Traders in Financial Futures - Futures Only Positions as of November 16, 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 148,955
Positions
3,272 60,151 3,673 52,828 18,984 4,843 30,156 33,984 2,674 11,118 2,263 2 40,389 22,381
Changes from: November 9, 2021 Total Change is: -5,765
462 -4,103 371 -6,000 3,968 229 1,557 -7,592 936 -774 -524 0 -2,546 950
Percent of Open Interest Represented by Each Category of Trader
2.2 40.4 2.5 35.5 12.7 3.3 20.2 22.8 1.8 7.5 1.5 0.0 27.1 15.0
Number of Traders in Each Category Total Traders: 94
5 8 4 20 10 8 19 20 13 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 49,320
Positions
25,484 2,073 35 3,452 14,108 1,380 6,880 9,757 41 0 0 0 12,048 21,926
Changes from: November 9, 2021 Total Change is: -2,226
957 -243 0 -1,566 1,535 -358 820 -7,468 -32 0 0 0 -2,047 4,340
Percent of Open Interest Represented by Each Category of Trader
51.7 4.2 0.1 7.0 28.6 2.8 13.9 19.8 0.1 0.0 0.0 0.0 24.4 44.5
Number of Traders in Each Category Total Traders: 43
6 4 . . 13 6 7 10 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 207,099
Positions
87,757 14,263 837 37,354 94,275 3,036 43,760 45,717 7,529 3,504 8,537 0 23,322 32,905
Changes from: November 9, 2021 Total Change is: 20,201
27,947 -1,946 -61 -3,660 12,632 230 -3,059 5,345 52 -60 1,009 0 -1,188 2,940
Percent of Open Interest Represented by Each Category of Trader
42.4 6.9 0.4 18.0 45.5 1.5 21.1 22.1 3.6 1.7 4.1 0.0 11.3 15.9
Number of Traders in Each Category Total Traders: 137
10 6 4 14 34 13 26 37 19 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 252,897
Positions
155,822 17,523 204 42,185 93,958 5,938 22,158 87,854 2,884 1,916 114 0 21,790 44,422
Changes from: November 9, 2021 Total Change is: 9,810
10,007 1,674 23 -6,374 3,090 989 4,758 -1,492 264 -350 -15 0 493 5,277
Percent of Open Interest Represented by Each Category of Trader
61.6 6.9 0.1 16.7 37.2 2.3 8.8 34.7 1.1 0.8 0.0 0.0 8.6 17.6
Number of Traders in Each Category Total Traders: 133
12 . 6 16 32 11 21 45 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 705,698
Positions
59,015 311,430 6,078 392,640 169,012 32,708 60,703 101,120 12,645 46,882 8,489 4,766 90,261 59,450
Changes from: November 9, 2021 Total Change is: 27,330
10,199 -3,886 1,840 1,170 12,814 788 5,478 10,763 1,710 565 264 -854 6,434 3,891
Percent of Open Interest Represented by Each Category of Trader
8.4 44.1 0.9 55.6 23.9 4.6 8.6 14.3 1.8 6.6 1.2 0.7 12.8 8.4
Number of Traders in Each Category Total Traders: 339
17 15 9 109 46 48 48 54 25 36 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 32,357
Positions
1,342 11,619 0 13,614 9,397 2,554 966 4,183 4 0 0 0 13,877 4,600
Changes from: November 9, 2021 Total Change is: -1,233
402 0 0 477 -698 -64 -1,086 505 4 0 0 0 -966 -980
Percent of Open Interest Represented by Each Category of Trader
4.1 35.9 0.0 42.1 29.0 7.9 3.0 12.9 0.0 0.0 0.0 0.0 42.9 14.2
Number of Traders in Each Category Total Traders: 27
. . 0 14 5 7 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 22,030
Positions
5,393 0 0 5,795 13,264 1,387 187 2,285 579 0 0 0 8,689 4,515
