Traders in Financial Futures - Futures Only Positions as of October 25, 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 143,417
Positions
27,193 16,320 1,225 44,193 44,469 6,042 15,542 32,245 2,801 14,036 8,032 1,262 31,123 31,021
Changes from: October 18, 2022 Total Change is: -3,008
-1,479 1,841 156 -1,130 1,115 133 -1,417 -3,742 -111 -510 882 -265 1,615 -3,017
Percent of Open Interest Represented by Each Category of Trader
19.0 11.4 0.9 30.8 31.0 4.2 10.8 22.5 2.0 9.8 5.6 0.9 21.7 21.6
Number of Traders in Each Category Total Traders: 111
10 6 . 13 25 8 16 25 10 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 46,594
Positions
28,450 92 791 2,424 14,900 572 5,237 9,258 23 0 0 0 9,097 20,958
Changes from: October 18, 2022 Total Change is: 1,683
3,663 1 -29 -352 384 -290 -1,286 1,791 2 0 0 0 -25 -176
Percent of Open Interest Represented by Each Category of Trader
61.1 0.2 1.7 5.2 32.0 1.2 11.2 19.9 0.0 0.0 0.0 0.0 19.5 45.0
Number of Traders in Each Category Total Traders: 42
6 . . . 13 . 8 11 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 258,969
Positions
113,163 35,196 1,555 38,708 103,884 4,037 73,010 65,358 3,856 3,628 5,316 0 21,012 39,767
Changes from: October 18, 2022 Total Change is: 143
-4,811 3,963 34 985 -4,663 178 1,490 5,006 36 -113 -412 0 2,344 -3,999
Percent of Open Interest Represented by Each Category of Trader
43.7 13.6 0.6 14.9 40.1 1.6 28.2 25.2 1.5 1.4 2.1 0.0 8.1 15.4
Number of Traders in Each Category Total Traders: 142
7 7 4 14 39 10 23 40 14 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 272,597
Positions
132,682 3,093 501 59,789 139,496 5,801 40,505 74,332 3,145 4,619 5,210 0 25,555 41,019
Changes from: October 18, 2022 Total Change is: 8,332
4,577 1,989 241 -1,552 3,142 113 6,178 770 206 -495 3,848 0 -936 -1,977
Percent of Open Interest Represented by Each Category of Trader
48.7 1.1 0.2 21.9 51.2 2.1 14.9 27.3 1.2 1.7 1.9 0.0 9.4 15.0
Number of Traders in Each Category Total Traders: 139
12 . . 20 31 20 19 44 13 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 666,719
Positions
28,695 310,389 4,436 386,505 147,094 21,755 83,693 88,897 18,234 43,118 14,554 4,393 75,890 56,967
Changes from: October 18, 2022 Total Change is: 26,250
-726 22,417 2,310 7,706 -13,711 -83 14,464 8,852 2,919 -106 276 59 -293 3,211
Percent of Open Interest Represented by Each Category of Trader
4.3 46.6 0.7 58.0 22.1 3.3 12.6 13.3 2.7 6.5 2.2 0.7 11.4 8.5
Number of Traders in Each Category Total Traders: 320
16 13 6 108 35 51 54 43 30 34 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 30,842
Positions
412 18,755 23 11,897 591 2,604 1,595 4,934 603 0 0 0 13,708 3,332
Changes from: October 18, 2022 Total Change is: 32
9 -1 1 -424 0 -1 -71 -518 183 0 0 0 335 368
Percent of Open Interest Represented by Each Category of Trader
1.3 60.8 0.1 38.6 1.9 8.4 5.2 16.0 2.0 0.0 0.0 0.0 44.4 10.8
Number of Traders in Each Category Total Traders: 28
. . . 16 . 5 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 166,961
Positions
75,006 11,489 2,217 49,175 69,578 5,028 17,553 43,155 1,869 1,091 3,730 0 15,022 29,895
Changes from: October 18, 2022 Total Change is: 16,465
14,844 3,461 101 5,745 4,340 -405 -788 10,155 -237 -584 0 0 -2,211 -950
