Traders in Financial Futures - Futures Only Positions as of November 22, 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 134,901
Positions
22,289 14,912 1,353 43,163 41,343 5,630 14,506 28,263 2,781 14,719 9,167 47 30,413 31,405
Changes from: November 15, 2022 Total Change is: -4,852
-3,916 -760 53 -943 -3,537 -60 -318 -1,801 817 -420 818 0 -65 -382
Percent of Open Interest Represented by Each Category of Trader
16.5 11.1 1.0 32.0 30.6 4.2 10.8 21.0 2.1 10.9 6.8 0.0 22.5 23.3
Number of Traders in Each Category Total Traders: 99
10 4 . 11 19 5 16 24 14 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 41,440
Positions
25,368 1,253 699 2,175 10,245 166 1,970 13,288 339 0 0 0 10,723 15,450
Changes from: November 15, 2022 Total Change is: -526
-796 351 41 140 -823 -11 -523 -624 -42 0 0 0 665 582
Percent of Open Interest Represented by Each Category of Trader
61.2 3.0 1.7 5.2 24.7 0.4 4.8 32.1 0.8 0.0 0.0 0.0 25.9 37.3
Number of Traders in Each Category Total Traders: 36
6 . . . 7 . 5 14 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 222,317
Positions
88,735 44,396 1,718 41,560 75,930 4,584 59,202 52,331 4,189 3,021 4,316 51 19,257 34,802
Changes from: November 15, 2022 Total Change is: -7,785
-1,060 1,127 -140 -421 -7,123 -950 -5,067 474 306 -34 0 0 -419 -1,479
Percent of Open Interest Represented by Each Category of Trader
39.9 20.0 0.8 18.7 34.2 2.1 26.6 23.5 1.9 1.4 1.9 0.0 8.7 15.7
Number of Traders in Each Category Total Traders: 129
7 8 . 17 32 12 23 33 17 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 227,435
Positions
106,048 16,430 703 58,325 111,758 4,115 29,029 54,986 2,162 3,481 453 39 23,533 36,789
Changes from: November 15, 2022 Total Change is: -5,911
-2,098 3,754 -14 1,888 -8,080 646 -4,833 -583 -991 19 -2,000 0 -528 1,357
Percent of Open Interest Represented by Each Category of Trader
46.6 7.2 0.3 25.6 49.1 1.8 12.8 24.2 1.0 1.5 0.2 0.0 10.3 16.2
Number of Traders in Each Category Total Traders: 114
11 5 4 18 27 16 12 35 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 680,873
Positions
28,591 396,124 3,385 398,863 100,032 20,391 83,419 76,878 13,838 45,304 17,975 4,336 82,746 47,914
Changes from: November 15, 2022 Total Change is: -1,702
-1,362 13,583 -1,065 2,114 -8,148 -852 2,856 -3,712 -938 935 -1,255 11 -3,401 674
Percent of Open Interest Represented by Each Category of Trader
4.2 58.2 0.5 58.6 14.7 3.0 12.3 11.3 2.0 6.7 2.6 0.6 12.2 7.0
Number of Traders in Each Category Total Traders: 315
16 16 8 107 33 47 50 40 26 39 14 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 31,188
Positions
414 18,765 18 12,286 1,087 2,970 1,145 4,855 685 0 0 0 13,670 2,808
Changes from: November 15, 2022 Total Change is: -231
6 1 -1 115 0 49 185 -38 182 0 0 0 -767 -424
Percent of Open Interest Represented by Each Category of Trader
1.3 60.2 0.1 39.4 3.5 9.5 3.7 15.6 2.2 0.0 0.0 0.0 43.8 9.0
Number of Traders in Each Category Total Traders: 28
. . . 15 4 5 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 156,807
Positions
70,624 16,660 2,192 46,197 63,564 3,971 14,102 41,650 1,644 1,909 3,730 0 16,168 23,396
Changes from: November 15, 2022 Total Change is: -5,633
-3,504 4,150 92 2,643 -8,238 -481 -4,990 299 -459 -73 0 0 1,139 -996
Percent of Open Interest Represented by Each Category of Trader
45.0 10.6 1.4 29.5 40.5 2.5 9.0 26.6 1.0 1.2 2.4 0.0 10.3 14.9
Number of Traders in Each Category Total Traders: 90
7 4 . 13 20 8 13 28 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 296,145
Positions
