Traders in Financial Futures - Futures Only Positions as of October 18, 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 146,425
Positions
28,672 14,479 1,069 45,323 43,354 5,909 16,959 35,987 2,912 14,546 7,150 1,527 29,508 34,038
Changes from: October 11, 2022 Total Change is: 2,425
320 -517 -7 3,758 3,453 -254 37 -2,388 211 157 888 -169 -1,628 1,208
Percent of Open Interest Represented by Each Category of Trader
19.6 9.9 0.7 31.0 29.6 4.0 11.6 24.6 2.0 9.9 4.9 1.0 20.2 23.2
Number of Traders in Each Category Total Traders: 110
11 5 . 15 20 8 14 28 12 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 44,911
Positions
24,787 91 820 2,776 14,516 862 6,523 7,467 21 0 0 0 9,122 21,134
Changes from: October 11, 2022 Total Change is: 1,163
-763 -1 30 407 -1,010 150 986 1,722 1 0 0 0 352 271
Percent of Open Interest Represented by Each Category of Trader
55.2 0.2 1.8 6.2 32.3 1.9 14.5 16.6 0.0 0.0 0.0 0.0 20.3 47.1
Number of Traders in Each Category Total Traders: 39
6 . . 4 11 . 8 9 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 258,826
Positions
117,974 31,233 1,521 37,723 108,547 3,859 71,520 60,352 3,820 3,741 5,728 0 18,668 43,766
Changes from: October 11, 2022 Total Change is: 3,177
12,122 4,085 101 -1,175 -4,022 172 -2,648 3,958 -2,599 -1,844 2,970 0 -952 -1,488
Percent of Open Interest Represented by Each Category of Trader
45.6 12.1 0.6 14.6 41.9 1.5 27.6 23.3 1.5 1.4 2.2 0.0 7.2 16.9
Number of Traders in Each Category Total Traders: 137
9 7 4 12 39 11 20 37 16 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 264,265
Positions
128,105 1,104 260 61,341 136,354 5,688 34,327 73,562 2,939 5,114 1,362 0 26,491 42,996
Changes from: October 11, 2022 Total Change is: 19,258
15,258 567 -6 763 10,320 299 -1,100 7,496 679 1,400 -1,511 0 1,965 1,414
Percent of Open Interest Represented by Each Category of Trader
48.5 0.4 0.1 23.2 51.6 2.2 13.0 27.8 1.1 1.9 0.5 0.0 10.0 16.3
Number of Traders in Each Category Total Traders: 133
13 . . 20 29 20 18 40 11 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 640,469
Positions
29,421 287,972 2,126 378,799 160,805 21,838 69,229 80,045 15,315 43,224 14,278 4,334 76,183 53,756
Changes from: October 11, 2022 Total Change is: 1,121
-1,508 14,654 199 1,392 -6,895 -2,484 4,631 -3,743 -1,852 1,142 1,406 74 -473 -238
Percent of Open Interest Represented by Each Category of Trader
4.6 45.0 0.3 59.1 25.1 3.4 10.8 12.5 2.4 6.7 2.2 0.7 11.9 8.4
Number of Traders in Each Category Total Traders: 321
18 14 8 106 38 50 54 39 25 34 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 30,810
Positions
403 18,756 22 12,321 591 2,605 1,666 5,452 420 0 0 0 13,373 2,964
Changes from: October 11, 2022 Total Change is: -1,625
-16 7 -3 -1,848 0 -48 262 -1,770 420 0 0 0 -392 -231
Percent of Open Interest Represented by Each Category of Trader
1.3 60.9 0.1 40.0 1.9 8.5 5.4 17.7 1.4 0.0 0.0 0.0 43.4 9.6
Number of Traders in Each Category Total Traders: 29
. . . 17 . 5 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 150,496
Positions
60,162 8,028 2,116 43,430 65,238 5,433 18,341 33,000 2,106 1,675 3,730 0 17,233 30,845
