Traders in Financial Futures - Futures Only Positions as of December 7, 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 155,078
Positions
14,851 23,021 8,178 46,613 41,761 4,036 31,840 39,406 7,230 10,292 2,629 992 31,046 27,825
Changes from: November 30, 2021 Total Change is: 6,703
-1,782 -761 4,765 17 2,817 -383 -300 -3,290 2,740 1,639 -195 78 -71 932
Percent of Open Interest Represented by Each Category of Trader
9.6 14.8 5.3 30.1 26.9 2.6 20.5 25.4 4.7 6.6 1.7 0.6 20.0 17.9
Number of Traders in Each Category Total Traders: 107
8 7 8 16 16 8 22 26 18 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 51,229
Positions
26,326 1,539 303 4,602 15,864 1,649 3,651 8,883 3,002 0 0 0 11,696 19,989
Changes from: November 30, 2021 Total Change is: 686
-781 -97 -126 533 -1,185 102 -1,094 -881 2,719 0 -479 0 -667 633
Percent of Open Interest Represented by Each Category of Trader
51.4 3.0 0.6 9.0 31.0 3.2 7.1 17.3 5.9 0.0 0.0 0.0 22.8 39.0
Number of Traders in Each Category Total Traders: 45
7 . 4 5 14 6 6 10 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 238,310
Positions
114,629 8,100 14,317 30,123 110,873 4,002 42,212 46,994 5,658 3,606 8,256 0 23,763 40,110
Changes from: November 30, 2021 Total Change is: 7,887
2,302 -841 13,171 -2,718 -1,890 304 -5,011 -3,984 -1,666 106 -80 0 1,399 2,873
Percent of Open Interest Represented by Each Category of Trader
48.1 3.4 6.0 12.6 46.5 1.7 17.7 19.7 2.4 1.5 3.5 0.0 10.0 16.8
Number of Traders in Each Category Total Traders: 126
13 5 7 11 35 13 22 31 20 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 205,970
Positions
107,950 19,749 2,731 39,804 82,794 6,201 19,301 48,219 10,063 1,266 143 0 18,654 36,070
Changes from: November 30, 2021 Total Change is: -10,722
-13,989 -2,051 2,467 1,753 -4,297 -1,078 -3,808 -13,793 6,183 0 -152 -260 -1,990 2,259
Percent of Open Interest Represented by Each Category of Trader
52.4 9.6 1.3 19.3 40.2 3.0 9.4 23.4 4.9 0.6 0.1 0.0 9.1 17.5
Number of Traders in Each Category Total Traders: 109
9 6 7 15 27 15 17 30 16 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 716,213
Positions
49,367 297,138 34,096 390,842 159,731 32,748 54,321 102,069 17,116 46,271 10,337 5,017 86,435 57,961
Changes from: November 30, 2021 Total Change is: 10,804
-7,531 8,210 22,472 5,761 -16,158 -331 -5,094 -7,794 2,442 -1,737 1,504 1,052 -6,230 -593
Percent of Open Interest Represented by Each Category of Trader
6.9 41.5 4.8 54.6 22.3 4.6 7.6 14.3 2.4 6.5 1.4 0.7 12.1 8.1
Number of Traders in Each Category Total Traders: 344
16 18 13 109 45 47 46 55 31 38 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 37,208
Positions
889 11,665 1,548 14,885 8,909 2,649 529 4,925 1,689 0 0 0 15,019 5,823
Changes from: November 30, 2021 Total Change is: 4,281
-51 30 1,548 541 -559 92 97 737 1,689 0 0 0 365 744
Percent of Open Interest Represented by Each Category of Trader
2.4 31.4 4.2 40.0 23.9 7.1 1.4 13.2 4.5 0.0 0.0 0.0 40.4 15.6
Number of Traders in Each Category Total Traders: 30
. . . 16 5 10 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 28,272