Percent of Open Interest Represented by Each Category of Trader
44.9 6.9 1.3 29.5 41.7 3.0 10.5 25.8 1.1 0.7 2.2 0.0 9.0 17.9
Number of Traders in Each Category Total Traders: 90
7 4 . 14 22 12 14 25 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 248,910
Positions
857 163,707 1,346 136,157 1,689 531 94,094 52,757 903 6,638 26,828 5 8,379 1,144
Changes from: October 18, 2022 Total Change is: 33,074
380 39,036 76 8,915 -4 9 22,068 -6,511 -418 1,806 1,862 -2 240 -974
Percent of Open Interest Represented by Each Category of Trader
0.3 65.8 0.5 54.7 0.7 0.2 37.8 21.2 0.4 2.7 10.8 0.0 3.4 0.5
Number of Traders in Each Category Total Traders: 176
. 10 . 32 5 6 69 23 8 17 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 43,644
Positions
376 31,899 188 19,600 3,664 42 13,252 2,733 3,009 3,431 774 0 3,746 1,335
Changes from: October 18, 2022 Total Change is: 1,690
-67 -2 2 -1,600 1,151 0 702 -1,260 1,748 557 31 0 348 20
Percent of Open Interest Represented by Each Category of Trader
0.9 73.1 0.4 44.9 8.4 0.1 30.4 6.3 6.9 7.9 1.8 0.0 8.6 3.1
Number of Traders in Each Category Total Traders: 63
. 5 . 7 8 . 22 6 6 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 50,620
Positions
25,164 967 91 5,578 23,837 496 14,771 16,837 1,120 347 814 70 2,983 6,388
Changes from: October 18, 2022 Total Change is: 172
-5,719 610 -1 625 636 67 5,083 -1,070 190 -286 36 17 196 -313
Percent of Open Interest Represented by Each Category of Trader
49.7 1.9 0.2 11.0 47.1 1.0 29.2 33.3 2.2 0.7 1.6 0.1 5.9 12.6
Number of Traders in Each Category Total Traders: 92
9 . . 12 22 4 14 26 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 17,201
Positions
4,090 4,945 57 2,237 6,518 0 9,714 1,658 0 0 2,244 0 1,103 1,779
Changes from: October 18, 2022 Total Change is: 5,340
1,163 6 3 -2,007 2,949 0 6,062 146 0 0 2,000 0 119 236
Percent of Open Interest Represented by Each Category of Trader
23.8 28.7 0.3 13.0 37.9 0.0 56.5 9.6 0.0 0.0 13.0 0.0 6.4 10.3
Number of Traders in Each Category Total Traders: 35
4 . . . 8 0 9 9 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 35,360
Positions
13,214 5,270 382 5,519 5,982 639 6,853 6,130 442 2,847 8,607 0 5,465 7,910
Changes from: October 18, 2022 Total Change is: 742
1,122 -782 -207 -180 694 -298 -1,857 393 -61 1,643 -80 0 578 1,082
Percent of Open Interest Represented by Each Category of Trader
37.4 14.9 1.1 15.6 16.9 1.8 19.4 17.3 1.3 8.1 24.3 0.0 15.5 22.4
Number of Traders in Each Category Total Traders: 93
14 11 . 12 12 5 18 17 10 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 70,719
Positions
26,427 10,540 763 11,038 11,964 1,277 13,706 12,259 884 5,694 17,213 0 10,930 15,819
Changes from: October 18, 2022 Total Change is: 1,484
2,244 -1,564 -413 -360 1,387 -595 -3,713 786 -121 3,286 -159 0 1,156 2,163
Percent of Open Interest Represented by Each Category of Trader
37.4 14.9 1.1 15.6 16.9 1.8 19.4 17.3 1.3 8.1 24.3 0.0 15.5 22.4
Number of Traders in Each Category Total Traders: 93
14 11 . 12 12 5 18 17 10 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 50,412
Positions
26,418 32,885 0 15,656 9,817 2,056 3,796 3,821 18 0 0 0 2,468 1,815
Changes from: October 18, 2022 Total Change is: -1,540
