Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 141,799
Positions
19,348 13,966 332 45,141 42,544 7,059 19,115 38,239 2,213 13,770 6,085 1,820 33,001 29,541
Changes from: September 27, 2022 Total Change is: 910
-3,252 27 171 1,834 2,450 573 -754 1,335 192 -942 575 65 3,023 -4,478
Percent of Open Interest Represented by Each Category of Trader
13.6 9.8 0.2 31.8 30.0 5.0 13.5 27.0 1.6 9.7 4.3 1.3 23.3 20.8
Number of Traders in Each Category Total Traders: 115
9 6 . 15 20 9 18 31 13 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 43,121
Positions
21,429 0 789 3,114 13,578 988 7,650 9,445 23 0 0 0 9,128 18,298
Changes from: September 27, 2022 Total Change is: -1,371
-2,138 0 -96 -69 -1,186 -154 451 1,428 7 0 0 0 628 -1,370
Percent of Open Interest Represented by Each Category of Trader
49.7 0.0 1.8 7.2 31.5 2.3 17.7 21.9 0.1 0.0 0.0 0.0 21.2 42.4
Number of Traders in Each Category Total Traders: 41
7 0 . 4 11 . 9 10 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 256,906
Positions
116,412 32,594 713 39,765 117,087 3,776 68,994 49,615 4,896 5,983 2,281 0 16,367 45,944
Changes from: September 27, 2022 Total Change is: -24,899
-4,423 1,689 -601 119 -9,850 -2,371 -13,206 -20,954 1,541 -998 -177 0 -4,960 5,824
Percent of Open Interest Represented by Each Category of Trader
45.3 12.7 0.3 15.5 45.6 1.5 26.9 19.3 1.9 2.3 0.9 0.0 6.4 17.9
Number of Traders in Each Category Total Traders: 137
8 6 . 13 40 12 18 41 15 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 243,289
Positions
107,555 4,042 239 61,632 129,716 4,567 36,020 60,749 3,417 3,093 2,092 0 26,766 38,467
Changes from: September 27, 2022 Total Change is: -1,366
-15,911 819 5 620 -3,527 -107 8,755 2,528 -649 631 651 0 5,290 -1,086
Percent of Open Interest Represented by Each Category of Trader
44.2 1.7 0.1 25.3 53.3 1.9 14.8 25.0 1.4 1.3 0.9 0.0 11.0 15.8
Number of Traders in Each Category Total Traders: 131
11 . . 21 29 18 22 36 14 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 640,458
Positions
30,698 269,016 1,748 375,722 161,605 25,805 68,913 87,224 16,230 42,787 13,441 4,380 74,175 61,009
Changes from: September 27, 2022 Total Change is: -13,684
4,867 -4,959 -420 -1,764 299 -1,358 -6,446 -15,026 861 -4,862 4 -190 -4,372 7,105
Percent of Open Interest Represented by Each Category of Trader
4.8 42.0 0.3 58.7 25.2 4.0 10.8 13.6 2.5 6.7 2.1 0.7 11.6 9.5
Number of Traders in Each Category Total Traders: 321
16 14 7 106 42 50 48 44 27 34 16 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 33,390
Positions
452 18,750 24 14,135 591 2,640 2,729 7,556 409 0 0 0 13,001 3,420
Changes from: September 27, 2022 Total Change is: -1,511
-9 712 -6 208 0 -46 -1,281 -1,661 -191 0 0 0 -186 -319
Percent of Open Interest Represented by Each Category of Trader
1.4 56.2 0.1 42.3 1.8 7.9 8.2 22.6 1.2 0.0 0.0 0.0 38.9 10.2
Number of Traders in Each Category Total Traders: 31
. . . 17 . 5 4 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 139,490
Positions
42,261 6,516 2,091 41,882 50,589 4,866 28,265 43,314 2,131 1,181 2,130 0 16,813 27,853
Changes from: September 27, 2022 Total Change is: -12,811
-16,692 991 -167 5,027 -15,895 1,029 -2,061 2,669 336 -114 700 0 -169 -2,474
Percent of Open Interest Represented by Each Category of Trader