Changes from: October 11, 2022 Total Change is: 12,176
9,880 -1,067 23 -656 12,353 185 3,441 -921 424 -109 0 0 -1,012 1,179
Percent of Open Interest Represented by Each Category of Trader
40.0 5.3 1.4 28.9 43.3 3.6 12.2 21.9 1.4 1.1 2.5 0.0 11.5 20.5
Number of Traders in Each Category Total Traders: 89
7 . . 11 22 12 17 24 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 215,836
Positions
477 124,671 1,270 127,242 1,693 522 72,026 59,268 1,321 4,832 24,966 7 8,139 2,118
Changes from: October 11, 2022 Total Change is: 9,666
-275 8,079 -54 3,615 363 142 5,204 701 217 965 572 7 -155 -361
Percent of Open Interest Represented by Each Category of Trader
0.2 57.8 0.6 59.0 0.8 0.2 33.4 27.5 0.6 2.2 11.6 0.0 3.8 1.0
Number of Traders in Each Category Total Traders: 167
. 11 . 31 5 5 63 31 11 11 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 41,954
Positions
443 31,901 186 21,200 2,513 42 12,550 3,993 1,261 2,874 743 0 3,398 1,315
Changes from: October 11, 2022 Total Change is: 594
106 -127 -4 1,680 -225 0 -2,278 1,075 -149 1,023 0 0 216 24
Percent of Open Interest Represented by Each Category of Trader
1.1 76.0 0.4 50.5 6.0 0.1 29.9 9.5 3.0 6.9 1.8 0.0 8.1 3.1
Number of Traders in Each Category Total Traders: 63
. 5 . 8 5 . 20 8 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 50,448
Positions
30,883 357 92 4,953 23,201 429 9,688 17,907 930 633 778 53 2,787 6,701
Changes from: October 11, 2022 Total Change is: -109
2,136 -42 44 -2,493 1,716 60 -516 -2,708 540 83 -195 21 16 455
Percent of Open Interest Represented by Each Category of Trader
61.2 0.7 0.2 9.8 46.0 0.9 19.2 35.5 1.8 1.3 1.5 0.1 5.5 13.3
Number of Traders in Each Category Total Traders: 91
9 . . 10 20 5 17 26 6 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 11,861
Positions
2,927 4,939 54 4,244 3,569 0 3,652 1,512 0 0 244 0 984 1,543
Changes from: October 11, 2022 Total Change is: 268
147 -3 3 155 675 0 326 -79 -321 0 120 0 -42 -127
Percent of Open Interest Represented by Each Category of Trader
24.7 41.6 0.5 35.8 30.1 0.0 30.8 12.7 0.0 0.0 2.1 0.0 8.3 13.0
Number of Traders in Each Category Total Traders: 35
4 . . . 9 0 9 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 34,618
Positions
12,092 6,052 588 5,699 5,289 936 8,710 5,737 503 1,204 8,686 0 4,887 6,828
Changes from: October 11, 2022 Total Change is: 1,652
2,922 41 135 -259 1,101 -2 -279 599 78 44 180 0 -987 -479
Percent of Open Interest Represented by Each Category of Trader
34.9 17.5 1.7 16.5 15.3 2.7 25.2 16.6 1.5 3.5 25.1 0.0 14.1 19.7
Number of Traders in Each Category Total Traders: 100
16 10 . 13 12 4 21 20 10 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 69,235
Positions
24,183 12,104 1,176 11,398 10,577 1,872 17,419 11,473 1,005 2,408 17,372 0 9,774 13,656
Changes from: October 11, 2022 Total Change is: 3,304
5,844 81 269 -517 2,201 -3 -558 1,198 156 87 359 0 -1,974 -957
Percent of Open Interest Represented by Each Category of Trader
34.9 17.5 1.7 16.5 15.3 2.7 25.2 16.6 1.5 3.5 25.1 0.0 14.1 19.7
Number of Traders in Each Category Total Traders: 100