76 -672 0 -2,518 -554 154 460 -170 18 0 0 0 270 -316
Percent of Open Interest Represented by Each Category of Trader
52.4 65.2 0.0 31.1 19.5 4.1 7.5 7.6 0.0 0.0 0.0 0.0 4.9 3.6
Number of Traders in Each Category Total Traders: 32
5 4 0 16 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 DJIA (x$0.5) - CHICAGO BOARD OF TRADE ($0.5 X DJIA INDEX)
CFTC Code #124608 Open Interest is 25,139
Positions
1,747 452 0 0 487 350 13,270 6,816 311 550 2,827 165 8,746 13,731
Changes from: October 18, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
6.9 1.8 0.0 0.0 1.9 1.4 52.8 27.1 1.2 2.2 11.2 0.7 34.8 54.6
Number of Traders in Each Category Total Traders: 22
. . 0 0 . . 8 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 472,365
Positions
95,171 56,319 9,914 188,937 133,014 56,629 30,621 119,789 18,135 24,182 24,080 5,203 43,571 49,281
Changes from: October 18, 2022 Total Change is: 5,052
-764 5,641 599 2,402 -8,848 -4 -221 6,290 5,476 -1,182 -1,475 -179 -1,075 -2,448
Percent of Open Interest Represented by Each Category of Trader
20.1 11.9 2.1 40.0 28.2 12.0 6.5 25.4 3.8 5.1 5.1 1.1 9.2 10.4
Number of Traders in Each Category Total Traders: 566
38 36 25 145 113 112 64 106 60 31 33 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 31,713
Positions
6,845 28,942 0 16,995 1,597 0 4,465 349 0 0 0 0 3,408 825
Changes from: October 18, 2022 Total Change is: -151
606 101 0 -759 -100 0 -80 21 -83 0 0 0 165 -90
Percent of Open Interest Represented by Each Category of Trader
21.6 91.3 0.0 53.6 5.0 0.0 14.1 1.1 0.0 0.0 0.0 0.0 10.7 2.6
Number of Traders in Each Category Total Traders: 34
5 7 0 11 . 0 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 2,361,824
Positions
475,857 281,597 49,569 944,683 665,069 283,147 153,107 598,944 90,676 120,912 120,399 26,017 217,856 246,406
Changes from: October 18, 2022 Total Change is: 25,258
-3,822 28,204 2,995 12,012 -44,239 -22 -1,106 31,449 27,381 -5,912 -7,375 -895 -5,373 -12,240
Percent of Open Interest Represented by Each Category of Trader
20.1 11.9 2.1 40.0 28.2 12.0 6.5 25.4 3.8 5.1 5.1 1.1 9.2 10.4
Number of Traders in Each Category Total Traders: 566
38 36 25 145 113 112 64 106 60 31 33 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 24,813
Positions
16,346 21,022 0 5,545 53 330 856 874 0 0 0 0 1,736 2,534
Changes from: October 18, 2022 Total Change is: -163
4 0 0 36 0 0 -303 -245 -12 0 0 0 112 94
Percent of Open Interest Represented by Each Category of Trader
65.9 84.7 0.0 22.3 0.2 1.3 3.4 3.5 0.0 0.0 0.0 0.0 7.0 10.2
Number of Traders in Each Category Total Traders: 22
6 5 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 13,708
Positions
2,616 12,685 0 7,323 0 0 1,687 0 0 0 0 0 2,082 1,023
Changes from: October 18, 2022 Total Change is: 25
0 200 0 69 0 0 21 0 0 0 0 0 -65 -175
Percent of Open Interest Represented by Each Category of Trader
19.1 92.5 0.0 53.4 0.0 0.0 12.3 0.0 0.0 0.0 0.0 0.0 15.2 7.5
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 25, 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 12,734
Positions
875 7,219 0 6,152 1,691 1,321 2,414 1,261 0 0 0 0 1,972 1,242
Changes from: October 18, 2022 Total Change is: 888
41 938 0 1,141 0 -91 -107 76 0 0 0 0 -96 -35
Percent of Open Interest Represented by Each Category of Trader