30.3 4.7 1.5 30.0 36.3 3.5 20.3 31.1 1.5 0.8 1.5 0.0 12.1 20.0
Number of Traders in Each Category Total Traders: 94
7 . . 11 20 11 20 29 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 192,352
Positions
1,898 112,205 880 120,352 1,555 390 56,063 50,115 878 3,975 23,820 0 7,916 2,509
Changes from: September 27, 2022 Total Change is: 19,307
-3,183 1,854 375 26,447 -2,557 -480 -5,315 21,075 -1,125 1,298 958 0 1,290 -793
Percent of Open Interest Represented by Each Category of Trader
1.0 58.3 0.5 62.6 0.8 0.2 29.1 26.1 0.5 2.1 12.4 0.0 4.1 1.3
Number of Traders in Each Category Total Traders: 152
. 8 . 30 6 5 55 26 9 11 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 39,984
Positions
337 31,680 177 21,855 2,664 42 12,969 3,251 295 1,374 731 0 2,935 1,144
Changes from: September 27, 2022 Total Change is: -15,946
337 5,715 -8,288 -13,676 358 -48 6,996 -11,990 -874 -167 -69 0 -226 -750
Percent of Open Interest Represented by Each Category of Trader
0.8 79.2 0.4 54.7 6.7 0.1 32.4 8.1 0.7 3.4 1.8 0.0 7.3 2.9
Number of Traders in Each Category Total Traders: 57
. 5 . 10 6 . 16 7 4 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 48,487
Positions
23,076 362 48 8,335 19,693 326 13,373 21,144 258 680 984 32 2,359 5,640
Changes from: September 27, 2022 Total Change is: 3,247
60 -104 -5 2,954 1,328 50 -142 2,030 157 317 255 -14 -130 -450
Percent of Open Interest Represented by Each Category of Trader
47.6 0.7 0.1 17.2 40.6 0.7 27.6 43.6 0.5 1.4 2.0 0.1 4.9 11.6
Number of Traders in Each Category Total Traders: 94
9 . . 9 20 4 19 28 6 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 12,147
Positions
2,818 5,035 49 3,672 2,884 0 4,324 2,050 321 0 184 0 963 1,624
Changes from: September 27, 2022 Total Change is: -891
55 -29 1 3,071 -1,559 -120 -4,148 764 321 0 -2 0 -71 -267
Percent of Open Interest Represented by Each Category of Trader
23.2 41.5 0.4 30.2 23.7 0.0 35.6 16.9 2.6 0.0 1.5 0.0 7.9 13.4
Number of Traders in Each Category Total Traders: 32
4 . . . 6 0 10 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 33,326
Positions
9,480 6,276 416 6,683 3,806 525 8,324 6,004 804 530 8,607 0 6,566 6,889
Changes from: September 27, 2022 Total Change is: -202
-806 658 -21 -288 -1,015 208 -367 124 527 -225 -1,176 0 771 495
Percent of Open Interest Represented by Each Category of Trader
28.4 18.8 1.2 20.1 11.4 1.6 25.0 18.0 2.4 1.6 25.8 0.0 19.7 20.7
Number of Traders in Each Category Total Traders: 88
16 9 . 13 9 4 17 18 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 66,652
Positions
18,959 12,552 832 13,365 7,611 1,050 16,647 12,008 1,608 1,060 17,213 0 13,131 13,778
Changes from: September 27, 2022 Total Change is: -403
-1,611 1,315 -42 -575 -2,029 415 -734 247 1,053 -450 -2,352 0 1,541 990
Percent of Open Interest Represented by Each Category of Trader
28.4 18.8 1.2 20.1 11.4 1.6 25.0 18.0 2.4 1.6 25.8 0.0 19.7 20.7
Number of Traders in Each Category Total Traders: 88
16 9 . 13 9 4 17 18 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 57,518
Positions
26,918 37,222 0 19,986 9,892 2,631 4,391 6,659 0 0 0 0 3,592 1,114
Changes from: September 27, 2022 Total Change is: 5,317
-1,918 7,629 0 3,448 -3,893 722 2,109 637 -3 0 0 0 959 225
Percent of Open Interest Represented by Each Category of Trader
