Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 174,084
Positions
27,191 12,365 10,090 43,823 38,847 7,760 18,215 37,867 17,892 14,728 12,902 1,755 32,629 34,605
Changes from: September 20, 2022 Total Change is: -6,649
10,552 -14,795 -5,185 104 654 464 -11,472 6,864 2,614 -900 5,541 69 -2,894 -2,874
Percent of Open Interest Represented by Each Category of Trader
15.6 7.1 5.8 25.2 22.3 4.5 10.5 21.8 10.3 8.5 7.4 1.0 18.7 19.9
Number of Traders in Each Category Total Traders: 117
11 4 7 14 20 10 18 29 12 16 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 48,259
Positions
23,315 80 3,052 3,183 14,764 1,142 7,307 7,884 1,604 0 0 0 8,656 19,734
Changes from: September 20, 2022 Total Change is: 2,618
5,651 -508 572 525 1,943 2 -1,200 -1,312 -1,095 0 0 0 -1,837 3,017
Percent of Open Interest Represented by Each Category of Trader
48.3 0.2 6.3 6.6 30.6 2.4 15.1 16.3 3.3 0.0 0.0 0.0 17.9 40.9
Number of Traders in Each Category Total Traders: 40
6 . 5 5 11 . 8 9 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 328,003
Positions
124,571 31,985 7,954 40,920 125,259 8,881 80,848 76,623 31,317 8,072 2,491 995 24,445 42,498
Changes from: September 20, 2022 Total Change is: 31,607
-2,400 -568 2,033 -226 -13,379 4,441 17,089 28,057 9,901 -325 -3 625 469 501
Percent of Open Interest Represented by Each Category of Trader
38.0 9.8 2.4 12.5 38.2 2.7 24.6 23.4 9.5 2.5 0.8 0.3 7.5 13.0
Number of Traders in Each Category Total Traders: 150
7 7 7 12 42 18 20 48 20 8 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 271,117
Positions
122,951 2,327 4,618 61,977 133,244 6,682 28,036 60,392 20,184 2,313 2,084 455 23,901 41,132
Changes from: September 20, 2022 Total Change is: -5,583
3,802 1,749 475 1,808 -6,686 -3,127 -7,401 -1,254 1,935 -2,654 144 53 -474 1,127
Percent of Open Interest Represented by Each Category of Trader
45.3 0.9 1.7 22.9 49.1 2.5 10.3 22.3 7.4 0.9 0.8 0.2 8.8 15.2
Number of Traders in Each Category Total Traders: 138
12 . 8 23 27 22 21 41 24 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 749,001
Positions
27,009 274,103 18,840 397,335 160,976 30,630 65,553 110,848 72,997 47,872 14,692 5,130 83,634 60,784
Changes from: September 20, 2022 Total Change is: 22,280
-391 -8,362 8,637 -11,521 -1,990 3,944 -1,539 2,896 17,617 1,420 262 76 4,037 -800
Percent of Open Interest Represented by Each Category of Trader
3.6 36.6 2.5 53.0 21.5 4.1 8.8 14.8 9.7 6.4 2.0 0.7 11.2 8.1
Number of Traders in Each Category Total Traders: 344
16 13 12 107 43 54 46 55 42 42 21 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 34,901
Positions
461 18,038 30 13,927 591 2,686 4,010 9,217 600 0 0 0 13,187 3,739
Changes from: September 20, 2022 Total Change is: 2,431
-3 345 0 -703 -459 18 3,121 2,149 195 0 0 0 -197 183
Percent of Open Interest Represented by Each Category of Trader
1.3 51.7 0.1 39.9 1.7 7.7 11.5 26.4 1.7 0.0 0.0 0.0 37.8 10.7
Number of Traders in Each Category Total Traders: 31
. . . 17 . 7 4 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 171,679
Positions
58,946 7,223 3,063 37,165 65,510 5,348 25,749 36,069 21,749 1,376 1,430 23 18,260 31,264
Changes from: September 20, 2022 Total Change is: 6,553
-272 2,903 -27 -1,658 -9,611 1,112 898 3,599 5,070 -235 0 23 1,643 3,484
Percent of Open Interest Represented by Each Category of Trader
34.3 4.2 1.8 21.6 38.2 3.1 15.0 21.0 12.7 0.8 0.8 0.0 10.6 18.2
Number of Traders in Each Category Total Traders: 98
9 . 5 12 20 12 18 31 17 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 173,335