Changes from: November 9, 2021 Total Change is: -785
163 0 0 -872 46 0 187 -897 -187 0 0 0 -76 253
Percent of Open Interest Represented by Each Category of Trader
24.5 0.0 0.0 26.3 60.2 6.3 0.8 10.4 2.6 0.0 0.0 0.0 39.4 20.5
Number of Traders in Each Category Total Traders: 21
. 0 0 6 9 5 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 166,688
Positions
83,026 4,940 282 29,773 82,499 4,944 24,272 40,250 3,423 1,224 1,901 0 19,744 28,449
Changes from: November 9, 2021 Total Change is: 9,419
12,645 -3,878 67 -10,874 8,711 1,798 8,316 -457 695 -351 -584 0 -2,877 3,067
Percent of Open Interest Represented by Each Category of Trader
49.8 3.0 0.2 17.9 49.5 3.0 14.6 24.1 2.1 0.7 1.1 0.0 11.8 17.1
Number of Traders in Each Category Total Traders: 93
10 5 . 15 16 8 19 23 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 52,624
Positions
408 34,092 2 39,398 0 104 7,276 12,504 0 3,018 4,815 0 2,418 1,107
Changes from: November 9, 2021 Total Change is: -5,725
296 -123 0 -84 -100 -1 -2,569 -5,778 0 -2,861 0 0 -506 277
Percent of Open Interest Represented by Each Category of Trader
0.8 64.8 0.0 74.9 0.0 0.2 13.8 23.8 0.0 5.7 9.1 0.0 4.6 2.1
Number of Traders in Each Category Total Traders: 62
. 5 . 15 0 . 21 11 0 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 170,102
Positions
34,199 103,446 506 60,648 4,435 1,148 61,764 33,961 1,109 5,415 21,712 68 5,245 3,717
Changes from: November 9, 2021 Total Change is: 5,950
1,059 -1,613 0 -4,149 1,269 -148 10,746 6,217 -269 -561 27 3 -731 464
Percent of Open Interest Represented by Each Category of Trader
20.1 60.8 0.3 35.7 2.6 0.7 36.3 20.0 0.7 3.2 12.8 0.0 3.1 2.2
Number of Traders in Each Category Total Traders: 152
7 8 . 17 10 6 46 39 7 8 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 31,767
Positions
13,723 576 259 5,266 13,711 0 5,485 12,465 352 4,111 1,788 26 2,545 2,590
Changes from: November 9, 2021 Total Change is: -2,041
-30 218 7 415 -5,323 0 -2,492 3,289 161 29 180 0 -131 -573
Percent of Open Interest Represented by Each Category of Trader
43.2 1.8 0.8 16.6 43.2 0.0 17.3 39.2 1.1 12.9 5.6 0.1 8.0 8.2
Number of Traders in Each Category Total Traders: 66
. . . 8 6 0 13 16 4 13 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 42,945
Positions
4,006 19,843 0 6,982 5,927 1,212 24,394 10,726 757 618 1,060 53 4,923 3,367
Changes from: November 9, 2021 Total Change is: -516
248 -1,340 0 -1,886 -179 -312 2,136 957 301 -488 -129 -33 -482 219
Percent of Open Interest Represented by Each Category of Trader
9.3 46.2 0.0 16.3 13.8 2.8 56.8 25.0 1.8 1.4 2.5 0.1 11.5 7.8
Number of Traders in Each Category Total Traders: 92
5 7 0 11 11 7 30 22 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 12,423
Positions
2,162 2,305 0 1,490 1,900 0 7,275 5,893 2 126 724 0 1,368 1,599
Changes from: November 9, 2021 Total Change is: -866
-271 913 0 33 -1,110 -123 -346 -542 -3 0 -68 0 -156 67
Percent of Open Interest Represented by Each Category of Trader
17.4 18.6 0.0 12.0 15.3 0.0 58.6 47.4 0.0 1.0 5.8 0.0 11.0 12.9
Number of Traders in Each Category Total Traders: 34
