Traders in Financial Futures - Futures Only Positions as of November 30, 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 148,375
Positions
16,633 23,782 3,413 46,596 38,944 4,419 32,140 42,696 4,490 8,653 2,824 914 31,117 26,893
Changes from: November 23, 2021 Total Change is: -1,900
8,910 -18,351 -851 -2,578 5,889 536 -2,144 5,805 869 -805 -268 157 -5,994 4,314
Percent of Open Interest Represented by Each Category of Trader
11.2 16.0 2.3 31.4 26.2 3.0 21.7 28.8 3.0 5.8 1.9 0.6 21.0 18.1
Number of Traders in Each Category Total Traders: 100
6 7 . 16 18 9 17 26 15 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 50,543
Positions
27,107 1,636 429 4,069 17,049 1,547 4,745 9,764 283 0 479 0 12,363 19,356
Changes from: November 23, 2021 Total Change is: -1,869
-831 -70 406 236 389 294 -2,901 -1,141 259 0 479 0 668 -2,485
Percent of Open Interest Represented by Each Category of Trader
53.6 3.2 0.8 8.1 33.7 3.1 9.4 19.3 0.6 0.0 0.9 0.0 24.5 38.3
Number of Traders in Each Category Total Traders: 45
7 . . 5 13 6 4 12 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 230,423
Positions
112,327 8,941 1,146 32,841 112,763 3,698 47,223 50,978 7,324 3,500 8,336 0 22,364 37,237
Changes from: November 23, 2021 Total Change is: 17,110
19,655 -3,741 375 -4,123 13,374 -208 2,141 4,266 -624 0 125 0 -106 3,543
Percent of Open Interest Represented by Each Category of Trader
48.7 3.9 0.5 14.3 48.9 1.6 20.5 22.1 3.2 1.5 3.6 0.0 9.7 16.2
Number of Traders in Each Category Total Traders: 131
11 6 4 11 35 12 28 31 19 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 216,692
Positions
121,939 21,800 264 38,051 87,091 7,279 23,109 62,012 3,880 1,266 295 260 20,644 33,811
Changes from: November 23, 2021 Total Change is: -35,109
-32,648 2,956 28 -3,335 -12,175 1,368 1,199 -20,437 213 -500 177 260 -1,694 -7,499
Percent of Open Interest Represented by Each Category of Trader
56.3 10.1 0.1 17.6 40.2 3.4 10.7 28.6 1.8 0.6 0.1 0.1 9.5 15.6
Number of Traders in Each Category Total Traders: 114
11 4 4 16 28 16 22 28 16 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 705,409
Positions
56,898 288,928 11,624 385,081 175,889 33,079 59,415 109,863 14,674 48,008 8,833 3,965 92,665 58,554
Changes from: November 23, 2021 Total Change is: -6,276
-3,972 -3,004 3,208 -6,793 -2,600 989 -2,112 -1,633 883 735 -4,081 -1,189 1,975 1,151
Percent of Open Interest Represented by Each Category of Trader
8.1 41.0 1.6 54.6 24.9 4.7 8.4 15.6 2.1 6.8 1.3 0.6 13.1 8.3
Number of Traders in Each Category Total Traders: 336
18 16 11 106 46 45 48 52 33 36 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 32,927
Positions
940 11,635 0 14,344 9,468 2,557 432 4,188 0 0 0 0 14,654 5,079
Changes from: November 23, 2021 Total Change is: 133
-406 0 0 211 206 0 0 424 0 0 0 0 328 -497
Percent of Open Interest Represented by Each Category of Trader
2.9 35.3 0.0 43.6 28.8 7.8 1.3 12.7 0.0 0.0 0.0 0.0 44.5 15.4
Number of Traders in Each Category Total Traders: 26
. . 0 15 5 8 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 26,533
Positions
8,306 0 500 5,134 15,542 1,393 4,230 2,285 7 0 0 0 6,963 6,806
Changes from: November 23, 2021 Total Change is: 1,211