Positions
5,081 110,351 505 93,905 4,112 870 61,262 28,927 2,397 2,677 22,862 0 6,638 3,311
Changes from: September 20, 2022 Total Change is: 462
1,938 -4,651 -271 8,713 1,221 -762 -8,257 4,921 208 -285 -350 0 -821 147
Percent of Open Interest Represented by Each Category of Trader
2.9 63.7 0.3 54.2 2.4 0.5 35.3 16.7 1.4 1.5 13.2 0.0 3.8 1.9
Number of Traders in Each Category Total Traders: 148
7 5 . 27 10 6 52 29 15 9 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 55,931
Positions
0 25,965 8,465 35,531 2,306 90 5,973 15,241 1,169 1,541 800 0 3,162 1,895
Changes from: September 20, 2022 Total Change is: 4,413
0 1,365 7,421 -1,045 -54 53 -2,712 -5,729 1,056 -412 -187 0 52 488
Percent of Open Interest Represented by Each Category of Trader
0.0 46.4 15.1 63.5 4.1 0.2 10.7 27.2 2.1 2.8 1.4 0.0 5.7 3.4
Number of Traders in Each Category Total Traders: 58
0 5 . 9 6 . 10 16 4 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 49,569
Positions
27,345 466 53 5,381 22,694 276 13,515 19,114 101 363 729 46 2,489 6,090
Changes from: September 20, 2022 Total Change is: -1,615
-2,054 202 0 482 626 -32 184 -1,570 -40 -107 -152 6 -54 -655
Percent of Open Interest Represented by Each Category of Trader
55.2 0.9 0.1 10.9 45.8 0.6 27.3 38.6 0.2 0.7 1.5 0.1 5.0 12.3
Number of Traders in Each Category Total Traders: 99
8 . . 8 22 . 22 32 5 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 13,038
Positions
2,763 5,064 48 601 4,443 120 8,472 1,286 0 0 186 0 1,034 1,891
Changes from: September 20, 2022 Total Change is: 642
122 -90 3 -1,971 1,169 -120 2,558 -278 0 0 186 0 50 -228
Percent of Open Interest Represented by Each Category of Trader
21.2 38.8 0.4 4.6 34.1 0.9 65.0 9.9 0.0 0.0 1.4 0.0 7.9 14.5
Number of Traders in Each Category Total Traders: 31
4 . . . 9 . 8 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 33,619
Positions
10,285 5,619 437 6,970 4,820 318 8,689 5,899 311 755 9,783 0 5,855 6,434
Changes from: September 20, 2022 Total Change is: 815
709 -1,201 16 -1,043 -292 84 835 434 -13 250 1,426 0 -23 360
Percent of Open Interest Represented by Each Category of Trader
30.6 16.7 1.3 20.7 14.3 0.9 25.8 17.5 0.9 2.2 29.1 0.0 17.4 19.1
Number of Traders in Each Category Total Traders: 90
18 7 . 14 10 4 15 18 10 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 67,238
Positions
20,570 11,237 874 13,940 9,640 635 17,378 11,798 622 1,510 19,565 0 11,710 12,867
Changes from: September 20, 2022 Total Change is: 1,630
1,417 -2,402 32 -2,086 -584 168 1,670 868 -25 500 2,852 0 -46 721
Percent of Open Interest Represented by Each Category of Trader
30.6 16.7 1.3 20.7 14.3 0.9 25.8 17.5 0.9 2.2 29.1 0.0 17.4 19.1
Number of Traders in Each Category Total Traders: 90
18 7 . 14 10 4 15 18 10 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 52,201
Positions
28,836 29,593 0 16,538 13,785 1,909 2,282 6,022 3 0 0 0 2,633 889
Changes from: September 20, 2022 Total Change is: 2,503
2,515 5,596 0 280 -3,119 -274 -132 578 2 0 0 0 112 -280
Percent of Open Interest Represented by Each Category of Trader
55.2 56.7 0.0 31.7 26.4 3.7 4.4 11.5 0.0 0.0 0.0 0.0 5.0 1.7
Number of Traders in Each Category Total Traders: 34
6 4 0 18 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 699,909
Positions
93,125 54,560 26,692 181,185 138,518 60,002 34,250 93,197 223,306 27,480 33,142 5,251 48,619 65,239
Changes from: September 20, 2022 Total Change is: 71,155
1,141 10,428 6,155 -2,088 11,756 2,762 10,582 -74 44,918 3,674 -5,720 1,352 2,659 -421