. . 0 . 4 0 9 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 51,900
Positions
14,310 21,138 857 13,284 1,407 831 12,557 4,311 843 432 16,076 0 8,789 6,438
Changes from: November 9, 2021 Total Change is: 167
546 -18 -140 187 257 215 -122 350 -246 156 323 0 -429 -574
Percent of Open Interest Represented by Each Category of Trader
27.6 40.7 1.7 25.6 2.7 1.6 24.2 8.3 1.6 0.8 31.0 0.0 16.9 12.4
Number of Traders in Each Category Total Traders: 113
17 16 5 25 4 7 30 10 7 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 103,799
Positions
28,619 42,276 1,713 26,567 2,814 1,662 25,113 8,621 1,685 863 32,152 0 17,577 12,876
Changes from: November 9, 2021 Total Change is: 333
1,091 -35 -280 373 513 430 -244 699 -491 311 645 0 -857 -1,148
Percent of Open Interest Represented by Each Category of Trader
27.6 40.7 1.7 25.6 2.7 1.6 24.2 8.3 1.6 0.8 31.0 0.0 16.9 12.4
Number of Traders in Each Category Total Traders: 113
17 16 5 25 4 7 30 10 7 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 42,647
Positions
8,074 25,845 1,673 27,309 9,592 1,747 1,194 3,343 0 0 0 0 2,650 447
Changes from: November 9, 2021 Total Change is: 454
29 2 0 1,195 -27 77 -218 311 0 0 0 0 -629 91
Percent of Open Interest Represented by Each Category of Trader
18.9 60.6 3.9 64.0 22.5 4.1 2.8 7.8 0.0 0.0 0.0 0.0 6.2 1.0
Number of Traders in Each Category Total Traders: 39
6 7 . 19 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 490,979
Positions
37,196 133,877 23,265 230,048 75,121 61,306 49,759 58,411 9,777 24,626 82,053 367 54,634 46,800
Changes from: November 9, 2021 Total Change is: 3,418
672 3,226 2,900 1,832 -2,582 207 -3,586 -2,329 954 537 1,102 -144 47 84
Percent of Open Interest Represented by Each Category of Trader
7.6 27.3 4.7 46.9 15.3 12.5 10.1 11.9 2.0 5.0 16.7 0.1 11.1 9.5
Number of Traders in Each Category Total Traders: 536
32 36 28 163 76 106 78 87 65 32 32 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 33,624
Positions
9,937 32,277 0 15,369 0 90 4,790 418 0 0 0 0 3,438 839
Changes from: November 9, 2021 Total Change is: 1,040
830 1,027 0 1,133 0 0 -568 39 0 0 0 0 -355 -26
Percent of Open Interest Represented by Each Category of Trader
29.6 96.0 0.0 45.7 0.0 0.3 14.2 1.2 0.0 0.0 0.0 0.0 10.2 2.5
Number of Traders in Each Category Total Traders: 40
5 10 0 16 0 . 8 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 2,454,894
Positions
185,979 669,385 116,327 1,150,240 375,607 306,532 248,795 292,057 48,884 123,129 410,267 1,836 273,172 233,999
Changes from: November 9, 2021 Total Change is: 17,090
3,359 16,131 14,501 9,160 -12,910 1,037 -17,932 -11,646 4,769 2,685 5,508 -722 233 422
Percent of Open Interest Represented by Each Category of Trader
7.6 27.3 4.7 46.9 15.3 12.5 10.1 11.9 2.0 5.0 16.7 0.1 11.1 9.5
Number of Traders in Each Category Total Traders: 536
32 36 28 163 76 106 78 87 65 32 32 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 32,420
Positions
14,307 30,461 0 11,761 473 0 2,209 923 88 0 0 0 4,055 475
Changes from: November 9, 2021 Total Change is: -1,704