Positions
8,440 0 509 5,056 15,937 1,390 5,226 2,285 371 0 0 0 7,280 7,780
Changes from: November 30, 2021 Total Change is: 1,739
134 0 9 -78 395 -3 996 0 364 0 0 0 317 974
Percent of Open Interest Represented by Each Category of Trader
29.9 0.0 1.8 17.9 56.4 4.9 18.5 8.1 1.3 0.0 0.0 0.0 25.7 27.5
Number of Traders in Each Category Total Traders: 23
. 0 . 4 10 5 4 . 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 212,150
Positions
119,984 5,035 6,609 26,512 108,534 5,908 28,838 45,573 3,203 1,320 430 0 19,776 36,858
Changes from: November 30, 2021 Total Change is: 10,169
1,209 933 6,316 -242 3,395 420 1,037 -5,582 129 -270 430 0 1,570 4,128
Percent of Open Interest Represented by Each Category of Trader
56.6 2.4 3.1 12.5 51.2 2.8 13.6 21.5 1.5 0.6 0.2 0.0 9.3 17.4
Number of Traders in Each Category Total Traders: 97
12 5 7 10 23 9 19 25 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 59,970
Positions
387 33,728 11,246 35,003 116 62 6,163 8,093 692 3,363 4,745 0 3,054 1,288
Changes from: November 30, 2021 Total Change is: 10,100
-26 2 11,244 -1,421 -234 20 -720 -1,900 676 315 50 0 12 242
Percent of Open Interest Represented by Each Category of Trader
0.6 56.2 18.8 58.4 0.2 0.1 10.3 13.5 1.2 5.6 7.9 0.0 5.1 2.1
Number of Traders in Each Category Total Traders: 45
. . . 12 . . 14 4 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 200,173
Positions
46,903 90,653 15,329 50,887 26,809 1,651 74,297 35,064 2,724 3,389 21,843 173 4,820 5,927
Changes from: November 30, 2021 Total Change is: 4,454
335 -4,678 14,824 2,184 -2,613 264 -15,155 -4,842 1,791 -478 -715 106 583 317
Percent of Open Interest Represented by Each Category of Trader
23.4 45.3 7.7 25.4 13.4 0.8 37.1 17.5 1.4 1.7 10.9 0.1 2.4 3.0
Number of Traders in Each Category Total Traders: 144
5 9 . 9 18 6 35 43 12 7 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 25,487
Positions
7,097 3,260 1,089 5,598 5,151 146 5,809 11,146 34 3,124 1,860 0 2,590 2,801
Changes from: November 30, 2021 Total Change is: -15,614
-6,546 2,722 -6,811 -2,250 36 146 992 -10,608 -500 -1,121 -63 -54 530 -482
Percent of Open Interest Represented by Each Category of Trader
27.8 12.8 4.3 22.0 20.2 0.6 22.8 43.7 0.1 12.3 7.3 0.0 10.2 11.0
Number of Traders in Each Category Total Traders: 63
. . . 7 7 . 11 20 . 9 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 55,975
Positions
11,088 11,673 1,960 1,834 18,130 502 33,132 13,400 3,718 515 1,533 32 3,194 5,027
Changes from: November 30, 2021 Total Change is: 6,492
1,065 -2,525 1,810 -1,537 5,309 -372 3,022 -1,119 2,542 -136 243 2 96 602
Percent of Open Interest Represented by Each Category of Trader
19.8 20.9 3.5 3.3 32.4 0.9 59.2 23.9 6.6 0.9 2.7 0.1 5.7 9.0
Number of Traders in Each Category Total Traders: 96
8 6 5 6 19 7 23 25 12 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 12,669
Positions
1,689 2,253 236 1,660 2,475 0 7,425 4,348 127 367 792 14 1,151 2,424
Changes from: November 30, 2021 Total Change is: -1,440
-479 0 236 190 141 0 -955 -1,941 -153 -300 17 0 21 260
Percent of Open Interest Represented by Each Category of Trader
