Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 177,262
Positions
31,395 15,170 9,448 45,170 43,802 6,920 18,232 36,707 18,303 14,558 10,675 1,529 31,707 34,708
Changes from: October 11, 2022 Total Change is: -731
56 302 -1,474 3,473 3,454 -187 -120 -1,983 -917 153 -1,046 -169 -1,545 1,289
Percent of Open Interest Represented by Each Category of Trader
17.7 8.6 5.3 25.5 24.7 3.9 10.3 20.7 10.3 8.2 6.0 0.9 17.9 19.6
Number of Traders in Each Category Total Traders: 115
11 5 8 15 21 11 14 30 18 15 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 49,079
Positions
25,082 449 2,711 2,776 14,516 862 6,474 7,389 1,943 0 0 0 9,230 21,209
Changes from: October 11, 2022 Total Change is: 1,598
-965 73 305 407 -1,010 150 967 1,415 379 0 0 0 355 287
Percent of Open Interest Represented by Each Category of Trader
51.1 0.9 5.5 5.7 29.6 1.8 13.2 15.1 4.0 0.0 0.0 0.0 18.8 43.2
Number of Traders in Each Category Total Traders: 39
6 . 5 4 11 . 8 9 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 292,282
Positions
118,387 29,683 9,810 37,596 108,901 4,995 71,993 63,004 23,661 4,931 5,793 82 20,827 46,352
Changes from: October 11, 2022 Total Change is: 1,326
11,726 3,063 569 -2,235 -3,884 702 -3,387 2,745 -2,812 -1,848 2,934 -69 -1,320 -1,922
Percent of Open Interest Represented by Each Category of Trader
40.5 10.2 3.4 12.9 37.3 1.7 24.6 21.6 8.1 1.7 2.0 0.0 7.1 15.9
Number of Traders in Each Category Total Traders: 144
9 7 9 11 42 16 22 37 25 6 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 292,200
Positions
128,229 227 4,751 61,700 136,155 7,263 35,383 74,819 21,000 4,759 2,388 588 28,526 45,009
Changes from: October 11, 2022 Total Change is: 25,245
15,122 -315 1,362 931 10,276 723 1,267 9,860 2,408 1,248 -1,119 248 1,936 1,802
Percent of Open Interest Represented by Each Category of Trader
43.9 0.1 1.6 21.1 46.6 2.5 12.1 25.6 7.2 1.6 0.8 0.2 9.8 15.4
Number of Traders in Each Category Total Traders: 141
13 . 9 22 27 24 20 42 23 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 717,072
Positions
28,804 293,999 13,986 397,569 161,377 23,527 61,591 83,975 62,277 43,756 14,283 4,976 80,585 58,672
Changes from: October 11, 2022 Total Change is: -1,571
-2,810 18,381 -1,594 1,524 -7,522 -2,047 2,226 -9,172 259 1,158 761 133 -420 -770
Percent of Open Interest Represented by Each Category of Trader
4.0 41.0 2.0 55.4 22.5 3.3 8.6 11.7 8.7 6.1 2.0 0.7 11.2 8.2
Number of Traders in Each Category Total Traders: 342
17 15 12 110 40 54 50 48 39 41 20 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 30,810
Positions
403 18,756 22 12,321 591 2,605 1,666 5,452 420 0 0 0 13,373 2,964
Changes from: October 11, 2022 Total Change is: -1,625
-16 7 -3 -1,848 0 -48 262 -1,770 420 0 0 0 -392 -231
Percent of Open Interest Represented by Each Category of Trader
1.3 60.9 0.1 40.0 1.9 8.5 5.4 17.7 1.4 0.0 0.0 0.0 43.4 9.6
Number of Traders in Each Category Total Traders: 29
. . . 17 . 5 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 159,260
Positions
60,353 7,621 3,216 43,192 65,254 6,485 18,315 33,746 7,612 1,675 3,730 0 18,412 31,595
Changes from: October 11, 2022 Total Change is: 11,866
