Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 177,993
Positions
31,339 14,867 10,922 41,697 40,348 7,108 18,352 38,689 19,220 14,404 11,721 1,699 33,252 33,419
Changes from: October 4, 2022 Total Change is: 6,545
9,173 2,000 2,645 -3,607 -1,427 -1,430 1,831 -226 -827 593 2,753 -126 -1,707 3,183
Percent of Open Interest Represented by Each Category of Trader
17.6 8.4 6.1 23.4 22.7 4.0 10.3 21.7 10.8 8.1 6.6 1.0 18.7 18.8
Number of Traders in Each Category Total Traders: 114
11 5 8 15 19 11 15 30 17 15 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 47,481
Positions
26,047 376 2,406 2,369 15,526 712 5,507 5,974 1,565 0 0 0 8,875 20,922
Changes from: October 4, 2022 Total Change is: 525
4,801 53 -414 -745 1,948 -276 -2,310 -3,189 -170 0 0 0 -361 2,573
Percent of Open Interest Represented by Each Category of Trader
54.9 0.8 5.1 5.0 32.7 1.5 11.6 12.6 3.3 0.0 0.0 0.0 18.7 44.1
Number of Traders in Each Category Total Traders: 36
6 . 5 . 12 . 7 7 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 290,956
Positions
106,661 26,620 9,241 39,831 112,785 4,293 75,380 60,259 26,473 6,779 2,859 151 22,147 48,274
Changes from: October 4, 2022 Total Change is: -9,519
-11,188 -2,505 -1,742 -750 -3,793 -1,469 5,930 3,201 -2,814 -356 467 -711 3,582 -153
Percent of Open Interest Represented by Each Category of Trader
36.7 9.1 3.2 13.7 38.8 1.5 25.9 20.7 9.1 2.3 1.0 0.1 7.6 16.6
Number of Traders in Each Category Total Traders: 139
8 7 9 13 39 16 28 31 25 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 266,955
Positions
113,108 543 3,388 60,769 125,879 6,540 34,116 64,959 18,592 3,511 3,507 341 26,590 43,206
Changes from: October 4, 2022 Total Change is: -2,783
6,139 -3,727 -1,014 -1,092 -3,601 192 -3,214 3,302 -2,321 669 947 -64 -2,079 3,503
Percent of Open Interest Represented by Each Category of Trader
42.4 0.2 1.3 22.8 47.2 2.4 12.8 24.3 7.0 1.3 1.3 0.1 10.0 16.2
Number of Traders in Each Category Total Traders: 136
11 . 8 22 27 24 21 40 21 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 718,643
Positions
31,614 275,618 15,581 396,045 168,899 25,573 59,365 93,147 62,018 42,598 13,522 4,844 81,005 59,442
Changes from: October 4, 2022 Total Change is: -19,090
1,895 -1,873 -419 -615 7,599 -2,613 -2,276 1,604 -16,211 -953 264 -466 2,568 -6,976
Percent of Open Interest Represented by Each Category of Trader
4.4 38.4 2.2 55.1 23.5 3.6 8.3 13.0 8.6 5.9 1.9 0.7 11.3 8.3
Number of Traders in Each Category Total Traders: 334
17 13 12 110 40 56 44 49 38 41 19 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 32,435
Positions
419 18,749 25 14,169 591 2,653 1,404 7,222 0 0 0 0 13,765 3,195
Changes from: October 4, 2022 Total Change is: -955
-33 -1 1 34 0 13 -1,325 -334 -409 0 0 0 764 -225
Percent of Open Interest Represented by Each Category of Trader
1.3 57.8 0.1 43.7 1.8 8.2 4.3 22.3 0.0 0.0 0.0 0.0 42.4 9.9
Number of Traders in Each Category Total Traders: 31
. . . 18 . 6 . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 147,394
Positions
50,523 8,767 3,317 44,169 52,991 6,089 15,158 35,269 6,866 1,784 3,730 0 19,488 30,365
Changes from: October 4, 2022 Total Change is: -13,970