103 -1,719 0 -2,265 0 0 -16 451 0 0 0 0 474 -436
Percent of Open Interest Represented by Each Category of Trader
44.1 94.0 0.0 36.3 1.5 0.0 6.8 2.8 0.3 0.0 0.0 0.0 12.5 1.5
Number of Traders in Each Category Total Traders: 40
6 8 0 18 . 0 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 23,210
Positions
14,800 20,142 0 5,962 1,330 248 0 231 0 0 0 0 2,200 1,259
Changes from: November 9, 2021 Total Change is: -350
0 -599 0 -328 210 -210 0 -222 0 0 0 0 188 471
Percent of Open Interest Represented by Each Category of Trader
63.8 86.8 0.0 25.7 5.7 1.1 0.0 1.0 0.0 0.0 0.0 0.0 9.5 5.4
Number of Traders in Each Category Total Traders: 20
. 10 0 5 . . 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 150,268
Positions
25,783 3,744 0 15,169 1,066 242 36,251 98,699 7,013 1,272 0 0 64,538 39,504
Changes from: November 9, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
17.2 2.5 0.0 10.1 0.7 0.2 24.1 65.7 4.7 0.8 0.0 0.0 42.9 26.3
Number of Traders in Each Category Total Traders: 21
. . 0 4 . . 5 8 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 42,292
Positions
5,763 10,631 246 21,577 19,612 2,865 2,997 4,616 122 0 0 0 8,722 4,200
Changes from: November 9, 2021 Total Change is: 430
226 992 84 458 -851 -251 -214 797 -2 0 0 0 129 -339
Percent of Open Interest Represented by Each Category of Trader
13.6 25.1 0.6 51.0 46.4 6.8 7.1 10.9 0.3 0.0 0.0 0.0 20.6 9.9
Number of Traders in Each Category Total Traders: 69
4 7 . 29 15 11 6 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 471,919
Positions
86,391 113,981 4,702 229,639 140,731 44,999 56,499 100,597 4,759 5,982 43,661 18 38,930 18,471
Changes from: November 9, 2021 Total Change is: 4,617
631 14,086 165 5,753 -2,789 -1,900 -1,252 -2,644 -535 -263 -321 8 2,010 -1,453
Percent of Open Interest Represented by Each Category of Trader
18.3 24.2 1.0 48.7 29.8 9.5 12.0 21.3 1.0 1.3 9.3 0.0 8.2 3.9
Number of Traders in Each Category Total Traders: 361
28 22 6 101 56 49 59 63 19 14 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 28,272
Positions
10,972 23,365 0 12,488 3,087 116 1,645 939 0 1,649 0 0 1,402 765
Changes from: November 9, 2021 Total Change is: -463
0 -668 0 483 3 0 -920 1 0 200 0 0 -226 201
Percent of Open Interest Represented by Each Category of Trader
38.8 82.6 0.0 44.2 10.9 0.4 5.8 3.3 0.0 5.8 0.0 0.0 5.0 2.7
Number of Traders in Each Category Total Traders: 30
4 5 0 14 . . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 18,982
Positions
0 12,168 0 10,614 0 25 2,987 2,179 1 674 752 0 4,681 3,857
Changes from: November 9, 2021 Total Change is: 877
-206 -1 0 29 0 0 880 -118 1 0 1 0 173 994
Percent of Open Interest Represented by Each Category of Trader
0.0 64.1 0.0 55.9 0.0 0.1 15.7 11.5 0.0 3.6 4.0 0.0 24.7 20.3
Number of Traders in Each Category Total Traders: 23
0 4 0 10 0 . 5 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 54,724
Positions
18,021 3,746 1,455 10,985 5,269 844 11,099 14,538 1,726 4,126 866 6 6,462 26,274
Changes from: November 9, 2021 Total Change is: -931
-762 427 57 -794 -268 184 -965 3,779 34 12 866 6 1,297 -6,016