Percent of Open Interest Represented by Each Category of Trader
13.3 7.8 3.8 25.9 19.8 8.6 4.9 13.3 31.9 3.9 4.7 0.8 6.9 9.3
Number of Traders in Each Category Total Traders: 606
39 37 44 133 117 117 65 120 121 51 40 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 14,217
Positions
1,328 12,566 0 7,466 170 118 3,096 0 0 220 597 0 1,989 766
Changes from: September 20, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
9.3 88.4 0.0 52.5 1.2 0.8 21.8 0.0 0.0 1.5 4.2 0.0 14.0 5.4
Number of Traders in Each Category Total Traders: 23
. 7 0 6 . . 5 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 32,793
Positions
5,692 29,407 0 19,012 221 0 4,055 573 594 0 240 0 3,440 1,758
Changes from: September 20, 2022 Total Change is: -77
746 504 0 -761 0 0 316 -357 0 0 0 0 -378 -224
Percent of Open Interest Represented by Each Category of Trader
17.4 89.7 0.0 58.0 0.7 0.0 12.4 1.7 1.8 0.0 0.7 0.0 10.5 5.4
Number of Traders in Each Category Total Traders: 35
4 7 0 14 . 0 6 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 3,499,545
Positions
465,623 272,802 133,459 905,927 692,592 300,008 171,248 465,987 1,116,531 137,398 165,712 26,256 243,094 326,196
Changes from: September 20, 2022 Total Change is: 355,777
5,707 52,140 30,777 -10,441 58,778 13,809 52,908 -371 224,590 18,369 -28,601 6,762 13,295 -2,107
Percent of Open Interest Represented by Each Category of Trader
13.3 7.8 3.8 25.9 19.8 8.6 4.9 13.3 31.9 3.9 4.7 0.8 6.9 9.3
Number of Traders in Each Category Total Traders: 606
39 37 44 133 117 117 65 120 121 51 40 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 22,944
Positions
16,436 18,277 0 4,092 723 330 427 1,047 161 0 0 0 1,498 2,406
Changes from: September 20, 2022 Total Change is: 244
584 -200 0 -399 0 0 -40 -50 161 0 0 0 -62 333
Percent of Open Interest Represented by Each Category of Trader
71.6 79.7 0.0 17.8 3.2 1.4 1.9 4.6 0.7 0.0 0.0 0.0 6.5 10.5
Number of Traders in Each Category Total Traders: 21
6 5 0 4 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 13,263
Positions
1,658 12,387 0 7,675 0 0 1,039 0 0 256 0 0 2,635 876
Changes from: September 20, 2022 Total Change is: -195
100 -124 0 -120 0 0 -322 0 0 0 0 0 147 -71
Percent of Open Interest Represented by Each Category of Trader
12.5 93.4 0.0 57.9 0.0 0.0 7.8 0.0 0.0 1.9 0.0 0.0 19.9 6.6
Number of Traders in Each Category Total Traders: 21
. 8 0 7 0 0 . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 16,163
Positions
819 12,613 0 9,448 0 1,360 2,120 1,203 0 0 0 0 2,416 987
Changes from: September 20, 2022 Total Change is: -387
405 -196 0 -470 -200 -8 248 154 0 0 0 0 -562 -137
Percent of Open Interest Represented by Each Category of Trader
5.1 78.0 0.0 58.5 0.0 8.4 13.1 7.4 0.0 0.0 0.0 0.0 14.9 6.1
Number of Traders in Each Category Total Traders: 24
. 7 0 8 0 . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 143,702
Positions
8,452 1,546 0 26,916 3,249 434 13,967 87,951 11,885 0 115 0 82,048 38,521
Changes from: September 20, 2022 Total Change is: 34,957
5,165 1,546 0 122 13 230 8,597 35,413 3,930 0 115 0 16,913 -6,291
Percent of Open Interest Represented by Each Category of Trader
5.9 1.1 0.0 18.7 2.3 0.3 9.7 61.2 8.3 0.0 0.1 0.0 57.1 26.8
Number of Traders in Each Category Total Traders: 24
. . 0 10 . . . 7 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 260,255
Positions
111,984 81,095 90,130 0 32,000 0 3,806 3,092 49,808 0 0 0 4,527 4,130
Changes from: September 20, 2022 Total Change is: 4,000
1,000 1,750 -1,000 0 0 0 0 0 3,500 0 0 0 500 -250