8,297 763 287 2,832 3,267 -713 -6,731 -813 -19,929 603 1,600 0 1,384 1,568
Percent of Open Interest Represented by Each Category of Trader
34.3 5.9 2.3 30.0 36.0 4.1 10.3 23.9 4.7 1.2 2.5 0.0 13.2 20.6
Number of Traders in Each Category Total Traders: 93
7 4 4 12 20 14 16 29 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 206,739
Positions
752 116,592 1,324 123,627 1,330 380 66,672 58,419 1,811 3,867 24,394 0 8,306 2,489
Changes from: October 4, 2022 Total Change is: 13,667
-1,146 4,387 444 3,275 -225 -10 10,664 8,357 169 -108 574 0 379 -28
Percent of Open Interest Represented by Each Category of Trader
0.4 56.4 0.6 59.8 0.6 0.2 32.2 28.3 0.9 1.9 11.8 0.0 4.0 1.2
Number of Traders in Each Category Total Traders: 153
. 10 . 29 5 4 55 28 12 11 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 41,361
Positions
337 32,028 190 19,520 2,738 42 14,828 2,918 1,410 1,851 743 0 3,183 1,292
Changes from: October 4, 2022 Total Change is: 1,376
0 348 13 -2,335 74 0 1,859 -333 1,115 477 12 0 247 147
Percent of Open Interest Represented by Each Category of Trader
0.8 77.4 0.5 47.2 6.6 0.1 35.9 7.1 3.4 4.5 1.8 0.0 7.7 3.1
Number of Traders in Each Category Total Traders: 62
. 6 . 7 6 . 21 7 5 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 52,282
Positions
30,472 399 48 7,446 23,210 369 10,204 20,615 390 550 973 32 2,771 6,246
Changes from: October 4, 2022 Total Change is: 2,727
6,328 37 0 -889 2,449 43 -3,169 -529 132 -130 -11 0 412 606
Percent of Open Interest Represented by Each Category of Trader
58.3 0.8 0.1 14.2 44.4 0.7 19.5 39.4 0.7 1.1 1.9 0.1 5.3 11.9
Number of Traders in Each Category Total Traders: 96
10 . . 11 19 5 18 30 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 11,593
Positions
2,780 4,942 51 4,089 2,894 0 3,326 1,591 321 0 124 0 1,026 1,670
Changes from: October 4, 2022 Total Change is: -554
-38 -93 2 417 10 0 -998 -459 0 0 -60 0 63 46
Percent of Open Interest Represented by Each Category of Trader
24.0 42.6 0.4 35.3 25.0 0.0 28.7 13.7 2.8 0.0 1.1 0.0 8.9 14.4
Number of Traders in Each Category Total Traders: 33
4 . . . 7 0 9 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 33,094
Positions
9,170 6,012 454 5,958 4,188 938 8,987 5,179 459 1,161 8,507 0 5,969 7,358
Changes from: October 4, 2022 Total Change is: -349
-310 -265 38 -725 383 413 664 -839 -385 631 -100 0 -674 406
Percent of Open Interest Represented by Each Category of Trader
27.7 18.2 1.4 18.0 12.7 2.8 27.2 15.7 1.4 3.5 25.7 0.0 18.0 22.2
Number of Traders in Each Category Total Traders: 83
14 8 . 14 11 4 15 15 9 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 66,187
Positions
18,339 12,023 907 11,915 8,376 1,875 17,974 10,359 919 2,321 17,013 0 11,937 14,715
Changes from: October 4, 2022 Total Change is: -698
-620 -529 75 -1,450 765 825 1,329 -1,677 -770 1,261 -200 0 -1,348 813
Percent of Open Interest Represented by Each Category of Trader
27.7 18.2 1.4 18.0 12.7 2.8 27.2 15.7 1.4 3.5 25.7 0.0 18.0 22.2
Number of Traders in Each Category Total Traders: 83
14 8 . 14 11 4 15 15 9 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 55,846