603 233,732 1,004 170,958 1,157 652 104,942 26,347 1,865 6,997 29,006 57 9,067 2,325
Changes from: November 15, 2022 Total Change is: -7,297
42 -1,396 211 1,647 -2,256 -140 -9,232 -3,919 455 48 106 -5 -323 -353
Percent of Open Interest Represented by Each Category of Trader
0.2 78.9 0.3 57.7 0.4 0.2 35.4 8.9 0.6 2.4 9.8 0.0 3.1 0.8
Number of Traders in Each Category Total Traders: 173
4 7 . 32 4 6 70 23 9 19 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 27,748
Positions
498 7,115 117 5,408 9,366 42 14,937 5,911 1,025 2,152 2,057 0 3,569 2,115
Changes from: November 15, 2022 Total Change is: 4,279
36 -152 -225 -911 3,764 -51 6,343 -65 732 -472 -483 0 -1,173 759
Percent of Open Interest Represented by Each Category of Trader
1.8 25.6 0.4 19.5 33.8 0.2 53.8 21.3 3.7 7.8 7.4 0.0 12.9 7.6
Number of Traders in Each Category Total Traders: 63
. 4 . 7 7 . 17 9 6 9 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 42,589
Positions
19,366 3,003 30 4,991 16,576 248 13,684 17,042 949 76 716 42 3,203 3,983
Changes from: November 15, 2022 Total Change is: 0
-1,527 1,573 -51 1,267 -2,710 -23 -492 719 728 -416 223 -9 523 -450
Percent of Open Interest Represented by Each Category of Trader
45.5 7.1 0.1 11.7 38.9 0.6 32.1 40.0 2.2 0.2 1.7 0.1 7.5 9.4
Number of Traders in Each Category Total Traders: 84
8 4 . 9 19 5 18 20 4 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 21,398
Positions
6,064 5,108 31 2,156 10,497 0 12,063 1,572 3 0 2,990 0 1,081 1,197
Changes from: November 15, 2022 Total Change is: -1,757
457 -1 -1 -86 -1,764 0 -2,094 192 0 0 -230 0 -33 47
Percent of Open Interest Represented by Each Category of Trader
28.3 23.9 0.1 10.1 49.1 0.0 56.4 7.3 0.0 0.0 14.0 0.0 5.1 5.6
Number of Traders in Each Category Total Traders: 37
4 . . . 7 0 13 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 39,633
Positions
12,487 6,249 588 9,272 3,308 162 8,931 9,310 615 1,358 9,305 0 6,222 10,097
Changes from: November 15, 2022 Total Change is: 2,717
-552 233 200 1,030 20 -102 694 1,410 221 1,358 -163 -14 -118 912
Percent of Open Interest Represented by Each Category of Trader
31.5 15.8 1.5 23.4 8.3 0.4 22.5 23.5 1.6 3.4 23.5 0.0 15.7 25.5
Number of Traders in Each Category Total Traders: 96
12 14 . 15 8 . 21 16 12 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 79,266
Positions
24,973 12,498 1,176 18,543 6,616 324 17,861 18,619 1,230 2,715 18,609 0 12,444 20,194
Changes from: November 15, 2022 Total Change is: 5,433
-1,104 466 399 2,060 39 -203 1,387 2,819 442 2,715 -326 -27 -236 1,824
Percent of Open Interest Represented by Each Category of Trader
31.5 15.8 1.5 23.4 8.3 0.4 22.5 23.5 1.6 3.4 23.5 0.0 15.7 25.5
Number of Traders in Each Category Total Traders: 96
12 14 . 15 8 . 21 16 12 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 51,579
Positions
26,526 31,189 0 18,368 10,582 1,789 1,942 6,926 9 0 0 0 2,945 1,084
Changes from: November 15, 2022 Total Change is: 1,169
-550 476 0 1,473 168 32 94 758 9 0 0 0 111 -274
Percent of Open Interest Represented by Each Category of Trader
51.4 60.5 0.0 35.6 20.5 3.5 3.8 13.4 0.0 0.0 0.0 0.0 5.7 2.1
Number of Traders in Each Category Total Traders: 32
4 4 0 16 . . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 36,133
Positions
574 352 400 633 0 342 18,579 7,303 1,207 0 3,262 200 14,198 23,067
Changes from: November 15, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
1.6 1.0 1.1 1.8 0.0 0.9 51.4 20.2 3.3 0.0 9.0 0.6 39.3 63.8
Number of Traders in Each Category Total Traders: 20