6.9 56.7 0.0 48.3 13.3 10.4 19.0 9.9 0.0 0.0 0.0 0.0 15.5 9.8
Number of Traders in Each Category Total Traders: 24
. 7 0 7 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 158,669
Positions
10,239 2,555 0 33,064 3,128 215 56,415 98,248 3,282 1,690 1,206 0 53,764 50,035
Changes from: October 18, 2022 Total Change is: 13,186
1,126 548 -300 1,037 -58 -118 20,816 2,232 2,541 -30 -208 0 -11,886 8,549
Percent of Open Interest Represented by Each Category of Trader
6.5 1.6 0.0 20.8 2.0 0.1 35.6 61.9 2.1 1.1 0.8 0.0 33.9 31.5
Number of Traders in Each Category Total Traders: 34
. . 0 13 . 6 8 7 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 276,912
Positions
111,239 83,100 102,283 0 32,000 0 5,806 3,093 51,807 0 0 0 5,777 4,629
Changes from: October 18, 2022 Total Change is: 44
-2,000 -2,000 2,044 0 0 0 0 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
40.2 30.0 36.9 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 4 11 0 . 0 . . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 52,431
Positions
20,114 1,116 59 20,520 40,219 3,185 1,265 2,840 16 0 0 0 7,272 4,996
Changes from: October 18, 2022 Total Change is: -2,511
-2,347 216 -10 -699 -1,698 -146 264 -414 14 0 -252 0 413 -221
Percent of Open Interest Represented by Each Category of Trader
38.4 2.1 0.1 39.1 76.7 6.1 2.4 5.4 0.0 0.0 0.0 0.0 13.9 9.5
Number of Traders in Each Category Total Traders: 58
6 . . 23 19 12 4 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 56,318
Positions
15,776 3,490 673 16,240 14,744 1,769 11,907 18,560 558 2,215 6,075 95 7,084 10,354
Changes from: October 18, 2022 Total Change is: 1,440
1,115 -245 -36 531 -992 -125 282 4,273 -475 31 -1,602 -106 223 749
Percent of Open Interest Represented by Each Category of Trader
28.0 6.2 1.2 28.8 26.2 3.1 21.1 33.0 1.0 3.9 10.8 0.2 12.6 18.4
Number of Traders in Each Category Total Traders: 292
29 14 7 56 46 28 39 57 19 21 29 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 281,590
Positions
78,882 17,450 3,363 81,202 73,721 8,844 59,536 92,800 2,790 11,075 30,376 476 35,422 51,770
Changes from: October 18, 2022 Total Change is: 7,202
5,576 -1,227 -179 2,657 -4,960 -625 1,411 21,363 -2,376 154 -8,009 -529 1,113 3,744
Percent of Open Interest Represented by Each Category of Trader
28.0 6.2 1.2 28.8 26.2 3.1 21.1 33.0 1.0 3.9 10.8 0.2 12.6 18.4
Number of Traders in Each Category Total Traders: 292
29 14 7 56 46 28 39 57 19 21 29 4
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Traders in Financial Futures - Futures Only Positions as of October 25, 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 130,148
Positions
11,024 1,834 160 1,149 0 0 23,904 89,110 557 1,237 4,370 80 92,037 34,037
Changes from: October 18, 2022 Total Change is: 26,832
3,904 291 160 -198 0 0 4,237 23,014 -170 -98 78 -53 19,050 3,512
Percent of Open Interest Represented by Each Category of Trader
8.5 1.4 0.1 0.9 0.0 0.0 18.4 68.5 0.4 1.0 3.4 0.1 70.7 26.2
Number of Traders in Each Category Total Traders: 35
4 . . . 0 0 14 5 8 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 523,610
Positions
177,566 48,417 1,093 144,035 234,161 44,322 99,027 135,906 3,382 23,654 32,368 1,656 28,875 22,305