Percent of Open Interest Represented by Each Category of Trader
43.0 31.2 34.6 0.0 12.3 0.0 1.5 1.2 19.1 0.0 0.0 0.0 1.7 1.6
Number of Traders in Each Category Total Traders: 20
7 6 10 0 . 0 . . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 51,030
Positions
19,058 1,095 63 19,571 39,246 2,997 1,796 2,946 40 439 0 0 7,066 4,643
Changes from: September 20, 2022 Total Change is: 2,974
1,779 -30 9 -1,184 2,793 320 1,003 -88 34 193 0 0 820 -64
Percent of Open Interest Represented by Each Category of Trader
37.3 2.1 0.1 38.4 76.9 5.9 3.5 5.8 0.1 0.9 0.0 0.0 13.8 9.1
Number of Traders in Each Category Total Traders: 62
9 . . 25 18 11 5 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 70,025
Positions
19,557 1,762 560 14,884 17,040 1,862 10,888 16,900 12,017 2,515 7,113 482 7,263 12,291
Changes from: September 20, 2022 Total Change is: 4,500
-80 -788 193 -64 2,171 328 1,456 -254 1,340 171 626 172 984 713
Percent of Open Interest Represented by Each Category of Trader
27.9 2.5 0.8 21.3 24.3 2.7 15.5 24.1 17.2 3.6 10.2 0.7 10.4 17.6
Number of Traders in Each Category Total Traders: 315
32 13 12 54 52 40 39 68 35 23 33 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 350,125
Positions
97,784 8,809 2,798 74,419 85,198 9,308 54,438 84,498 60,085 12,573 35,565 2,408 36,313 61,457
Changes from: September 20, 2022 Total Change is: 22,499
-399 -3,941 964 -321 10,853 1,640 7,279 -1,270 6,699 856 3,130 861 4,919 3,563
Percent of Open Interest Represented by Each Category of Trader
27.9 2.5 0.8 21.3 24.3 2.7 15.5 24.1 17.2 3.6 10.2 0.7 10.4 17.6
Number of Traders in Each Category Total Traders: 315
32 13 12 54 52 40 39 68 35 23 33 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 130,844
Positions
0 4,670 0 2,022 0 0 32,453 93,995 2,220 3,263 2,623 70 90,816 27,266
Changes from: September 20, 2022 Total Change is: 24,216
-2,236 987 0 985 0 -22 -7,404 25,464 320 2,191 655 0 30,382 -3,189
Percent of Open Interest Represented by Each Category of Trader
0.0 3.6 0.0 1.5 0.0 0.0 24.8 71.8 1.7 2.5 2.0 0.1 69.4 20.8
Number of Traders in Each Category Total Traders: 42
0 5 0 4 0 0 11 12 8 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 562,136
Positions
221,557 28,002 1,960 150,913 246,182 45,321 88,482 157,397 18,075 13,962 42,231 156 21,710 22,812
Changes from: September 20, 2022 Total Change is: 22,391
10,207 -944 842 -9,346 15,134 -807 15,364 3,428 2,856 4,330 2,955 85 -1,141 -1,160
Percent of Open Interest Represented by Each Category of Trader
39.4 5.0 0.3 26.8 43.8 8.1 15.7 28.0 3.2 2.5 7.5 0.0 3.9 4.1
Number of Traders in Each Category Total Traders: 344
31 13 . 66 80 48 38 83 27 8 25 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 14,070
Positions
699 6,429 0 8,164 1,847 48 413 2,693 0 2,135 463 0 2,611 2,590
Changes from: September 20, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
5.0 45.7 0.0 58.0 13.1 0.3 2.9 19.1 0.0 15.2 3.3 0.0 18.6 18.4
Number of Traders in Each Category Total Traders: 23
. . 0 8 . . . 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 43,115
Positions
7,281 5,107 359 20,163 4,681 2,864 6,657 7,040 575 356 3,896 1 4,859 18,592
Changes from: September 20, 2022 Total Change is: 760
2,829 1,276 -37 -3,853 603 -71 1,958 1,455 575 -305 2,277 1 -337 -5,319
Percent of Open Interest Represented by Each Category of Trader
16.9 11.8 0.8 46.8 10.9 6.6 15.4 16.3 1.3 0.8 9.0 0.0 11.3 43.1
Number of Traders in Each Category Total Traders: 56
10 6 . 10 6 8 6 15 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 396,737