. . . . 0 . 8 4 . 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 460,815
Positions
76,494 80,072 16,152 190,694 99,760 53,560 27,457 114,654 20,661 24,366 23,786 3,283 48,149 48,888
Changes from: November 15, 2022 Total Change is: -7,886
-5,185 4,823 693 1,895 -4,030 -1,459 -3,118 -10,175 721 -2,646 -312 986 226 867
Percent of Open Interest Represented by Each Category of Trader
16.6 17.4 3.5 41.4 21.6 11.6 6.0 24.9 4.5 5.3 5.2 0.7 10.4 10.6
Number of Traders in Each Category Total Traders: 528
35 32 25 139 103 104 66 92 57 34 26 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 16,237
Positions
1,290 14,414 0 12,015 838 0 1,489 0 0 0 0 0 1,443 985
Changes from: November 15, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
7.9 88.8 0.0 74.0 5.2 0.0 9.2 0.0 0.0 0.0 0.0 0.0 8.9 6.1
Number of Traders in Each Category Total Traders: 22
4 7 0 5 . 0 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 32,706
Positions
8,200 29,465 0 15,847 1,064 0 5,649 659 30 0 0 0 2,980 1,488
Changes from: November 15, 2022 Total Change is: 845
-470 299 0 1,070 -300 0 106 378 5 0 0 0 134 463
Percent of Open Interest Represented by Each Category of Trader
25.1 90.1 0.0 48.5 3.3 0.0 17.3 2.0 0.1 0.0 0.0 0.0 9.1 4.5
Number of Traders in Each Category Total Traders: 38
5 7 0 14 . 0 7 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 2,304,077
Positions
382,469 400,361 80,758 953,471 498,798 267,802 137,283 573,270 103,303 121,830 118,929 16,417 240,744 244,439
Changes from: November 15, 2022 Total Change is: -39,432
-25,925 24,116 3,465 9,476 -20,149 -7,295 -15,590 -50,877 3,607 -13,231 -1,562 4,930 1,131 4,333
Percent of Open Interest Represented by Each Category of Trader
16.6 17.4 3.5 41.4 21.6 11.6 6.0 24.9 4.5 5.3 5.2 0.7 10.4 10.6
Number of Traders in Each Category Total Traders: 528
35 32 25 139 103 104 66 92 57 34 26 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 26,575
Positions
14,688 23,823 0 8,715 53 330 1,285 746 0 0 0 0 1,557 1,623
Changes from: November 15, 2022 Total Change is: 656
-102 717 0 857 0 0 -28 -7 0 0 0 0 -71 -54
Percent of Open Interest Represented by Each Category of Trader
55.3 89.6 0.0 32.8 0.2 1.2 4.8 2.8 0.0 0.0 0.0 0.0 5.9 6.1
Number of Traders in Each Category Total Traders: 25
6 7 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 14,745
Positions
3,620 14,170 0 6,358 0 0 1,807 0 3 0 0 0 2,957 572
Changes from: November 15, 2022 Total Change is: 291
-340 519 0 111 0 0 86 0 0 0 0 0 434 -228
Percent of Open Interest Represented by Each Category of Trader
24.6 96.1 0.0 43.1 0.0 0.0 12.3 0.0 0.0 0.0 0.0 0.0 20.1 3.9
Number of Traders in Each Category Total Traders: 24
5 9 0 6 0 0 4 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 22,237
Positions
6,535 12,921 0 14,493 7,032 0 372 1,302 0 0 0 0 837 982
Changes from: November 15, 2022 Total Change is: -1,197
-979 0 0 168 -1,275 0 -256 79 0 0 0 0 -130 -1
Percent of Open Interest Represented by Each Category of Trader
29.4 58.1 0.0 65.2 31.6 0.0 1.7 5.9 0.0 0.0 0.0 0.0 3.8 4.4
Number of Traders in Each Category Total Traders: 25
7 4 0 . 7 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 11,803
Positions
5,857 8,252 0 4,606 1,017 0 0 1,355 0 0 0 0 1,340 1,179
Changes from: November 15, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
49.6 69.9 0.0 39.0 8.6 0.0 0.0 11.5 0.0 0.0 0.0 0.0 11.4 10.0
Number of Traders in Each Category Total Traders: 20
5 6 0 5 . 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 17,680
Positions
829 8,980 0 11,627 4,876 1,355 1,672 1,450 0 0 0 0 2,197 1,019