16 10 . 13 12 4 21 20 10 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 51,952
Positions
26,342 33,557 0 18,174 10,371 1,902 3,336 3,991 0 0 0 0 2,198 2,131
Changes from: October 11, 2022 Total Change is: -3,894
-1,155 -3,566 0 -1,950 24 -61 -694 -1,335 0 0 0 0 -34 1,044
Percent of Open Interest Represented by Each Category of Trader
50.7 64.6 0.0 35.0 20.0 3.7 6.4 7.7 0.0 0.0 0.0 0.0 4.2 4.1
Number of Traders in Each Category Total Traders: 34
5 4 0 18 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 467,313
Positions
95,936 50,679 9,315 186,534 141,862 56,634 30,843 113,499 12,659 25,365 25,555 5,382 44,646 51,729
Changes from: October 11, 2022 Total Change is: 11,754
3,237 -401 1,307 5,021 -3,614 -684 728 13,987 -259 -172 -2,007 2,559 16 865
Percent of Open Interest Represented by Each Category of Trader
20.5 10.8 2.0 39.9 30.4 12.1 6.6 24.3 2.7 5.4 5.5 1.2 9.6 11.1
Number of Traders in Each Category Total Traders: 564
38 33 26 141 114 113 68 106 58 28 35 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 31,864
Positions
6,239 28,841 0 17,754 1,697 0 4,545 328 83 0 0 0 3,243 915
Changes from: October 11, 2022 Total Change is: -1,387
174 -1,329 0 -1,691 296 0 402 29 -59 0 -306 0 -213 -18
Percent of Open Interest Represented by Each Category of Trader
19.6 90.5 0.0 55.7 5.3 0.0 14.3 1.0 0.3 0.0 0.0 0.0 10.2 2.9
Number of Traders in Each Category Total Traders: 34
5 7 0 11 . 0 7 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 2,336,566
Positions
479,679 253,393 46,574 932,671 709,308 283,169 154,213 567,495 63,295 126,824 127,774 26,912 223,229 258,646
Changes from: October 11, 2022 Total Change is: 58,772
16,187 -2,003 6,535 25,106 -18,069 -3,418 3,638 69,935 -1,293 -858 -10,035 12,794 81 4,326
Percent of Open Interest Represented by Each Category of Trader
20.5 10.8 2.0 39.9 30.4 12.1 6.6 24.3 2.7 5.4 5.5 1.2 9.6 11.1
Number of Traders in Each Category Total Traders: 564
38 33 26 141 114 113 68 106 58 28 35 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 24,976
Positions
16,342 21,022 0 5,509 53 330 1,159 1,119 12 0 0 0 1,624 2,440
Changes from: October 11, 2022 Total Change is: 386
-266 0 0 301 0 0 55 315 12 0 0 0 284 59
Percent of Open Interest Represented by Each Category of Trader
65.4 84.2 0.0 22.1 0.2 1.3 4.6 4.5 0.0 0.0 0.0 0.0 6.5 9.8
Number of Traders in Each Category Total Traders: 24
6 5 0 6 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 13,683
Positions
2,616 12,485 0 7,254 0 0 1,666 0 0 0 0 0 2,147 1,198
Changes from: October 11, 2022 Total Change is: 101
0 25 0 549 0 0 -129 0 -1 -256 0 0 -62 77
Percent of Open Interest Represented by Each Category of Trader
19.1 91.2 0.0 53.0 0.0 0.0 12.2 0.0 0.0 0.0 0.0 0.0 15.7 8.8
Number of Traders in Each Category Total Traders: 24
4 7 0 9 0 0 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 11,846
Positions
834 6,281 0 5,011 1,691 1,412 2,521 1,185 0 0 0 0 2,068 1,277
Changes from: October 11, 2022 Total Change is: -202
-141 -352 0 -388 0 0 268 -76 0 0 0 0 59 226
Percent of Open Interest Represented by Each Category of Trader