46.8 64.7 0.0 34.7 17.2 4.6 7.6 11.6 0.0 0.0 0.0 0.0 6.2 1.9
Number of Traders in Each Category Total Traders: 33
5 4 0 19 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 452,257
Positions
91,911 53,585 6,828 182,285 142,799 56,173 27,516 95,610 11,676 26,590 28,739 2,244 47,033 54,602
Changes from: September 27, 2022 Total Change is: 5,481
579 -523 -1,215 1,605 5,742 -1,048 -5,219 5,508 -492 240 -4,539 1,323 9,709 724
Percent of Open Interest Represented by Each Category of Trader
20.3 11.8 1.5 40.3 31.6 12.4 6.1 21.1 2.6 5.9 6.4 0.5 10.4 12.1
Number of Traders in Each Category Total Traders: 548
35 34 24 133 111 112 64 108 61 29 34 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 16,269
Positions
1,989 12,752 0 9,243 169 118 2,891 0 0 0 597 0 2,028 2,633
Changes from: September 27, 2022 Total Change is: 2,052
661 186 0 1,777 -1 0 -205 0 0 -220 0 0 39 1,867
Percent of Open Interest Represented by Each Category of Trader
12.2 78.4 0.0 56.8 1.0 0.7 17.8 0.0 0.0 0.0 3.7 0.0 12.5 16.2
Number of Traders in Each Category Total Traders: 22
. 6 0 6 . . 5 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 33,402
Positions
6,498 30,312 0 17,949 1,101 0 4,158 614 191 0 240 0 4,606 944
Changes from: September 27, 2022 Total Change is: 609
806 905 0 -1,063 880 0 103 41 -403 0 0 0 1,166 -814
Percent of Open Interest Represented by Each Category of Trader
19.5 90.7 0.0 53.7 3.3 0.0 12.4 1.8 0.6 0.0 0.7 0.0 13.8 2.8
Number of Traders in Each Category Total Traders: 36
5 7 0 13 . 0 6 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,261,285
Positions
459,557 267,926 34,140 911,427 713,995 280,866 137,578 478,052 58,381 132,951 143,696 11,218 235,167 273,011
Changes from: September 27, 2022 Total Change is: 27,407
2,897 -2,614 -6,073 8,024 28,711 -5,242 -26,097 27,541 -2,458 1,199 -22,693 6,613 48,544 3,622
Percent of Open Interest Represented by Each Category of Trader
20.3 11.8 1.5 40.3 31.6 12.4 6.1 21.1 2.6 5.9 6.4 0.5 10.4 12.1
Number of Traders in Each Category Total Traders: 548
35 34 24 133 111 112 64 108 61 29 34 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 24,462
Positions
16,372 19,756 0 3,971 1,309 330 742 954 0 0 0 0 3,047 2,113
Changes from: September 27, 2022 Total Change is: 1,518
-64 1,479 0 -121 586 0 315 -93 -161 0 0 0 1,549 -293
Percent of Open Interest Represented by Each Category of Trader
66.9 80.8 0.0 16.2 5.4 1.3 3.0 3.9 0.0 0.0 0.0 0.0 12.5 8.6
Number of Traders in Each Category Total Traders: 20
5 5 0 4 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 13,525
Positions
2,516 12,609 0 7,154 0 0 1,494 0 0 256 0 0 2,105 916
Changes from: September 27, 2022 Total Change is: 262
858 222 0 -521 0 0 455 0 0 0 0 0 -530 40
Percent of Open Interest Represented by Each Category of Trader
18.6 93.2 0.0 52.9 0.0 0.0 11.0 0.0 0.0 1.9 0.0 0.0 15.6 6.8
Number of Traders in Each Category Total Traders: 25
4 8 0 8 0 0 4 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 11,917
Positions
978 6,654 0 4,735 0 1,412 2,516 1,261 0 0 0 0 2,276 2,590
Changes from: September 27, 2022 Total Change is: -4,246
159 -5,959 0 -4,713 0 52 396 58 0 0 0 0 -140 1,603
Percent of Open Interest Represented by Each Category of Trader
8.2 55.8 0.0 39.7 0.0 11.8 21.1 10.6 0.0 0.0 0.0 0.0 19.1 21.7