Positions
42,222 135,285 875 265,380 164,421 47,208 19,662 32,795 1,499 11,330 7,250 255 8,306 7,149
Changes from: September 20, 2022 Total Change is: 4,810
2,377 -4,176 -74 3,576 6,880 462 -1,118 -4,426 145 -884 5,381 29 297 589
Percent of Open Interest Represented by Each Category of Trader
10.6 34.1 0.2 66.9 41.4 11.9 5.0 8.3 0.4 2.9 1.8 0.1 2.1 1.8
Number of Traders in Each Category Total Traders: 206
17 13 4 74 54 42 16 18 7 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 1,137,235
Positions
83,873 349,195 10,645 653,163 468,683 133,105 107,859 125,197 5,448 117,408 22,620 1,629 24,105 20,713
Changes from: September 20, 2022 Total Change is: 5,587
-614 -41,340 370 -14,949 33,205 -1,243 -7,527 17,079 -336 28,336 294 -427 1,977 -2,015
Percent of Open Interest Represented by Each Category of Trader
7.4 30.7 0.9 57.4 41.2 11.7 9.5 11.0 0.5 10.3 2.0 0.1 2.1 1.8
Number of Traders in Each Category Total Traders: 402
27 20 11 130 96 88 44 47 27 22 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 243,736
Positions
29,301 170,248 32,586 25,334 751 3,373 125,841 5,159 23,435 3,110 8,021 140 616 23
Changes from: September 20, 2022 Total Change is: 7,451
1,700 -3,577 8,236 -7 751 -250 -4,265 60 2,279 -511 2 0 269 -50
Percent of Open Interest Represented by Each Category of Trader
12.0 69.8 13.4 10.4 0.3 1.4 51.6 2.1 9.6 1.3 3.3 0.1 0.3 0.0
Number of Traders in Each Category Total Traders: 105
6 27 14 14 . 4 35 4 12 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 1,379,802
Positions
27,342 120,912 36,956 601,696 290,668 217,796 92,432 322,084 131,415 79,997 99,341 9,251 182,917 151,379
Changes from: September 20, 2022 Total Change is: -41,834
4,906 -8,438 -8,155 -4,121 15,378 -3,444 -7,919 -11,778 -23,421 -1,001 3,972 -38 1,360 -5,911
Percent of Open Interest Represented by Each Category of Trader
2.0 8.8 2.7 43.6 21.1 15.8 6.7 23.3 9.5 5.8 7.2 0.7 13.3 11.0
Number of Traders in Each Category Total Traders: 191
9 16 17 63 28 63 25 35 43 7 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 1,416,630
Positions
14,884 53,159 1,430 868,974 213,485 234,808 47,021 763,367 26,950 65,730 12,569 0 156,833 110,862
Changes from: September 20, 2022 Total Change is: 31,291
3,641 7,090 -1,054 13,627 -11,159 12,632 777 36,250 -7,392 468 -3,402 0 8,592 -1,674
Percent of Open Interest Represented by Each Category of Trader
1.1 3.8 0.1 61.3 15.1 16.6 3.3 53.9 1.9 4.6 0.9 0.0 11.1 7.8
Number of Traders in Each Category Total Traders: 161
4 9 . 76 24 62 11 26 11 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 2,043,129
Positions
41,762 217,897 12,253 1,095,201 469,173 300,209 230,091 482,733 84,129 120,925 212,046 1,095 157,464 263,594
Changes from: September 20, 2022 Total Change is: 6,459
-3,405 -19,279 425 24,517 -1,604 6,457 -27,624 -31,214 17,421 -12,172 22,915 -650 1,491 11,988
Percent of Open Interest Represented by Each Category of Trader
2.0 10.7 0.6 53.6 23.0 14.7 11.3 23.6 4.1 5.9 10.4 0.1 7.7 12.9
Number of Traders in Each Category Total Traders: 349
8 41 10 99 57 84 32 68 35 15 28 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 4,564,928
Positions
110,991 356,658 182,559 1,860,082 1,051,593 813,731 237,706 675,744 592,939 324,846 406,712 48,107 393,966 436,884
Changes from: September 20, 2022 Total Change is: -54,070
-9,324 56,308 -7,933 31,052 -40,003 -13,549 -30,996 61,690 -81,420 64,139 38,194 -33,629 27,588 -33,729
Percent of Open Interest Represented by Each Category of Trader