9,830 -1,146 -101 -977 12,262 397 3,156 -1,523 746 -109 0 0 -1,076 1,231
Percent of Open Interest Represented by Each Category of Trader
37.9 4.8 2.0 27.1 41.0 4.1 11.5 21.2 4.8 1.1 2.3 0.0 11.6 19.8
Number of Traders in Each Category Total Traders: 91
7 . 4 11 22 15 17 26 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 216,443
Positions
477 124,671 1,270 127,242 1,693 522 71,795 59,035 2,146 4,832 24,966 7 8,152 2,133
Changes from: October 11, 2022 Total Change is: 9,704
-275 8,079 -54 3,615 363 142 5,123 616 335 965 572 7 -154 -356
Percent of Open Interest Represented by Each Category of Trader
0.2 57.6 0.6 58.8 0.8 0.2 33.2 27.3 1.0 2.2 11.5 0.0 3.8 1.0
Number of Traders in Each Category Total Traders: 167
. 11 . 31 5 5 62 32 14 11 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 41,955
Positions
443 31,901 186 21,200 2,513 42 12,550 3,993 1,261 2,874 743 0 3,399 1,316
Changes from: October 11, 2022 Total Change is: 594
106 -127 -4 1,680 -225 0 -2,278 1,075 -149 1,023 0 0 216 24
Percent of Open Interest Represented by Each Category of Trader
1.1 76.0 0.4 50.5 6.0 0.1 29.9 9.5 3.0 6.9 1.8 0.0 8.1 3.1
Number of Traders in Each Category Total Traders: 63
. 5 . 8 5 . 20 8 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 51,735
Positions
32,170 357 92 4,953 24,488 429 9,688 17,907 930 633 778 53 2,787 6,701
Changes from: October 11, 2022 Total Change is: -547
1,698 -42 44 -2,493 1,278 60 -516 -2,708 540 83 -195 21 16 455
Percent of Open Interest Represented by Each Category of Trader
62.2 0.7 0.2 9.6 47.3 0.8 18.7 34.6 1.8 1.2 1.5 0.1 5.4 13.0
Number of Traders in Each Category Total Traders: 92
9 . . 10 21 5 17 26 6 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 11,861
Positions
2,927 4,939 54 4,244 3,569 0 3,652 1,512 0 0 244 0 984 1,543
Changes from: October 11, 2022 Total Change is: 268
147 -3 3 155 675 0 326 -79 -321 0 120 0 -42 -127
Percent of Open Interest Represented by Each Category of Trader
24.7 41.6 0.5 35.8 30.1 0.0 30.8 12.7 0.0 0.0 2.1 0.0 8.3 13.0
Number of Traders in Each Category Total Traders: 35
4 . . . 9 0 9 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 34,760
Positions
12,092 6,052 588 5,699 5,289 936 8,713 5,733 586 1,215 8,682 15 4,917 6,880
Changes from: October 11, 2022 Total Change is: 1,666
2,922 41 135 -259 1,101 -2 -274 553 126 54 175 15 -1,052 -477
Percent of Open Interest Represented by Each Category of Trader
34.8 17.4 1.7 16.4 15.2 2.7 25.1 16.5 1.7 3.5 25.0 0.0 14.1 19.8
Number of Traders in Each Category Total Traders: 100
16 10 . 13 12 4 21 20 15 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 69,519
Positions
24,183 12,104 1,176 11,398 10,577 1,872 17,426 11,466 1,172 2,429 17,363 29 9,834 13,761
Changes from: October 11, 2022 Total Change is: 3,332
5,844 81 269 -517 2,201 -3 -548 1,107 253 108 350 29 -2,103 -954
Percent of Open Interest Represented by Each Category of Trader
34.8 17.4 1.7 16.4 15.2 2.7 25.1 16.5 1.7 3.5 25.0 0.0 14.1 19.8
Number of Traders in Each Category Total Traders: 100
16 10 . 13 12 4 21 20 15 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 51,952
Positions
26,342 33,557 0 18,174 10,371 1,902 3,336 3,991 0 0 0 0 2,198 2,131