Percent of Open Interest Represented by Each Category of Trader
32.9 6.8 2.7 20.1 9.6 1.5 20.3 26.6 3.2 7.5 1.6 0.0 11.8 48.0
Number of Traders in Each Category Total Traders: 74
14 6 . 14 4 4 17 15 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 394,989
Positions
33,972 248,675 3,570 267,548 67,495 46,191 21,396 6,620 650 9,020 8,670 276 12,366 12,842
Changes from: November 9, 2021 Total Change is: -4,890
1,043 -4,370 324 -10,210 4,037 -1,303 5,765 -7,804 -610 -213 -2,173 54 260 6,955
Percent of Open Interest Represented by Each Category of Trader
8.6 63.0 0.9 67.7 17.1 11.7 5.4 1.7 0.2 2.3 2.2 0.1 3.1 3.3
Number of Traders in Each Category Total Traders: 184
11 12 6 78 43 40 22 8 4 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 1,076,425
Positions
83,547 473,574 4,052 697,020 318,983 115,249 88,433 69,371 5,822 45,363 44,952 2,080 34,859 42,342
Changes from: November 9, 2021 Total Change is: 5,791
1,332 -11,510 -52 12,476 -7,208 -4,064 -6,203 -1,748 -509 -3,768 5,478 924 5,655 24,480
Percent of Open Interest Represented by Each Category of Trader
7.8 44.0 0.4 64.8 29.6 10.7 8.2 6.4 0.5 4.2 4.2 0.2 3.2 3.9
Number of Traders in Each Category Total Traders: 401
28 18 12 149 76 81 54 33 24 27 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 EM ASIA MINI NTR INDEX - ICE FUTURES U.S. (MSCI EM ASIA x 100)
CFTC Code #24477G Open Interest is 154,459
Positions
103,101 98,922 39,307 691 0 0 0 7,809 0 3,126 0 8,094 140 327
Changes from: November 9, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
66.7 64.0 25.4 0.4 0.0 0.0 0.0 5.1 0.0 2.0 0.0 5.2 0.1 0.2
Number of Traders in Each Category Total Traders: 20
9 6 5 . 0 0 0 . 0 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 240,432
Positions
40,791 182,690 35,057 19,241 7,397 2,656 129,178 580 10,683 1,369 177 0 1,457 1,192
Changes from: November 9, 2021 Total Change is: -1,523
-1,116 -886 -746 717 0 0 -548 0 -1,018 90 0 0 1,098 1,127
Percent of Open Interest Represented by Each Category of Trader
17.0 76.0 14.6 8.0 3.1 1.1 53.7 0.2 4.4 0.6 0.1 0.0 0.6 0.5
Number of Traders in Each Category Total Traders: 88
10 24 14 13 . . 28 . 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 52,868
Positions
14,860 17,990 629 15,401 7,257 724 11,314 15,113 356 1,905 2,337 17 7,663 8,444
Changes from: November 9, 2021 Total Change is: 288
773 -310 373 -347 -141 -22 -959 1,081 -63 322 -391 2 209 -240
Percent of Open Interest Represented by Each Category of Trader
28.1 34.0 1.2 29.1 13.7 1.4 21.4 28.6 0.7 3.6 4.4 0.0 14.5 16.0
Number of Traders in Each Category Total Traders: 300
32 20 6 62 43 30 46 58 22 15 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 264,338
Positions
74,300 89,951 3,145 77,003 36,285 3,622 56,569 75,565 1,779 9,524 11,686 83 38,313 42,222
Changes from: November 9, 2021 Total Change is: 1,441
3,865 -1,549 1,867 -1,734 -707 -111 -4,794 5,404 -315 1,608 -1,955 9 1,046 -1,202
Percent of Open Interest Represented by Each Category of Trader
28.1 34.0 1.2 29.1 13.7 1.4 21.4 28.6 0.7 3.6 4.4 0.0 14.5 16.0
Number of Traders in Each Category Total Traders: 300
