Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 156,194
Positions
3,703 65,308 3,277 58,557 11,337 4,544 27,513 44,701 2,551 11,192 2,898 820 44,037 20,758
Changes from: October 26, 2021 Total Change is: -3,281
24 906 -11 3,557 -723 -1,018 -7,336 -4,508 460 -616 -76 -249 1,908 1,938
Percent of Open Interest Represented by Each Category of Trader
2.4 41.8 2.1 37.5 7.3 2.9 17.6 28.6 1.6 7.2 1.9 0.5 28.2 13.3
Number of Traders in Each Category Total Traders: 103
5 8 4 20 11 6 21 25 13 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 51,613
Positions
29,832 1,543 61 4,215 12,992 1,045 2,809 17,472 166 0 0 0 13,485 18,334
Changes from: October 26, 2021 Total Change is: -2,692
-8,082 -6 -2 850 -2,165 292 139 3,212 -14 0 0 0 4,125 -4,009
Percent of Open Interest Represented by Each Category of Trader
57.8 3.0 0.1 8.2 25.2 2.0 5.4 33.9 0.3 0.0 0.0 0.0 26.1 35.5
Number of Traders in Each Category Total Traders: 47
8 . . 5 12 6 4 16 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 166,780
Positions
29,872 32,947 1,529 46,442 51,098 4,657 49,567 33,952 4,266 3,154 7,723 0 27,293 30,608
Changes from: October 26, 2021 Total Change is: 10,285
6,075 -1,011 521 -3,882 9,303 -78 6,520 -1,708 1,282 0 107 0 -153 1,869
Percent of Open Interest Represented by Each Category of Trader
17.9 19.8 0.9 27.8 30.6 2.8 29.7 20.4 2.6 1.9 4.6 0.0 16.4 18.4
Number of Traders in Each Category Total Traders: 121
7 8 4 18 31 13 28 22 15 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 251,058
Positions
148,738 15,373 208 47,510 96,364 5,939 22,561 90,828 2,892 2,266 129 0 20,944 39,325
Changes from: October 26, 2021 Total Change is: -14,196
-6,699 374 109 5,548 -6,102 934 -15,725 -8,024 -53 0 5 0 1,690 -1,439
Percent of Open Interest Represented by Each Category of Trader
59.2 6.1 0.1 18.9 38.4 2.4 9.0 36.2 1.2 0.9 0.1 0.0 8.3 15.7
Number of Traders in Each Category Total Traders: 128
11 . 6 19 30 11 22 39 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 678,024
Positions
54,829 313,129 3,840 391,933 157,316 30,000 55,382 96,689 8,024 43,684 7,560 6,172 84,160 55,294
Changes from: October 26, 2021 Total Change is: -2,350
1,863 4,558 -23 -3,184 4,592 1,613 -611 -9,875 254 274 422 -13 -2,523 -3,878
Percent of Open Interest Represented by Each Category of Trader
8.1 46.2 0.6 57.8 23.2 4.4 8.2 14.3 1.2 6.4 1.1 0.9 12.4 8.2
Number of Traders in Each Category Total Traders: 334
17 15 7 109 46 47 45 54 23 36 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 33,385
Positions
1,007 11,595 0 12,633 10,061 2,631 2,225 3,678 0 0 0 0 14,889 5,420
Changes from: October 26, 2021 Total Change is: 643
137 -12 0 -211 969 32 212 7 0 0 0 0 473 -353
Percent of Open Interest Represented by Each Category of Trader
3.0 34.7 0.0 37.8 30.1 7.9 6.7 11.0 0.0 0.0 0.0 0.0 44.6 16.2
Number of Traders in Each Category Total Traders: 25
. . 0 13 5 8 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 23,086
Positions
5,185 0 0 6,590 13,150 1,372 0 3,798 766 0 0 0 9,173 4,000
Changes from: October 26, 2021 Total Change is: -646
-42 0 0 22 -288 -13 -665 -208 0 0 0 0 52 -137
Percent of Open Interest Represented by Each Category of Trader
22.5 0.0 0.0 28.5 57.0 5.9 0.0 16.5 3.3 0.0 0.0 0.0 39.7 17.3
Number of Traders in Each Category Total Traders: 24
. 0 0 7 9 5 0 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 162,888
Positions
71,099 13,552 213 48,561 64,604 2,274 11,171 52,778 2,756 1,065 2,488 0 25,749 24,223
