Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 167,144
Positions
3,218 62,420 8,933 52,989 18,860 5,057 30,989 34,347 11,333 12,100 2,880 27 42,498 23,287
Changes from: November 9, 2021 Total Change is: -3,687
404 -4,552 1,531 -5,945 3,895 183 1,681 -6,750 1,552 -698 -289 -16 -2,378 760
Percent of Open Interest Represented by Each Category of Trader
1.9 37.3 5.3 31.7 11.3 3.0 18.5 20.5 6.8 7.2 1.7 0.0 25.4 13.9
Number of Traders in Each Category Total Traders: 100
4 10 8 21 10 10 18 22 16 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 55,216
Positions
26,598 1,831 1,781 3,452 14,108 1,380 7,250 11,509 2,522 0 0 0 12,232 22,085
Changes from: November 9, 2021 Total Change is: 838
2,605 -344 186 -1,566 1,535 -358 1,187 -5,458 1,012 0 0 0 -2,228 4,266
Percent of Open Interest Represented by Each Category of Trader
48.2 3.3 3.2 6.3 25.6 2.5 13.1 20.8 4.6 0.0 0.0 0.0 22.2 40.0
Number of Traders in Each Category Total Traders: 44
7 . 4 . 13 6 9 9 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 231,766
Positions
87,314 15,205 6,524 37,938 94,099 4,040 43,448 46,121 23,268 4,347 8,747 0 24,885 33,761
Changes from: November 9, 2021 Total Change is: 24,698
27,606 -2,105 1,533 -3,290 12,179 670 -3,912 5,678 3,011 -5 1,079 0 -915 2,653
Percent of Open Interest Represented by Each Category of Trader
37.7 6.6 2.8 16.4 40.6 1.7 18.7 19.9 10.0 1.9 3.8 0.0 10.7 14.6
Number of Traders in Each Category Total Traders: 141
9 7 7 15 34 16 26 37 22 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 276,332
Positions
158,863 16,184 4,111 41,545 94,441 7,258 24,120 93,072 15,303 1,916 171 65 23,153 45,729
Changes from: November 9, 2021 Total Change is: 12,877
11,367 374 -202 -6,588 3,263 998 6,738 3,350 -12 -350 83 -26 953 5,051
Percent of Open Interest Represented by Each Category of Trader
57.5 5.9 1.5 15.0 34.2 2.6 8.7 33.7 5.5 0.7 0.1 0.0 8.4 16.5
Number of Traders in Each Category Total Traders: 138
12 . 9 16 34 16 24 44 22 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 781,018
Positions
59,386 316,675 23,719 398,591 167,940 39,591 60,191 102,200 52,865 47,244 9,091 4,833 94,598 64,105
Changes from: November 9, 2021 Total Change is: 58,728
9,941 -1,371 8,369 3,322 11,710 3,975 6,568 11,868 18,531 645 840 -895 8,272 5,702
Percent of Open Interest Represented by Each Category of Trader
7.6 40.5 3.0 51.0 21.5 5.1 7.7 13.1 6.8 6.0 1.2 0.6 12.1 8.2
Number of Traders in Each Category Total Traders: 350
18 15 15 111 48 54 50 54 35 37 17 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 32,357
Positions
1,342 11,619 0 13,614 9,397 2,554 966 4,183 4 0 0 0 13,877 4,600
Changes from: November 9, 2021 Total Change is: -1,233
402 0 0 477 -698 -64 -1,086 505 4 0 0 0 -966 -980
Percent of Open Interest Represented by Each Category of Trader
4.1 35.9 0.0 42.1 29.0 7.9 3.0 12.9 0.0 0.0 0.0 0.0 42.9 14.2
Number of Traders in Each Category Total Traders: 27
. . 0 14 5 7 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 22,030
Positions
5,393 0 0 5,795 13,264 1,387 187 2,285 579 0 0 0 8,689 4,515