13.3 17.8 1.9 13.1 19.5 0.0 58.6 34.3 1.0 2.9 6.3 0.1 9.1 19.1
Number of Traders in Each Category Total Traders: 31
. . . 5 4 0 6 9 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 51,530
Positions
14,693 19,302 988 15,298 2,161 290 11,959 5,256 103 25 15,943 33 8,143 7,456
Changes from: November 30, 2021 Total Change is: 728
-217 118 -176 1,950 56 -346 1,641 607 -851 -627 495 33 -679 794
Percent of Open Interest Represented by Each Category of Trader
28.5 37.5 1.9 29.7 4.2 0.6 23.2 10.2 0.2 0.0 30.9 0.1 15.8 14.5
Number of Traders in Each Category Total Traders: 108
14 17 6 24 6 6 27 14 8 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 103,059
Positions
29,386 38,604 1,976 30,595 4,321 579 23,918 10,511 205 50 31,886 65 16,285 14,912
Changes from: November 30, 2021 Total Change is: 1,456
-434 236 -351 3,899 111 -692 3,282 1,213 -1,702 -1,253 989 65 -1,358 1,587
Percent of Open Interest Represented by Each Category of Trader
28.5 37.5 1.9 29.7 4.2 0.6 23.2 10.2 0.2 0.0 30.9 0.1 15.8 14.5
Number of Traders in Each Category Total Traders: 108
14 17 6 24 6 6 27 14 8 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 40,408
Positions
8,100 23,510 1,673 25,496 9,616 1,532 1,223 3,723 0 0 0 0 2,384 354
Changes from: November 30, 2021 Total Change is: 617
-14 -237 0 817 109 146 -239 477 0 0 0 0 -93 122
Percent of Open Interest Represented by Each Category of Trader
20.0 58.2 4.1 63.1 23.8 3.8 3.0 9.2 0.0 0.0 0.0 0.0 5.9 0.9
Number of Traders in Each Category Total Traders: 41
6 7 . 20 . 4 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 502,877
Positions
39,499 132,358 34,054 216,969 87,181 61,159 57,513 54,131 12,694 27,671 71,488 577 52,740 49,234
Changes from: November 30, 2021 Total Change is: 734
3,067 322 8,470 -5,160 1,394 -2,507 -6,101 2,141 1,364 4,283 -6,853 56 -2,738 -3,653
Percent of Open Interest Represented by Each Category of Trader
7.9 26.3 6.8 43.1 17.3 12.2 11.4 10.8 2.5 5.5 14.2 0.1 10.5 9.8
Number of Traders in Each Category Total Traders: 520
36 33 36 154 83 108 73 81 68 27 32 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 30,927
Positions
11,359 27,038 0 11,456 2,568 0 4,324 531 0 0 0 0 3,788 790
Changes from: November 30, 2021 Total Change is: -1,008
-625 -770 0 -620 0 -40 -147 97 0 0 0 0 424 -295
Percent of Open Interest Represented by Each Category of Trader
36.7 87.4 0.0 37.0 8.3 0.0 14.0 1.7 0.0 0.0 0.0 0.0 12.2 2.6
Number of Traders in Each Category Total Traders: 34
4 10 0 12 . 0 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 2,514,383
Positions
197,495 661,790 170,271 1,084,845 435,905 305,795 287,566 270,655 63,471 138,356 357,442 2,886 263,698 246,168
Changes from: November 30, 2021 Total Change is: 3,669
15,336 1,608 42,352 -25,799 6,970 -12,535 -30,505 10,706 6,819 21,413 -34,267 280 -13,692 -18,264
Percent of Open Interest Represented by Each Category of Trader
7.9 26.3 6.8 43.1 17.3 12.2 11.4 10.8 2.5 5.5 14.2 0.1 10.5 9.8
Number of Traders in Each Category Total Traders: 520
36 33 36 154 83 108 73 81 68 27 32 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 36,342