Number of Traders in Each Category Total Traders: 24
. 8 0 6 0 . 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 124,555
Positions
6,847 1,598 0 30,981 3,197 705 37,680 74,657 425 0 0 0 47,917 43,973
Changes from: September 27, 2022 Total Change is: -711
-1,605 52 0 4,065 -52 271 23,562 -11,417 -187 0 0 0 -26,817 10,622
Percent of Open Interest Represented by Each Category of Trader
5.5 1.3 0.0 24.9 2.6 0.6 30.3 59.9 0.3 0.0 0.0 0.0 38.5 35.3
Number of Traders in Each Category Total Traders: 28
. . 0 12 . 4 8 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874W Open Interest is 267,573
Positions
113,884 83,745 94,730 0 32,000 0 3,806 3,093 49,626 0 0 0 5,527 4,379
Changes from: September 27, 2022 Total Change is: 7,318
1,900 2,650 4,600 0 0 0 0 1 -182 0 0 0 1,000 249
Percent of Open Interest Represented by Each Category of Trader
42.6 31.3 35.4 0.0 12.0 0.0 1.4 1.2 18.5 0.0 0.0 0.0 2.1 1.6
Number of Traders in Each Category Total Traders: 21
8 6 10 0 . 0 . . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 53,934
Positions
21,503 405 76 21,846 41,938 3,106 696 2,403 0 0 296 0 6,707 5,710
Changes from: September 27, 2022 Total Change is: 2,904
2,445 -690 13 2,275 2,692 109 -1,100 -543 -40 -439 296 0 -359 1,067
Percent of Open Interest Represented by Each Category of Trader
39.9 0.8 0.1 40.5 77.8 5.8 1.3 4.5 0.0 0.0 0.5 0.0 12.4 10.6
Number of Traders in Each Category Total Traders: 60
9 . . 26 18 11 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 54,434
Positions
17,524 1,997 237 14,298 16,937 2,162 10,125 14,127 618 2,081 7,453 84 7,304 10,818
Changes from: September 27, 2022 Total Change is: -1,977
-2,074 301 33 -530 -29 392 -132 -2,535 89 -440 458 -56 740 -631
Percent of Open Interest Represented by Each Category of Trader
32.2 3.7 0.4 26.3 31.1 4.0 18.6 26.0 1.1 3.8 13.7 0.2 13.4 19.9
Number of Traders in Each Category Total Traders: 287
28 12 6 52 55 34 39 54 24 19 28 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 MINI - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 272,171
Positions
87,622 9,984 1,185 71,489 84,687 10,809 50,625 70,637 3,092 10,407 37,266 422 36,520 54,089
Changes from: September 27, 2022 Total Change is: -9,883
-10,370 1,507 166 -2,648 -144 1,960 -660 -12,675 447 -2,202 2,288 -278 3,702 -3,154
Percent of Open Interest Represented by Each Category of Trader
32.2 3.7 0.4 26.3 31.1 4.0 18.6 26.0 1.1 3.8 13.7 0.2 13.4 19.9
Number of Traders in Each Category Total Traders: 287
28 12 6 52 55 34 39 54 24 19 28 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 126,285
Positions
3,366 2,198 0 1,494 0 0 26,318 85,175 1,656 3,215 2,356 110 90,126 34,790
Changes from: September 27, 2022 Total Change is: -2,514
3,366 -2,472 0 -528 0 0 -6,367 -8,668 498 -48 -267 40 525 8,355
Percent of Open Interest Represented by Each Category of Trader
2.7 1.7 0.0 1.2 0.0 0.0 20.8 67.4 1.3 2.5 1.9 0.1 71.4 27.5
Number of Traders in Each Category Total Traders: 34
. . 0 . 0 0 11 8 6 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 557,855
Positions
222,761 32,619 1,349 150,015 256,576 48,087 93,260 151,142 5,516 15,153 41,814 47 21,667 20,705
Changes from: September 27, 2022 Total Change is: 8,466
1,204 4,617 -611 -898 10,394 2,766 3,871 -7,018 143 1,191 -388 -89 889 -1,348