Changes from: November 9, 2021 Total Change is: -785
163 0 0 -872 46 0 187 -897 -187 0 0 0 -76 253
Percent of Open Interest Represented by Each Category of Trader
24.5 0.0 0.0 26.3 60.2 6.3 0.8 10.4 2.6 0.0 0.0 0.0 39.4 20.5
Number of Traders in Each Category Total Traders: 21
. 0 0 6 9 5 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 177,948
Positions
85,789 4,560 1,499 30,609 82,779 5,774 22,573 41,180 9,199 1,469 3,837 0 21,037 29,120
Changes from: November 9, 2021 Total Change is: 10,469
13,738 -3,835 -206 -10,167 8,521 1,236 7,165 287 1,551 -106 -164 0 -2,741 3,079
Percent of Open Interest Represented by Each Category of Trader
48.2 2.6 0.8 17.2 46.5 3.2 12.7 23.1 5.2 0.8 2.2 0.0 11.8 16.4
Number of Traders in Each Category Total Traders: 98
10 5 6 16 16 9 15 27 13 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 52,624
Positions
408 34,092 2 39,398 0 104 7,276 12,504 0 3,018 4,815 0 2,418 1,107
Changes from: November 9, 2021 Total Change is: -5,725
296 -123 0 -84 -100 -1 -2,569 -5,778 0 -2,861 0 0 -506 277
Percent of Open Interest Represented by Each Category of Trader
0.8 64.8 0.0 74.9 0.0 0.2 13.8 23.8 0.0 5.7 9.1 0.0 4.6 2.1
Number of Traders in Each Category Total Traders: 62
. 5 . 15 0 . 21 11 0 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 170,292
Positions
34,199 103,446 506 60,648 4,435 1,148 61,663 33,865 1,353 5,415 21,712 68 5,293 3,760
Changes from: November 9, 2021 Total Change is: 6,045
1,059 -1,613 0 -4,149 1,269 -148 10,668 6,135 -105 -561 27 3 -722 477
Percent of Open Interest Represented by Each Category of Trader
20.1 60.7 0.3 35.6 2.6 0.7 36.2 19.9 0.8 3.2 12.7 0.0 3.1 2.2
Number of Traders in Each Category Total Traders: 152
7 8 . 17 10 6 46 39 9 8 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 31,860
Positions
13,723 576 259 5,266 13,711 0 5,485 12,558 352 4,204 1,788 26 2,545 2,590
Changes from: November 9, 2021 Total Change is: -2,082
-30 218 7 415 -5,323 0 -2,492 3,249 161 -11 180 0 -132 -574
Percent of Open Interest Represented by Each Category of Trader
43.1 1.8 0.8 16.5 43.0 0.0 17.2 39.4 1.1 13.2 5.6 0.1 8.0 8.1
Number of Traders in Each Category Total Traders: 67
. . . 8 6 0 13 17 4 13 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 43,076
Positions
4,006 19,817 74 6,982 5,927 1,212 24,394 10,736 812 618 1,060 53 4,925 3,385
Changes from: November 9, 2021 Total Change is: -451
248 -1,352 41 -1,886 -179 -312 2,136 942 336 -488 -129 -33 -493 235
Percent of Open Interest Represented by Each Category of Trader
9.3 46.0 0.2 16.2 13.8 2.8 56.6 24.9 1.9 1.4 2.5 0.1 11.4 7.9
Number of Traders in Each Category Total Traders: 92
5 7 . 11 11 7 30 22 10 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 12,423
Positions
2,162 2,305 0 1,490 1,900 0 7,275 5,893 2 126 724 0 1,368 1,599
Changes from: November 9, 2021 Total Change is: -866
-271 913 0 33 -1,110 -123 -346 -542 -3 0 -68 0 -156 67
Percent of Open Interest Represented by Each Category of Trader
17.4 18.6 0.0 12.0 15.3 0.0 58.6 47.4 0.0 1.0 5.8 0.0 11.0 12.9
Number of Traders in Each Category Total Traders: 34