Changes from: October 11, 2022 Total Change is: -3,894
-1,155 -3,566 0 -1,950 24 -61 -694 -1,335 0 0 0 0 -34 1,044
Percent of Open Interest Represented by Each Category of Trader
50.7 64.6 0.0 35.0 20.0 3.7 6.4 7.7 0.0 0.0 0.0 0.0 4.2 4.1
Number of Traders in Each Category Total Traders: 34
5 4 0 18 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 709,173
Positions
98,243 52,174 27,075 187,275 142,330 58,612 28,752 113,807 218,345 26,183 25,259 10,071 54,618 61,499
Changes from: October 11, 2022 Total Change is: -3,535
3,938 2 -788 4,798 -4,259 -1,478 196 14,137 -10,555 -708 -2,234 2,660 -1,598 -1,020
Percent of Open Interest Represented by Each Category of Trader
13.9 7.4 3.8 26.4 20.1 8.3 4.1 16.0 30.8 3.7 3.6 1.4 7.7 8.7
Number of Traders in Each Category Total Traders: 615
39 32 45 139 118 121 62 124 126 57 41 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 31,864
Positions
6,239 28,841 0 17,754 1,697 0 4,545 328 83 0 0 0 3,243 915
Changes from: October 11, 2022 Total Change is: -1,387
174 -1,329 0 -1,691 296 0 402 29 -59 0 -306 0 -213 -18
Percent of Open Interest Represented by Each Category of Trader
19.6 90.5 0.0 55.7 5.3 0.0 14.3 1.0 0.3 0.0 0.0 0.0 10.2 2.9
Number of Traders in Each Category Total Traders: 34
5 7 0 11 . 0 7 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,545,867
Positions
491,213 260,872 135,374 936,376 711,650 293,061 143,759 569,036 1,091,727 130,914 126,296 50,354 273,089 307,497
Changes from: October 11, 2022 Total Change is: -17,676
19,690 10 -3,942 23,990 -21,293 -7,388 981 70,685 -52,776 -3,538 -11,170 13,299 -7,991 -5,101
Percent of Open Interest Represented by Each Category of Trader
13.9 7.4 3.8 26.4 20.1 8.3 4.1 16.0 30.8 3.7 3.6 1.4 7.7 8.7
Number of Traders in Each Category Total Traders: 615
39 32 45 139 118 121 62 124 126 57 41 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 24,976
Positions
16,342 21,022 0 5,509 53 330 1,159 1,119 12 0 0 0 1,624 2,440
Changes from: October 11, 2022 Total Change is: 386
-266 0 0 301 0 0 55 315 12 0 0 0 284 59
Percent of Open Interest Represented by Each Category of Trader
65.4 84.2 0.0 22.1 0.2 1.3 4.6 4.5 0.0 0.0 0.0 0.0 6.5 9.8
Number of Traders in Each Category Total Traders: 24
6 5 0 6 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 13,683
Positions
2,616 12,485 0 7,254 0 0 1,666 0 0 0 0 0 2,147 1,198
Changes from: October 11, 2022 Total Change is: 101
0 25 0 549 0 0 -129 0 -1 -256 0 0 -62 77
Percent of Open Interest Represented by Each Category of Trader
19.1 91.2 0.0 53.0 0.0 0.0 12.2 0.0 0.0 0.0 0.0 0.0 15.7 8.8
Number of Traders in Each Category Total Traders: 24
4 7 0 9 0 0 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 11,846
Positions
834 6,281 0 5,011 1,691 1,412 2,521 1,185 0 0 0 0 2,068 1,277
Changes from: October 11, 2022 Total Change is: -202
-141 -352 0 -388 0 0 268 -76 0 0 0 0 59 226
Percent of Open Interest Represented by Each Category of Trader
7.0 53.0 0.0 42.3 14.3 11.9 21.3 10.0 0.0 0.0 0.0 0.0 17.5 10.8
Number of Traders in Each Category Total Traders: 23
. 6 0 7 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 163,300
Positions