7.0 53.0 0.0 42.3 14.3 11.9 21.3 10.0 0.0 0.0 0.0 0.0 17.5 10.8
Number of Traders in Each Category Total Traders: 23
. 6 0 7 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 145,483
Positions
9,113 2,007 300 32,027 3,186 333 35,599 96,016 741 1,720 1,414 0 65,650 41,486
Changes from: October 11, 2022 Total Change is: 13,716
-1,617 234 200 1,177 1,279 -371 6,066 8,784 179 1,720 414 0 6,362 2,997
Percent of Open Interest Represented by Each Category of Trader
6.3 1.4 0.2 22.0 2.2 0.2 24.5 66.0 0.5 1.2 1.0 0.0 45.1 28.5
Number of Traders in Each Category Total Traders: 32
. . . 12 . 5 7 6 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 276,868
Positions
113,239 85,100 100,239 0 32,000 0 5,806 3,093 51,807 0 0 0 5,777 4,629
Changes from: October 11, 2022 Total Change is: 8,545
355 1,855 4,959 0 0 0 2,000 0 1,231 0 0 0 0 500
Percent of Open Interest Represented by Each Category of Trader
40.9 30.7 36.2 0.0 11.6 0.0 2.1 1.1 18.7 0.0 0.0 0.0 2.1 1.7
Number of Traders in Each Category Total Traders: 21
9 5 10 0 . 0 . . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 54,942
Positions
22,461 900 69 21,219 41,917 3,331 1,001 3,254 2 0 252 0 6,859 5,217
Changes from: October 11, 2022 Total Change is: -1,056
-1,438 501 -13 167 -1,146 156 230 -181 2 0 -306 0 -160 -69
Percent of Open Interest Represented by Each Category of Trader
40.9 1.6 0.1 38.6 76.3 6.1 1.8 5.9 0.0 0.0 0.5 0.0 12.5 9.5
Number of Traders in Each Category Total Traders: 63
7 . . 24 21 12 4 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 54,878
Positions
14,661 3,735 708 15,709 15,736 1,894 11,625 14,287 1,033 2,184 7,677 201 6,862 9,605
Changes from: October 11, 2022 Total Change is: -1,379
-1,095 1,293 -48 -89 -775 -334 29 -1,277 213 -149 312 82 11 -846
Percent of Open Interest Represented by Each Category of Trader
26.7 6.8 1.3 28.6 28.7 3.5 21.2 26.0 1.9 4.0 14.0 0.4 12.5 17.5
Number of Traders in Each Category Total Traders: 308
27 18 7 55 53 31 39 60 23 19 37 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 274,388
Positions
73,306 18,677 3,542 78,545 78,681 9,469 58,125 71,437 5,166 10,921 38,385 1,005 34,309 48,026
Changes from: October 11, 2022 Total Change is: -6,896
-5,474 6,464 -238 -446 -3,874 -1,671 146 -6,385 1,067 -744 1,559 410 54 -4,228
Percent of Open Interest Represented by Each Category of Trader
26.7 6.8 1.3 28.6 28.7 3.5 21.2 26.0 1.9 4.0 14.0 0.4 12.5 17.5
Number of Traders in Each Category Total Traders: 308
27 18 7 55 53 31 39 60 23 19 37 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 103,316
Positions
7,120 1,543 0 1,347 0 0 19,667 66,096 727 1,335 4,292 133 72,987 30,525
Changes from: October 11, 2022 Total Change is: -24,330
2,672 -1,370 0 325 0 0 -3,711 -28,041 -463 -3,291 1,831 3 -19,865 3,710
Percent of Open Interest Represented by Each Category of Trader
6.9 1.5 0.0 1.3 0.0 0.0 19.0 64.0 0.7 1.3 4.2 0.1 70.6 29.5
Number of Traders in Each Category Total Traders: 38
. . 0 . 0 0 11 11 6 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 535,808
Positions
196,310 43,362 1,284 146,037 245,871 45,363 95,985 140,494 3,819 19,121 33,064 570 27,319 21,981