. . 0 . 4 0 9 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 52,200
Positions
14,305 21,138 861 13,284 1,407 831 12,629 4,318 993 432 16,046 30 8,835 6,575
Changes from: November 9, 2021 Total Change is: 121
547 -18 -142 187 257 215 -79 326 -256 156 351 -29 -478 -585
Percent of Open Interest Represented by Each Category of Trader
27.4 40.5 1.6 25.4 2.7 1.6 24.2 8.3 1.9 0.8 30.7 0.1 16.9 12.6
Number of Traders in Each Category Total Traders: 113
17 16 6 25 4 7 30 10 10 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 104,399
Positions
28,610 42,276 1,722 26,567 2,814 1,662 25,259 8,636 1,987 863 32,092 60 17,669 13,150
Changes from: November 9, 2021 Total Change is: 241
1,094 -35 -283 373 513 430 -159 653 -512 311 703 -58 -955 -1,169
Percent of Open Interest Represented by Each Category of Trader
27.4 40.5 1.6 25.4 2.7 1.6 24.2 8.3 1.9 0.8 30.7 0.1 16.9 12.6
Number of Traders in Each Category Total Traders: 113
17 16 6 25 4 7 30 10 10 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 42,647
Positions
8,074 25,845 1,673 27,309 9,592 1,747 1,194 3,343 0 0 0 0 2,650 447
Changes from: November 9, 2021 Total Change is: 454
29 2 0 1,195 -27 77 -218 311 0 0 0 0 -629 91
Percent of Open Interest Represented by Each Category of Trader
18.9 60.6 3.9 64.0 22.5 4.1 2.8 7.8 0.0 0.0 0.0 0.0 6.2 1.0
Number of Traders in Each Category Total Traders: 39
6 7 . 19 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 659,620
Positions
36,705 133,451 45,384 230,100 73,207 70,492 46,322 57,539 133,417 25,709 82,064 8,012 63,479 56,053
Changes from: November 9, 2021 Total Change is: 8,050
343 3,165 3,957 2,209 -2,878 1,248 -2,957 -575 883 551 1,023 1,923 -106 -696
Percent of Open Interest Represented by Each Category of Trader
5.6 20.2 6.9 34.9 11.1 10.7 7.0 8.7 20.2 3.9 12.4 1.2 9.6 8.5
Number of Traders in Each Category Total Traders: 583
35 33 46 163 77 119 90 90 115 52 41 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 33,624
Positions
9,937 32,277 0 15,369 0 90 4,790 418 0 0 0 0 3,438 839
Changes from: November 9, 2021 Total Change is: 1,040
830 1,027 0 1,133 0 0 -568 39 0 0 0 0 -355 -26
Percent of Open Interest Represented by Each Category of Trader
29.6 96.0 0.0 45.7 0.0 0.3 14.2 1.2 0.0 0.0 0.0 0.0 10.2 2.5
Number of Traders in Each Category Total Traders: 40
5 10 0 16 0 . 8 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,298,099
Positions
183,524 667,256 226,922 1,150,498 366,037 352,460 231,610 287,693 667,084 128,544 410,321 40,060 317,397 280,266
Changes from: November 9, 2021 Total Change is: 40,252
1,713 15,825 19,786 11,043 -14,390 6,241 -14,783 -2,874 4,413 2,753 5,117 9,615 -528 -3,481
Percent of Open Interest Represented by Each Category of Trader
5.6 20.2 6.9 34.9 11.1 10.7 7.0 8.7 20.2 3.9 12.4 1.2 9.6 8.5
Number of Traders in Each Category Total Traders: 583
35 33 46 163 77 119 90 90 115 52 41 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 32,420
Positions
14,307 30,461 0 11,761 473 0 2,209 923 88 0 0 0 4,055 475
Changes from: November 9, 2021 Total Change is: -1,704