Positions
27,497 37,123 0 20,124 10,347 1,963 4,030 5,326 0 0 0 0 2,232 1,087
Changes from: October 4, 2022 Total Change is: -1,672
579 -99 0 138 455 -668 -361 -1,333 0 0 0 0 -1,360 -27
Percent of Open Interest Represented by Each Category of Trader
49.2 66.5 0.0 36.0 18.5 3.5 7.2 9.5 0.0 0.0 0.0 0.0 4.0 1.9
Number of Traders in Each Category Total Traders: 34
5 5 0 17 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 712,709
Positions
94,305 52,172 27,863 182,477 146,589 60,090 28,556 99,670 228,901 26,890 27,493 7,411 56,216 62,520
Changes from: October 4, 2022 Total Change is: 39,370
1,058 -2,328 4,204 -510 3,353 2,068 2,173 3,902 29,937 -488 -1,216 1,848 -921 -2,400
Percent of Open Interest Represented by Each Category of Trader
13.2 7.3 3.9 25.6 20.6 8.4 4.0 14.0 32.1 3.8 3.9 1.0 7.9 8.8
Number of Traders in Each Category Total Traders: 614
37 35 46 134 123 124 66 120 120 60 35 47
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 15,936
Positions
1,786 14,206 0 7,229 169 118 2,812 0 0 0 597 0 3,991 846
Changes from: October 4, 2022 Total Change is: -333
-203 1,454 0 -2,014 0 0 -79 0 0 0 0 0 1,963 -1,787
Percent of Open Interest Represented by Each Category of Trader
11.2 89.1 0.0 45.4 1.1 0.7 17.6 0.0 0.0 0.0 3.7 0.0 25.0 5.3
Number of Traders in Each Category Total Traders: 20
. 6 0 5 . . 5 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 33,251
Positions
6,065 30,170 0 19,445 1,401 0 4,143 299 142 0 306 0 3,456 933
Changes from: October 4, 2022 Total Change is: -151
-433 -142 0 1,496 300 0 -15 -315 -49 0 66 0 -1,150 -11
Percent of Open Interest Represented by Each Category of Trader
18.2 90.7 0.0 58.5 4.2 0.0 12.5 0.9 0.4 0.0 0.9 0.0 10.4 2.8
Number of Traders in Each Category Total Traders: 36
5 7 0 13 . 0 7 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 3,563,543
Positions
471,524 260,862 139,316 912,386 732,943 300,448 142,778 498,351 1,144,504 134,452 137,466 37,055 281,080 312,598
Changes from: October 4, 2022 Total Change is: 196,848
5,289 -11,641 21,022 -2,551 16,764 10,342 10,863 19,511 149,684 -2,439 -6,078 9,242 -4,604 -11,998
Percent of Open Interest Represented by Each Category of Trader
13.2 7.3 3.9 25.6 20.6 8.4 4.0 14.0 32.1 3.8 3.9 1.0 7.9 8.8
Number of Traders in Each Category Total Traders: 614
37 35 46 134 123 124 66 120 120 60 35 47
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 24,590
Positions
16,608 21,022 0 5,208 53 330 1,104 804 0 0 0 0 1,340 2,381
Changes from: October 4, 2022 Total Change is: 128
236 1,266 0 1,237 -1,256 0 362 -150 0 0 0 0 -1,707 268
Percent of Open Interest Represented by Each Category of Trader
67.5 85.5 0.0 21.2 0.2 1.3 4.5 3.3 0.0 0.0 0.0 0.0 5.4 9.7
Number of Traders in Each Category Total Traders: 22
6 5 0 5 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 13,582
Positions
2,616 12,460 0 6,705 0 0 1,795 0 1 256 0 0 2,209 1,121
Changes from: October 4, 2022 Total Change is: 57
100 -149 0 -449 0 0 301 0 1 0 0 0 104 205
Percent of Open Interest Represented by Each Category of Trader
19.3 91.7 0.0 49.4 0.0 0.0 13.2 0.0 0.0 1.9 0.0 0.0 16.3 8.3
Number of Traders in Each Category Total Traders: 24