1,682 0 500 -1,387 8 -507 1,231 0 3 0 0 0 -311 1,207
Percent of Open Interest Represented by Each Category of Trader
31.3 0.0 1.9 19.3 58.6 5.3 15.9 8.6 0.0 0.0 0.0 0.0 26.2 25.7
Number of Traders in Each Category Total Traders: 22
. 0 . 4 10 5 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 201,981
Positions
118,775 4,102 293 26,754 105,139 5,488 27,801 51,155 3,074 1,590 0 0 18,206 32,730
Changes from: November 23, 2021 Total Change is: 13,948
22,360 -129 7 -732 4,998 -43 -6,690 5,961 -504 258 0 0 -708 3,658
Percent of Open Interest Represented by Each Category of Trader
58.8 2.0 0.1 13.2 52.1 2.7 13.8 25.3 1.5 0.8 0.0 0.0 9.0 16.2
Number of Traders in Each Category Total Traders: 97
11 4 . 10 24 10 19 27 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 49,870
Positions
413 33,726 2 36,424 350 42 6,883 9,993 16 3,048 4,695 0 3,042 1,046
Changes from: November 23, 2021 Total Change is: -1,665
413 283 0 -2,923 223 -33 777 -1,667 16 -356 -191 0 441 -296
Percent of Open Interest Represented by Each Category of Trader
0.8 67.6 0.0 73.0 0.7 0.1 13.8 20.0 0.0 6.1 9.4 0.0 6.1 2.1
Number of Traders in Each Category Total Traders: 48
. . . 11 . . 14 7 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 195,719
Positions
46,568 95,331 505 48,703 29,422 1,387 89,452 39,906 933 3,867 22,558 67 4,237 5,610
Changes from: November 23, 2021 Total Change is: 11,476
8,726 -6,385 0 -4,020 20,901 77 8,579 -2,953 -463 -1,493 -17 67 3 249
Percent of Open Interest Represented by Each Category of Trader
23.8 48.7 0.3 24.9 15.0 0.7 45.7 20.4 0.5 2.0 11.5 0.0 2.2 2.9
Number of Traders in Each Category Total Traders: 160
6 9 . 11 17 5 39 49 8 10 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 41,101
Positions
13,643 538 7,900 7,848 5,115 0 4,817 21,754 534 4,245 1,923 54 2,060 3,283
Changes from: November 23, 2021 Total Change is: 6,726
50 28 5,903 2,716 -6,761 0 -1,323 7,237 -183 -42 230 7 -402 265
Percent of Open Interest Represented by Each Category of Trader
33.2 1.3 19.2 19.1 12.4 0.0 11.7 52.9 1.3 10.3 4.7 0.1 5.0 8.0
Number of Traders in Each Category Total Traders: 70
. . . 7 8 0 12 19 6 12 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 49,483
Positions
10,023 14,198 150 3,371 12,821 874 30,110 14,519 1,176 651 1,290 30 3,098 4,425
Changes from: November 23, 2021 Total Change is: 4,959
4,029 -4,441 150 -2,708 4,585 244 4,545 3,565 38 172 81 -13 -1,498 750
Percent of Open Interest Represented by Each Category of Trader
20.3 28.7 0.3 6.8 25.9 1.8 60.8 29.3 2.4 1.3 2.6 0.1 6.3 8.9
Number of Traders in Each Category Total Traders: 98
9 6 . 8 16 7 22 28 11 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 14,109
Positions
2,168 2,253 0 1,470 2,334 0 8,380 6,289 280 667 775 14 1,130 2,164
Changes from: November 23, 2021 Total Change is: 936
-84 30 0 -450 194 0 844 184 280 243 16 12 91 220
Percent of Open Interest Represented by Each Category of Trader
15.4 16.0 0.0 10.4 16.5 0.0 59.4 44.6 2.0 4.7 5.5 0.1 8.0 15.3
Number of Traders in Each Category Total Traders: 34
. . 0 . 4 0 8 11 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 50,802
Positions
14,910 19,184 1,164 13,348 2,105 636 10,318 4,649 954 652 15,449 0 8,822 6,663