Positions
16,488 27,336 5,500 8,196 1,718 0 1,917 771 49 0 0 0 4,192 968
Changes from: November 30, 2021 Total Change is: 3,384
-2,271 8 4,500 113 -877 0 101 -238 0 0 0 0 941 -9
Percent of Open Interest Represented by Each Category of Trader
45.4 75.2 15.1 22.6 4.7 0.0 5.3 2.1 0.1 0.0 0.0 0.0 11.5 2.7
Number of Traders in Each Category Total Traders: 37
7 6 . 14 . 0 6 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 23,732
Positions
9,526 21,318 0 10,964 154 275 520 1,082 0 0 0 0 2,447 903
Changes from: November 30, 2021 Total Change is: 1,031
-3,064 899 0 3,694 0 0 60 -145 0 0 0 0 341 277
Percent of Open Interest Represented by Each Category of Trader
40.1 89.8 0.0 46.2 0.6 1.2 2.2 4.6 0.0 0.0 0.0 0.0 10.3 3.8
Number of Traders in Each Category Total Traders: 23
. 11 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 206,610
Positions
36,044 6,088 214 16,372 5,219 295 49,763 154,476 4,320 1,183 0 0 98,419 35,998
Changes from: November 30, 2021 Total Change is: 15,580
65 308 214 -266 73 99 9,788 7,532 3,364 -1,465 0 0 3,781 3,990
Percent of Open Interest Represented by Each Category of Trader
17.4 2.9 0.1 7.9 2.5 0.1 24.1 74.8 2.1 0.6 0.0 0.0 47.6 17.4
Number of Traders in Each Category Total Traders: 27
. . . 5 . . 6 10 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 41,489
Positions
6,716 10,590 187 19,563 20,723 2,451 3,422 3,171 169 322 0 0 8,659 4,198
Changes from: November 30, 2021 Total Change is: 711
-244 867 33 751 -638 100 80 106 166 322 0 0 -497 77
Percent of Open Interest Represented by Each Category of Trader
16.2 25.5 0.5 47.2 49.9 5.9 8.2 7.6 0.4 0.8 0.0 0.0 20.9 10.1
Number of Traders in Each Category Total Traders: 70
4 8 . 27 17 9 6 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 461,315
Positions
94,990 85,423 7,203 206,059 164,931 50,159 47,489 81,723 6,748 14,097 44,876 26 34,544 20,226
Changes from: November 30, 2021 Total Change is: -2,927
-883 4,206 1,200 -3,329 -174 2,529 -7,676 -11,772 2,575 7,661 -522 23 -5,027 -992
Percent of Open Interest Represented by Each Category of Trader
20.6 18.5 1.6 44.7 35.8 10.9 10.3 17.7 1.5 3.1 9.7 0.0 7.5 4.4
Number of Traders in Each Category Total Traders: 351
26 22 10 96 58 49 45 73 28 14 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 25,879
Positions
9,759 24,185 0 13,350 497 0 1,438 662 0 0 0 0 1,332 535
Changes from: November 30, 2021 Total Change is: -1,186
-373 -550 0 -501 11 0 -189 -257 0 0 0 0 -123 -390
Percent of Open Interest Represented by Each Category of Trader
37.7 93.5 0.0 51.6 1.9 0.0 5.6 2.6 0.0 0.0 0.0 0.0 5.1 2.1
Number of Traders in Each Category Total Traders: 29
4 5 0 15 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 25,848
Positions
9 13,034 876 10,504 0 16 2,524 1,670 4,122 697 1,078 1,116 5,984 3,936
Changes from: November 30, 2021 Total Change is: 8,385
9 1,104 876 -258 -333 -10 1,251 1,670 4,080 23 301 1,116 1,298 -419
Percent of Open Interest Represented by Each Category of Trader
0.0 50.4 3.4 40.6 0.0 0.1 9.8 6.5 15.9 2.7 4.2 4.3 23.2 15.2