103 -1,719 0 -2,265 0 0 -16 451 0 0 0 0 474 -436
Percent of Open Interest Represented by Each Category of Trader
44.1 94.0 0.0 36.3 1.5 0.0 6.8 2.8 0.3 0.0 0.0 0.0 12.5 1.5
Number of Traders in Each Category Total Traders: 40
6 8 0 18 . 0 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 23,210
Positions
14,800 20,142 0 5,962 1,330 248 0 231 0 0 0 0 2,200 1,259
Changes from: November 9, 2021 Total Change is: -350
0 -599 0 -328 210 -210 0 -222 0 0 0 0 188 471
Percent of Open Interest Represented by Each Category of Trader
63.8 86.8 0.0 25.7 5.7 1.1 0.0 1.0 0.0 0.0 0.0 0.0 9.5 5.4
Number of Traders in Each Category Total Traders: 20
. 10 0 5 . . 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 163,007
Positions
25,783 3,744 0 15,169 1,066 242 36,526 96,939 16,954 1,272 0 0 67,060 44,061
Changes from: November 9, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
15.8 2.3 0.0 9.3 0.7 0.1 22.4 59.5 10.4 0.8 0.0 0.0 41.1 27.0
Number of Traders in Each Category Total Traders: 21
. . 0 4 . . 5 8 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 42,292
Positions
5,763 10,631 246 21,577 19,612 2,865 2,997 4,616 122 0 0 0 8,722 4,200
Changes from: November 9, 2021 Total Change is: 430
226 992 84 458 -851 -251 -214 797 -2 0 0 0 129 -339
Percent of Open Interest Represented by Each Category of Trader
13.6 25.1 0.6 51.0 46.4 6.8 7.1 10.9 0.3 0.0 0.0 0.0 20.6 9.9
Number of Traders in Each Category Total Traders: 69
4 7 . 29 15 11 6 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 487,638
Positions
86,507 113,878 4,850 229,998 140,888 45,041 55,258 100,009 19,574 6,013 43,661 40 40,356 19,696
Changes from: November 9, 2021 Total Change is: 2,720
747 13,983 313 5,711 -2,731 -1,890 -900 -2,123 -2,641 -270 -322 -142 1,792 -1,727
Percent of Open Interest Represented by Each Category of Trader
17.7 23.4 1.0 47.2 28.9 9.2 11.3 20.5 4.0 1.2 9.0 0.0 8.3 4.0
Number of Traders in Each Category Total Traders: 363
28 22 7 102 55 50 59 64 28 15 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 28,272
Positions
10,972 23,365 0 12,488 3,087 116 1,645 939 0 1,649 0 0 1,402 765
Changes from: November 9, 2021 Total Change is: -463
0 -668 0 483 3 0 -920 1 0 200 0 0 -226 201
Percent of Open Interest Represented by Each Category of Trader
38.8 82.6 0.0 44.2 10.9 0.4 5.8 3.3 0.0 5.8 0.0 0.0 5.0 2.7
Number of Traders in Each Category Total Traders: 30
4 5 0 14 . . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 18,982
Positions
0 12,168 0 10,614 0 25 2,987 2,179 1 674 752 0 4,681 3,857
Changes from: November 9, 2021 Total Change is: 877
-206 -1 0 29 0 0 880 -118 1 0 1 0 173 994
Percent of Open Interest Represented by Each Category of Trader
0.0 64.1 0.0 55.9 0.0 0.1 15.7 11.5 0.0 3.6 4.0 0.0 24.7 20.3
Number of Traders in Each Category Total Traders: 23
0 4 0 10 0 . 5 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 54,724
Positions
18,021 3,746 1,455 10,985 5,269 844 11,099 14,538 1,726 4,126 866 6 6,462 26,274
Changes from: November 9, 2021 Total Change is: -931
-762 427 57 -794 -268 184 -965 3,779 34 12 866 6 1,297 -6,016