Changes from: October 26, 2021 Total Change is: 2,877
-3,191 3,952 13 3,881 -3,791 -442 -260 3,090 -591 150 8 0 3,317 638
Percent of Open Interest Represented by Each Category of Trader
43.6 8.3 0.1 29.8 39.7 1.4 6.9 32.4 1.7 0.7 1.5 0.0 15.8 14.9
Number of Traders in Each Category Total Traders: 93
9 9 . 16 14 7 14 26 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 61,601
Positions
105 34,128 2 41,368 100 105 11,085 21,508 0 6,093 4,815 0 2,843 943
Changes from: October 26, 2021 Total Change is: 8,227
-23 93 0 9,785 100 -111 -1,599 8,091 0 537 50 0 -362 4
Percent of Open Interest Represented by Each Category of Trader
0.2 55.4 0.0 67.2 0.2 0.2 18.0 34.9 0.0 9.9 7.8 0.0 4.6 1.5
Number of Traders in Each Category Total Traders: 65
. 5 . 16 . . 23 6 0 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 167,676
Positions
36,999 105,107 1,072 63,731 3,401 1,198 50,810 30,585 1,632 6,585 21,255 89 5,560 3,337
Changes from: October 26, 2021 Total Change is: 5,134
5,440 463 -1 -3,493 347 -178 2,935 5,405 626 1,056 -1,177 -62 -1,189 -289
Percent of Open Interest Represented by Each Category of Trader
22.1 62.7 0.6 38.0 2.0 0.7 30.3 18.2 1.0 3.9 12.7 0.1 3.3 2.0
Number of Traders in Each Category Total Traders: 152
. 10 . 17 8 6 49 38 10 11 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 31,674
Positions
13,762 495 247 4,618 14,334 0 4,649 11,415 116 5,233 1,933 26 3,023 3,108
Changes from: October 26, 2021 Total Change is: -14,399
13,493 -1,248 -13,604 459 1,045 -45 -12,748 1,125 -1,791 320 38 -20 -463 101
Percent of Open Interest Represented by Each Category of Trader
43.4 1.6 0.8 14.6 45.3 0.0 14.7 36.0 0.4 16.5 6.1 0.1 9.5 9.8
Number of Traders in Each Category Total Traders: 68
. . . 7 6 0 14 17 4 15 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 45,436
Positions
3,535 21,718 0 8,665 4,636 1,760 23,865 12,763 337 1,351 1,063 30 5,893 3,129
Changes from: October 26, 2021 Total Change is: 2,375
195 3,880 0 -1,057 1,513 453 2,928 -2,772 -376 158 -201 0 74 -122
Percent of Open Interest Represented by Each Category of Trader
7.8 47.8 0.0 19.1 10.2 3.9 52.5 28.1 0.7 3.0 2.3 0.1 13.0 6.9
Number of Traders in Each Category Total Traders: 99
4 9 0 13 12 7 32 19 6 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 14,171
Positions
2,367 1,392 0 4,076 3,043 0 6,097 6,769 5 239 1,178 2 1,385 1,782
Changes from: October 26, 2021 Total Change is: -107
201 0 0 -3,622 208 0 4,528 -249 -847 -265 610 0 -102 171
Percent of Open Interest Represented by Each Category of Trader
16.7 9.8 0.0 28.8 21.5 0.0 43.0 47.8 0.0 1.7 8.3 0.0 9.8 12.6
Number of Traders in Each Category Total Traders: 36
. . 0 4 4 0 8 11 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 57,066
Positions
14,755 24,720 654 17,654 1,398 270 12,696 5,960 1,048 880 15,816 0 9,111 7,201
Changes from: October 26, 2021 Total Change is: 2,418
-278 1,974 39 1,954 -222 -44 -411 182 105 649 170 0 404 215
Percent of Open Interest Represented by Each Category of Trader
25.9 43.3 1.1 30.9 2.4 0.5 22.2 10.4 1.8 1.5 27.7 0.0 16.0 12.6
Number of Traders in Each Category Total Traders: 112
14 20 5 26 4 6 28 11 6 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 114,131
Positions
29,509 49,439 1,308 35,307 2,795 540 25,391 11,919 2,096 1,759 31,632 0 18,221 14,402
Changes from: October 26, 2021 Total Change is: 4,835
-556 3,947 78 3,907 -444 -87 -822 363 209 1,298 339 0 808 430