Number of Traders in Each Category Total Traders: 26
. . . 11 0 . . . 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 61,968
Positions
20,454 5,449 2,729 12,963 4,981 425 7,795 12,791 5,143 5,323 27 185 6,951 30,238
Changes from: November 30, 2021 Total Change is: 9,770
1,220 268 1,323 1,519 -801 -468 88 5,150 4,091 1,387 -774 175 435 806
Percent of Open Interest Represented by Each Category of Trader
33.0 8.8 4.4 20.9 8.0 0.7 12.6 20.6 8.3 8.6 0.0 0.3 11.2 48.8
Number of Traders in Each Category Total Traders: 72
13 7 9 11 4 4 17 15 10 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 400,675
Positions
33,424 242,024 4,802 279,506 85,012 44,191 19,807 14,047 377 8,219 4,173 311 10,038 5,738
Changes from: November 30, 2021 Total Change is: -7,492
245 -7,004 1,696 -6,126 1,830 -1,759 -831 4,108 -416 -667 -4,766 59 307 -1,240
Percent of Open Interest Represented by Each Category of Trader
8.3 60.4 1.2 69.8 21.2 11.0 4.9 3.5 0.1 2.1 1.0 0.1 2.5 1.4
Number of Traders in Each Category Total Traders: 182
12 12 10 73 45 39 18 12 5 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 1,112,919
Positions
83,617 469,449 11,144 720,807 389,159 126,901 82,699 65,463 8,740 48,450 25,019 4,468 26,093 12,576
Changes from: November 30, 2021 Total Change is: 7,554
-371 -1,183 6,818 20,806 18,093 1,418 -19,178 4,973 3,273 -8,074 -18,769 3,350 -488 -10,419
Percent of Open Interest Represented by Each Category of Trader
7.5 42.2 1.0 64.8 35.0 11.4 7.4 5.9 0.8 4.4 2.2 0.4 2.3 1.1
Number of Traders in Each Category Total Traders: 414
28 20 17 144 86 86 51 41 26 28 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 242,106
Positions
35,884 180,610 38,568 19,049 7,397 2,756 132,293 755 11,784 1,449 177 0 323 59
Changes from: November 30, 2021 Total Change is: 7,132
415 3,660 1,982 0 0 0 4,445 250 1,240 50 0 0 -1,000 0
Percent of Open Interest Represented by Each Category of Trader
14.8 74.6 15.9 7.9 3.1 1.1 54.6 0.3 4.9 0.6 0.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 86
10 24 16 12 . . 27 . 6 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 50,376
Positions
12,780 17,543 793 14,792 8,031 550 10,028 10,883 1,079 2,237 3,202 29 8,086 8,265
Changes from: November 30, 2021 Total Change is: -1,319
-809 248 46 -1,502 -421 -168 -181 -780 353 198 177 16 729 -789
Percent of Open Interest Represented by Each Category of Trader
25.4 34.8 1.6 29.4 15.9 1.1 19.9 21.6 2.1 4.4 6.4 0.1 16.1 16.4
Number of Traders in Each Category Total Traders: 294
25 21 11 65 42 35 43 55 29 21 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 251,880
Positions
63,899 87,713 3,967 73,962 40,157 2,752 50,141 54,417 5,395 11,187 16,009 147 40,430 41,323
Changes from: November 30, 2021 Total Change is: -6,596
-4,046 1,241 230 -7,512 -2,106 -840 -905 -3,902 1,765 991 884 78 3,643 -3,946
Percent of Open Interest Represented by Each Category of Trader
25.4 34.8 1.6 29.4 15.9 1.1 19.9 21.6 2.1 4.4 6.4 0.1 16.1 16.4
Number of Traders in Each Category Total Traders: 294
25 21 11 65 42 35 43 55 29 21 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 150,370