9,113 2,007 300 32,027 3,186 333 34,097 94,365 15,783 1,720 1,483 0 69,927 45,842
Changes from: October 11, 2022 Total Change is: 12,726
-1,617 234 200 1,177 1,279 -371 5,179 6,178 2,255 1,720 364 0 4,183 2,587
Percent of Open Interest Represented by Each Category of Trader
5.6 1.2 0.2 19.6 2.0 0.2 20.9 57.8 9.7 1.1 0.9 0.0 42.8 28.1
Number of Traders in Each Category Total Traders: 33
. . . 12 . 5 6 7 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874W Open Interest is 276,868
Positions
113,239 85,100 100,239 0 32,000 0 5,806 3,093 51,807 0 0 0 5,777 4,629
Changes from: October 11, 2022 Total Change is: 8,545
355 1,855 4,959 0 0 0 2,000 0 1,231 0 0 0 0 500
Percent of Open Interest Represented by Each Category of Trader
40.9 30.7 36.2 0.0 11.6 0.0 2.1 1.1 18.7 0.0 0.0 0.0 2.1 1.7
Number of Traders in Each Category Total Traders: 21
9 5 10 0 . 0 . . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 54,942
Positions
22,461 900 69 21,219 41,917 3,331 1,001 3,254 2 0 252 0 6,859 5,217
Changes from: October 11, 2022 Total Change is: -1,056
-1,438 501 -13 167 -1,146 156 230 -181 2 0 -306 0 -160 -69
Percent of Open Interest Represented by Each Category of Trader
40.9 1.6 0.1 38.6 76.3 6.1 1.8 5.9 0.0 0.0 0.5 0.0 12.5 9.5
Number of Traders in Each Category Total Traders: 63
7 . . 24 21 12 4 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 68,489
Positions
14,639 3,802 1,137 15,708 15,735 1,956 12,015 14,599 12,195 2,206 7,770 919 7,714 10,377
Changes from: October 11, 2022 Total Change is: -1,374
-1,068 1,295 -83 -93 -855 -411 89 -1,268 288 -144 342 213 -165 -895
Percent of Open Interest Represented by Each Category of Trader
21.4 5.6 1.7 22.9 23.0 2.9 17.5 21.3 17.8 3.2 11.3 1.3 11.3 15.2
Number of Traders in Each Category Total Traders: 318
27 18 13 55 53 34 37 64 38 23 41 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 342,446
Positions
73,196 19,009 5,685 78,539 78,675 9,778 60,076 72,995 60,976 11,031 38,848 4,596 38,569 51,884
Changes from: October 11, 2022 Total Change is: -6,868
-5,339 6,477 -416 -463 -4,274 -2,057 447 -6,338 1,442 -722 1,709 1,066 -825 -4,477
Percent of Open Interest Represented by Each Category of Trader
21.4 5.6 1.7 22.9 23.0 2.9 17.5 21.3 17.8 3.2 11.3 1.3 11.3 15.2
Number of Traders in Each Category Total Traders: 318
27 18 13 55 53 34 37 64 38 23 41 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 105,577
Positions
7,120 1,543 0 1,347 0 0 19,770 66,097 1,870 1,335 4,292 133 74,003 31,642
Changes from: October 11, 2022 Total Change is: -24,175
2,672 -1,370 0 325 0 0 -3,406 -28,191 -411 -3,291 1,831 3 -20,067 3,963
Percent of Open Interest Represented by Each Category of Trader
6.7 1.5 0.0 1.3 0.0 0.0 18.7 62.6 1.8 1.3 4.1 0.1 70.1 30.0
Number of Traders in Each Category Total Traders: 38
. . 0 . 0 0 10 12 7 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 548,773
Positions
196,310 43,362 1,284 146,037 245,871 45,363 94,712 138,879 17,114 19,122 33,084 670 28,161 23,146
Changes from: October 11, 2022 Total Change is: -29,151
-28,861 5,549 -734 2,455 -13,427 -1,030 -7,256 -12,296 -2,734 3,831 -3,636 -928 6,106 86