Percent of Open Interest Represented by Each Category of Trader
25.9 43.3 1.1 30.9 2.4 0.5 22.2 10.4 1.8 1.5 27.7 0.0 16.0 12.6
Number of Traders in Each Category Total Traders: 112
14 20 5 26 4 6 28 11 6 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 41,895
Positions
8,036 25,589 1,673 26,190 9,728 1,564 1,633 3,080 0 0 0 0 2,799 261
Changes from: October 26, 2021 Total Change is: -981
827 64 212 -2,276 15 5 86 -1,181 0 0 0 0 165 -96
Percent of Open Interest Represented by Each Category of Trader
19.2 61.1 4.0 62.5 23.2 3.7 3.9 7.4 0.0 0.0 0.0 0.0 6.7 0.6
Number of Traders in Each Category Total Traders: 37
6 7 . 17 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 486,386
Positions
35,410 133,054 19,442 229,398 76,854 60,146 51,865 59,437 8,867 25,119 80,171 959 55,181 47,457
Changes from: October 26, 2021 Total Change is: 5,425
-3,077 -3,237 5,626 -3,828 3,479 -1,765 5,072 -1,532 879 2,099 3,269 195 226 -1,488
Percent of Open Interest Represented by Each Category of Trader
7.3 27.4 4.0 47.2 15.8 12.4 10.7 12.2 1.8 5.2 16.5 0.2 11.3 9.8
Number of Traders in Each Category Total Traders: 535
31 35 23 166 70 102 78 87 63 33 35 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 31,767
Positions
9,997 30,167 0 13,586 0 90 3,876 360 0 0 0 0 4,218 1,150
Changes from: October 26, 2021 Total Change is: 646
25 810 0 -386 0 90 366 -337 0 0 0 0 551 83
Percent of Open Interest Represented by Each Category of Trader
31.5 95.0 0.0 42.8 0.0 0.3 12.2 1.1 0.0 0.0 0.0 0.0 13.3 3.6
Number of Traders in Each Category Total Traders: 36
4 11 0 13 0 . 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,431,931
Positions
177,051 665,270 97,210 1,146,988 384,268 300,730 259,326 297,185 44,334 125,595 400,856 4,794 275,903 237,284
Changes from: October 26, 2021 Total Change is: 27,126
-15,386 -16,185 28,128 -19,138 17,397 -8,827 25,358 -7,659 4,393 10,494 16,344 974 1,130 -7,439
Percent of Open Interest Represented by Each Category of Trader
7.3 27.4 4.0 47.2 15.8 12.4 10.7 12.2 1.8 5.2 16.5 0.2 11.3 9.8
Number of Traders in Each Category Total Traders: 535
31 35 23 166 70 102 78 87 63 33 35 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 35,126
Positions
14,003 32,145 0 14,893 481 0 2,323 724 92 0 0 0 3,815 1,684
Changes from: October 26, 2021 Total Change is: 200
19 -173 0 -215 0 0 141 -354 -2 0 0 0 257 729
Percent of Open Interest Represented by Each Category of Trader
39.9 91.5 0.0 42.4 1.4 0.0 6.6 2.1 0.3 0.0 0.0 0.0 10.9 4.8
Number of Traders in Each Category Total Traders: 42
6 9 0 19 . 0 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 23,681
Positions
14,800 20,901 0 6,278 1,120 458 0 203 0 0 0 0 2,145 999
Changes from: October 26, 2021 Total Change is: -326
220 9 0 -490 0 0 -327 -414 0 0 0 0 271 79
Percent of Open Interest Represented by Each Category of Trader
62.5 88.3 0.0 26.5 4.7 1.9 0.0 0.9 0.0 0.0 0.0 0.0 9.1 4.2
Number of Traders in Each Category Total Traders: 20
. 10 0 6 . . 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 128,193
Positions
12,485 2,238 0 15,522 2,936 183 31,593 76,811 3,629 2,241 0 0 62,540 42,396
Changes from: October 26, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
9.7 1.7 0.0 12.1 2.3 0.1 24.6 59.9 2.8 1.7 0.0 0.0 48.8 33.1
Number of Traders in Each Category Total Traders: 20
. . 0 4 . . 4 7 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 40,612
Positions