Changes from: November 15, 2022 Total Change is: 1,253
10 -1,865 0 858 2,940 -10 338 160 0 0 0 0 57 28
Percent of Open Interest Represented by Each Category of Trader
4.7 50.8 0.0 65.8 27.6 7.7 9.5 8.2 0.0 0.0 0.0 0.0 12.4 5.8
Number of Traders in Each Category Total Traders: 29
. 10 0 10 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 198,039
Positions
21,182 4,114 300 35,042 4,006 105 87,054 66,941 4,247 4,240 3,797 0 45,869 114,529
Changes from: November 15, 2022 Total Change is: 10,570
404 980 0 649 36 -23 3,833 -547 291 2,430 2,150 0 2,986 7,683
Percent of Open Interest Represented by Each Category of Trader
10.7 2.1 0.2 17.7 2.0 0.1 44.0 33.8 2.1 2.1 1.9 0.0 23.2 57.8
Number of Traders in Each Category Total Traders: 33
. . . 12 . . 7 5 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 279,712
Positions
106,232 81,350 110,863 0 32,000 0 7,836 2,343 47,697 0 0 0 7,084 5,459
Changes from: November 15, 2022 Total Change is: -1,250
-1,770 -500 4,100 0 0 0 1,520 250 -5,600 0 0 0 500 500
Percent of Open Interest Represented by Each Category of Trader
38.0 29.1 39.6 0.0 11.4 0.0 2.8 0.8 17.1 0.0 0.0 0.0 2.5 2.0
Number of Traders in Each Category Total Traders: 21
9 4 11 0 . 0 . . 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 45,294
Positions
12,961 3,245 79 20,688 32,899 2,911 1,393 1,229 59 0 230 0 7,203 4,642
Changes from: November 15, 2022 Total Change is: -296
-1,584 773 -1 667 -106 -10 406 -288 22 0 -210 0 204 -476
Percent of Open Interest Represented by Each Category of Trader
28.6 7.2 0.2 45.7 72.6 6.4 3.1 2.7 0.1 0.0 0.5 0.0 15.9 10.2
Number of Traders in Each Category Total Traders: 58
5 4 . 23 18 10 5 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 50,542
Positions
12,488 6,546 984 15,687 11,514 1,522 9,731 15,200 807 1,933 5,281 23 7,367 8,664
Changes from: November 15, 2022 Total Change is: -3,143
-1,563 -9 -13 -354 221 -275 -378 -2,496 -186 -556 -246 -58 240 -81
Percent of Open Interest Represented by Each Category of Trader
24.7 13.0 1.9 31.0 22.8 3.0 19.3 30.1 1.6 3.8 10.4 0.0 14.6 17.1
Number of Traders in Each Category Total Traders: 284
30 16 10 59 45 32 33 61 22 13 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 252,712
Positions
62,439 32,731 4,919 78,435 57,571 7,610 48,654 76,002 4,037 9,667 26,404 117 36,834 43,321
Changes from: November 15, 2022 Total Change is: -15,716
-7,816 -47 -67 -1,770 1,106 -1,376 -1,889 -12,481 -928 -2,782 -1,232 -288 1,200 -403
Percent of Open Interest Represented by Each Category of Trader
24.7 13.0 1.9 31.0 22.8 3.0 19.3 30.1 1.6 3.8 10.4 0.0 14.6 17.1
Number of Traders in Each Category Total Traders: 284
30 16 10 59 45 32 33 61 22 13 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 116,761
Positions
5,893 3,031 0 2,016 0 132 15,782 79,421 1,446 6,063 4,097 0 85,429 28,634
Changes from: November 15, 2022 Total Change is: 4,499
1,354 657 0 646 0 132 4,048 7,898 -8 352 501 -101 -1,924 -4,580
Percent of Open Interest Represented by Each Category of Trader
5.0 2.6 0.0 1.7 0.0 0.1 13.5 68.0 1.2 5.2 3.5 0.0 73.2 24.5
Number of Traders in Each Category Total Traders: 39
4 . 0 5 0 . 11 8 8 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 474,924
Positions
121,451 57,300 1,670 173,847 184,210 40,953 79,684 137,367 5,651 27,689 29,352 223 23,756 18,198
Changes from: November 15, 2022 Total Change is: 8,570
2,176 11,444 -1,606 7,704 -1,300 1,355 -4,184 -6,548 924 3,219 4,229 -8 -1,010 80
Percent of Open Interest Represented by Each Category of Trader