Changes from: October 11, 2022 Total Change is: -28,270
-28,861 5,549 -734 2,455 -13,277 -832 -7,891 -12,692 -1,526 3,830 -3,630 -1,012 6,301 -116
Percent of Open Interest Represented by Each Category of Trader
36.6 8.1 0.2 27.3 45.9 8.5 17.9 26.2 0.7 3.6 6.2 0.1 5.1 4.1
Number of Traders in Each Category Total Traders: 326
25 16 . 66 76 39 39 75 22 10 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 15,747
Positions
903 14,111 0 11,387 383 0 2,547 778 1 0 0 0 909 474
Changes from: October 11, 2022 Total Change is: -262
0 -398 0 -382 -4 0 73 -42 0 0 0 0 47 182
Percent of Open Interest Represented by Each Category of Trader
5.7 89.6 0.0 72.3 2.4 0.0 16.2 4.9 0.0 0.0 0.0 0.0 5.8 3.0
Number of Traders in Each Category Total Traders: 21
. 6 0 8 . 0 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 12,489
Positions
0 6,414 0 7,007 1,448 29 637 1,528 1 2,367 490 0 2,448 2,579
Changes from: October 11, 2022 Total Change is: -205
-300 -76 0 -297 -378 -16 224 -162 1 232 242 0 -49 184
Percent of Open Interest Represented by Each Category of Trader
0.0 51.4 0.0 56.1 11.6 0.2 5.1 12.2 0.0 19.0 3.9 0.0 19.6 20.7
Number of Traders in Each Category Total Traders: 21
0 . 0 8 . . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 48,046
Positions
6,693 4,997 355 22,831 4,436 2,576 9,612 7,317 19 292 8,024 2 5,666 20,320
Changes from: October 11, 2022 Total Change is: 3,548
-783 393 -11 1,650 97 -129 2,154 -1,423 -9 -66 608 2 740 4,020
Percent of Open Interest Represented by Each Category of Trader
13.9 10.4 0.7 47.5 9.2 5.4 20.0 15.2 0.0 0.6 16.7 0.0 11.8 42.3
Number of Traders in Each Category Total Traders: 65
10 7 . 13 5 7 11 15 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 404,325
Positions
46,039 131,676 1,303 267,404 163,275 44,334 20,168 31,426 1,002 15,968 23,915 386 7,721 7,008
Changes from: October 11, 2022 Total Change is: -3,670
5,617 5,037 -568 -5,297 -5,133 -1,305 -1,377 3,327 -11 405 274 40 -1,174 -5,331
Percent of Open Interest Represented by Each Category of Trader
11.4 32.6 0.3 66.1 40.4 11.0 5.0 7.8 0.2 3.9 5.9 0.1 1.9 1.7
Number of Traders in Each Category Total Traders: 208
15 14 4 69 58 37 18 18 7 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 1,058,828
Positions
78,931 280,591 10,610 617,088 448,404 147,141 92,587 117,658 8,924 81,190 22,040 1,811 20,546 21,649
Changes from: October 11, 2022 Total Change is: -7,177
-801 -11,893 -1,497 2,134 -2,839 184 -1,902 7,779 1,487 -6,209 -852 -31 -542 485
Percent of Open Interest Represented by Each Category of Trader
7.5 26.5 1.0 58.3 42.3 13.9 8.7 11.1 0.8 7.7 2.1 0.2 1.9 2.0
Number of Traders in Each Category Total Traders: 408
27 18 10 130 102 86 47 46 30 22 16 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 252,308
Positions
22,419 182,589 37,117 25,604 379 2,938 144,534 5,389 15,717 3,510 7,970 140 329 69
Changes from: October 11, 2022 Total Change is: 6,014
-229 5,343 1,867 10 0 -10 5,601 -5 -1,198 0 1 0 -27 16
Percent of Open Interest Represented by Each Category of Trader