Percent of Open Interest Represented by Each Category of Trader
32.9 6.8 2.7 20.1 9.6 1.5 20.3 26.6 3.2 7.5 1.6 0.0 11.8 48.0
Number of Traders in Each Category Total Traders: 74
14 6 . 14 4 4 17 15 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 394,989
Positions
33,972 248,675 3,570 267,548 67,495 46,191 21,396 6,620 650 9,020 8,670 276 12,366 12,842
Changes from: November 9, 2021 Total Change is: -4,890
1,043 -4,370 324 -10,210 4,037 -1,303 5,765 -7,804 -610 -213 -2,173 54 260 6,955
Percent of Open Interest Represented by Each Category of Trader
8.6 63.0 0.9 67.7 17.1 11.7 5.4 1.7 0.2 2.3 2.2 0.1 3.1 3.3
Number of Traders in Each Category Total Traders: 184
11 12 6 78 43 40 22 8 4 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,076,425
Positions
83,547 473,574 4,052 697,020 318,983 115,249 88,433 69,371 5,822 45,363 44,952 2,080 34,859 42,342
Changes from: November 9, 2021 Total Change is: 5,791
1,332 -11,510 -52 12,476 -7,208 -4,064 -6,203 -1,748 -509 -3,768 5,478 924 5,655 24,480
Percent of Open Interest Represented by Each Category of Trader
7.8 44.0 0.4 64.8 29.6 10.7 8.2 6.4 0.5 4.2 4.2 0.2 3.2 3.9
Number of Traders in Each Category Total Traders: 401
28 18 12 149 76 81 54 33 24 27 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EM ASIA MINI NTR INDEX - ICE FUTURES U.S. (MSCI EM ASIA x 100)
CFTC Code #24477G Open Interest is 154,459
Positions
103,101 98,922 39,307 691 0 0 0 7,809 0 3,126 0 8,094 140 327
Changes from: November 9, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
66.7 64.0 25.4 0.4 0.0 0.0 0.0 5.1 0.0 2.0 0.0 5.2 0.1 0.2
Number of Traders in Each Category Total Traders: 20
9 6 5 . 0 0 0 . 0 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 240,432
Positions
40,791 182,690 35,057 19,241 7,397 2,656 129,178 580 10,683 1,369 177 0 1,457 1,192
Changes from: November 9, 2021 Total Change is: -1,523
-1,116 -886 -746 717 0 0 -548 0 -1,018 90 0 0 1,098 1,127
Percent of Open Interest Represented by Each Category of Trader
17.0 76.0 14.6 8.0 3.1 1.1 53.7 0.2 4.4 0.6 0.1 0.0 0.6 0.5
Number of Traders in Each Category Total Traders: 88
10 24 14 13 . . 28 . 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 65,552
Positions
14,695 17,998 1,829 15,395 7,257 787 11,259 14,268 10,751 1,889 2,507 577 8,369 9,578
Changes from: November 9, 2021 Total Change is: -9
845 -314 419 -333 -129 -42 -886 926 -264 320 -224 -30 -38 -352
Percent of Open Interest Represented by Each Category of Trader
22.4 27.5 2.8 23.5 11.1 1.2 17.2 21.8 16.4 2.9 3.8 0.9 12.8 14.6
Number of Traders in Each Category Total Traders: 321
31 21 12 62 43 31 46 62 41 21 35 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 327,760
Positions
73,476 89,988 9,147 76,973 36,286 3,937 56,296 71,341 53,753 9,447 12,536 2,885 41,847 47,888
Changes from: November 9, 2021 Total Change is: -46
4,225 -1,569 2,096 -1,665 -645 -210 -4,431 4,631 -1,321 1,601 -1,118 -151 -190 -1,758
Percent of Open Interest Represented by Each Category of Trader
22.4 27.5 2.8 23.5 11.1 1.2 17.2 21.8 16.4 2.9 3.8 0.9 12.8 14.6