25.6 12.1 0.4 36.6 38.8 8.6 16.8 28.9 1.2 5.8 6.2 0.0 5.0 3.8
Number of Traders in Each Category Total Traders: 320
26 18 6 77 66 42 37 69 19 13 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 17,952
Positions
1,211 16,043 0 12,481 343 0 3,268 1,157 0 0 0 0 992 409
Changes from: November 15, 2022 Total Change is: 1,011
0 895 0 778 -6 0 324 140 0 0 0 0 -91 -18
Percent of Open Interest Represented by Each Category of Trader
6.7 89.4 0.0 69.5 1.9 0.0 18.2 6.4 0.0 0.0 0.0 0.0 5.5 2.3
Number of Traders in Each Category Total Traders: 24
. 6 0 9 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 14,363
Positions
1,042 6,274 0 7,589 0 12 316 4,475 1 2,135 1,204 0 3,268 2,397
Changes from: November 15, 2022 Total Change is: 138
-198 -80 0 103 0 0 70 433 0 0 10 0 163 -225
Percent of Open Interest Represented by Each Category of Trader
7.3 43.7 0.0 52.8 0.0 0.1 2.2 31.2 0.0 14.9 8.4 0.0 22.8 16.7
Number of Traders in Each Category Total Traders: 22
. 4 0 8 0 . . 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 47,860
Positions
9,979 8,437 253 14,399 3,293 2,820 13,504 5,224 92 945 7,713 0 5,868 20,028
Changes from: November 15, 2022 Total Change is: 410
-80 426 95 -1,078 12 -82 1,556 -324 58 23 -351 0 -82 576
Percent of Open Interest Represented by Each Category of Trader
20.9 17.6 0.5 30.1 6.9 5.9 28.2 10.9 0.2 2.0 16.1 0.0 12.3 41.8
Number of Traders in Each Category Total Traders: 67
12 8 . 14 4 7 16 9 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 366,095
Positions
34,649 137,463 1,090 237,501 117,301 46,683 17,352 26,795 1,332 13,145 24,936 663 13,680 9,832
Changes from: November 15, 2022 Total Change is: 1,609
-401 5,977 -24 -253 -3,241 -464 -1,729 -3,483 219 114 -1,414 -33 4,180 4,072
Percent of Open Interest Represented by Each Category of Trader
9.5 37.5 0.3 64.9 32.0 12.8 4.7 7.3 0.4 3.6 6.8 0.2 3.7 2.7
Number of Traders in Each Category Total Traders: 205
14 16 4 71 53 38 19 16 7 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 1,170,471
Positions
98,372 394,223 10,925 746,941 362,173 122,976 83,205 151,734 8,856 68,687 90,459 3,601 26,908 25,524
Changes from: November 15, 2022 Total Change is: 8,214
1,855 24,968 1,649 18,271 -26,564 -4,813 -5,510 1,795 192 4,465 3,350 94 -7,989 7,543
Percent of Open Interest Represented by Each Category of Trader
8.4 33.7 0.9 63.8 30.9 10.5 7.1 13.0 0.8 5.9 7.7 0.3 2.3 2.2
Number of Traders in Each Category Total Traders: 403
29 18 12 143 84 82 50 40 30 21 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 271,536
Positions
5,877 190,202 53,014 26,330 0 1,787 166,031 5,119 12,785 4,859 8,128 444 409 57
Changes from: November 15, 2022 Total Change is: 2,488
0 1,181 1,140 1,067 0 -446 -17 0 915 5 5 89 -265 -396
Percent of Open Interest Represented by Each Category of Trader
2.2 70.0 19.5 9.7 0.0 0.7 61.1 1.9 4.7 1.8 3.0 0.2 0.2 0.0
Number of Traders in Each Category Total Traders: 102
4 30 15 13 0 4 35 4 8 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 QUARTERLY DIVIDEND IND - CHICAGO MERCANTILE EXCHANGE (S&P 500 QUARTERLY DIVIDEND INDEX X $1000)
CFTC Code #43874Q Open Interest is 14,892
Positions
1,627 10,290 1,440 0 0 0 11,725 3,062 100 0 0 0 0 0
Changes from: November 15, 2022 Total Change is: 544
-173 415 -19 0 0 0 736 148 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
10.9 69.1 9.7 0.0 0.0 0.0 78.7 20.6 0.7 0.0 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
4 10 6 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 1,232,357
Positions