Changes from: November 23, 2021 Total Change is: -2,245
337 -3,538 109 -1,593 196 277 -1,590 -293 571 652 -158 0 -1,007 592
Percent of Open Interest Represented by Each Category of Trader
29.3 37.8 2.3 26.3 4.1 1.3 20.3 9.2 1.9 1.3 30.4 0.0 17.4 13.1
Number of Traders in Each Category Total Traders: 113
16 18 5 22 5 7 26 15 12 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 101,603
Positions
29,820 38,368 2,327 26,696 4,210 1,271 20,636 9,298 1,907 1,303 30,897 0 17,643 13,325
Changes from: November 23, 2021 Total Change is: -4,489
674 -7,076 218 -3,186 392 553 -3,179 -586 1,141 1,303 -315 0 -2,013 1,184
Percent of Open Interest Represented by Each Category of Trader
29.3 37.8 2.3 26.3 4.1 1.3 20.3 9.2 1.9 1.3 30.4 0.0 17.4 13.1
Number of Traders in Each Category Total Traders: 113
16 18 5 22 5 7 26 15 12 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 39,791
Positions
8,114 23,747 1,673 24,679 9,507 1,386 1,462 3,246 0 0 0 0 2,477 232
Changes from: November 23, 2021 Total Change is: -1,548
244 -398 0 -1,394 -60 -386 93 -431 0 0 0 0 -105 -273
Percent of Open Interest Represented by Each Category of Trader
20.4 59.7 4.2 62.0 23.9 3.5 3.7 8.2 0.0 0.0 0.0 0.0 6.2 0.6
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 30, 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 502,143
Positions
36,432 132,036 25,584 222,129 85,787 63,666 63,614 51,990 11,330 23,389 78,342 521 55,478 52,886
Changes from: November 23, 2021 Total Change is: 11,079
1,042 -2,657 475 -7,514 10,275 2,306 11,960 -171 1,179 620 -3,894 59 952 3,507
Percent of Open Interest Represented by Each Category of Trader
7.3 26.3 5.1 44.2 17.1 12.7 12.7 10.4 2.3 4.7 15.6 0.1 11.0 10.5
Number of Traders in Each Category Total Traders: 525
35 34 35 152 85 111 75 85 65 29 30 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 31,935
Positions
11,984 27,808 0 12,076 2,568 40 4,471 434 0 0 0 0 3,364 1,085
Changes from: November 23, 2021 Total Change is: 1,234
1,627 -1,215 0 -593 2,568 40 160 -18 0 0 0 0 0 -141
Percent of Open Interest Represented by Each Category of Trader
37.5 87.1 0.0 37.8 8.0 0.1 14.0 1.4 0.0 0.0 0.0 0.0 10.5 3.4
Number of Traders in Each Category Total Traders: 37
4 10 0 14 . . 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 2,510,714
Positions
182,159 660,182 127,919 1,110,644 428,935 318,330 318,071 259,949 56,652 116,943 391,709 2,606 277,390 264,432
Changes from: November 23, 2021 Total Change is: 55,397
5,208 -13,287 2,376 -37,569 51,374 11,531 59,799 -856 5,897 3,100 -19,472 297 4,758 17,537
Percent of Open Interest Represented by Each Category of Trader
7.3 26.3 5.1 44.2 17.1 12.7 12.7 10.4 2.3 4.7 15.6 0.1 11.0 10.5
Number of Traders in Each Category Total Traders: 525
35 34 35 152 85 111 75 85 65 29 30 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 32,958
Positions
18,759 27,328 1,000 8,083 2,595 0 1,816 1,009 49 0 0 0 3,251 977
Changes from: November 23, 2021 Total Change is: -796
2,952 -2,102 0 -2,963 2,122 0 -497 87 -38 0 0 0 -250 -865
Percent of Open Interest Represented by Each Category of Trader
56.9 82.9 3.0 24.5 7.9 0.0 5.5 3.1 0.1 0.0 0.0 0.0 9.9 3.0
Number of Traders in Each Category Total Traders: 37