4 7 0 7 0 0 5 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 12,048
Positions
975 6,633 0 5,399 1,691 1,412 2,253 1,261 0 0 0 0 2,009 1,051
Changes from: October 4, 2022 Total Change is: 131
-3 -21 0 664 1,691 0 -263 0 0 0 0 0 -267 -1,539
Percent of Open Interest Represented by Each Category of Trader
8.1 55.1 0.0 44.8 14.0 11.7 18.7 10.5 0.0 0.0 0.0 0.0 16.7 8.7
Number of Traders in Each Category Total Traders: 25
. 8 0 7 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 150,574
Positions
10,730 1,773 100 30,850 1,907 704 28,918 88,188 13,528 0 1,119 0 65,744 43,255
Changes from: October 4, 2022 Total Change is: 9,683
3,883 175 100 -131 -1,290 -1 -8,511 14,421 991 0 1,048 0 13,352 -5,761
Percent of Open Interest Represented by Each Category of Trader
7.1 1.2 0.1 20.5 1.3 0.5 19.2 58.6 9.0 0.0 0.7 0.0 43.7 28.7
Number of Traders in Each Category Total Traders: 33
. . . 12 . 5 8 7 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 268,323
Positions
112,884 83,245 95,280 0 32,000 0 3,806 3,093 50,576 0 0 0 5,777 4,129
Changes from: October 4, 2022 Total Change is: 750
-1,000 -500 550 0 0 0 0 0 950 0 0 0 250 -250
Percent of Open Interest Represented by Each Category of Trader
42.1 31.0 35.5 0.0 11.9 0.0 1.4 1.2 18.8 0.0 0.0 0.0 2.2 1.5
Number of Traders in Each Category Total Traders: 21
8 6 10 0 . 0 . . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 55,998
Positions
23,899 399 82 21,052 43,063 3,175 771 3,435 0 0 558 0 7,019 5,286
Changes from: October 4, 2022 Total Change is: 2,064
2,396 -6 6 -794 1,125 69 75 1,032 0 0 262 0 312 -424
Percent of Open Interest Represented by Each Category of Trader
42.7 0.7 0.1 37.6 76.9 5.7 1.4 6.1 0.0 0.0 1.0 0.0 12.5 9.4
Number of Traders in Each Category Total Traders: 66
9 . . 26 21 12 . 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 69,863
Positions
15,707 2,506 1,220 15,800 16,590 2,367 11,926 15,866 11,907 2,350 7,428 706 7,879 11,272
Changes from: October 4, 2022 Total Change is: 3,898
-1,792 489 666 1,504 -388 131 1,599 2,190 1,376 283 -261 104 26 -410
Percent of Open Interest Represented by Each Category of Trader
22.5 3.6 1.7 22.6 23.7 3.4 17.1 22.7 17.0 3.4 10.6 1.0 11.3 16.1
Number of Traders in Each Category Total Traders: 328
32 16 13 56 54 38 41 71 38 22 36 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 349,314
Positions
78,535 12,532 6,102 79,002 82,948 11,835 59,630 79,332 59,534 11,752 37,139 3,530 39,394 56,361
Changes from: October 4, 2022 Total Change is: 19,490
-8,958 2,444 3,330 7,522 -1,941 655 7,993 10,952 6,881 1,415 -1,303 522 129 -2,050
Percent of Open Interest Represented by Each Category of Trader
22.5 3.6 1.7 22.6 23.7 3.4 17.1 22.7 17.0 3.4 10.6 1.0 11.3 16.1
Number of Traders in Each Category Total Traders: 328
32 16 13 56 54 38 41 71 38 22 36 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 129,752
Positions
4,448 2,913 0 1,022 0 0 23,175 94,288 2,280 4,626 2,461 130 94,070 27,679
Changes from: October 4, 2022 Total Change is: 1,380
1,082 715 0 -472 0 0 -3,466 9,112 -287 1,411 105 20 3,092 -8,285
Percent of Open Interest Represented by Each Category of Trader