Positions
1,038 8,408 268 582 0 0 103,163 100,556 8,217 3,179 4,843 7 33,916 28,071
Changes from: November 30, 2021 Total Change is: 19,487
309 602 268 -106 0 0 19,934 10,107 4,241 812 311 -4 -5,967 3,962
Percent of Open Interest Represented by Each Category of Trader
0.7 5.6 0.2 0.4 0.0 0.0 68.6 66.9 5.5 2.1 3.2 0.0 22.6 18.7
Number of Traders in Each Category Total Traders: 38
. . . . 0 0 10 9 7 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 1,211,685
Positions
7,664 117,194 2,352 583,371 262,161 235,707 91,447 371,706 17,381 82,155 35,060 0 191,608 170,124
Changes from: November 30, 2021 Total Change is: -7,496
5,283 -3,842 -1,143 -5,618 67 -4,558 4,570 12,707 -13,980 -2,413 -5,678 0 10,363 8,931
Percent of Open Interest Represented by Each Category of Trader
0.6 9.7 0.2 48.1 21.6 19.5 7.5 30.7 1.4 6.8 2.9 0.0 15.8 14.0
Number of Traders in Each Category Total Traders: 183
7 19 6 62 30 59 15 39 14 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 1,231,575
Positions
41,115 45,066 1,672 666,536 267,019 201,251 65,435 543,088 30,918 71,181 5,416 24 153,443 137,121
Changes from: November 30, 2021 Total Change is: -11,106
-8,475 14,815 -2,400 -7,366 -1,367 2,561 5,242 -19,870 -6,124 1,634 -47 -25 3,847 1,351
Percent of Open Interest Represented by Each Category of Trader
3.3 3.7 0.1 54.1 21.7 16.3 5.3 44.1 2.5 5.8 0.4 0.0 12.5 11.1
Number of Traders in Each Category Total Traders: 147
6 8 5 71 24 56 9 21 13 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 1,887,954
Positions
58,353 154,933 10,391 580,764 636,849 415,167 525,421 149,554 108,887 54,470 223,310 5,733 128,768 183,130
Changes from: November 30, 2021 Total Change is: 98,758
6,141 5,439 -1,398 -14,643 24,998 25,090 44,551 -5,846 35,992 -163 7,698 87 3,101 6,698
Percent of Open Interest Represented by Each Category of Trader
3.1 8.2 0.6 30.8 33.7 22.0 27.8 7.9 5.8 2.9 11.8 0.3 6.8 9.7
Number of Traders in Each Category Total Traders: 330
14 31 8 73 82 83 42 47 34 14 27 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 3,788,362
Positions
170,657 135,575 56,365 1,543,499 1,369,621 779,282 672,840 476,552 116,036 142,166 275,495 21,514 286,003 557,922
Changes from: November 30, 2021 Total Change is: -14,763
46,446 -25,510 6,554 17,720 62,392 -30,024 -57,143 -11,241 12,676 2,420 -33,850 -1,473 -11,939 5,713
Percent of Open Interest Represented by Each Category of Trader
4.5 3.6 1.5 40.7 36.2 20.6 17.8 12.6 3.1 3.8 7.3 0.6 7.5 14.7
Number of Traders in Each Category Total Traders: 414
23 29 16 82 104 101 49 79 50 17 30 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 1,374,429
Positions
81,439 29,076 5,621 393,900 498,964 208,897 489,874 285,288 28,672 58,774 42,640 0 107,252 275,271
Changes from: November 30, 2021 Total Change is: -54,311
-6,572 -1,422 -1,193 8,976 18,627 -6,044 -40,509 -25,617 -20,987 8,797 -13,856 0 3,221 -3,819
Percent of Open Interest Represented by Each Category of Trader
5.9 2.1 0.4 28.7 36.3 15.2 35.6 20.8 2.1 4.3 3.1 0.0 7.8 20.0
Number of Traders in Each Category Total Traders: 158