7 6 . 14 . 0 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 22,701
Positions
12,590 20,419 0 7,270 154 275 460 1,227 0 0 0 0 2,106 626
Changes from: November 23, 2021 Total Change is: -898
-2,210 210 0 1,128 -1,176 27 460 616 0 0 0 0 -303 -575
Percent of Open Interest Represented by Each Category of Trader
55.5 89.9 0.0 32.0 0.7 1.2 2.0 5.4 0.0 0.0 0.0 0.0 9.3 2.8
Number of Traders in Each Category Total Traders: 25
. 11 0 6 . . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 191,030
Positions
35,979 5,780 0 16,638 5,146 196 39,975 146,944 956 2,648 0 0 94,638 32,008
Changes from: November 23, 2021 Total Change is: 25,830
3,760 1,146 0 272 4,053 -69 2,574 33,570 -7,717 -69 0 0 27,079 -5,153
Percent of Open Interest Represented by Each Category of Trader
18.8 3.0 0.0 8.7 2.7 0.1 20.9 76.9 0.5 1.4 0.0 0.0 49.5 16.8
Number of Traders in Each Category Total Traders: 25
. . 0 5 . . 5 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 40,778
Positions
6,960 9,723 154 18,812 21,361 2,351 3,342 3,065 3 0 0 0 9,156 4,121
Changes from: November 23, 2021 Total Change is: -1,279
1,163 -1,148 -126 -2,137 1,868 -341 370 -1,200 -169 0 0 0 -39 -163
Percent of Open Interest Represented by Each Category of Trader
17.1 23.8 0.4 46.1 52.4 5.8 8.2 7.5 0.0 0.0 0.0 0.0 22.5 10.1
Number of Traders in Each Category Total Traders: 63
5 6 . 24 16 10 7 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 464,242
Positions
95,873 81,217 6,003 209,388 165,105 47,630 55,165 93,495 4,173 6,436 45,398 3 39,571 21,218
Changes from: November 23, 2021 Total Change is: -9,304
8,174 -32,028 1,131 -23,507 17,364 1,777 3,619 -404 -366 383 1,015 3 -518 2,204
Percent of Open Interest Represented by Each Category of Trader
20.7 17.5 1.3 45.1 35.6 10.3 11.9 20.1 0.9 1.4 9.8 0.0 8.5 4.6
Number of Traders in Each Category Total Traders: 361
28 20 4 101 53 48 49 75 22 15 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 27,065
Positions
10,132 24,735 0 13,851 486 0 1,627 919 0 0 0 0 1,455 925
Changes from: November 23, 2021 Total Change is: 296
643 1,370 0 1,743 -1,731 -76 -18 170 0 -1,649 0 0 -347 563
Percent of Open Interest Represented by Each Category of Trader
37.4 91.4 0.0 51.2 1.8 0.0 6.0 3.4 0.0 0.0 0.0 0.0 5.4 3.4
Number of Traders in Each Category Total Traders: 30
4 5 0 15 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $0.5)
CFTC Code #239747 Open Interest is 51,408
Positions
800 3,510 0 1,055 0 0 31,848 29,902 516 835 1,404 0 16,354 16,076
Changes from: November 23, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
1.6 6.8 0.0 2.1 0.0 0.0 62.0 58.2 1.0 1.6 2.7 0.0 31.8 31.3
Number of Traders in Each Category Total Traders: 20
. . 0 . 0 0 . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 17,463
Positions
0 11,930 0 10,762 333 26 1,273 0 42 674 777 0 4,686 4,355
Changes from: November 23, 2021 Total Change is: -60
0 -223 0 -29 333 1 199 -1,093 42 -23 132 0 -250 748
Percent of Open Interest Represented by Each Category of Trader
0.0 68.3 0.0 61.6 1.9 0.1 7.3 0.0 0.2 3.9 4.4 0.0 26.8 24.9
Number of Traders in Each Category Total Traders: 22
0 . 0 11 . . 5 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 52,198
Positions