Changes from: October 18, 2022 Total Change is: -12,198
-18,744 5,055 -191 -2,002 -11,710 -1,041 3,042 -4,588 -437 4,533 -696 1,086 1,556 324
Percent of Open Interest Represented by Each Category of Trader
33.9 9.2 0.2 27.5 44.7 8.5 18.9 26.0 0.6 4.5 6.2 0.3 5.5 4.3
Number of Traders in Each Category Total Traders: 320
24 18 . 66 74 41 42 67 23 10 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 15,723
Positions
1,111 14,169 0 11,239 378 0 2,558 738 0 0 0 0 815 438
Changes from: October 18, 2022 Total Change is: -24
208 58 0 -148 -5 0 11 -40 -1 0 0 0 -94 -36
Percent of Open Interest Represented by Each Category of Trader
7.1 90.1 0.0 71.5 2.4 0.0 16.3 4.7 0.0 0.0 0.0 0.0 5.2 2.8
Number of Traders in Each Category Total Traders: 22
. 6 0 8 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $0.5)
CFTC Code #239747 Open Interest is 24,137
Positions
4,528 0 0 1,315 0 0 9,193 3,886 3,087 220 829 0 5,794 16,335
Changes from: October 18, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
18.8 0.0 0.0 5.4 0.0 0.0 38.1 16.1 12.8 0.9 3.4 0.0 24.0 67.7
Number of Traders in Each Category Total Traders: 20
. 0 0 . 0 0 6 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 12,187
Positions
0 5,449 0 6,836 1,448 27 413 2,300 0 2,135 600 0 2,776 2,363
Changes from: October 18, 2022 Total Change is: -302
0 -965 0 -171 0 -2 -224 772 -1 -232 110 0 328 -216
Percent of Open Interest Represented by Each Category of Trader
0.0 44.7 0.0 56.1 11.9 0.2 3.4 18.9 0.0 17.5 4.9 0.0 22.8 19.4
Number of Traders in Each Category Total Traders: 21
0 4 0 8 . . . 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 47,126
Positions
6,570 6,598 326 22,404 4,656 2,547 9,738 7,597 26 0 8,634 0 5,515 16,742
Changes from: October 18, 2022 Total Change is: -920
-123 1,601 -29 -427 220 -29 126 280 7 -292 610 -2 -151 -3,578
Percent of Open Interest Represented by Each Category of Trader
13.9 14.0 0.7 47.5 9.9 5.4 20.7 16.1 0.1 0.0 18.3 0.0 11.7 35.5
Number of Traders in Each Category Total Traders: 65
11 8 . 13 5 7 11 15 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 392,876
Positions
39,383 125,496 1,585 262,721 163,858 43,891 18,773 26,137 1,089 16,987 23,757 404 8,043 6,659
Changes from: October 18, 2022 Total Change is: -11,449
-6,656 -6,180 282 -4,683 583 -443 -1,395 -5,289 87 1,019 -158 18 322 -349
Percent of Open Interest Represented by Each Category of Trader
10.0 31.9 0.4 66.9 41.7 11.2 4.8 6.7 0.3 4.3 6.0 0.1 2.0 1.7
Number of Traders in Each Category Total Traders: 211
15 15 4 69 60 36 19 17 9 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 1,057,931
Positions
87,630 285,370 10,884 631,506 439,366 146,845 74,227 111,909 9,614 73,080 31,265 1,760 22,385 20,918
Changes from: October 18, 2022 Total Change is: -897
8,699 4,779 274 14,418 -9,038 -296 -18,360 -5,749 690 -8,110 9,225 -51 1,839 -731
Percent of Open Interest Represented by Each Category of Trader
8.3 27.0 1.0 59.7 41.5 13.9 7.0 10.6 0.9 6.9 3.0 0.2 2.1 2.0
Number of Traders in Each Category Total Traders: 411
29 19 9 131 103 92 45 45 31 21 18 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 263,467
Positions
13,964 187,907 44,829 25,573 187 2,938 155,909 5,154 14,296 5,492 7,920 140 326 96
Changes from: October 18, 2022 Total Change is: 11,159