8.9 72.4 14.7 10.1 0.2 1.2 57.3 2.1 6.2 1.4 3.2 0.1 0.1 0.0
Number of Traders in Each Category Total Traders: 104
6 28 14 14 . 4 36 4 11 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,219,645
Positions
25,572 131,777 7,932 611,663 294,230 191,308 117,124 341,306 12,196 77,157 97,394 0 176,693 143,502
Changes from: October 11, 2022 Total Change is: 8,416
3,704 -11,426 7,928 -920 -2,059 -5,584 -1,412 12,846 2,429 -7,455 112 0 9,726 4,170
Percent of Open Interest Represented by Each Category of Trader
2.1 10.8 0.7 50.2 24.1 15.7 9.6 28.0 1.0 6.3 8.0 0.0 14.5 11.8
Number of Traders in Each Category Total Traders: 189
8 17 . 66 30 60 25 30 20 4 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 1,433,492
Positions
14,711 64,913 2,272 854,167 217,881 254,983 65,464 748,831 21,468 61,628 9,239 0 158,799 113,905
Changes from: October 11, 2022 Total Change is: 4,121
3,374 1,389 569 8,437 -5,771 -3,941 7,241 15,671 -5,478 -4,858 850 0 -1,223 832
Percent of Open Interest Represented by Each Category of Trader
1.0 4.5 0.2 59.6 15.2 17.8 4.6 52.2 1.5 4.3 0.6 0.0 11.1 7.9
Number of Traders in Each Category Total Traders: 162
4 11 . 78 24 59 11 25 8 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 2,046,001
Positions
23,679 245,571 10,643 1,156,222 407,778 317,487 166,278 635,117 67,191 139,560 128,604 4,886 160,055 228,724
Changes from: October 11, 2022 Total Change is: 78
-2,900 8,768 -3,564 22,112 -9,988 29,004 -29,713 49,843 -4,909 -9,726 -47,455 417 -643 -22,038
Percent of Open Interest Represented by Each Category of Trader
1.2 12.0 0.5 56.5 19.9 15.5 8.1 31.0 3.3 6.8 6.3 0.2 7.8 11.2
Number of Traders in Each Category Total Traders: 345
9 44 10 105 48 83 35 65 29 14 25 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 3,843,164
Positions
88,477 415,808 9,337 1,976,009 968,629 760,245 284,485 784,351 88,290 264,157 386,201 24,756 347,408 405,547
Changes from: October 11, 2022 Total Change is: -30,822
-28,378 -6,776 -500 72,121 -5,455 -6,382 -14,521 -8,981 -9,106 -48,435 -4,132 2,935 1,444 7,575
Percent of Open Interest Represented by Each Category of Trader
2.3 10.8 0.2 51.4 25.2 19.8 7.4 20.4 2.3 6.9 10.0 0.6 9.0 10.6
Number of Traders in Each Category Total Traders: 415
17 34 13 128 72 113 53 67 45 20 24 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 1,349,097
Positions
52,538 49,508 4,095 632,226 492,470 242,208 132,833 217,102 20,016 109,328 93,170 0 155,853 230,528
Changes from: October 11, 2022 Total Change is: -36,284
-2,329 -1,937 -298 -926 -6,849 -5,610 -37,622 -16,239 3,366 -10,339 5,559 0 17,474 -14,276
Percent of Open Interest Represented by Each Category of Trader
3.9 3.7 0.3 46.9 36.5 18.0 9.8 16.1 1.5 8.1 6.9 0.0 11.6 17.1
Number of Traders in Each Category Total Traders: 139
5 6 4 47 40 55 12 11 11 4 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 3,561
Positions
0 0 0 0 0 0 596 649 917 560 849 89 1,399 1,057
Changes from: October 11, 2022 Total Change is: 469
0 0 0 0 0 0 11 -93 645 -355 -310 88 80 139
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 16.7 18.2 25.8 15.7 23.8 2.5 39.3 29.7