32 20 6 62 43 30 46 58 22 15 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 114,342
Positions
632 4,312 0 642 0 0 68,174 76,357 416 2,485 4,015 2 41,991 29,240
Changes from: November 9, 2021 Total Change is: 7,375
212 172 0 319 0 0 7,037 10,404 -31 -282 358 -8 128 -3,520
Percent of Open Interest Represented by Each Category of Trader
0.6 3.8 0.0 0.6 0.0 0.0 59.6 66.8 0.4 2.2 3.5 0.0 36.7 25.6
Number of Traders in Each Category Total Traders: 38
. . 0 . 0 0 10 9 7 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 1,232,186
Positions
5,568 129,509 5,224 559,279 280,599 239,083 97,285 323,113 30,813 97,559 34,545 122 197,253 189,178
Changes from: November 9, 2021 Total Change is: 25,593
1,766 -14,462 46 2,394 4,340 -15,783 9,249 19,179 14,559 3,348 -2,038 -607 10,621 20,359
Percent of Open Interest Represented by Each Category of Trader
0.5 10.5 0.4 45.4 22.8 19.4 7.9 26.2 2.5 7.9 2.8 0.0 16.0 15.4
Number of Traders in Each Category Total Traders: 189
. 27 7 56 32 58 15 39 23 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 1,260,215
Positions
42,741 44,807 3,667 671,744 275,268 206,175 69,045 539,115 40,178 69,998 5,229 43 156,624 145,733
Changes from: November 9, 2021 Total Change is: 15,841
1,903 -13,206 2,670 -8,502 -5,627 1,518 19,660 37,644 75 -278 -4,256 9 -1,214 -2,986
Percent of Open Interest Represented by Each Category of Trader
3.4 3.6 0.3 53.3 21.8 16.4 5.5 42.8 3.2 5.6 0.4 0.0 12.4 11.6
Number of Traders in Each Category Total Traders: 144
6 7 5 70 26 59 9 19 12 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 2,016,362
Positions
59,014 175,597 14,415 595,347 777,324 396,029 666,060 185,988 94,622 66,630 190,086 2,593 121,652 179,708
Changes from: November 9, 2021 Total Change is: 2,599
1,897 12,144 -783 -36,376 -34,078 10,863 30,557 -7,193 5,891 -7,754 10,971 1,125 -2,821 3,659
Percent of Open Interest Represented by Each Category of Trader
2.9 8.7 0.7 29.5 38.6 19.6 33.0 9.2 4.7 3.3 9.4 0.1 6.0 8.9
Number of Traders in Each Category Total Traders: 332
12 34 12 82 69 86 52 40 39 16 27 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 3,972,392
Positions
200,077 162,258 44,785 1,490,284 1,346,305 870,787 791,240 497,483 124,421 147,898 319,003 9,379 293,521 597,971
Changes from: November 9, 2021 Total Change is: 88,909
-11,824 -7,863 1,502 -45,195 41,836 29,013 95,024 17,367 13,848 17,129 4,259 -170 -10,418 -10,883
Percent of Open Interest Represented by Each Category of Trader
5.0 4.1 1.1 37.5 33.9 21.9 19.9 12.5 3.1 3.7 8.0 0.2 7.4 15.1
Number of Traders in Each Category Total Traders: 432
24 30 16 79 118 104 58 78 61 18 26 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 1,613,716
Positions
88,387 57,987 11,350 392,632 603,362 197,799 710,065 349,701 46,907 53,465 67,713 11 113,100 278,886
Changes from: November 9, 2021 Total Change is: -2,487
-1,810 6,689 2,231 -18,134 10,929 -20,560 11,488 -6,823 23,979 -6,609 -8,497 -229 7,157 -10,206
Percent of Open Interest Represented by Each Category of Trader
5.5 3.6 0.7 24.3 37.4 12.3 44.0 21.7 2.9 3.3 4.2 0.0 7.0 17.3