19,234 5,181 1,406 11,444 5,782 893 7,707 7,641 1,052 3,936 801 10 6,516 29,432
Changes from: November 23, 2021 Total Change is: -2,582
106 861 -25 -993 130 -120 -1,208 -5,691 -732 -69 -198 10 449 3,183
Percent of Open Interest Represented by Each Category of Trader
36.8 9.9 2.7 21.9 11.1 1.7 14.8 14.6 2.0 7.5 1.5 0.0 12.5 56.4
Number of Traders in Each Category Total Traders: 66
13 6 . 10 4 . 15 14 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 408,167
Positions
33,179 249,028 3,106 285,632 83,182 45,950 20,638 9,939 793 8,886 8,939 252 9,731 6,978
Changes from: November 23, 2021 Total Change is: 6,375
575 -4,685 -403 13,088 12,910 85 -2,947 -494 -325 -924 -403 -8 -2,766 -302
Percent of Open Interest Represented by Each Category of Trader
8.1 61.0 0.8 70.0 20.4 11.3 5.1 2.4 0.2 2.2 2.2 0.1 2.4 1.7
Number of Traders in Each Category Total Traders: 183
10 13 6 77 44 37 21 8 6 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 1,105,365
Positions
83,988 470,632 4,326 700,001 371,066 125,483 101,877 60,490 5,467 56,524 43,788 1,118 26,581 22,995
Changes from: November 23, 2021 Total Change is: 15,237
1,215 -22,162 -407 5,191 24,050 1,569 -4,636 4,875 354 11,690 -1,152 -708 969 8,818
Percent of Open Interest Represented by Each Category of Trader
7.6 42.6 0.4 63.3 33.6 11.4 9.2 5.5 0.5 5.1 4.0 0.1 2.4 2.1
Number of Traders in Each Category Total Traders: 406
28 18 13 142 85 87 54 36 22 27 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 185,630
Positions
106,522 97,925 67,687 1,272 0 0 0 11,591 0 2,026 0 8,094 29 333
Changes from: November 23, 2021 Total Change is: 26,672
3,450 272 22,680 333 0 0 0 3,715 0 185 0 0 24 5
Percent of Open Interest Represented by Each Category of Trader
57.4 52.8 36.5 0.7 0.0 0.0 0.0 6.2 0.0 1.1 0.0 4.4 0.0 0.2
Number of Traders in Each Category Total Traders: 20
8 6 6 . 0 0 0 . 0 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 234,974
Positions
35,469 176,950 36,586 19,049 7,397 2,756 127,848 505 10,544 1,399 177 0 1,323 59
Changes from: November 23, 2021 Total Change is: -2,875
-3,500 -3,508 860 -282 0 100 -823 -75 -252 20 0 0 1,002 0
Percent of Open Interest Represented by Each Category of Trader
15.1 75.3 15.6 8.1 3.1 1.2 54.4 0.2 4.5 0.6 0.1 0.0 0.6 0.0
Number of Traders in Each Category Total Traders: 86
10 24 15 12 . . 27 . 6 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 51,695
Positions
13,589 17,294 747 16,295 8,453 718 10,209 11,664 726 2,039 3,025 14 7,357 9,054
Changes from: November 23, 2021 Total Change is: -50
139 -118 -77 1,174 657 -148 -428 -449 119 -38 108 -112 -679 -31
Percent of Open Interest Represented by Each Category of Trader
26.3 33.5 1.4 31.5 16.4 1.4 19.7 22.6 1.4 3.9 5.9 0.0 14.2 17.5
Number of Traders in Each Category Total Traders: 300
28 20 8 63 45 35 43 56 23 20 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 258,476
Positions
67,945 86,472 3,737 81,474 42,263 3,592 51,046 58,319 3,630 10,196 15,125 69 36,787 45,269
Changes from: November 23, 2021 Total Change is: -251
693 -590 -383 5,870 3,283 -738 -2,142 -2,243 595 -192 539 -558 -3,396 -156
Percent of Open Interest Represented by Each Category of Trader
26.3 33.5 1.4 31.5 16.4 1.4 19.7 22.6 1.4 3.9 5.9 0.0 14.2 17.5