Number of Traders in Each Category Total Traders: 20
0 0 0 0 0 0 4 . . 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 4,000,027
Positions
61,991 507,721 11,294 1,708,854 695,721 810,390 593,206 1,228,303 55,579 446,126 279,170 1,262 311,325 410,587
Changes from: October 11, 2022 Total Change is: -40,556
-12,219 27,151 3,201 -27,034 -42,159 17,565 -6,392 -27,108 -3,931 -18,600 -3,626 -730 7,584 -10,919
Percent of Open Interest Represented by Each Category of Trader
1.5 12.7 0.3 42.7 17.4 20.3 14.8 30.7 1.4 11.2 7.0 0.0 7.8 10.3
Number of Traders in Each Category Total Traders: 350
15 36 12 95 60 85 44 59 29 19 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 1,649,078
Positions
222,015 375,766 441,790 7,519 84,062 34,173 477,267 299,952 368,540 64,990 3,317 2,930 29,854 38,548
Changes from: October 11, 2022 Total Change is: 31,358
-2,834 33,174 9,855 7,384 -2,451 1,030 17,353 18,449 -16,522 11,070 -1,822 -3,027 7,049 -7,328
Percent of Open Interest Represented by Each Category of Trader
13.5 22.8 26.8 0.5 5.1 2.1 28.9 18.2 22.3 3.9 0.2 0.2 1.8 2.3
Number of Traders in Each Category Total Traders: 140
23 39 55 4 4 4 27 24 43 12 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 8,072,670
Positions
2,842,150 1,311,928 1,035,143 733,935 192,234 237,162 947,065 2,645,268 1,808,007 26,287 171,207 55,360 387,561 616,361
Changes from: October 11, 2022 Total Change is: -57,012
-46,345 62,846 -41,229 -23,738 -35,114 18,838 119,702 27,741 -15,448 956 -3,139 -45,376 -24,372 -26,131
Percent of Open Interest Represented by Each Category of Trader
35.2 16.3 12.8 9.1 2.4 2.9 11.7 32.8 22.4 0.3 2.1 0.7 4.8 7.6
Number of Traders in Each Category Total Traders: 174
27 26 51 9 9 12 31 50 60 6 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 7,346,016
Positions
2,588,902 2,524,223 1,125,053 727,176 497,386 280,002 801,835 1,095,440 1,644,573 71,856 72,011 94,000 12,619 13,328
Changes from: October 11, 2022 Total Change is: 122,952
77,409 41,780 35,139 -12,639 -17,155 23,347 -84,878 -55,719 61,161 -1,827 9,284 32,396 -7,156 -7,281
Percent of Open Interest Represented by Each Category of Trader
35.2 34.4 15.3 9.9 6.8 3.8 10.9 14.9 22.4 1.0 1.0 1.3 0.2 0.2
Number of Traders in Each Category Total Traders: 467
52 84 109 17 34 28 63 98 123 28 49 49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 665,962
Positions
174,418 286,277 122,111 300 19,789 2,840 205,509 66,316 158,986 1,105 9,006 417 276 220
Changes from: October 11, 2022 Total Change is: 35,600
21,756 30,429 -5,645 0 7,346 -2,145 14,435 -1,074 6,681 450 158 78 -10 -228
Percent of Open Interest Represented by Each Category of Trader
26.2 43.0 18.3 0.0 3.0 0.4 30.9 10.0 23.9 0.2 1.4 0.1 0.0 0.0
Number of Traders in Each Category Total Traders: 166
32 48 46 . 5 . 31 33 45 4 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 14,228
Positions
258 2,568 43 5,992 1,158 929 2,091 7,219 1,022 2,489 528 0 1,404 761
Changes from: October 11, 2022 Total Change is: -1,528
12 15 -10 90 -328 -77 -1,631 -953 73 -378 -218 -4 397 -26
Percent of Open Interest Represented by Each Category of Trader