6 6 . 26 63 54 23 22 17 4 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 3,532,357
Positions
43,134 216,783 14,629 2,009,702 898,515 617,229 141,231 920,217 135,302 316,822 236,020 1,998 252,310 491,664
Changes from: November 30, 2021 Total Change is: 45,819
9,022 7,648 -1,614 70,673 9,323 -3,819 -12,436 8,181 16,570 -24,354 25,020 -1,885 -6,338 -13,605
Percent of Open Interest Represented by Each Category of Trader
1.2 6.1 0.4 56.9 25.4 17.5 4.0 26.1 3.8 9.0 6.7 0.1 7.1 13.9
Number of Traders in Each Category Total Traders: 340
12 31 7 76 75 88 27 77 35 11 31 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 1,338,244
Positions
356,393 162,873 558,609 25,605 8,352 26,195 34,661 253,698 292,235 19,704 5,019 2,815 22,027 28,448
Changes from: November 30, 2021 Total Change is: -87,794
-17,281 -43,014 -12,687 -1,013 1,539 2,653 -29,753 2,820 -31,188 -852 -747 -1,412 3,739 -5,758
Percent of Open Interest Represented by Each Category of Trader
26.6 12.2 41.7 1.9 0.6 2.0 2.6 19.0 21.8 1.5 0.4 0.2 1.6 2.1
Number of Traders in Each Category Total Traders: 110
25 27 45 . 4 . 15 27 32 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 is12,241,710
Positions
2,902,005 1,097,421 2,394,106 667,891 1,241,305 1,040,261 2,085,339 2,737,774 2,414,402 47,615 151,794 247,683 442,408 916,964
Changes from: November 30, 2021 Total Change is: 34,169
58,636 -32,896 89,332 25,417 -96,559 -23,091 -107,918 69,538 -2,785 -2,671 5,391 6,188 -8,939 19,051
Percent of Open Interest Represented by Each Category of Trader
23.7 9.0 19.6 5.5 10.1 8.5 17.0 22.4 19.7 0.4 1.2 2.0 3.6 7.5
Number of Traders in Each Category Total Traders: 248
32 41 67 14 23 27 31 79 89 9 10 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 1,436,521
Positions
630,819 365,190 406,834 19,506 69,565 44,057 76,599 333,471 193,339 52,851 11,577 11,537 979 951
Changes from: November 30, 2021 Total Change is: 62,792
-39,798 -13,840 52,666 30 3,278 2,733 44,676 19,601 -46 1,679 -986 20 832 -634
Percent of Open Interest Represented by Each Category of Trader
43.9 25.4 28.3 1.4 4.8 3.1 5.3 23.2 13.5 3.7 0.8 0.8 0.1 0.1
Number of Traders in Each Category Total Traders: 145
31 30 47 4 10 4 20 26 35 9 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 192,608
Positions
78,430 55,349 27,755 5,576 2,495 2,089 31,184 52,973 44,152 58 4,422 3,231 133 142
Changes from: November 30, 2021 Total Change is: -40,847
4,957 -19,090 -15,653 -2,748 -51 -330 -9,843 11,634 -17,307 0 70 12 65 -132
Percent of Open Interest Represented by Each Category of Trader
40.7 28.7 14.4 2.9 1.3 1.1 16.2 27.5 22.9 0.0 2.3 1.7 0.1 0.1
Number of Traders in Each Category Total Traders: 80
15 21 19 . . . 18 17 26 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 191,404
Positions
0 50,831 0 0 1,592 406 12,306 26,196 111,671 67,018 652 0 3 56
Changes from: November 30, 2021 Total Change is: -3,620
0 -7,448 0 -1,368 61 406 1,493 -10,374 13,712 -17,864 25 0 1 -2
Percent of Open Interest Represented by Each Category of Trader
0.0 26.6 0.0 0.0 0.8 0.2 6.4 13.7 58.3 35.0 0.3 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 27