Number of Traders in Each Category Total Traders: 165
4 12 5 21 70 55 24 21 16 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 3,630,431
Positions
88,923 194,328 21,495 1,910,323 1,061,116 664,550 244,027 858,052 122,626 314,424 206,815 3,061 261,002 498,388
Changes from: November 9, 2021 Total Change is: 29,842
22,354 -1,365 7,886 -13,447 41,220 -42,494 36,946 12,001 14,462 -205 -13,445 236 4,104 11,341
Percent of Open Interest Represented by Each Category of Trader
2.4 5.4 0.6 52.6 29.2 18.3 6.7 23.6 3.4 8.7 5.7 0.1 7.2 13.7
Number of Traders in Each Category Total Traders: 347
14 29 14 72 82 84 35 74 41 14 27 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 1,207,677
Positions
347,846 222,211 442,399 33,797 4,689 8,995 68,084 231,639 262,558 21,257 2,812 2,000 20,741 30,374
Changes from: November 9, 2021 Total Change is: 50,399
24,117 9,230 21,464 2,071 3,300 -3,053 -4,220 11,451 10,131 2,419 0 -518 -2,012 -1,606
Percent of Open Interest Represented by Each Category of Trader
28.8 18.4 36.6 2.8 0.4 0.7 5.6 19.2 21.7 1.8 0.2 0.2 1.7 2.5
Number of Traders in Each Category Total Traders: 105
21 33 45 . . . 12 27 33 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 is12,283,299
Positions
2,704,184 1,359,693 2,104,852 655,453 1,462,749 1,028,572 2,439,434 2,582,247 2,512,850 90,354 126,796 206,859 540,741 898,681
Changes from: November 9, 2021 Total Change is: -112,795
-8,084 -63,365 -103,078 -37,793 -69,660 49,728 1,014 77,114 -56,863 -5,325 7,187 -548 48,154 46,690
Percent of Open Interest Represented by Each Category of Trader
22.0 11.1 17.1 5.3 11.9 8.4 19.9 21.0 20.5 0.7 1.0 1.7 4.4 7.3
Number of Traders in Each Category Total Traders: 248
37 39 68 14 25 33 36 65 88 8 11 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 1,218,590
Positions
601,576 334,082 303,579 20,823 59,351 37,403 34,121 296,496 160,432 47,154 13,511 13,177 325 559
Changes from: November 9, 2021 Total Change is: 69,373
13,671 -449 34,208 -380 1,066 6,481 5,386 19,119 9,409 -8 -1,294 518 88 315
Percent of Open Interest Represented by Each Category of Trader
49.4 27.4 24.9 1.7 4.9 3.1 2.8 24.3 13.2 3.9 1.1 1.1 0.0 0.0
Number of Traders in Each Category Total Traders: 141
26 36 42 4 6 . 11 32 34 8 13 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 188,146
Positions
42,563 63,191 38,398 8,291 2,516 1,779 36,467 17,262 59,058 58 4,351 1,407 125 184
Changes from: November 9, 2021 Total Change is: 16,470
837 8,414 1,650 -300 16 973 896 -6,900 11,592 0 4 807 15 -86
Percent of Open Interest Represented by Each Category of Trader
22.6 33.6 20.4 4.4 1.3 0.9 19.4 9.2 31.4 0.0 2.3 0.7 0.1 0.1
Number of Traders in Each Category Total Traders: 76
12 22 16 . . . 17 17 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 190,562
Positions
0 57,112 0 1,368 2,159 0 11,661 40,314 90,267 87,252 627 0 14 83
Changes from: November 9, 2021 Total Change is: 2,249
0 436 0 0 0 0 560 -2,246 4,032 -2,350 0 0 7 27
Percent of Open Interest Represented by Each Category of Trader
0.0 30.0 0.0 0.7 1.1 0.0 6.1 21.2 47.4 45.8 0.3 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 28