3.4 2.2 0.0 0.8 0.0 0.0 17.9 72.7 1.8 3.6 1.9 0.1 72.5 21.3
Number of Traders in Each Category Total Traders: 35
. . 0 . 0 0 11 10 7 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 577,924
Positions
225,171 37,813 2,018 143,582 259,298 46,393 101,968 151,175 19,848 15,291 36,721 1,598 22,056 23,060
Changes from: October 4, 2022 Total Change is: 8,905
2,410 5,194 669 -6,433 2,722 -1,694 9,088 740 3,738 138 -5,116 1,545 -555 1,108
Percent of Open Interest Represented by Each Category of Trader
39.0 6.5 0.3 24.8 44.9 8.0 17.6 26.2 3.4 2.6 6.4 0.3 3.8 4.0
Number of Traders in Each Category Total Traders: 336
27 18 4 66 81 45 39 77 28 8 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 16,009
Positions
903 14,509 0 11,769 387 0 2,474 820 1 0 0 0 862 292
Changes from: October 4, 2022 Total Change is: 363
0 308 0 181 11 0 639 -44 1 0 0 0 -458 87
Percent of Open Interest Represented by Each Category of Trader
5.6 90.6 0.0 73.5 2.4 0.0 15.5 5.1 0.0 0.0 0.0 0.0 5.4 1.8
Number of Traders in Each Category Total Traders: 23
. 7 0 9 . 0 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 12,694
Positions
300 6,490 0 7,304 1,826 45 413 1,690 0 2,135 248 0 2,497 2,395
Changes from: October 4, 2022 Total Change is: -977
-640 21 0 -135 0 0 0 -425 0 0 -285 0 -202 -288
Percent of Open Interest Represented by Each Category of Trader
2.4 51.1 0.0 57.5 14.4 0.4 3.3 13.3 0.0 16.8 2.0 0.0 19.7 18.9
Number of Traders in Each Category Total Traders: 21
. . 0 8 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 44,498
Positions
7,476 4,604 366 21,181 4,339 2,705 7,458 8,740 28 358 7,416 0 4,926 16,300
Changes from: October 4, 2022 Total Change is: 2,850
1,547 -692 88 -740 -1,029 6 2,331 1,509 -50 2 2,432 0 -334 586
Percent of Open Interest Represented by Each Category of Trader
16.8 10.3 0.8 47.6 9.8 6.1 16.8 19.6 0.1 0.8 16.7 0.0 11.1 36.6
Number of Traders in Each Category Total Traders: 64
11 8 . 11 5 8 12 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 407,995
Positions
40,422 126,639 1,871 272,701 168,408 45,639 21,545 28,099 1,013 15,563 23,641 346 8,895 12,339
Changes from: October 4, 2022 Total Change is: -5,969
-4,037 -1,396 337 -3,665 3,556 -2,160 3,391 -6,329 -27 -916 -6,102 69 1,039 6,083
Percent of Open Interest Represented by Each Category of Trader
9.9 31.0 0.5 66.8 41.3 11.2 5.3 6.9 0.2 3.8 5.8 0.1 2.2 3.0
Number of Traders in Each Category Total Traders: 202
15 15 5 66 57 40 17 17 8 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 1,066,005
Positions
79,732 292,484 12,107 614,954 451,243 146,957 94,489 109,879 7,437 87,399 22,892 1,842 21,088 21,164
Changes from: October 4, 2022 Total Change is: -17,330
-4,616 -5,870 531 -19,793 5,883 1,355 5,767 -15,110 -2,067 174 215 46 1,273 -2,313
Percent of Open Interest Represented by Each Category of Trader
7.5 27.4 1.1 57.7 42.3 13.8 8.9 10.3 0.7 8.2 2.1 0.2 2.0 2.0
Number of Traders in Each Category Total Traders: 395
26 18 11 128 100 90 42 42 28 23 16 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 246,294
Positions
22,648 177,246 35,250 25,594 379 2,948 138,933 5,394 16,915 3,510 7,969 140 356 53