Number of Traders in Each Category Total Traders: 300
28 20 8 63 45 35 43 56 23 20 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 130,883
Positions
729 7,806 0 688 0 0 83,229 90,449 3,976 2,367 4,532 11 39,883 24,109
Changes from: November 23, 2021 Total Change is: 2,549
8 1,176 0 14 -251 0 7,324 33 2,720 -946 -51 3 -6,574 -1,081
Percent of Open Interest Represented by Each Category of Trader
0.6 6.0 0.0 0.5 0.0 0.0 63.6 69.1 3.0 1.8 3.5 0.0 30.5 18.4
Number of Traders in Each Category Total Traders: 34
. . 0 . 0 0 8 9 6 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 1,219,181
Positions
2,381 121,036 3,495 588,989 262,094 240,265 86,877 358,999 31,361 84,568 40,738 0 181,245 161,193
Changes from: November 23, 2021 Total Change is: -33,778
-2,114 2,969 -4,661 36,695 -14,758 5,312 -24,785 21,565 -29,879 -10,100 1,482 -274 -3,972 -15,534
Percent of Open Interest Represented by Each Category of Trader
0.2 9.9 0.3 48.3 21.5 19.7 7.1 29.4 2.6 6.9 3.3 0.0 14.9 13.2
Number of Traders in Each Category Total Traders: 188
4 20 7 65 33 62 16 37 20 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 1,242,681
Positions
49,590 30,251 4,072 673,902 268,386 198,690 60,193 562,958 37,042 69,547 5,463 49 149,596 135,770
Changes from: November 23, 2021 Total Change is: -45,154
10,850 -14,248 -10,708 3,920 15,179 -15,842 -10,873 4,777 -2,293 -516 275 -1,900 -17,792 -20,394
Percent of Open Interest Represented by Each Category of Trader
4.0 2.4 0.3 54.2 21.6 16.0 4.8 45.3 3.0 5.6 0.4 0.0 12.0 10.9
Number of Traders in Each Category Total Traders: 144
7 5 6 72 24 59 7 22 12 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 1,789,196
Positions
52,212 149,494 11,789 595,407 611,851 390,077 480,870 155,400 72,895 54,633 215,612 5,646 125,667 176,432
Changes from: November 23, 2021 Total Change is: -343,524
-3,737 -40,613 -34,032 34,477 -40,858 -5,641 -150,552 -57,672 -144,438 -27,326 -6,841 992 -13,267 -14,421
Percent of Open Interest Represented by Each Category of Trader
2.9 8.4 0.7 33.3 34.2 21.8 26.9 8.7 4.1 3.1 12.1 0.3 7.0 9.9
Number of Traders in Each Category Total Traders: 315
13 25 8 78 69 82 50 41 30 14 25 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 3,803,125
Positions
124,211 161,085 49,811 1,525,779 1,307,229 809,306 729,983 487,793 103,360 139,746 309,345 22,987 297,942 552,209
Changes from: November 23, 2021 Total Change is: -321,761
-40,427 -20,605 -9,120 55,958 -27,057 -70,987 -99,340 26,554 -119,623 15,250 1,104 -791 -52,681 -101,236
Percent of Open Interest Represented by Each Category of Trader
3.3 4.2 1.3 40.1 34.4 21.3 19.2 12.8 2.7 3.7 8.1 0.6 7.8 14.5
Number of Traders in Each Category Total Traders: 413
19 32 17 82 106 101 52 74 46 17 30 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 1,428,740
Positions
88,011 30,498 6,814 384,924 480,337 214,941 530,383 310,905 49,659 49,977 56,496 0 104,031 279,090
Changes from: November 23, 2021 Total Change is: -141,308
-2,049 -13,233 -13,807 9,364 -53,119 1,109 -104,570 -16,107 -15,667 -4,303 -2,164 0 -11,385 -28,320
Percent of Open Interest Represented by Each Category of Trader
6.2 2.1 0.5 26.9 33.6 15.0 37.1 21.8 3.5 3.5 4.0 0.0 7.3 19.5