Percent of Open Interest Represented by Each Category of Trader
39.9 5.8 0.2 26.9 46.0 8.6 16.7 27.1 1.0 2.7 7.5 0.0 3.9 3.7
Number of Traders in Each Category Total Traders: 333
28 13 . 69 78 48 38 77 18 8 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 15,646
Positions
903 14,201 0 11,588 376 0 1,835 864 0 0 0 0 1,320 205
Changes from: September 27, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
5.8 90.8 0.0 74.1 2.4 0.0 11.7 5.5 0.0 0.0 0.0 0.0 8.4 1.3
Number of Traders in Each Category Total Traders: 20
. 6 0 9 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 13,671
Positions
940 6,469 0 7,439 1,826 45 413 2,115 0 2,135 533 0 2,699 2,683
Changes from: September 27, 2022 Total Change is: -399
241 40 0 -725 -21 -3 0 -578 0 0 70 0 88 93
Percent of Open Interest Represented by Each Category of Trader
6.9 47.3 0.0 54.4 13.4 0.3 3.0 15.5 0.0 15.6 3.9 0.0 19.7 19.6
Number of Traders in Each Category Total Traders: 24
. . 0 9 . . . 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 41,648
Positions
5,929 5,296 278 21,921 5,368 2,699 5,127 7,231 78 356 4,984 0 5,260 15,714
Changes from: September 27, 2022 Total Change is: -1,467
-1,352 189 -81 1,758 687 -165 -1,530 191 -497 0 1,088 -1 401 -2,878
Percent of Open Interest Represented by Each Category of Trader
14.2 12.7 0.7 52.6 12.9 6.5 12.3 17.4 0.2 0.9 12.0 0.0 12.6 37.7
Number of Traders in Each Category Total Traders: 56
10 6 . 11 4 7 9 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 413,964
Positions
44,459 128,035 1,534 276,366 164,852 47,799 18,154 34,428 1,040 16,479 29,743 277 7,856 6,256
Changes from: September 27, 2022 Total Change is: 17,227
2,237 -7,250 659 10,986 431 591 -1,508 1,633 -459 5,149 22,493 22 -450 -893
Percent of Open Interest Represented by Each Category of Trader
10.7 30.9 0.4 66.8 39.8 11.5 4.4 8.3 0.3 4.0 7.2 0.1 1.9 1.5
Number of Traders in Each Category Total Traders: 207
17 13 6 71 57 40 15 20 7 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,083,335
Positions
84,348 298,354 11,576 634,747 445,360 145,602 88,722 124,989 9,504 87,225 22,677 1,796 19,815 23,477
Changes from: September 27, 2022 Total Change is: -53,900
475 -50,841 931 -18,416 -23,323 12,497 -19,137 -208 4,056 -30,183 57 167 -4,290 2,764
Percent of Open Interest Represented by Each Category of Trader
7.8 27.5 1.1 58.6 41.1 13.4 8.2 11.5 0.9 8.1 2.1 0.2 1.8 2.2
Number of Traders in Each Category Total Traders: 401
27 17 11 135 96 87 44 43 31 22 17 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 242,258
Positions
26,154 181,670 28,930 25,702 264 2,948 139,647 5,364 14,878 3,510 8,021 140 349 43
Changes from: September 27, 2022 Total Change is: -1,478
-3,147 11,422 -3,656 368 -487 -425 13,806 205 -8,557 400 0 0 -267 20
Percent of Open Interest Represented by Each Category of Trader
10.8 75.0 11.9 10.6 0.1 1.2 57.6 2.2 6.1 1.4 3.3 0.1 0.1 0.0
Number of Traders in Each Category Total Traders: 103
6 27 14 14 . 4 35 4 10 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
- CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,207,982
Positions
21,157 127,820 741 626,370 296,702 198,492 115,160 338,956 6,013 79,659 97,101 0 160,390 142,157
Changes from: September 27, 2022 Total Change is: -5,698
-2,939 -7,123 -625 22,400 6,069 -6,306 3,831 18,150 -8,018 -1,620 -5,475 0 -12,421 -2,370