27,661 155,400 6,980 607,141 288,731 173,403 98,703 339,446 38,112 79,520 74,467 2,488 198,349 153,330
Changes from: November 15, 2022 Total Change is: 32,670
2,508 35,547 335 -7,181 -15,699 -5,291 -1,781 1,311 20,153 -2,104 -3,634 2,103 23,928 -2,155
Percent of Open Interest Represented by Each Category of Trader
2.2 12.6 0.6 49.3 23.4 14.1 8.0 27.5 3.1 6.5 6.0 0.2 16.1 12.4
Number of Traders in Each Category Total Traders: 188
7 20 6 62 29 59 21 34 26 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 1,557,182
Positions
7,108 43,974 11,817 861,534 253,979 307,553 66,689 735,639 59,917 56,635 12,022 2,245 183,684 130,036
Changes from: November 15, 2022 Total Change is: 63,167
-5,220 -21,222 1,578 -14,622 -10,020 57,140 -12,993 768 23,425 -1,461 -1,265 2,245 13,075 10,518
Percent of Open Interest Represented by Each Category of Trader
0.5 2.8 0.8 55.3 16.3 19.8 4.3 47.2 3.8 3.6 0.8 0.1 11.8 8.4
Number of Traders in Each Category Total Traders: 152
. 11 4 71 21 57 13 23 16 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 2,292,221
Positions
45,953 191,815 52,204 1,309,512 353,291 278,122 115,121 905,113 147,938 127,746 130,368 5,371 210,254 227,999
Changes from: November 15, 2022 Total Change is: 31,179
-8,519 -16,642 17,770 9,516 -5,689 -21,695 -16,289 -14,550 40,414 -15,356 -6,976 2,166 23,172 36,381
Percent of Open Interest Represented by Each Category of Trader
2.0 8.4 2.3 57.1 15.4 12.1 5.0 39.5 6.5 5.6 5.7 0.2 9.2 9.9
Number of Traders in Each Category Total Traders: 361
17 36 15 114 53 94 36 64 38 16 25 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 4,066,878
Positions
116,273 407,257 21,297 2,089,408 891,770 708,237 290,478 1,059,070 182,415 225,520 320,616 50,766 382,484 425,450
Changes from: November 15, 2022 Total Change is: 51,045
13,873 26,292 -4,294 -5,181 -39,563 -16,735 -24,876 82,810 53,518 16,014 -50,567 15,718 3,008 -16,134
Percent of Open Interest Represented by Each Category of Trader
2.9 10.0 0.5 51.4 21.9 17.4 7.1 26.0 4.5 5.5 7.9 1.2 9.4 10.5
Number of Traders in Each Category Total Traders: 406
18 34 20 120 73 108 49 63 54 24 21 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 1,428,968
Positions
42,471 41,723 11,122 667,191 612,665 213,024 186,110 220,483 21,142 121,848 51,569 995 165,065 256,245
Changes from: November 15, 2022 Total Change is: 33,090
-5,035 9,264 6,543 -205 9,397 -11,860 11,685 22,369 -1,280 554 -20,030 995 31,693 17,692
Percent of Open Interest Represented by Each Category of Trader
3.0 2.9 0.8 46.7 42.9 14.9 13.0 15.4 1.5 8.5 3.6 0.1 11.6 17.9
Number of Traders in Each Category Total Traders: 140
4 7 6 43 45 54 12 14 14 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 3,362
Positions
0 0 0 0 0 0 0 2,426 0 1,493 297 72 1,797 567
Changes from: November 15, 2022 Total Change is: -5
0 0 0 0 0 0 -89 -78 0 -66 105 39 111 -71
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 0.0 72.2 0.0 44.4 8.8 2.1 53.5 16.9
Number of Traders in Each Category Total Traders: 26
0 0 0 0 0 0 0 . 0 18 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 4,326,518
Positions
29,742 540,911 23,167 1,794,009 719,863 781,677 693,771 1,478,143 79,567 542,428 244,126 17,425 364,732 441,639
Changes from: November 15, 2022 Total Change is: -7,394
-2,185 -28,326 1,682 -26,207 -57,418 1,781 -30,220 40,482 -31,883 10,708 5,040 15,132 53,798 46,116
Percent of Open Interest Represented by Each Category of Trader
0.7 12.5 0.5 41.5 16.6 18.1 16.0 34.2 1.8 12.5 5.6 0.4 8.4 10.2
Number of Traders in Each Category Total Traders: 341