-8,455 5,318 7,712 -31 -192 0 11,375 -235 -1,421 1,982 -50 0 -3 27
Percent of Open Interest Represented by Each Category of Trader
5.3 71.3 17.0 9.7 0.1 1.1 59.2 2.0 5.4 2.1 3.0 0.1 0.1 0.0
Number of Traders in Each Category Total Traders: 103
6 28 14 13 . 4 36 4 11 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 1,223,914
Positions
27,250 122,851 9,008 624,630 298,894 181,713 119,880 364,162 11,404 78,284 92,792 10 171,735 143,080
Changes from: October 18, 2022 Total Change is: 4,269
1,678 -8,926 1,076 12,967 4,664 -9,595 2,756 22,856 -792 1,127 -4,602 10 -4,958 -422
Percent of Open Interest Represented by Each Category of Trader
2.2 10.0 0.7 51.0 24.4 14.8 9.8 29.8 0.9 6.4 7.6 0.0 14.0 11.7
Number of Traders in Each Category Total Traders: 196
8 16 . 66 31 60 27 33 23 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 1,453,032
Positions
12,166 63,788 4,989 860,274 221,724 255,375 69,717 753,552 23,839 62,014 9,108 0 164,658 120,657
Changes from: October 18, 2022 Total Change is: 19,540
-2,545 -1,125 2,717 6,107 3,843 392 4,253 4,721 2,371 386 -131 0 5,859 6,752
Percent of Open Interest Represented by Each Category of Trader
0.8 4.4 0.3 59.2 15.3 17.6 4.8 51.9 1.6 4.3 0.6 0.0 11.3 8.3
Number of Traders in Each Category Total Traders: 157
. 11 . 77 22 58 9 26 10 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 2,133,135
Positions
27,278 255,679 10,947 1,225,937 359,033 331,264 151,128 722,609 77,087 146,312 141,567 3,260 159,922 231,689
Changes from: October 18, 2022 Total Change is: 87,134
3,599 10,108 304 69,715 -48,745 13,777 -15,150 87,492 9,896 6,752 12,963 -1,626 -133 2,965
Percent of Open Interest Represented by Each Category of Trader
1.3 12.0 0.5 57.5 16.8 15.5 7.1 33.9 3.6 6.9 6.6 0.2 7.5 10.9
Number of Traders in Each Category Total Traders: 349
10 42 9 104 49 83 32 67 25 17 28 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 3,929,010
Positions
79,929 421,490 11,594 2,040,535 969,340 776,730 305,207 824,127 80,329 248,644 410,414 22,230 363,812 412,756
Changes from: October 18, 2022 Total Change is: 85,846
-8,548 5,682 2,257 64,526 711 16,485 20,722 39,776 -7,961 -15,513 24,213 -2,526 16,404 7,209
Percent of Open Interest Represented by Each Category of Trader
2.0 10.7 0.3 51.9 24.7 19.8 7.8 21.0 2.0 6.3 10.4 0.6 9.3 10.5
Number of Traders in Each Category Total Traders: 402
14 30 13 128 73 114 55 59 43 20 23 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 1,385,999
Positions
48,958 47,240 5,618 661,054 530,341 241,490 145,088 219,835 14,476 118,526 96,533 0 150,789 230,466
Changes from: October 18, 2022 Total Change is: 36,902
-3,580 -2,268 1,523 28,828 37,871 -718 12,255 2,733 -5,540 9,198 3,363 0 -5,064 -62
Percent of Open Interest Represented by Each Category of Trader
3.5 3.4 0.4 47.7 38.3 17.4 10.5 15.9 1.0 8.6 7.0 0.0 10.9 16.6
Number of Traders in Each Category Total Traders: 144
4 7 4 46 45 57 11 11 11 6 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 3,748
Positions
0 0 0 0 0 0 914 1,552 382 1,215 643 20 1,217 1,151
Changes from: October 18, 2022 Total Change is: 187
0 0 0 0 0 0 318 903 -535 655 -206 -69 -182 94
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 24.4 41.4 10.2 32.4 17.2 0.5 32.5 30.7