5,695 8,442 158 19,771 20,775 3,015 2,970 4,004 114 0 0 0 8,889 4,104
Changes from: October 26, 2021 Total Change is: 58
-90 29 -103 295 -935 323 336 570 111 0 0 0 -814 63
Percent of Open Interest Represented by Each Category of Trader
14.0 20.8 0.4 48.7 51.2 7.4 7.3 9.9 0.3 0.0 0.0 0.0 21.9 10.1
Number of Traders in Each Category Total Traders: 65
4 6 . 27 15 9 6 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 455,400
Positions
94,445 65,349 3,989 213,440 164,095 42,207 56,738 113,360 4,153 4,913 42,581 54 35,461 19,612
Changes from: October 26, 2021 Total Change is: -5,100
-12,871 5,284 155 3,844 -5,968 -850 1,594 -5,256 -338 -108 704 22 3,452 1,147
Percent of Open Interest Represented by Each Category of Trader
20.7 14.3 0.9 46.9 36.0 9.3 12.5 24.9 0.9 1.1 9.4 0.0 7.8 4.3
Number of Traders in Each Category Total Traders: 343
27 18 5 92 61 54 50 64 18 13 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 27,090
Positions
8,147 25,293 0 11,998 466 0 3,757 667 0 1,559 0 0 1,629 664
Changes from: October 26, 2021 Total Change is: 167
0 0 0 198 0 0 -94 292 0 0 0 0 63 -125
Percent of Open Interest Represented by Each Category of Trader
30.1 93.4 0.0 44.3 1.7 0.0 13.9 2.5 0.0 5.8 0.0 0.0 6.0 2.5
Number of Traders in Each Category Total Traders: 29
. 6 0 12 . 0 4 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 17,113
Positions
0 12,150 0 10,450 0 25 1,270 2,042 0 674 741 0 4,694 2,155
Changes from: October 26, 2021 Total Change is: -536
-586 -6 0 109 0 -3 -76 24 0 0 -250 0 20 -301
Percent of Open Interest Represented by Each Category of Trader
0.0 71.0 0.0 61.1 0.0 0.1 7.4 11.9 0.0 3.9 4.3 0.0 27.4 12.6
Number of Traders in Each Category Total Traders: 21
0 4 0 10 0 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 55,756
Positions
17,883 3,361 1,273 12,734 4,855 584 10,265 8,501 1,487 5,381 0 1 6,148 35,694
Changes from: October 26, 2021 Total Change is: 6,138
465 -586 -36 -170 95 -24 1,629 537 447 3,894 -282 -10 -57 5,997
Percent of Open Interest Represented by Each Category of Trader
32.1 6.0 2.3 22.8 8.7 1.0 18.4 15.2 2.7 9.7 0.0 0.0 11.0 64.0
Number of Traders in Each Category Total Traders: 71
14 6 . 13 4 4 20 11 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 397,340
Positions
32,826 251,717 3,143 276,820 65,214 47,323 15,931 10,229 684 9,892 12,910 212 10,509 5,908
Changes from: October 26, 2021 Total Change is: 7,256
538 8,539 -188 3,977 -3,797 1,498 1,865 -2,191 158 -92 3,769 -20 -480 -512
Percent of Open Interest Represented by Each Category of Trader
8.3 63.4 0.8 69.7 16.4 11.9 4.0 2.6 0.2 2.5 3.2 0.1 2.6 1.5
Number of Traders in Each Category Total Traders: 186
10 14 6 83 39 37 19 11 5 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,053,696
Positions
76,582 486,437 4,683 687,788 324,031 119,051 81,098 65,195 5,958 49,963 33,997 1,110 27,463 13,234
Changes from: October 26, 2021 Total Change is: 232
-3,611 9,359 -1,703 11,752 -8,774 4,587 -3,933 -5,602 1,443 -8,661 2,267 -78 436 -1,267
Percent of Open Interest Represented by Each Category of Trader
7.3 46.2 0.4 65.3 30.8 11.3 7.7 6.2 0.6 4.7 3.2 0.1 2.6 1.3
Number of Traders in Each Category Total Traders: 401
28 19 11 148 81 81 55 30 27 26 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 241,102
Positions
29,813 170,768 47,962 17,294 7,397 2,656 129,621 580 11,503 1,259 177 0 994 59
Changes from: October 26, 2021 Total Change is: 2,367