10 35 14 99 51 90 40 65 39 17 23 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 1,585,055
Positions
270,810 349,892 415,232 0 105,326 12,552 435,400 261,376 376,695 37,755 19,075 2,612 33,999 42,295
Changes from: November 15, 2022 Total Change is: 97,012
-1,673 34,399 -11,333 0 12,334 3,014 65,105 28,757 31,875 13,817 0 727 -4,520 -2,761
Percent of Open Interest Represented by Each Category of Trader
17.1 22.1 26.2 0.0 6.6 0.8 27.5 16.5 23.8 2.4 1.2 0.2 2.1 2.7
Number of Traders in Each Category Total Traders: 128
26 33 53 0 6 4 32 20 44 6 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 7,478,143
Positions
2,714,721 1,253,398 991,888 396,580 171,835 183,725 892,599 2,144,322 1,850,773 31,162 184,714 62,498 354,197 634,990
Changes from: November 15, 2022 Total Change is: -192,553
-86,623 -20,816 60,314 -10,178 -199 -28,951 -61,709 -122,828 -23,324 3,055 -26,559 2,854 -47,991 -33,044
Percent of Open Interest Represented by Each Category of Trader
36.3 16.8 13.3 5.3 2.3 2.5 11.9 28.7 24.7 0.4 2.5 0.8 4.7 8.5
Number of Traders in Each Category Total Traders: 170
28 25 49 11 7 9 32 44 62 6 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 7,922,496
Positions
2,632,485 2,579,291 1,181,521 533,774 378,447 401,922 888,125 1,059,601 2,108,615 75,878 125,339 68,746 31,430 19,014
Changes from: November 15, 2022 Total Change is: 275,231
-33,008 62,378 20,231 26,770 -42,894 97,083 28,277 -11,865 122,599 777 28,824 -921 13,423 -204
Percent of Open Interest Represented by Each Category of Trader
33.2 32.6 14.9 6.7 4.8 5.1 11.2 13.4 26.6 1.0 1.6 0.9 0.4 0.2
Number of Traders in Each Category Total Traders: 506
52 90 120 27 29 31 68 104 133 31 58 51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 675,813
Positions
112,028 276,110 154,509 962 7,749 10,397 271,879 96,786 123,876 1,227 5,544 669 266 173
Changes from: November 15, 2022 Total Change is: 67,558
15,773 17,729 -9,979 -684 7,029 -3,049 40,446 31,044 24,984 -58 -7 -5 130 -188
Percent of Open Interest Represented by Each Category of Trader
16.6 40.9 22.9 0.1 1.1 1.5 40.2 14.3 18.3 0.2 0.8 0.1 0.0 0.0
Number of Traders in Each Category Total Traders: 167
34 49 54 . 6 . 34 31 47 6 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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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BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 18,354
Positions
340 3,017 290 5,459 1,322 886 5,743 8,672 1,107 2,761 1,595 363 1,405 1,102
Changes from: November 15, 2022 Total Change is: 453
-75 409 182 -247 -94 50 378 -380 244 25 106 -278 174 214
Percent of Open Interest Represented by Each Category of Trader
1.9 16.4 1.6 29.7 7.2 4.8 31.3 47.2 6.0 15.0 8.7 2.0 7.7 6.0
Number of Traders in Each Category Total Traders: 114
5 . . 4 10 5 27 41 19 11 13 5
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Traders in Financial Futures - Futures Only Positions as of November 22, 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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MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 27,552
Positions
310 1,650 91 182 1,337 12 19,717 18,328 1,288 2,945 2,601 93 2,914 2,152
Changes from: November 15, 2022 Total Change is: 265
-38 350 91 35 -1 -43 1,379 -388 -306 -763 403 5 -95 154
Percent of Open Interest Represented by Each Category of Trader
1.1 6.0 0.3 0.7 4.9 0.0 71.6 66.5 4.7 10.7 9.4 0.3 10.6 7.8
Number of Traders in Each Category Total Traders: 120
. . . . . . 10 21 9 43 36 .