Number of Traders in Each Category Total Traders: 26
0 0 0 0 0 0 4 . . 15 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 4,087,748
Positions
35,736 538,858 10,166 1,708,573 740,874 831,865 649,619 1,230,376 66,106 464,194 263,602 1,150 320,339 404,751
Changes from: October 18, 2022 Total Change is: 87,721
-26,255 31,137 -1,128 -281 45,153 21,475 56,413 2,073 10,527 18,068 -15,568 -112 9,014 -5,836
Percent of Open Interest Represented by Each Category of Trader
0.9 13.2 0.2 41.8 18.1 20.4 15.9 30.1 1.6 11.4 6.4 0.0 7.8 9.9
Number of Traders in Each Category Total Traders: 349
13 32 11 97 61 89 49 55 25 19 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 1,710,395
Positions
232,536 405,219 456,320 8,223 100,324 15,214 512,956 305,124 386,401 66,820 2,355 4,227 27,698 35,211
Changes from: October 18, 2022 Total Change is: 61,317
10,521 29,453 14,530 704 16,262 -18,959 35,689 5,172 17,861 1,830 -962 1,297 -2,156 -3,337
Percent of Open Interest Represented by Each Category of Trader
13.6 23.7 26.7 0.5 5.9 0.9 30.0 17.8 22.6 3.9 0.1 0.2 1.6 2.1
Number of Traders in Each Category Total Traders: 143
23 39 56 5 4 4 26 27 45 13 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 8,016,242
Positions
2,508,323 1,344,458 1,094,993 694,728 165,043 256,524 960,956 2,405,974 1,840,073 26,266 170,737 56,479 577,900 681,961
Changes from: October 18, 2022 Total Change is: -56,428
-333,827 32,530 59,850 -39,207 -27,191 19,362 13,891 -239,294 32,066 -21 -470 1,119 190,339 65,600
Percent of Open Interest Represented by Each Category of Trader
31.3 16.8 13.7 8.7 2.1 3.2 12.0 30.0 23.0 0.3 2.1 0.7 7.2 8.5
Number of Traders in Each Category Total Traders: 169
27 24 49 11 8 12 35 45 59 6 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 7,245,048
Positions
2,593,147 2,465,532 1,074,417 624,139 492,717 293,322 802,357 1,051,068 1,672,203 72,329 83,485 89,927 23,207 22,377
Changes from: October 18, 2022 Total Change is: -100,968
4,245 -58,691 -50,636 -103,037 -4,669 13,320 522 -44,372 27,630 473 11,474 -4,073 10,588 9,049
Percent of Open Interest Represented by Each Category of Trader
35.8 34.0 14.8 8.6 6.8 4.0 11.1 14.5 23.1 1.0 1.2 1.2 0.3 0.3
Number of Traders in Each Category Total Traders: 465
52 87 108 20 30 27 66 93 123 29 53 46
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 734,940
Positions
180,005 320,582 138,207 300 9,687 10,644 242,466 78,452 161,030 1,681 12,692 474 133 3,172
Changes from: October 18, 2022 Total Change is: 68,978
5,587 34,305 16,096 0 -10,102 7,804 36,957 12,136 2,044 576 3,686 57 -143 2,952
Percent of Open Interest Represented by Each Category of Trader
24.5 43.6 18.8 0.0 1.3 1.4 33.0 10.7 21.9 0.2 1.7 0.1 0.0 0.4
Number of Traders in Each Category Total Traders: 167
31 50 50 . 5 . 32 33 45 7 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 14,854
Positions
237 2,330 92 6,309 847 813 3,525 7,875 1,239 1,239 615 224 1,176 819
Changes from: October 18, 2022 Total Change is: 626
-21 -238 49 317 -311 -116 1,434 656 217 -1,250 87 224 -228 58
Percent of Open Interest Represented by Each Category of Trader
1.6 15.7 0.6 42.5 5.7 5.5 23.7 53.0 8.3 8.3 4.1 1.5 7.9 5.5
Number of Traders in Each Category Total Traders: 98