Number of Traders in Each Category Total Traders: 156
6 6 4 24 63 54 23 21 20 . 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 3,486,538
Positions
34,112 209,135 16,243 1,939,029 889,192 621,048 153,667 912,036 118,732 341,176 211,000 3,883 258,648 505,269
Changes from: November 23, 2021 Total Change is: -607,162
-42,844 683 -30,709 18,817 -100,766 -120,701 -139,822 -3,159 -253,230 19,022 7,111 -5,624 -52,071 -100,767
Percent of Open Interest Represented by Each Category of Trader
1.0 6.0 0.5 55.6 25.5 17.8 4.4 26.2 3.4 9.8 6.1 0.1 7.4 14.5
Number of Traders in Each Category Total Traders: 334
10 32 11 77 71 85 24 81 36 13 26 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 1,426,038
Positions
373,674 205,887 571,296 26,618 6,813 23,542 64,414 250,878 323,423 20,556 5,766 4,227 18,288 34,206
Changes from: November 23, 2021 Total Change is: 127,617
16,771 1,318 73,108 3,358 2,263 5,211 -4,971 6,128 35,792 -1,292 1,514 139 -499 2,144
Percent of Open Interest Represented by Each Category of Trader
26.2 14.4 40.1 1.9 0.5 1.7 4.5 17.6 22.7 1.4 0.4 0.3 1.3 2.4
Number of Traders in Each Category Total Traders: 107
24 27 45 . . . 14 26 34 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 is12,207,541
Positions
2,843,369 1,130,317 2,304,774 642,474 1,337,864 1,063,352 2,193,257 2,668,236 2,417,187 50,286 146,403 241,495 451,347 897,913
Changes from: November 23, 2021 Total Change is: -141,903
-38,974 -124,174 87,813 -25,980 -74,557 36,353 -43,293 -9,018 -104,251 -5,268 20,429 22,003 -70,306 3,499
Percent of Open Interest Represented by Each Category of Trader
23.3 9.3 18.9 5.3 11.0 8.7 18.0 21.9 19.8 0.4 1.2 2.0 3.7 7.4
Number of Traders in Each Category Total Traders: 247
36 35 65 12 29 30 38 68 85 8 13 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 1,373,729
Positions
670,617 379,030 354,168 19,476 66,287 41,324 31,923 313,870 193,385 51,172 12,563 11,517 147 1,585
Changes from: November 23, 2021 Total Change is: 87,420
50,770 51,970 18,367 295 6,304 -1,707 6,655 -3,801 15,633 -774 261 -329 -1,490 722
Percent of Open Interest Represented by Each Category of Trader
48.8 27.6 25.8 1.4 4.8 3.0 2.3 22.8 14.1 3.7 0.9 0.8 0.0 0.1
Number of Traders in Each Category Total Traders: 143
29 32 44 . 9 4 14 32 35 8 13 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 233,455
Positions
73,473 74,439 43,408 8,324 2,546 2,419 41,027 41,339 61,459 58 4,352 3,219 68 274
Changes from: November 23, 2021 Total Change is: 17,765
15,546 5,525 436 602 19 494 -2,100 8,538 2,694 0 -67 105 -12 21
Percent of Open Interest Represented by Each Category of Trader
31.5 31.9 18.6 3.6 1.1 1.0 17.6 17.7 26.3 0.0 1.9 1.4 0.0 0.1
Number of Traders in Each Category Total Traders: 79
14 24 17 . . . 16 17 23 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 195,024
Positions
0 58,279 0 1,368 1,531 0 10,813 36,570 97,959 84,882 627 0 2 58
Changes from: November 23, 2021 Total Change is: 3,089
0 1,699 0 0 0 0 -332 -830 2,251 1,170 0 0 0 -31
Percent of Open Interest Represented by Each Category of Trader
0.0 29.9 0.0 0.7 0.8 0.0 5.5 18.8 50.2 43.5 0.3 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 28
0 8 0 . . 0 . 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 13,197