Changes from: October 4, 2022 Total Change is: 4,036
-3,506 -4,424 6,320 -108 115 0 -714 30 2,037 0 -52 0 7 10
Percent of Open Interest Represented by Each Category of Trader
9.2 72.0 14.3 10.4 0.2 1.2 56.4 2.2 6.9 1.4 3.2 0.1 0.1 0.0
Number of Traders in Each Category Total Traders: 102
6 27 14 14 . 4 35 4 10 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 1,393,842
Positions
18,963 120,873 53,855 614,955 295,807 207,728 92,799 329,529 134,221 83,468 93,842 9,606 178,248 148,381
Changes from: October 4, 2022 Total Change is: 12,673
527 4,307 10,118 -6,372 -909 -8,767 -10,554 -4,350 13,829 4,611 -1,712 1,330 7,951 -1,173
Percent of Open Interest Represented by Each Category of Trader
1.4 8.7 3.9 44.1 21.2 14.9 6.7 23.6 9.6 6.0 6.7 0.7 12.8 10.6
Number of Traders in Each Category Total Traders: 196
5 19 17 65 30 62 23 38 43 7 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 1,429,986
Positions
11,337 63,524 1,703 845,748 223,652 258,945 58,223 733,206 26,946 66,486 8,389 0 160,598 113,621
Changes from: October 4, 2022 Total Change is: 26,100
-2,671 11,246 1,174 541 -134 10,640 10,312 -7,306 2,167 3,204 -2,160 0 733 10,473
Percent of Open Interest Represented by Each Category of Trader
0.8 4.4 0.1 59.1 15.6 18.1 4.1 51.3 1.9 4.6 0.6 0.0 11.2 7.9
Number of Traders in Each Category Total Traders: 161
4 10 . 76 25 62 11 24 9 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 2,067,608
Positions
27,729 237,882 16,388 1,133,574 417,766 289,458 196,365 584,348 88,222 149,393 177,299 4,469 162,010 251,775
Changes from: October 4, 2022 Total Change is: 85,044
-1,816 21,076 1,042 60,926 -7,756 -9,305 -6,231 81,355 15,450 18,291 -24,381 1,931 4,755 5,632
Percent of Open Interest Represented by Each Category of Trader
1.3 11.5 0.8 54.8 20.2 14.0 9.5 28.3 4.3 7.2 8.6 0.2 7.8 12.2
Number of Traders in Each Category Total Traders: 349
11 41 11 99 53 84 32 68 36 18 27 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 4,752,956
Positions
97,754 384,248 224,683 1,906,242 950,667 844,540 236,060 782,452 682,325 331,097 403,372 58,838 371,416 421,831
Changes from: October 4, 2022 Total Change is: 43,332
-28,986 40,448 6,708 25,356 -59,985 9,410 -39,969 7,499 47,475 31,091 -2,902 -15,365 7,610 10,044
Percent of Open Interest Represented by Each Category of Trader
2.1 8.1 4.7 40.1 20.0 17.8 5.0 16.5 14.4 7.0 8.5 1.2 7.8 8.9
Number of Traders in Each Category Total Traders: 434
16 37 36 122 78 117 54 72 89 29 26 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST 10Y - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,385,399
Positions
54,867 51,445 4,393 633,152 499,319 247,818 170,455 233,331 16,660 119,667 87,611 0 138,387 244,822
Changes from: October 4, 2022 Total Change is: 29,312
3,166 1,468 2,903 13,802 -12,243 6,644 1,153 15,467 2,196 10,172 2,746 0 -10,724 10,131
Percent of Open Interest Represented by Each Category of Trader
4.0 3.7 0.3 45.7 36.0 17.9 12.3 16.8 1.2 8.6 6.3 0.0 10.0 17.7
Number of Traders in Each Category Total Traders: 143
6 7 . 45 43 57 12 13 13 5 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 3,092
Positions