Number of Traders in Each Category Total Traders: 321
31 21 12 62 43 31 46 62 41 21 35 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 116,267
Positions
632 4,312 0 642 0 0 68,295 76,208 1,501 2,485 4,015 2 42,711 30,230
Changes from: November 9, 2021 Total Change is: 7,167
212 172 0 319 0 0 7,185 10,349 -157 -225 358 -85 -82 -3,470
Percent of Open Interest Represented by Each Category of Trader
0.5 3.7 0.0 0.6 0.0 0.0 58.7 65.5 1.3 2.1 3.5 0.0 36.7 26.0
Number of Traders in Each Category Total Traders: 38
. . 0 . 0 0 11 8 8 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,428,751
Positions
4,774 130,542 47,396 562,045 282,419 272,889 94,754 316,079 127,533 97,388 34,447 9,727 212,246 207,720
Changes from: November 9, 2021 Total Change is: -17,775
2,656 1,957 -21,398 38,922 3,959 -55,359 5,255 38,486 -2,330 2,314 -2,581 -1,097 13,263 20,589
Percent of Open Interest Represented by Each Category of Trader
0.3 9.1 3.3 39.3 19.8 19.1 6.6 22.1 8.9 6.8 2.4 0.7 14.9 14.5
Number of Traders in Each Category Total Traders: 196
4 27 21 56 34 60 18 39 39 11 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,260,445
Positions
42,741 44,807 3,667 671,750 275,268 206,183 69,055 539,115 40,183 69,998 5,229 43 156,824 145,950
Changes from: November 9, 2021 Total Change is: 15,723
1,903 -13,206 2,670 -8,487 -5,627 1,513 19,670 37,666 57 -278 -4,256 9 -1,334 -3,102
Percent of Open Interest Represented by Each Category of Trader
3.4 3.6 0.3 53.3 21.8 16.4 5.5 42.8 3.2 5.6 0.4 0.0 12.4 11.6
Number of Traders in Each Category Total Traders: 144
6 7 5 70 26 60 9 19 12 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,027,099
Positions
59,014 175,597 14,415 595,331 777,885 396,075 662,817 182,084 107,095 66,630 190,086 2,593 123,129 181,269
Changes from: November 9, 2021 Total Change is: 3,804
1,897 12,144 -783 -36,360 -33,526 10,839 27,977 -10,502 9,640 -7,754 10,971 1,125 -2,776 3,896
Percent of Open Interest Represented by Each Category of Trader
2.9 8.7 0.7 29.4 38.4 19.5 32.7 9.0 5.3 3.3 9.4 0.1 6.1 8.9
Number of Traders in Each Category Total Traders: 332
12 34 12 82 69 86 53 39 40 16 27 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,858,798
Positions
198,250 177,156 225,002 1,506,280 1,382,767 973,146 783,576 478,669 557,241 178,954 314,054 117,668 318,682 633,097
Changes from: November 9, 2021 Total Change is: 281,694
-36,933 4,438 62,654 -24,381 23,783 61,664 84,486 47,460 70,198 66,136 21,556 -729 -1,401 -9,330
Percent of Open Interest Represented by Each Category of Trader
4.1 3.6 4.6 31.0 28.5 20.0 16.1 9.9 11.5 3.7 6.5 2.4 6.6 13.0
Number of Traders in Each Category Total Traders: 445
21 34 35 80 120 113 61 82 93 22 25 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,613,716
Positions
88,387 57,987 11,350 392,632 603,362 197,799 710,065 349,701 46,907 53,465 67,713 11 113,100 278,886
Changes from: November 9, 2021 Total Change is: -2,487
-1,810 6,689 2,231 -18,134 10,929 -20,560 11,488 -6,823 23,979 -6,609 -8,497 -229 7,157 -10,206
Percent of Open Interest Represented by Each Category of Trader