-1,955 627 1,527 0 0 0 6,190 0 285 22 0 0 -3,702 -72
Percent of Open Interest Represented by Each Category of Trader
12.4 70.8 19.9 7.2 3.1 1.1 53.8 0.2 4.8 0.5 0.1 0.0 0.4 0.0
Number of Traders in Each Category Total Traders: 86
11 23 15 13 . . 26 . 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 51,117
Positions
14,256 17,087 230 14,271 7,881 713 12,176 12,757 486 1,756 2,938 27 7,202 8,998
Changes from: October 26, 2021 Total Change is: 2,015
1,269 1,407 4 983 -65 -112 571 -20 -140 -103 233 4 -459 705
Percent of Open Interest Represented by Each Category of Trader
27.9 33.4 0.5 27.9 15.4 1.4 23.8 25.0 1.0 3.4 5.7 0.1 14.1 17.6
Number of Traders in Each Category Total Traders: 293
31 23 5 55 47 30 38 58 20 15 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 255,587
Positions
71,280 85,433 1,152 71,353 39,405 3,567 60,882 63,786 2,430 8,779 14,690 134 36,010 44,990
Changes from: October 26, 2021 Total Change is: 10,077
6,343 7,037 20 4,914 -326 -561 2,856 -102 -701 -516 1,166 19 -2,297 3,525
Percent of Open Interest Represented by Each Category of Trader
27.9 33.4 0.5 27.9 15.4 1.4 23.8 25.0 1.0 3.4 5.7 0.1 14.1 17.6
Number of Traders in Each Category Total Traders: 293
31 23 5 55 47 30 38 58 20 15 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 92,895
Positions
420 7,334 0 277 0 0 58,586 48,074 976 1,249 3,305 1 31,386 33,205
Changes from: October 26, 2021 Total Change is: 15,427
0 2,698 0 -42 0 0 14,873 5,495 -124 -544 186 -3 1,267 7,175
Percent of Open Interest Represented by Each Category of Trader
0.5 7.9 0.0 0.3 0.0 0.0 63.1 51.8 1.1 1.3 3.6 0.0 33.8 35.7
Number of Traders in Each Category Total Traders: 31
. . 0 . 0 0 9 8 5 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,158,749
Positions
5,540 126,060 3,501 540,637 279,177 245,503 97,815 275,944 7,442 89,873 36,788 159 168,279 184,175
Changes from: October 26, 2021 Total Change is: -14,431
-1,592 -13,079 -803 -20,139 -5,547 -5,934 6,103 7,616 15 2,984 2,489 0 4,935 812
Percent of Open Interest Represented by Each Category of Trader
0.5 10.9 0.3 46.7 24.1 21.2 8.4 23.8 0.6 7.8 3.2 0.0 14.5 15.9
Number of Traders in Each Category Total Traders: 193
4 23 . 52 39 59 17 39 19 8 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,212,962
Positions
36,623 61,916 960 667,119 293,011 200,630 53,090 470,995 28,510 71,387 11,658 39 154,604 145,243
Changes from: October 26, 2021 Total Change is: -4,979
2,721 -22,217 239 -5 31,676 -2,437 -8,141 -13,950 179 1,131 3,669 1 1,333 -2,139
Percent of Open Interest Represented by Each Category of Trader
3.0 5.1 0.1 55.0 24.2 16.5 4.4 38.8 2.4 5.9 1.0 0.0 12.7 12.0
Number of Traders in Each Category Total Traders: 143
4 8 . 70 25 59 7 19 10 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,052,533
Positions
72,298 152,573 18,361 639,119 813,205 383,112 626,540 232,898 94,598 89,377 175,503 1,499 127,629 180,784
Changes from: October 26, 2021 Total Change is: 23,454
3,580 26,930 -1,053 4,589 62,644 18,955 8,297 -86,492 -3,620 2,452 5,151 984 -10,730 -45
Percent of Open Interest Represented by Each Category of Trader
3.5 7.4 0.9 31.1 39.6 18.7 30.5 11.3 4.6 4.4 8.6 0.1 6.2 8.8
Number of Traders in Each Category Total Traders: 317
13 34 10 81 65 77 44 40 30 16 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,973,988
Positions
236,520 199,259 42,525 1,545,546 1,328,035 850,685 742,069 499,445 110,896 142,516 301,970 9,139 294,092 632,034