Percent of Open Interest Represented by Each Category of Trader
1.8 10.6 0.1 51.9 24.6 16.4 9.5 28.1 0.5 6.6 8.0 0.0 13.3 11.8
Number of Traders in Each Category Total Traders: 189
6 17 . 64 29 60 25 35 19 4 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,403,272
Positions
14,008 52,278 529 845,178 223,786 248,290 47,911 740,531 24,730 63,282 10,549 0 159,344 102,579
Changes from: September 27, 2022 Total Change is: -12,769
-876 -881 -901 -23,772 10,301 13,491 890 -22,836 -2,220 -2,448 -2,020 0 3,067 -7,703
Percent of Open Interest Represented by Each Category of Trader
1.0 3.7 0.0 60.2 15.9 17.7 3.4 52.8 1.8 4.5 0.8 0.0 11.4 7.3
Number of Traders in Each Category Total Traders: 157
4 10 . 74 25 61 11 24 8 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,963,479
Positions
29,485 216,013 14,438 1,072,870 425,522 298,282 199,051 501,666 59,735 130,892 200,504 2,538 156,188 244,781
Changes from: September 27, 2022 Total Change is: -65,452
-12,277 -1,770 2,622 -23,249 -43,625 -617 -30,113 17,138 -12,430 9,967 -10,315 1,443 -798 -17,898
Percent of Open Interest Represented by Each Category of Trader
1.5 11.0 0.7 54.6 21.7 15.2 10.1 25.5 3.0 6.7 10.2 0.1 8.0 12.5
Number of Traders in Each Category Total Traders: 343
10 41 9 100 54 84 28 68 25 15 27 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 10Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,850,494
Positions
143,078 391,848 9,870 1,873,044 988,142 765,727 317,602 786,621 85,195 298,355 415,712 17,610 340,013 389,769
Changes from: September 27, 2022 Total Change is: 83,712
21,613 17,691 874 16,409 -60,912 -1,705 67,890 101,309 -177 -806 42,008 7,475 -27,861 -22,851
Percent of Open Interest Represented by Each Category of Trader
3.7 10.2 0.3 48.6 25.7 19.9 8.2 20.4 2.2 7.7 10.8 0.5 8.8 10.1
Number of Traders in Each Category Total Traders: 432
18 38 11 129 72 112 52 74 43 20 28 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 UST 10Y - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,356,081
Positions
51,701 49,977 1,490 619,350 511,562 241,174 169,302 217,870 14,458 109,495 84,865 0 149,111 234,685
Changes from: September 27, 2022 Total Change is: -16,713
-3,259 -2,420 -4,468 -22,026 -19,223 4,004 -6,988 2,561 -5 -919 1,763 0 16,948 1,075
Percent of Open Interest Represented by Each Category of Trader
3.8 3.7 0.1 45.7 37.7 17.8 12.5 16.1 1.1 8.1 6.3 0.0 11.0 17.3
Number of Traders in Each Category Total Traders: 141
4 8 4 47 41 56 13 14 11 4 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 3,177
Positions
0 0 0 0 0 0 678 1,625 17 1,265 740 0 1,217 795
Changes from: September 27, 2022 Total Change is: -1,008
0 0 0 0 0 0 -1,371 1,555 -301 693 -1,717 -152 123 -393
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 21.3 51.1 0.5 39.8 23.3 0.0 38.3 25.0
Number of Traders in Each Category Total Traders: 21
0 0 0 0 0 0 . . . 14 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,995,725
Positions
86,907 444,238 9,140 1,737,391 734,456 757,573 593,290 1,250,375 67,104 445,766 292,144 2,406 296,148 438,289
Changes from: September 27, 2022 Total Change is: -3,665
-14,369 37,156 2,247 100,190 -104,032 -37,872 -62,216 103,135 4,050 9,416 -19,857 -600 -4,511 12,108
Percent of Open Interest Represented by Each Category of Trader