0 7 0 . 4 0 . 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 13,648
Positions
629 1,176 146 5,139 779 9 2,236 8,182 1,210 1,280 268 991 2,008 887
Changes from: November 9, 2021 Total Change is: -173
43 -246 -50 159 29 -19 -384 -494 106 -358 48 393 -63 60
Percent of Open Interest Represented by Each Category of Trader
4.6 8.6 1.1 37.7 5.7 0.1 16.4 60.0 8.9 9.4 2.0 7.3 14.7 6.5
Number of Traders in Each Category Total Traders: 97
4 . . 8 . . 29 33 18 10 4 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 28,752
Positions
645 42 0 253 0 0 15,839 14,962 115 4,116 11,137 1,220 6,564 1,276
Changes from: November 9, 2021 Total Change is: 4,643
150 -137 0 37 0 0 4,150 1,061 29 483 3,665 -88 -118 113
Percent of Open Interest Represented by Each Category of Trader
2.2 0.1 0.0 0.9 0.0 0.0 55.1 52.0 0.4 14.3 38.7 4.2 22.8 4.4
Number of Traders in Each Category Total Traders: 150
. . 0 5 0 0 16 10 4 93 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 5,339
Positions
461 2 52 43 4 47 1,689 4,431 232 1,162 33 74 1,579 464
Changes from: November 9, 2021 Total Change is: -15
34 2 4 -81 4 47 62 -14 -9 48 -126 -26 -94 103
Percent of Open Interest Represented by Each Category of Trader
8.6 0.0 1.0 0.8 0.1 0.9 31.6 83.0 4.3 21.8 0.6 1.4 29.6 8.7
Number of Traders in Each Category Total Traders: 55
. . . . . . 18 18 6 11 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 59,387
Positions
1,222 40,813 0 20,587 1,195 708 22,766 11,352 889 5,340 2,102 254 7,621 2,074
Changes from: November 9, 2021 Total Change is: 1,674
-32 0 0 1,686 84 -71 792 397 121 -1,029 836 102 105 205
Percent of Open Interest Represented by Each Category of Trader
2.1 68.7 0.0 34.7 2.0 1.2 38.3 19.1 1.5 9.0 3.5 0.4 12.8 3.5
Number of Traders in Each Category Total Traders: 133
. . 0 17 5 4 41 17 8 36 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 16, 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 329,850
Positions
61,154 20,244 17,694 105,974 79,947 30,159 33,283 90,547 48,921 6,213 4,700 6,516 19,936 31,122
Changes from: November 9, 2021 Total Change is: -18,703
-3,123 -915 946 -12,306 -21,683 -1,247 -9,637 -4,245 7,651 344 -941 1,767 -3,098 -36
Percent of Open Interest Represented by Each Category of Trader
18.5 6.1 5.4 32.1 24.2 9.1 10.1 27.5 14.8 1.9 1.4 2.0 6.0 9.4
Number of Traders in Each Category Total Traders: 174
11 12 16 14 34 25 25 52 45 8 13 10
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Traders in Financial Futures - Futures Only Positions as of November 16, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 40,336
Positions
3,984 4,274 132 24,422 679 1,692 1,616 33,478 1 7,717 29 0 772 51
Changes from: November 9, 2021 Total Change is: 1,231
-8 -22 22 -277 0 0 996 1,415 0 495 -167 0 3 -17
Percent of Open Interest Represented by Each Category of Trader
9.9 10.6 0.3 60.5 1.7 4.2 4.0 83.0 0.0 19.1 0.1 0.0 1.9 0.1
Number of Traders in Each Category Total Traders: 53
. . . 13 . . 8 6 . 16 . 0
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Updated November 19, 2021