Percent of Open Interest Represented by Each Category of Trader
35.8 7.9 0.2 26.6 44.8 8.3 17.3 25.3 3.1 3.5 6.0 0.1 5.1 4.2
Number of Traders in Each Category Total Traders: 328
25 16 . 66 76 39 38 77 31 11 19 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 15,747
Positions
903 14,111 0 11,387 383 0 2,547 778 1 0 0 0 909 474
Changes from: October 11, 2022 Total Change is: -262
0 -398 0 -382 -4 0 73 -42 0 0 0 0 47 182
Percent of Open Interest Represented by Each Category of Trader
5.7 89.6 0.0 72.3 2.4 0.0 16.2 4.9 0.0 0.0 0.0 0.0 5.8 3.0
Number of Traders in Each Category Total Traders: 21
. 6 0 8 . 0 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 12,489
Positions
0 6,414 0 7,007 1,448 29 637 1,528 1 2,367 490 0 2,448 2,579
Changes from: October 11, 2022 Total Change is: -205
-300 -76 0 -297 -378 -16 224 -162 1 232 242 0 -49 184
Percent of Open Interest Represented by Each Category of Trader
0.0 51.4 0.0 56.1 11.6 0.2 5.1 12.2 0.0 19.0 3.9 0.0 19.6 20.7
Number of Traders in Each Category Total Traders: 21
0 . 0 8 . . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 48,046
Positions
6,693 4,997 355 22,831 4,436 2,576 9,612 7,317 19 292 8,024 2 5,666 20,320
Changes from: October 11, 2022 Total Change is: 3,548
-783 393 -11 1,650 97 -129 2,154 -1,423 -9 -66 608 2 740 4,020
Percent of Open Interest Represented by Each Category of Trader
13.9 10.4 0.7 47.5 9.2 5.4 20.0 15.2 0.0 0.6 16.7 0.0 11.8 42.3
Number of Traders in Each Category Total Traders: 65
10 7 . 13 5 7 11 15 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 404,325
Positions
46,039 131,676 1,303 267,404 163,275 44,334 20,168 31,426 1,002 15,968 23,915 386 7,721 7,008
Changes from: October 11, 2022 Total Change is: -3,670
5,617 5,037 -568 -5,297 -5,133 -1,305 -1,377 3,327 -11 405 274 40 -1,174 -5,331
Percent of Open Interest Represented by Each Category of Trader
11.4 32.6 0.3 66.1 40.4 11.0 5.0 7.8 0.2 3.9 5.9 0.1 1.9 1.7
Number of Traders in Each Category Total Traders: 208
15 14 4 69 58 37 18 18 7 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EM INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,058,828
Positions
78,931 280,591 10,610 617,088 448,404 147,141 92,587 117,658 8,924 81,190 22,040 1,811 20,546 21,649
Changes from: October 11, 2022 Total Change is: -7,177
-801 -11,893 -1,497 2,134 -2,839 184 -1,902 7,779 1,487 -6,209 -852 -31 -542 485
Percent of Open Interest Represented by Each Category of Trader
7.5 26.5 1.0 58.3 42.3 13.9 8.7 11.1 0.8 7.7 2.1 0.2 1.9 2.0
Number of Traders in Each Category Total Traders: 408
27 18 10 130 102 86 47 46 30 22 16 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 252,308
Positions
22,419 182,589 37,117 25,604 379 2,938 144,534 5,389 15,717 3,510 7,970 140 329 69
Changes from: October 11, 2022 Total Change is: 6,014
-229 5,343 1,867 10 0 -10 5,601 -5 -1,198 0 1 0 -27 16
Percent of Open Interest Represented by Each Category of Trader
8.9 72.4 14.7 10.1 0.2 1.2 57.3 2.1 6.2 1.4 3.2 0.1 0.1 0.0
Number of Traders in Each Category Total Traders: 104
6 28 14 14 . 4 36 4 11 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,406,277
Positions