2.4 7.8 4.0 40.7 23.0 17.8 5.2 14.8 13.0 7.1 8.9 1.1 8.6 9.6
Number of Traders in Each Category Total Traders: 422
13 36 32 124 74 114 55 68 84 27 25 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 1,372,794
Positions
54,960 52,397 5,958 641,376 530,785 237,170 176,290 215,309 14,463 110,414 83,102 0 132,163 233,610
Changes from: September 20, 2022 Total Change is: 5,779
2,429 13,889 2,520 37,071 18,471 927 -19,022 7,668 -31,141 3,916 6,396 0 9,079 -12,951
Percent of Open Interest Represented by Each Category of Trader
4.0 3.8 0.4 46.7 38.7 17.3 12.8 15.7 1.1 8.0 6.1 0.0 9.6 17.0
Number of Traders in Each Category Total Traders: 145
5 8 6 44 44 55 15 13 11 5 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 4,185
Positions
0 0 0 0 0 0 2,049 70 318 572 2,457 152 1,094 1,188
Changes from: September 20, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 49.0 1.7 7.6 13.7 58.7 3.6 26.1 28.4
Number of Traders in Each Category Total Traders: 28
0 0 0 0 0 0 . . . 10 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 4,487,329
Positions
95,298 430,710 91,322 1,650,505 838,930 842,511 643,694 1,119,207 398,796 436,475 308,250 17,916 310,811 439,686
Changes from: September 20, 2022 Total Change is: -7,146
7,258 47,151 -44,763 3,572 -14,009 -10,904 57,084 55,135 -17,876 -929 -3,025 -2,069 1,480 -16,786
Percent of Open Interest Represented by Each Category of Trader
2.1 9.6 2.0 36.8 18.7 18.8 14.3 24.9 8.9 9.7 6.9 0.4 6.9 9.8
Number of Traders in Each Category Total Traders: 348
13 35 26 87 67 90 43 63 53 17 23 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 1,756,969
Positions
270,657 501,106 487,669 95 45,176 21,370 548,014 306,390 341,183 49,984 0 8,815 29,182 45,260
Changes from: September 20, 2022 Total Change is: 37,771
-13,835 58,304 29,526 -1,405 -12,494 11,819 45,679 -16,170 -29,155 5,819 -2,569 -421 -10,256 -1,069
Percent of Open Interest Represented by Each Category of Trader
15.4 28.5 27.8 0.0 2.6 1.2 31.2 17.4 19.4 2.8 0.0 0.5 1.7 2.6
Number of Traders in Each Category Total Traders: 128
27 33 56 . 4 . 31 20 40 10 0 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 is17,181,218
Positions
2,237,567 1,986,093 2,523,419 979,643 155,268 510,883 515,525 1,179,630 9,783,872 34,084 165,135 167,103 429,121 709,816
Changes from: September 20, 2022 Total Change is: 4,585
12,205 25,988 -108,335 57,479 -23,776 -35,996 12,543 104,004 64,331 -6,237 79 18,835 -10,239 -40,543
Percent of Open Interest Represented by Each Category of Trader
13.0 11.6 14.7 5.7 0.9 3.0 3.0 6.9 56.9 0.2 1.0 1.0 2.5 4.1
Number of Traders in Each Category Total Traders: 195
24 32 51 15 8 17 42 50 77 13 8 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 is11,619,439
Positions
2,320,402 2,187,239 1,588,953 637,899 630,590 457,310 830,063 944,471 5,598,176 95,682 123,218 75,854 15,100 13,628
Changes from: September 20, 2022 Total Change is: -489,573
-283,378 -39,857 -370,738 32,033 70,827 -175,928 71,025 -194,401 256,801 15,397 14,080 -9,752 -25,033 -40,606
Percent of Open Interest Represented by Each Category of Trader
20.0 18.8 13.7 5.5 5.4 3.9 7.1 8.1 48.2 0.8 1.1 0.7 0.1 0.1
Number of Traders in Each Category Total Traders: 469
52 82 109 17 31 33 81 88 136 36 50 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 650,419
Positions
110,372 268,985 167,525 300 12,942 2,590 246,700 65,588 121,507 682 10,312 270 473 700
Changes from: September 20, 2022 Total Change is: 28,294
-7,527 13,429 20,920 0 10,454 -8,049 38,439 9,295 -14,535 -927 -3,286 -194 167 260