5.5 3.6 0.7 24.3 37.4 12.3 44.0 21.7 2.9 3.3 4.2 0.0 7.0 17.3
Number of Traders in Each Category Total Traders: 165
4 12 5 21 70 55 24 21 16 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,033,887
Positions
81,351 180,640 90,360 1,907,427 1,060,338 726,892 222,663 839,440 406,890 314,879 202,929 14,271 269,153 512,126
Changes from: November 9, 2021 Total Change is: 123,749
33,437 2 10,489 32,351 34,143 -65,372 39,213 73,176 67,184 250 -13,159 2,301 3,895 14,985
Percent of Open Interest Represented by Each Category of Trader
2.0 4.5 2.2 47.3 26.3 18.0 5.5 20.8 10.1 7.8 5.0 0.4 6.7 12.7
Number of Traders in Each Category Total Traders: 349
17 27 26 72 83 90 39 70 67 15 26 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,207,677
Positions
347,846 222,211 442,399 33,797 4,689 8,995 68,084 231,639 262,558 21,257 2,812 2,000 20,741 30,374
Changes from: November 9, 2021 Total Change is: 50,399
24,117 9,230 21,464 2,071 3,300 -3,053 -4,220 11,451 10,131 2,419 0 -518 -2,012 -1,606
Percent of Open Interest Represented by Each Category of Trader
28.8 18.4 36.6 2.8 0.4 0.7 5.6 19.2 21.7 1.8 0.2 0.2 1.7 2.5
Number of Traders in Each Category Total Traders: 105
21 33 45 . . . 12 27 33 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is23,334,827
Positions
2,581,955 1,821,170 3,744,752 748,209 1,839,025 1,808,354 1,923,768 1,100,111 11,591,918 88,162 204,646 256,015 591,694 968,837
Changes from: November 9, 2021 Total Change is: 520,628
-86,092 42,311 48,650 -18,438 2,631 44,003 68,448 -95,972 421,782 -4,529 10,231 746 46,058 46,246
Percent of Open Interest Represented by Each Category of Trader
11.1 7.8 16.0 3.2 7.9 7.7 8.2 4.7 49.7 0.4 0.9 1.1 2.5 4.2
Number of Traders in Each Category Total Traders: 283
33 43 71 22 26 39 48 71 102 15 17 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 1,219,934
Positions
601,500 334,082 303,692 20,823 59,313 37,459 33,503 295,842 162,298 47,154 13,511 13,177 327 559
Changes from: November 9, 2021 Total Change is: 69,408
13,645 -449 34,221 -380 1,053 6,487 4,113 17,834 10,723 -8 -1,294 518 88 314
Percent of Open Interest Represented by Each Category of Trader
49.3 27.4 24.9 1.7 4.9 3.1 2.7 24.3 13.3 3.9 1.1 1.1 0.0 0.0
Number of Traders in Each Category Total Traders: 142
26 36 43 4 6 . 13 31 36 8 13 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 188,146
Positions
42,563 63,191 38,398 8,291 2,516 1,779 36,467 17,262 59,058 58 4,351 1,407 125 184
Changes from: November 9, 2021 Total Change is: 16,470
837 8,414 1,650 -300 16 973 896 -6,900 11,592 0 4 807 15 -86
Percent of Open Interest Represented by Each Category of Trader
22.6 33.6 20.4 4.4 1.3 0.9 19.4 9.2 31.4 0.0 2.3 0.7 0.1 0.1
Number of Traders in Each Category Total Traders: 76
12 22 16 . . . 17 17 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 190,562
Positions
0 57,112 0 1,368 2,159 0 11,661 40,314 90,267 87,252 627 0 14 83
Changes from: November 9, 2021 Total Change is: 2,249
0 436 0 0 0 0 560 -2,246 4,032 -2,350 0 0 7 27
Percent of Open Interest Represented by Each Category of Trader