4 . . 5 7 5 27 36 18 6 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 23,882
Positions
227 881 0 30 1,379 2 12,299 14,763 4,103 4,439 1,338 24 2,758 1,392
Changes from: October 18, 2022 Total Change is: 1,466
53 316 0 -11 65 -11 -580 -580 1,989 -430 -179 0 456 -134
Percent of Open Interest Represented by Each Category of Trader
1.0 3.7 0.0 0.1 5.8 0.0 51.5 61.8 17.2 18.6 5.6 0.1 11.5 5.8
Number of Traders in Each Category Total Traders: 83
. . 0 . 4 . 13 13 5 35 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 4,808
Positions
96 85 161 192 448 24 1,394 2,557 646 1,382 432 0 913 455
Changes from: October 18, 2022 Total Change is: 756
0 17 -8 192 -41 10 215 358 423 -279 69 0 203 -72
Percent of Open Interest Represented by Each Category of Trader
2.0 1.8 3.3 4.0 9.3 0.5 29.0 53.2 13.4 28.7 9.0 0.0 19.0 9.5
Number of Traders in Each Category Total Traders: 64
. . . . 5 . 18 21 13 8 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 46,583
Positions
2,785 0 0 138 2,646 0 26,957 35,452 1,917 12,777 5,511 703 1,306 354
Changes from: October 18, 2022 Total Change is: 1,423
-1,314 0 0 0 0 0 1,014 1,841 -1,575 3,195 1,150 68 35 -61
Percent of Open Interest Represented by Each Category of Trader
6.0 0.0 0.0 0.3 5.7 0.0 57.9 76.1 4.1 27.4 11.8 1.5 2.8 0.8
Number of Traders in Each Category Total Traders: 110
. 0 0 . . 0 7 7 5 70 22 .
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Traders in Financial Futures - Futures Only Positions as of October 25, 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 59,053
Positions
391 25,566 0 29,641 1,367 664 13,862 25,660 652 6,580 2,143 342 6,921 2,659
Changes from: October 18, 2022 Total Change is: 3,819
-165 0 0 95 -100 17 4,220 4,358 173 -486 -656 -2 -33 29
Percent of Open Interest Represented by Each Category of Trader
0.7 43.3 0.0 50.2 2.3 1.1 23.5 43.5 1.1 11.1 3.6 0.6 11.7 4.5
Number of Traders in Each Category Total Traders: 129
. . 0 19 4 . 37 19 7 30 17 4
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Traders in Financial Futures - Futures Only Positions as of October 25, 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 317,892
Positions
27,861 11,243 20,925 76,689 40,268 39,720 50,249 99,088 65,606 6,315 3,284 9,684 20,843 28,074
Changes from: October 18, 2022 Total Change is: -15,226
-1,700 -1,896 -3,297 -7,332 -3,589 906 6,765 -1,615 -966 -4,896 -358 -3,489 -1,217 -922
Percent of Open Interest Represented by Each Category of Trader
8.8 3.5 6.6 24.1 12.7 12.5 15.8 31.2 20.6 2.0 1.0 3.0 6.6 8.8
Number of Traders in Each Category Total Traders: 162
12 11 16 23 22 28 33 37 44 7 7 15
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Traders in Financial Futures - Futures Only Positions as of October 25, 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 58,057
Positions
36,988 44,908 0 13,658 245 2,396 3,720 10,308 3 984 103 15 293 79
Changes from: October 18, 2022 Total Change is: -49
-18 0 0 -1 0 0 -155 2 0 69 -42 7 49 -16
Percent of Open Interest Represented by Each Category of Trader
63.7 77.4 0.0 23.5 0.4 4.1 6.4 17.8 0.0 1.7 0.2 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 40
. . 0 14 . 4 7 8 . . . .
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Updated October 28, 2022