Positions
587 1,336 75 5,726 702 29 2,374 7,811 628 1,662 1,494 305 1,811 817
Changes from: November 23, 2021 Total Change is: -1,160
-30 2 -32 331 -48 -27 -40 748 -241 72 1,194 -910 -283 -1,846
Percent of Open Interest Represented by Each Category of Trader
4.4 10.1 0.6 43.4 5.3 0.2 18.0 59.2 4.8 12.6 11.3 2.3 13.7 6.2
Number of Traders in Each Category Total Traders: 88
. . . 9 . . 28 27 10 10 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 16,817
Positions
338 196 66 252 0 0 2,284 5,797 3,878 3,719 5,287 628 5,652 965
Changes from: November 23, 2021 Total Change is: -22,794
-844 -245 66 8 0 0 -17,823 -5,603 391 -482 -14,259 -2,918 -1,192 -226
Percent of Open Interest Represented by Each Category of Trader
2.0 1.2 0.4 1.5 0.0 0.0 13.6 34.5 23.1 22.1 31.4 3.7 33.6 5.7
Number of Traders in Each Category Total Traders: 126
. . . 5 0 0 12 11 4 76 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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 4,981
Positions
548 26 51 36 74 47 1,418 3,953 124 1,077 36 133 1,547 537
Changes from: November 23, 2021 Total Change is: -263
65 -16 -32 -35 0 0 -191 -183 -120 42 -3 85 -77 6
Percent of Open Interest Represented by Each Category of Trader
11.0 0.5 1.0 0.7 1.5 0.9 28.5 79.4 2.5 21.6 0.7 2.7 31.1 10.8
Number of Traders in Each Category Total Traders: 54
. . . . . . 21 16 4 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 30, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 52,172
Positions
823 40,824 0 20,731 1,004 705 17,091 5,251 1,274 4,931 1,060 36 6,581 2,018
Changes from: November 23, 2021 Total Change is: -5,522
-250 0 0 -611 -193 -3 -4,086 -5,295 558 -306 -573 -48 -776 32
Percent of Open Interest Represented by Each Category of Trader
1.6 78.2 0.0 39.7 1.9 1.4 32.8 10.1 2.4 9.5 2.0 0.1 12.6 3.9
Number of Traders in Each Category Total Traders: 116
. . 0 17 4 4 38 16 7 29 9 .
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Traders in Financial Futures - Futures Only Positions as of November 30, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 325,869
Positions
60,531 27,720 14,157 109,019 46,948 32,245 23,610 108,704 55,276 5,739 8,334 4,164 21,128 28,321
Changes from: November 23, 2021 Total Change is: 14,457
-1,989 7,635 1,172 555 -22,966 -4,110 2,705 15,937 15,137 -753 2,862 980 760 -2,190
Percent of Open Interest Represented by Each Category of Trader
18.6 8.5 4.3 33.5 14.4 9.9 7.2 33.4 17.0 1.8 2.6 1.3 6.5 8.7
Number of Traders in Each Category Total Traders: 179
14 15 20 23 28 28 30 48 47 5 9 9
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Traders in Financial Futures - Futures Only Positions as of November 30, 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 39,298
Positions
3,910 4,289 117 24,232 2,623 1,216 542 30,964 0 8,654 30 0 627 59
Changes from: November 23, 2021 Total Change is: -980
-30 15 -15 -1,130 1,580 -491 28 -2,102 0 808 30 0 -150 3
Percent of Open Interest Represented by Each Category of Trader
9.9 10.9 0.3 61.7 6.7 3.1 1.4 78.8 0.0 22.0 0.1 0.0 1.6 0.2
Number of Traders in Each Category Total Traders: 50
. . . 13 4 . 7 6 0 13 . 0
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Updated December 03, 2021