0 0 0 0 0 0 585 742 272 915 1,159 1 1,319 918
Changes from: October 4, 2022 Total Change is: -85
0 0 0 0 0 0 -93 -883 255 -350 419 1 102 123
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 18.9 24.0 8.8 29.6 37.5 0.0 42.7 29.7
Number of Traders in Each Category Total Traders: 20
0 0 0 0 0 0 . . . 11 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 4,563,902
Positions
62,153 490,475 132,638 1,761,944 741,806 841,490 587,741 1,239,964 382,556 464,732 283,547 14,304 316,344 437,123
Changes from: October 4, 2022 Total Change is: 80,580
-21,749 61,680 25,413 64,780 -3,216 -7,327 -14,406 23,250 9,432 18,519 -9,293 -1,907 7,824 -17,451
Percent of Open Interest Represented by Each Category of Trader
1.4 10.7 2.9 38.6 16.3 18.4 12.9 27.2 8.4 10.2 6.2 0.3 6.9 9.6
Number of Traders in Each Category Total Traders: 344
12 36 27 92 57 86 43 60 56 22 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 1,619,652
Positions
224,849 342,592 431,935 135 86,513 33,143 460,037 281,626 386,871 53,920 5,139 5,957 22,805 45,876
Changes from: October 4, 2022 Total Change is: 103,484
-3,092 -13,235 21,010 27 41,652 7,001 45,070 18,812 27,930 10,405 214 -2,055 -2,812 2,155
Percent of Open Interest Represented by Each Category of Trader
13.9 21.2 26.7 0.0 5.3 2.0 28.4 17.4 23.9 3.3 0.3 0.4 1.4 2.8
Number of Traders in Each Category Total Traders: 137
23 38 54 . 5 4 26 25 45 13 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 is16,935,638
Positions
2,193,488 1,974,164 2,551,174 937,489 149,433 468,905 526,563 1,138,836 9,630,163 28,006 170,018 153,007 446,843 699,937
Changes from: October 4, 2022 Total Change is: 17,360
11,295 52,144 38,874 -11,987 -1,843 -63,784 -10,318 -49,092 69,167 1,530 -4,686 -5,596 -11,821 -17,824
Percent of Open Interest Represented by Each Category of Trader
13.0 11.7 15.1 5.5 0.9 2.8 3.1 6.7 56.9 0.2 1.0 0.9 2.6 4.1
Number of Traders in Each Category Total Traders: 195
24 28 49 15 8 18 40 51 76 12 13 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 is12,705,794
Positions
2,415,776 2,562,870 1,573,872 746,407 498,072 513,972 863,879 961,058 6,326,804 76,554 79,328 167,955 20,575 21,863
Changes from: October 4, 2022 Total Change is: 672,819
23,181 203,657 13,445 -4,162 -62,596 12,092 29,091 -89,253 579,732 -1,525 -10,103 42,132 -21,167 -16,286
Percent of Open Interest Represented by Each Category of Trader
19.0 20.2 12.4 5.9 3.9 4.0 6.8 7.6 49.8 0.6 0.6 1.3 0.2 0.2
Number of Traders in Each Category Total Traders: 496
55 84 113 15 34 36 85 92 145 45 53 67
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 630,362
Positions
152,662 255,848 127,756 300 12,443 4,985 191,074 67,390 152,305 655 8,848 339 286 448
Changes from: October 4, 2022 Total Change is: 38,205
27,767 15,601 1,735 0 -694 -1,409 -8,501 3,910 18,686 -197 139 46 78 191
Percent of Open Interest Represented by Each Category of Trader
24.2 40.6 20.3 0.0 2.0 0.8 30.3 10.7 24.2 0.1 1.4 0.1 0.0 0.1
Number of Traders in Each Category Total Traders: 157
29 46 46 . 4 . 30 30 41 6 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 16,604
Positions
246 2,548 67 6,197 1,486 1,021 3,589 8,259 1,501 2,734 702 225 1,025 795
