670 199
Changes from: November 14, 2023 Total Change is: 182
0 -822 -90 0 0 0 -38 395 -9 356 674 20 -57 14
Percent of Open Interest Represented by Each Category of Trader
0.0 20.6 5.0 0.0 0.0 0.0 0.5 43.3 0.2 79.5 26.2 0.4 14.3 4.2
Number of Traders in Each Category Total Traders: 44
0 . . 0 0 0 . . . 30 9 .
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Traders in Financial Futures - Futures Only Positions as of November 21, 2023
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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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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 37,894
Positions
0 24,274 0 16,497 180 683 13,890 6,647 484 3,052 2,373 0 3,288 3,253
Changes from: November 14, 2023 Total Change is: -948
0 98 0 -1,774 -111 -19 -131 -1,535 62 1,241 275 0 -327 282
Percent of Open Interest Represented by Each Category of Trader
0.0 64.1 0.0 43.5 0.5 1.8 36.7 17.5 1.3 8.1 6.3 0.0 8.7 8.6
Number of Traders in Each Category Total Traders: 96
0 . 0 16 . . 24 16 . 17 18 0
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Traders in Financial Futures - Futures Only Positions as of November 21, 2023
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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 391,357
Positions
44,695 23,994 18,476 92,614 83,113 60,432 61,193 94,315 63,621 11,010 7,730 13,543 25,773 26,133
Changes from: November 14, 2023 Total Change is: -23,767
-15,422 -33,594 4,271 5,810 3,938 4,081 -17,493 8,558 -7,060 4,056 1,388 -4,849 2,839 -500
Percent of Open Interest Represented by Each Category of Trader
11.4 6.1 4.7 23.7 21.2 15.4 15.6 24.1 16.3 2.8 2.0 3.5 6.6 6.7
Number of Traders in Each Category Total Traders: 208
13 12 19 21 34 26 40 48 57 15 10 22
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Traders in Financial Futures - Futures Only Positions as of November 21, 2023
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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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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 64,620
Positions
50,871 46,805 0 10,738 4,834 94 1,939 12,367 377 347 108 10 244 25
Changes from: November 14, 2023 Total Change is: 285
0 0 0 172 661 -323 346 -151 54 57 47 4 -25 -7
Percent of Open Interest Represented by Each Category of Trader
78.7 72.4 0.0 16.6 7.5 0.1 3.0 19.1 0.6 0.5 0.2 0.0 0.4 0.0
Number of Traders in Each Category Total Traders: 39
7 . 0 11 4 . 4 6 . 4 . .
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Updated November 27, 2023