2.2 11.1 0.2 43.5 18.4 19.0 14.8 31.3 1.7 11.2 7.3 0.1 7.4 11.0
Number of Traders in Each Category Total Traders: 337
12 31 7 91 59 87 40 64 28 16 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
FED FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,516,168
Positions
227,941 355,827 410,925 108 44,861 26,142 414,967 262,814 358,941 43,515 4,925 8,012 25,617 43,721
Changes from: September 27, 2022 Total Change is: -240,801
-42,716 -145,279 -76,744 13 -315 4,772 -133,047 -43,576 17,758 -6,469 4,925 -803 -3,565 -1,539
Percent of Open Interest Represented by Each Category of Trader
15.0 23.5 27.1 0.0 3.0 1.7 27.4 17.3 23.7 2.9 0.3 0.5 1.7 2.9
Number of Traders in Each Category Total Traders: 121
22 33 52 . 5 . 25 20 41 9 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,226,075
Positions
2,818,108 1,235,571 1,083,514 815,663 187,098 253,501 867,017 2,687,350 1,859,312 24,681 159,287 103,095 401,184 657,347
Changes from: September 27, 2022 Total Change is: -76,442
-69,015 21,717 -23,078 25,956 14,671 -6,296 40,377 -56,316 -30,626 -3,842 12,796 -13,786 3,868 4,476
Percent of Open Interest Represented by Each Category of Trader
34.3 15.0 13.2 9.9 2.3 3.1 10.5 32.7 22.6 0.3 1.9 1.3 4.9 8.0
Number of Traders in Each Category Total Traders: 170
29 25 49 9 9 10 28 51 58 5 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-3M - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 7,112,149
Positions
2,477,866 2,299,507 1,116,430 742,579 578,502 234,372 851,811 1,202,913 1,529,435 75,232 62,642 61,167 23,257 27,181
Changes from: September 27, 2022 Total Change is: 192,574
66,751 178,293 -40,720 109,017 -59,715 18,522 55,380 82,048 -21,570 -19,224 4,436 12,931 11,487 18,349
Percent of Open Interest Represented by Each Category of Trader
34.8 32.3 15.7 10.4 8.1 3.3 12.0 16.9 21.5 1.1 0.9 0.9 0.3 0.4
Number of Traders in Each Category Total Traders: 436
50 80 108 10 33 24 55 98 116 27 49 44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-1M - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 592,157
Positions
124,895 240,247 126,021 300 13,137 6,394 199,575 63,480 133,619 852 8,709 293 208 257
Changes from: September 27, 2022 Total Change is: -58,262
14,523 -28,738 -41,504 0 195 3,804 -47,125 -2,108 12,112 170 -1,603 23 -265 -443
Percent of Open Interest Represented by Each Category of Trader
21.1 40.6 21.3 0.1 2.2 1.1 33.7 10.7 22.6 0.1 1.5 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 154
31 42 47 . 4 . 32 29 39 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 14,230
Positions
124 2,487 0 6,028 1,117 824 2,682 8,175 296 2,985 493 0 1,291 838
Changes from: September 27, 2022 Total Change is: -41
19 -87 -38 362 -34 187 -790 213 -241 268 23 -38 230 -26
Percent of Open Interest Represented by Each Category of Trader
0.9 17.5 0.0 42.4 7.8 5.8 18.8 57.4 2.1 21.0 3.5 0.0 9.1 5.9
Number of Traders in Each Category Total Traders: 86
. . 0 . 8 4 17 40 11 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 20,839
Positions
1,139 190 0 20 1,305 12 11,719 15,469 840 4,571 1,702 31 2,507 1,290
Changes from: September 27, 2022 Total Change is: -1,951
922 -311 0 -105 -6 -21 1,580 -1,109 -264 -4,009 149 -42 -12 -347
Percent of Open Interest Represented by Each Category of Trader