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Traders in Financial Futures - Futures Only Positions as of November 22, 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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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 6,592
Positions
163 376 214 34 1,009 8 3,532 2,669 299 1,587 1,339 23 732 655
Changes from: November 15, 2022 Total Change is: 939
-2 347 -10 34 223 0 146 249 3 896 7 23 -151 97
Percent of Open Interest Represented by Each Category of Trader
2.5 5.7 3.2 0.5 15.3 0.1 53.6 40.5 4.5 24.1 20.3 0.3 11.1 9.9
Number of Traders in Each Category Total Traders: 76
. . . . 6 . 17 26 7 13 8 .
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Traders in Financial Futures - Futures Only Positions as of November 22, 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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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 58,332
Positions
0 10,204 0 212 852 0 39,939 36,512 3,070 13,235 6,707 412 1,464 575
Changes from: November 15, 2022 Total Change is: 26,726
0 5,588 0 74 582 0 29,257 22,648 -2,538 -299 334 113 119 -1
Percent of Open Interest Represented by Each Category of Trader
0.0 17.5 0.0 0.4 1.5 0.0 68.5 62.6 5.3 22.7 11.5 0.7 2.5 1.0
Number of Traders in Each Category Total Traders: 129
0 . 0 . . 0 8 9 4 70 37 .
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Traders in Financial Futures - Futures Only Positions as of November 22, 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 47,718
Positions
276 25,566 0 22,144 1,436 792 14,488 15,808 262 3,395 1,380 190 6,171 2,284
Changes from: November 15, 2022 Total Change is: -664
-85 0 0 -1,225 57 -140 1,344 22 -58 -818 -103 -10 328 -432
Percent of Open Interest Represented by Each Category of Trader
0.6 53.6 0.0 46.4 3.0 1.7 30.4 33.1 0.5 7.1 2.9 0.4 12.9 4.8
Number of Traders in Each Category Total Traders: 100
. . 0 11 5 4 28 16 . 28 10 .
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Traders in Financial Futures - Futures Only Positions as of November 22, 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 313,877
Positions
31,791 13,356 11,435 82,511 63,681 42,513 52,423 87,701 54,478 6,592 2,655 12,215 19,919 25,843
Changes from: November 15, 2022 Total Change is: -9,754
-3,531 -1,664 -8,399 821 14,045 5,569 4,724 -9,073 -7,802 -981 1,711 -1,116 961 -3,025
Percent of Open Interest Represented by Each Category of Trader
10.1 4.3 3.6 26.3 20.3 13.5 16.7 27.9 17.4 2.1 0.8 3.9 6.3 8.2
Number of Traders in Each Category Total Traders: 165
15 9 18 12 35 23 26 43 44 9 6 15
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Traders in Financial Futures - Futures Only Positions as of November 22, 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 56,651
Positions
37,106 46,118 0 13,231 0 2,173 2,786 8,033 0 999 262 17 339 48
Changes from: November 15, 2022 Total Change is: 237
125 0 0 -1,029 0 611 594 -356 -11 -23 31 -6 -24 -32
Percent of Open Interest Represented by Each Category of Trader
65.5 81.4 0.0 23.4 0.0 3.8 4.9 14.2 0.0 1.8 0.5 0.0 0.6 0.1
Number of Traders in Each Category Total Traders: 43
. 4 0 15 0 4 8 7 0 . . .
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Updated November 28, 2022