21,294 109,573 64,593 615,924 294,864 202,832 88,810 340,946 137,661 76,145 93,421 9,304 189,713 153,082
Changes from: October 11, 2022 Total Change is: 12,435
2,330 -11,300 10,738 969 -943 -4,896 -3,989 11,417 3,441 -7,323 -421 -302 11,465 4,701
Percent of Open Interest Represented by Each Category of Trader
1.5 7.8 4.6 43.8 21.0 14.4 6.3 24.2 9.8 5.4 6.6 0.7 13.5 10.9
Number of Traders in Each Category Total Traders: 198
7 19 18 66 30 63 27 32 41 9 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,434,172
Positions
14,711 64,913 2,272 854,178 217,881 255,009 65,464 748,845 21,519 61,628 9,239 0 159,392 114,494
Changes from: October 11, 2022 Total Change is: 4,186
3,374 1,389 569 8,430 -5,771 -3,936 7,241 15,640 -5,427 -4,858 850 0 -1,206 873
Percent of Open Interest Represented by Each Category of Trader
1.0 4.5 0.2 59.6 15.2 17.8 4.6 52.2 1.5 4.3 0.6 0.0 11.1 8.0
Number of Traders in Each Category Total Traders: 162
4 11 . 78 24 60 11 25 9 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,069,164
Positions
25,875 246,306 12,758 1,157,048 407,778 318,347 164,545 635,152 84,446 139,621 129,863 4,886 161,637 229,629
Changes from: October 11, 2022 Total Change is: 1,556
-1,854 8,424 -3,630 23,474 -9,988 28,888 -31,820 50,803 -3,776 -9,771 -47,436 417 -372 -22,145
Percent of Open Interest Represented by Each Category of Trader
1.3 11.9 0.6 55.9 19.7 15.4 8.0 30.7 4.1 6.7 6.3 0.2 7.8 11.1
Number of Traders in Each Category Total Traders: 346
10 43 13 105 48 83 34 66 36 15 25 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 10Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,727,983
Positions
78,111 361,541 220,735 1,980,116 938,580 853,662 206,572 800,636 669,589 290,336 392,061 65,476 363,387 425,703
Changes from: October 11, 2022 Total Change is: -24,973
-19,643 -22,707 -3,948 73,874 -12,087 9,121 -29,488 18,185 -12,736 -40,762 -11,311 6,637 -8,029 3,872
Percent of Open Interest Represented by Each Category of Trader
1.7 7.6 4.7 41.9 19.9 18.1 4.4 16.9 14.2 6.1 8.3 1.4 7.7 9.0
Number of Traders in Each Category Total Traders: 427
18 34 36 129 73 118 52 71 89 25 25 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST 10Y - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,349,116
Positions
52,538 49,508 4,095 632,226 492,470 242,208 132,833 217,102 20,016 109,328 93,170 0 155,872 230,547
Changes from: October 11, 2022 Total Change is: -36,283
-2,329 -1,937 -298 -926 -6,849 -5,610 -37,622 -16,229 3,356 -10,339 5,559 0 17,485 -14,275
Percent of Open Interest Represented by Each Category of Trader
3.9 3.7 0.3 46.9 36.5 18.0 9.8 16.1 1.5 8.1 6.9 0.0 11.6 17.1
Number of Traders in Each Category Total Traders: 139
5 6 4 47 40 55 12 11 11 4 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 3,561
Positions
0 0 0 0 0 0 596 649 917 560 849 89 1,399 1,057
Changes from: October 11, 2022 Total Change is: 469
0 0 0 0 0 0 11 -93 645 -355 -310 88 80 139
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 16.7 18.2 25.8 15.7 23.8 2.5 39.3 29.7
Number of Traders in Each Category Total Traders: 20
0 0 0 0 0 0 4 . . 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,520,544
Positions