0.0 30.0 0.0 0.7 1.1 0.0 6.1 21.2 47.4 45.8 0.3 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 28
0 7 0 . 4 0 . 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 13,879
Positions
629 1,176 146 5,218 779 13 2,160 8,179 1,373 1,281 288 994 2,066 931
Changes from: November 9, 2021 Total Change is: -131
43 -246 -50 191 29 -17 -432 -514 163 -361 55 387 -54 63
Percent of Open Interest Represented by Each Category of Trader
4.5 8.5 1.1 37.6 5.6 0.1 15.6 58.9 9.9 9.2 2.1 7.2 14.9 6.7
Number of Traders in Each Category Total Traders: 99
4 . . 9 . . 29 33 21 10 5 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 28,752
Positions
645 42 0 253 0 0 15,839 14,962 115 4,116 11,137 1,220 6,564 1,276
Changes from: November 9, 2021 Total Change is: 4,643
150 -137 0 37 0 0 4,150 1,061 29 483 3,665 -88 -118 113
Percent of Open Interest Represented by Each Category of Trader
2.2 0.1 0.0 0.9 0.0 0.0 55.1 52.0 0.4 14.3 38.7 4.2 22.8 4.4
Number of Traders in Each Category Total Traders: 150
. . 0 5 0 0 16 10 4 93 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 5,339
Positions
461 2 52 43 4 47 1,689 4,431 232 1,162 33 74 1,579 464
Changes from: November 9, 2021 Total Change is: -15
34 2 4 -81 4 47 62 -14 -9 48 -126 -26 -94 103
Percent of Open Interest Represented by Each Category of Trader
8.6 0.0 1.0 0.8 0.1 0.9 31.6 83.0 4.3 21.8 0.6 1.4 29.6 8.7
Number of Traders in Each Category Total Traders: 55
. . . . . . 18 18 6 11 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 59,563
Positions
1,222 40,813 0 20,587 1,195 708 22,766 11,330 919 5,346 2,147 362 7,654 2,089
Changes from: November 9, 2021 Total Change is: 1,710
-32 0 0 1,686 84 -71 792 364 142 -1,023 882 94 122 214
Percent of Open Interest Represented by Each Category of Trader
2.1 68.5 0.0 34.6 2.0 1.2 38.2 19.0 1.5 9.0 3.6 0.6 12.8 3.5
Number of Traders in Each Category Total Traders: 135
. . 0 17 5 4 41 17 8 37 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 329,850
Positions
61,154 20,244 17,694 105,974 79,947 30,159 33,283 90,547 48,921 6,213 4,700 6,516 19,936 31,122
Changes from: November 9, 2021 Total Change is: -18,703
-3,123 -915 946 -12,306 -21,683 -1,247 -9,637 -4,245 7,651 344 -941 1,767 -3,098 -36
Percent of Open Interest Represented by Each Category of Trader
18.5 6.1 5.4 32.1 24.2 9.1 10.1 27.5 14.8 1.9 1.4 2.0 6.0 9.4
Number of Traders in Each Category Total Traders: 174
11 12 16 14 34 25 25 52 45 8 13 10
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Traders in Financial Futures - Options and Futures Combined Positions as of November 16, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 40,336
Positions
3,984 4,274 132 24,422 679 1,692 1,616 33,478 1 7,717 29 0 772 51
Changes from: November 9, 2021 Total Change is: 1,231
-8 -22 22 -277 0 0 996 1,415 0 495 -167 0 3 -17
Percent of Open Interest Represented by Each Category of Trader
9.9 10.6 0.3 60.5 1.7 4.2 4.0 83.0 0.0 19.1 0.1 0.0 1.9 0.1
Number of Traders in Each Category Total Traders: 53
. . . 13 . . 8 6 . 16 . 0
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Updated November 19, 2021