Percent of Open Interest Represented by Each Category of Trader
17.0 41.4 25.8 0.0 2.0 0.4 37.9 10.1 18.7 0.1 1.6 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 150
24 49 46 . 4 . 22 36 42 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 15,368
Positions
105 2,563 61 5,906 1,151 658 3,458 8,115 1,222 2,645 478 220 1,094 901
Changes from: September 20, 2022 Total Change is: 475
-3 65 -53 152 -280 61 105 725 -106 306 14 56 -43 -7
Percent of Open Interest Represented by Each Category of Trader
0.7 16.7 0.4 38.4 7.5 4.3 22.5 52.8 8.0 17.2 3.1 1.4 7.1 5.9
Number of Traders in Each Category Total Traders: 102
. . . 6 8 5 21 45 19 10 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 25,921
Positions
217 501 0 125 1,311 33 11,664 18,147 2,606 8,636 1,552 97 2,543 1,674
Changes from: September 20, 2022 Total Change is: 988
-10 -33 0 25 27 -28 1,036 1,019 -19 114 170 -12 -118 -135
Percent of Open Interest Represented by Each Category of Trader
0.8 1.9 0.0 0.5 5.1 0.1 45.0 70.0 10.1 33.3 6.0 0.4 9.8 6.5
Number of Traders in Each Category Total Traders: 99
. . 0 . 4 . 14 13 9 40 21 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 4,698
Positions
133 114 172 86 238 16 1,382 2,173 250 1,754 931 169 736 635
Changes from: September 20, 2022 Total Change is: 334
7 -3 5 -12 86 5 79 182 6 214 7 12 17 34
Percent of Open Interest Represented by Each Category of Trader
2.8 2.4 3.7 1.8 5.1 0.3 29.4 46.3 5.3 37.3 19.8 3.6 15.7 13.5
Number of Traders in Each Category Total Traders: 63
. . . . 4 . 14 20 8 8 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 98,247
Positions
0 11,181 555 138 293 0 44,094 37,018 39,644 11,686 8,320 700 1,430 536
Changes from: September 20, 2022 Total Change is: 3,890
0 -2,572 555 -100 186 0 4,672 7,774 -1,697 558 -230 20 -118 -146
Percent of Open Interest Represented by Each Category of Trader
0.0 11.4 0.6 0.1 0.3 0.0 44.9 37.7 40.4 11.9 8.5 0.7 1.5 0.5
Number of Traders in Each Category Total Traders: 140
0 . . . . 0 10 7 6 79 41 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 56,236
Positions
416 22,163 0 29,361 1,805 583 13,280 24,443 396 6,496 3,045 204 5,500 3,596
Changes from: September 20, 2022 Total Change is: 1,785
16 100 0 -804 505 -3 399 -574 38 2,017 655 129 -7 935
Percent of Open Interest Represented by Each Category of Trader
0.7 39.4 0.0 52.2 3.2 1.0 23.6 43.5 0.7 11.6 5.4 0.4 9.8 6.4
Number of Traders in Each Category Total Traders: 130
. . 0 18 5 . 36 19 5 26 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 331,042
Positions
40,862 10,400 21,745 102,649 60,762 35,665 38,037 106,554 48,127 8,069 4,247 11,897 23,991 31,645
Changes from: September 20, 2022 Total Change is: -14,299
5,701 -7,038 328 -5,009 -5,778 690 3,346 13,486 -19,527 -1,070 3,688 -942 2,184 794
Percent of Open Interest Represented by Each Category of Trader
12.3 3.1 6.6 31.0 18.4 10.8 11.5 32.2 14.5 2.4 1.3 3.6 7.2 9.6
Number of Traders in Each Category Total Traders: 177
18 10 17 25 22 22 34 39 47 9 10 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 61,093
Positions
37,048 44,908 0 17,053 3,911 1,222 5,260 10,415 0 239 535 0 271 102
Changes from: September 20, 2022 Total Change is: -7,241
-3,987 -3,230 0 -3,207 -5 100 3,163 -2,439 -1,039 -1,103 423 -1,078 -90 27
Percent of Open Interest Represented by Each Category of Trader
60.6 73.5 0.0 27.9 6.4 2.0 8.6 17.0 0.0 0.4 0.9 0.0 0.4 0.2
Number of Traders in Each Category Total Traders: 41
. . 0 13 . 4 7 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 30, 2022