5.5 0.9 0.0 0.1 6.3 0.1 56.2 74.2 4.0 21.9 8.2 0.1 12.0 6.2
Number of Traders in Each Category Total Traders: 90
. . 0 . . . 12 14 5 40 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,812
Positions
102 92 159 116 284 16 1,448 1,374 265 986 1,045 29 691 548
Changes from: September 27, 2022 Total Change is: -875
-31 -22 -13 30 46 0 73 -799 16 -768 114 -140 -42 -77
Percent of Open Interest Represented by Each Category of Trader
2.7 2.4 4.2 3.0 7.5 0.4 38.0 36.0 7.0 25.9 27.4 0.8 18.1 14.4
Number of Traders in Each Category Total Traders: 58
. . . . 4 . 13 16 8 7 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 39,267
Positions
3,898 0 0 138 2,175 0 17,900 24,287 4,913 10,638 6,898 645 1,135 349
Changes from: September 27, 2022 Total Change is: -18,356
3,898 -11,181 -555 0 1,882 0 -22,390 -8,815 1,812 -851 -1,318 -29 -241 -152
Percent of Open Interest Represented by Each Category of Trader
9.9 0.0 0.0 0.4 5.5 0.0 45.6 61.9 12.5 27.1 17.6 1.6 2.9 0.9
Number of Traders in Each Category Total Traders: 111
. 0 0 . . 0 10 4 . 65 29 .
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Traders in Financial Futures - Futures Only Positions as of October 4, 2022
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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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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 54,638
Positions
528 25,276 0 29,010 1,277 637 13,272 22,644 385 3,463 2,196 220 7,123 2,003
Changes from: September 27, 2022 Total Change is: -1,408
112 3,113 0 -351 -528 54 -8 -1,769 4 -2,918 -781 57 1,642 -1,558
Percent of Open Interest Represented by Each Category of Trader
1.0 46.3 0.0 53.1 2.3 1.2 24.3 41.4 0.7 6.3 4.0 0.4 13.0 3.7
Number of Traders in Each Category Total Traders: 121
. . 0 17 4 . 40 13 6 28 16 4
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Traders in Financial Futures - Futures Only Positions as of October 4, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 322,187
Positions
33,147 11,029 24,344 92,252 48,945 41,171 35,521 99,200 56,920 8,866 3,025 10,138 19,828 27,415
Changes from: September 27, 2022 Total Change is: -8,855
-7,715 629 2,599 -10,397 -11,817 5,506 -2,516 -7,354 8,793 797 -1,222 -1,759 -4,163 -4,230
Percent of Open Interest Represented by Each Category of Trader
10.3 3.4 7.6 28.6 15.2 12.8 11.0 30.8 17.7 2.8 0.9 3.1 6.2 8.5
Number of Traders in Each Category Total Traders: 175
16 12 17 26 19 26 33 40 49 8 9 18
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Traders in Financial Futures - Futures Only Positions as of October 4, 2022
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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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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 59,343
Positions
37,048 44,908 0 17,041 2,062 1,467 3,019 10,740 0 490 90 5 273 71
Changes from: September 27, 2022 Total Change is: -1,750
0 0 0 -12 -1,849 245 -2,241 325 0 251 -445 5 2 -31
Percent of Open Interest Represented by Each Category of Trader
62.4 75.7 0.0 28.7 3.5 2.5 5.1 18.1 0.0 0.8 0.2 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 41
. . 0 15 . 5 6 8 0 4 . .
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Updated October 7, 2022