Changes from: October 4, 2022 Total Change is: 1,728
122 56 63 -44 369 185 842 -137 923 -169 227 94 -288 -51
Percent of Open Interest Represented by Each Category of Trader
1.5 15.3 0.4 37.3 8.9 6.1 21.6 49.7 9.0 16.5 4.2 1.4 6.2 4.8
Number of Traders in Each Category Total Traders: 100
5 . . 5 8 5 24 42 14 6 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 21,738
Positions
438 52 0 89 1,290 24 11,231 14,616 2,601 5,070 1,516 50 2,235 1,589
Changes from: October 4, 2022 Total Change is: -230
-701 -138 0 69 -15 12 -540 -939 784 460 -193 2 -315 257
Percent of Open Interest Represented by Each Category of Trader
2.0 0.2 0.0 0.4 5.9 0.1 51.7 67.2 12.0 23.3 7.0 0.2 10.3 7.3
Number of Traders in Each Category Total Traders: 95
. . 0 . . . 12 16 8 40 18 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 3,904
Positions
96 93 168 0 385 13 1,656 1,965 269 979 363 42 681 606
Changes from: October 4, 2022 Total Change is: 71
-6 1 9 -116 101 -3 194 576 0 -9 -682 13 -12 55
Percent of Open Interest Represented by Each Category of Trader
2.5 2.4 4.3 0.0 9.9 0.3 42.4 50.3 6.9 25.1 9.3 1.1 17.5 15.5
Number of Traders in Each Category Total Traders: 55
. . . 0 4 . 9 23 8 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 82,685
Positions
4,314 0 0 138 2,797 0 39,312 43,764 27,379 9,745 7,627 671 1,126 447
Changes from: October 4, 2022 Total Change is: 9,103
416 0 0 0 622 0 11,549 9,662 -1,885 -958 615 5 -24 84
Percent of Open Interest Represented by Each Category of Trader
5.2 0.0 0.0 0.2 3.4 0.0 47.5 52.9 33.1 11.8 9.2 0.8 1.4 0.5
Number of Traders in Each Category Total Traders: 120
. 0 0 . . 0 9 9 6 64 34 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 54,787
Positions
390 25,558 0 29,124 1,556 627 12,295 21,315 535 4,908 2,344 328 6,580 2,524
Changes from: October 4, 2022 Total Change is: 5
-138 282 0 114 279 -10 -977 -1,324 116 1,374 71 86 -560 506
Percent of Open Interest Represented by Each Category of Trader
0.7 46.6 0.0 53.2 2.8 1.1 22.4 38.9 1.0 9.0 4.3 0.6 12.0 4.6
Number of Traders in Each Category Total Traders: 137
. . 0 18 5 . 36 16 7 36 21 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 340,635
Positions
36,547 14,834 15,343 94,417 49,864 36,658 43,031 105,095 71,662 8,339 3,324 11,676 22,962 32,179
Changes from: October 4, 2022 Total Change is: 18,448
3,400 3,805 -9,001 2,165 919 -4,513 7,510 5,895 14,742 -527 299 1,538 3,134 4,764
Percent of Open Interest Represented by Each Category of Trader
10.7 4.4 4.5 27.7 14.6 10.8 12.6 30.9 21.0 2.4 1.0 3.4 6.7 9.4
Number of Traders in Each Category Total Traders: 184
16 13 18 27 20 26 38 42 52 10 6 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 59,022
Positions
37,033 44,908 0 16,756 831 2,234 1,938 10,734 0 803 212 5 253 98
Changes from: October 4, 2022 Total Change is: -321
-15 0 0 -285 -1,231 767 -1,081 -6 0 313 122 0 -20 27
Percent of Open Interest Represented by Each Category of Trader
62.7 76.1 0.0 28.4 1.4 3.8 3.3 18.2 0.0 1.4 0.4 0.0 0.4 0.2
Number of Traders in Each Category Total Traders: 42
. . 0 15 . 4 6 8 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 14, 2022