Changes from: October 26, 2021 Total Change is: -26,239
3,168 24,480 9,556 78,131 -50,133 10,490 -118,467 -36,264 -3,456 -10,317 3,160 -2,007 6,663 17,935
Percent of Open Interest Represented by Each Category of Trader
6.0 5.0 1.1 38.9 33.4 21.4 18.7 12.6 2.8 3.6 7.6 0.2 7.4 15.9
Number of Traders in Each Category Total Traders: 439
21 41 16 79 114 107 56 82 60 16 30 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,579,463
Positions
95,698 40,143 6,843 416,254 593,001 197,324 674,022 345,646 21,633 59,559 90,066 240 107,890 284,567
Changes from: October 26, 2021 Total Change is: 42,602
-3,576 -20,103 -735 140 21,375 17,381 25,454 18,464 124 2,866 4,857 0 948 1,239
Percent of Open Interest Represented by Each Category of Trader
6.1 2.5 0.4 26.4 37.5 12.5 42.7 21.9 1.4 3.8 5.7 0.0 6.8 18.0
Number of Traders in Each Category Total Traders: 163
5 8 5 23 69 57 23 21 15 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,568,732
Positions
58,501 189,154 14,099 1,910,740 1,041,108 677,984 220,962 801,945 116,751 302,948 230,650 2,839 263,908 494,202
Changes from: October 26, 2021 Total Change is: -17,812
-22,138 1,382 3,271 25,382 26,083 -12,364 -21,417 -36,399 -7,962 9,245 8,118 162 8,009 -103
Percent of Open Interest Represented by Each Category of Trader
1.6 5.3 0.4 53.5 29.2 19.0 6.2 22.5 3.3 8.5 6.5 0.1 7.4 13.8
Number of Traders in Each Category Total Traders: 346
10 32 7 74 81 83 32 78 34 13 26 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,160,971
Positions
310,152 203,549 427,056 28,630 1,394 13,744 74,049 217,812 256,744 24,502 2,812 2,518 23,576 35,342
Changes from: October 26, 2021 Total Change is: -132,122
-33,264 -74,486 -16,174 -20,225 -1,702 -1,066 -12,089 15,493 -56,811 4,547 -2,283 -2,671 5,631 7,578
Percent of Open Interest Represented by Each Category of Trader
26.7 17.5 36.8 2.5 0.1 1.2 6.4 18.8 22.1 2.1 0.2 0.2 2.0 3.0
Number of Traders in Each Category Total Traders: 103
22 31 43 . . . 11 26 32 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is12,358,986
Positions
2,703,817 1,372,773 2,119,497 686,977 1,597,471 951,372 2,436,489 2,463,782 2,624,445 100,908 132,167 204,900 530,581 892,579
Changes from: October 26, 2021 Total Change is: -316,728
112,029 -63,181 -8,119 42,808 -49,497 -43,747 -167,446 49,175 -238,929 27,515 37,474 -20,289 -20,550 20,385
Percent of Open Interest Represented by Each Category of Trader
21.9 11.1 17.1 5.6 12.9 7.7 19.7 19.9 21.2 0.8 1.1 1.7 4.3 7.2
Number of Traders in Each Category Total Traders: 254
41 35 69 16 22 34 33 70 90 11 13 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,013,227
Positions
490,016 324,700 232,459 21,824 37,480 35,301 31,083 214,842 142,555 47,076 13,427 11,597 1,316 866
Changes from: October 26, 2021 Total Change is: 5,149
95,571 -15,540 3,961 -347 6,914 -613 -95,776 13,405 -4,799 6,839 1,995 -594 907 420
Percent of Open Interest Represented by Each Category of Trader
48.4 32.0 22.9 2.2 3.7 3.5 3.1 21.2 14.1 4.6 1.3 1.1 0.1 0.1
Number of Traders in Each Category Total Traders: 129
28 29 37 4 6 . 15 24 34 7 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 159,042
Positions
35,177 47,679 37,164 8,838 2,492 806 31,327 20,779 44,810 98 4,548 550 272 214
Changes from: October 26, 2021 Total Change is: -35,306
-19,268 -10,397 -3,067 -5,313 -75 0 4,174 -9,915 -11,619 -37 134 -333 157 -34
Percent of Open Interest Represented by Each Category of Trader