0 7 0 0 4 . . 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 13,242
Positions
479 1,082 87 5,826 718 36 1,997 8,095 870 1,735 933 544 1,668 877
Changes from: November 30, 2021 Total Change is: 45
-108 -254 12 100 16 7 -377 284 242 73 -561 239 -143 60
Percent of Open Interest Represented by Each Category of Trader
3.6 8.2 0.7 44.0 5.4 0.3 15.1 61.1 6.6 13.1 7.0 4.1 12.6 6.6
Number of Traders in Each Category Total Traders: 89
. . . 7 . . 26 32 13 9 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 36,875
Positions
1,848 41 10 142 70 0 14,831 23,873 4,991 3,714 1,551 5,292 6,047 1,047
Changes from: November 30, 2021 Total Change is: 20,058
1,510 -155 -56 -110 70 0 12,547 18,076 1,113 -5 -3,736 4,664 395 82
Percent of Open Interest Represented by Each Category of Trader
5.0 0.1 0.0 0.4 0.2 0.0 40.2 64.7 13.5 10.1 4.2 14.4 16.4 2.8
Number of Traders in Each Category Total Traders: 133
. . . . . 0 11 13 4 78 23 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 4,535
Positions
198 63 69 25 74 47 1,205 3,248 229 1,144 32 316 1,302 457
Changes from: November 30, 2021 Total Change is: -446
-350 37 18 -11 0 0 -213 -705 105 67 -4 183 -245 -80
Percent of Open Interest Represented by Each Category of Trader
4.4 1.4 1.5 0.6 1.6 1.0 26.6 71.6 5.0 25.2 0.7 7.0 28.7 10.1
Number of Traders in Each Category Total Traders: 53
. . . . . . 16 15 6 12 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 59,994
Positions
748 40,872 0 22,014 1,053 652 15,931 7,037 7,052 5,847 919 51 7,699 2,358
Changes from: November 30, 2021 Total Change is: 7,822
-75 48 0 1,283 49 -53 -1,160 1,786 5,778 916 -141 15 1,118 340
Percent of Open Interest Represented by Each Category of Trader
1.2 68.1 0.0 36.7 1.8 1.1 26.6 11.7 11.8 9.7 1.5 0.1 12.8 3.9
Number of Traders in Each Category Total Traders: 121
. . 0 18 4 4 39 14 11 34 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 7, 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 300,082
Positions
45,680 22,249 12,794 103,079 39,726 33,254 24,021 100,116 49,526 6,469 8,862 5,627 19,632 27,928
Changes from: November 30, 2021 Total Change is: -25,787
-14,851 -5,471 -1,363 -5,940 -7,222 1,009 411 -8,588 -5,750 730 528 1,463 -1,496 -393
Percent of Open Interest Represented by Each Category of Trader
15.2 7.4 4.3 34.4 13.2 11.1 8.0 33.4 16.5 2.2 3.0 1.9 6.5 9.3
Number of Traders in Each Category Total Traders: 176
11 16 15 21 28 28 23 51 51 5 12 10
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Traders in Financial Futures - Futures Only Positions as of December 7, 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 48,211
Positions
3,910 4,406 0 33,255 3,227 1,216 497 39,225 0 8,640 0 96 597 41
Changes from: November 30, 2021 Total Change is: 8,913
0 117 -117 9,023 604 0 -45 8,261 0 -14 -30 96 -30 -18
Percent of Open Interest Represented by Each Category of Trader
8.1 9.1 0.0 69.0 6.7 2.5 1.0 81.4 0.0 17.9 0.0 0.2 1.2 0.1
Number of Traders in Each Category Total Traders: 47
. . 0 13 4 . 6 7 0 11 0 .
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Updated December 10, 2021