1.8 18.0 0.3 42.1 8.1 6.5 14.7 50.7 7.2 17.5 3.7 0.0 9.9 5.3
Number of Traders in Each Category Total Traders: 92
4 . . 4 8 4 25 36 12 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 22,416
Positions
174 565 0 41 1,314 13 12,879 15,343 2,114 4,869 1,517 24 2,302 1,526
Changes from: October 11, 2022 Total Change is: 2,243
-264 513 0 -48 24 -11 2,070 1,185 569 -176 3 -1 104 -39
Percent of Open Interest Represented by Each Category of Trader
0.8 2.5 0.0 0.2 5.9 0.1 57.5 68.4 9.4 21.7 6.8 0.1 10.3 6.8
Number of Traders in Each Category Total Traders: 92
. . 0 . . . 12 13 7 42 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 4,052
Positions
96 68 169 0 489 14 1,179 2,199 223 1,661 363 0 710 527
Changes from: October 11, 2022 Total Change is: 181
0 -25 1 0 104 1 -460 248 -35 684 0 -42 32 -71
Percent of Open Interest Represented by Each Category of Trader
2.4 1.7 4.2 0.0 12.1 0.3 29.1 54.3 5.5 41.0 9.0 0.0 17.5 13.0
Number of Traders in Each Category Total Traders: 56
. . . 0 5 . 10 23 8 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 45,160
Positions
4,099 0 0 138 2,646 0 25,943 33,611 3,492 9,582 4,361 635 1,271 415
Changes from: October 11, 2022 Total Change is: -1,781
-215 0 0 0 -151 0 -411 2,782 -1,225 -79 -3,151 -20 169 -16
Percent of Open Interest Represented by Each Category of Trader
9.1 0.0 0.0 0.3 5.9 0.0 57.4 74.4 7.7 21.2 9.7 1.4 2.8 0.9
Number of Traders in Each Category Total Traders: 98
. 0 0 . . 0 10 4 4 54 27 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 55,234
Positions
556 25,566 0 29,546 1,467 647 9,642 21,302 479 7,066 2,799 344 6,954 2,630
Changes from: October 11, 2022 Total Change is: 619
166 8 0 422 -89 20 -2,653 10 -36 2,265 534 44 391 128
Percent of Open Interest Represented by Each Category of Trader
1.0 46.3 0.0 53.5 2.7 1.2 17.5 38.6 0.9 12.8 5.1 0.6 12.6 4.8
Number of Traders in Each Category Total Traders: 124
. . 0 19 5 . 33 12 6 31 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 333,118
Positions
29,561 13,139 24,222 84,021 43,857 38,814 43,484 100,703 66,572 11,211 3,642 13,173 22,060 28,996
Changes from: October 11, 2022 Total Change is: -7,517
-6,986 -1,695 8,879 -10,396 -6,007 2,156 453 -4,392 -5,090 2,872 318 1,497 -902 -3,183
Percent of Open Interest Represented by Each Category of Trader
8.9 3.9 7.3 25.2 13.2 11.7 13.1 30.2 20.0 3.4 1.1 4.0 6.6 8.7
Number of Traders in Each Category Total Traders: 173
15 12 18 23 20 26 30 45 48 9 9 19
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Traders in Financial Futures - Futures Only Positions as of October 18, 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 58,106
Positions
37,006 44,908 0 13,659 245 2,396 3,875 10,306 3 915 145 8 244 95
Changes from: October 11, 2022 Total Change is: -916
-27 0 0 -3,097 -586 162 1,937 -428 3 112 -67 3 -9 -3
Percent of Open Interest Represented by Each Category of Trader
63.7 77.3 0.0 23.5 0.4 4.1 6.7 17.7 0.0 1.6 0.2 0.0 0.4 0.2
Number of Traders in Each Category Total Traders: 41
. . 0 14 . 4 7 8 . . . .
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Updated October 21, 2022