22.1 30.0 23.4 5.6 1.6 0.5 19.7 13.1 28.2 0.1 2.9 0.3 0.2 0.1
Number of Traders in Each Category Total Traders: 74
13 19 14 . . . 15 18 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 185,505
Positions
0 58,500 0 1,368 1,997 0 11,998 46,432 77,891 94,232 627 0 16 58
Changes from: October 26, 2021 Total Change is: 8,477
-1,050 2,292 0 -102 -21 0 2,767 -1,121 7,328 -470 0 0 4 -1
Percent of Open Interest Represented by Each Category of Trader
0.0 31.5 0.0 0.7 1.1 0.0 6.5 25.0 42.0 50.8 0.3 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 29
0 8 0 . 4 0 . 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 13,512
Positions
554 1,429 203 4,807 691 34 2,957 8,642 856 1,471 218 687 1,943 752
Changes from: October 26, 2021 Total Change is: -3,159
24 -56 62 3,013 177 -196 -228 -781 -1,547 -1,027 -196 -393 -2,867 -229
Percent of Open Interest Represented by Each Category of Trader
4.1 10.6 1.5 35.6 5.1 0.3 21.9 64.0 6.3 10.9 1.6 5.1 14.4 5.6
Number of Traders in Each Category Total Traders: 100
4 4 . 10 . . 35 31 15 11 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 21,425
Positions
58 63 0 165 0 0 9,606 14,543 77 4,027 4,200 1,484 6,008 1,058
Changes from: October 26, 2021 Total Change is: -44,231
-1,405 63 -191 7 0 0 -30,885 -42,735 -4,885 -8,393 2,500 1,273 248 -256
Percent of Open Interest Represented by Each Category of Trader
0.3 0.3 0.0 0.8 0.0 0.0 44.8 67.9 0.4 18.8 19.6 6.9 28.0 4.9
Number of Traders in Each Category Total Traders: 133
. . 0 4 0 0 16 10 . 85 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 5,155
Positions
414 0 61 134 0 0 1,483 4,331 187 1,042 108 98 1,736 370
Changes from: October 26, 2021 Total Change is: -75
31 -31 3 -7 0 0 133 400 -170 71 -85 -93 -43 -99
Percent of Open Interest Represented by Each Category of Trader
8.0 0.0 1.2 2.6 0.0 0.0 28.8 84.0 3.6 20.2 2.1 1.9 33.7 7.2
Number of Traders in Each Category Total Traders: 53
. 0 . . 0 0 19 16 6 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 57,947
Positions
1,264 40,793 0 17,431 725 798 20,895 10,806 1,288 7,276 1,613 196 8,799 1,728
Changes from: October 26, 2021 Total Change is: -1,046
0 11 0 -571 110 -29 364 -672 -659 256 186 6 -413 1
Percent of Open Interest Represented by Each Category of Trader
2.2 70.4 0.0 30.1 1.3 1.4 36.1 18.6 2.2 12.6 2.8 0.3 15.2 3.0
Number of Traders in Each Category Total Traders: 125
. . 0 14 . 4 33 21 8 40 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 353,549
Positions
66,673 17,623 14,321 112,246 125,770 30,400 51,928 87,507 38,900 7,238 3,589 6,070 25,773 29,369
Changes from: October 26, 2021 Total Change is: 16,297
-94 -43 3,911 -961 9,318 2,740 5,271 1,077 -1,246 1,190 -608 -621 6,107 1,769
Percent of Open Interest Represented by Each Category of Trader
18.9 5.0 4.1 31.7 35.6 8.6 14.7 24.8 11.0 2.0 1.0 1.7 7.3 8.3
Number of Traders in Each Category Total Traders: 179
14 12 16 13 34 25 35 46 41 7 9 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 38,727
Positions
3,992 4,328 78 24,699 679 1,692 648 31,701 1 6,871 158 0 746 90
Changes from: October 26, 2021 Total Change is: -833
306 19 -19 -596 0 0 -844 -806 0 247 -59 0 73 32
Percent of Open Interest Represented by Each Category of Trader
10.3 11.2 0.2 63.8 1.8 4.4 1.7 81.9 0.0 17.7 0.4 0.0 1.9 0.2
Number of Traders in Each Category Total Traders: 51
. . . 13 . . 7 5 . 15 . 0
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Updated November 05, 2021