50,888 520,225 134,134 1,755,056 700,425 849,758 574,087 1,218,933 375,123 446,202 283,252 13,310 321,986 425,384
Changes from: October 11, 2022 Total Change is: -43,358
-11,265 29,750 1,496 -6,888 -41,381 8,268 -13,655 -21,030 -7,432 -18,530 -295 -994 5,642 -11,739
Percent of Open Interest Represented by Each Category of Trader
1.1 11.5 3.0 38.8 15.5 18.8 12.7 27.0 8.3 9.9 6.3 0.3 7.1 9.4
Number of Traders in Each Category Total Traders: 351
14 37 28 95 60 87 39 65 55 20 21 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
FED FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,651,153
Positions
222,015 375,766 441,790 7,519 84,062 34,173 477,267 299,952 370,615 64,990 3,317 2,930 29,854 38,548
Changes from: October 11, 2022 Total Change is: 31,501
-2,834 33,174 9,855 7,384 -2,451 1,030 17,230 18,326 -16,256 11,070 -1,822 -3,027 7,049 -7,328
Percent of Open Interest Represented by Each Category of Trader
13.4 22.8 26.8 0.5 5.1 2.1 28.9 18.2 22.4 3.9 0.2 0.2 1.8 2.3
Number of Traders in Each Category Total Traders: 141
23 39 55 4 4 4 28 24 44 12 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is16,405,166
Positions
2,160,961 2,040,010 2,495,463 963,087 150,919 414,098 607,535 1,131,776 9,216,842 30,825 164,999 117,897 398,458 673,162
Changes from: October 11, 2022 Total Change is: -530,472
-32,527 65,846 -55,712 25,598 1,486 -54,806 80,972 -7,060 -413,321 2,818 -5,020 -35,110 -48,385 -26,775
Percent of Open Interest Represented by Each Category of Trader
13.2 12.4 15.2 5.9 0.9 2.5 3.7 6.9 56.2 0.2 1.0 0.7 2.4 4.1
Number of Traders in Each Category Total Traders: 199
23 30 52 16 6 17 42 53 77 15 10 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-3M - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is12,653,844
Positions
2,503,713 2,611,905 1,622,978 731,281 481,930 485,144 818,928 925,037 6,227,071 74,968 109,711 176,574 13,188 13,494
Changes from: October 11, 2022 Total Change is: -51,950
87,937 49,035 49,105 -15,127 -16,143 -28,827 -44,951 -36,021 -99,733 -1,586 30,383 8,619 -7,387 -8,369
Percent of Open Interest Represented by Each Category of Trader
19.8 20.6 12.8 5.8 3.8 3.8 6.5 7.3 49.2 0.6 0.9 1.4 0.1 0.1
Number of Traders in Each Category Total Traders: 512
54 86 113 21 35 36 88 96 145 42 57 69
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-1M - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 665,962
Positions
174,418 286,277 122,111 300 19,789 2,840 205,509 66,316 158,986 1,105 9,006 417 276 220
Changes from: October 11, 2022 Total Change is: 35,600
21,756 30,429 -5,645 0 7,346 -2,145 14,435 -1,074 6,681 450 158 78 -10 -228
Percent of Open Interest Represented by Each Category of Trader
26.2 43.0 18.3 0.0 3.0 0.4 30.9 10.0 23.9 0.2 1.4 0.1 0.0 0.0
Number of Traders in Each Category Total Traders: 166
32 48 46 . 5 . 31 33 45 4 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 15,225
Positions
258 2,561 106 6,270 1,158 937 1,994 7,329 1,647 2,361 487 231 1,421 769
Changes from: October 11, 2022 Total Change is: -1,379
12 12 39 73 -328 -84 -1,595 -930 146 -373 -215 6 396 -26
Percent of Open Interest Represented by Each Category of Trader
1.7 16.8 0.7 41.2 7.6 6.2 13.1 48.1 10.8 15.5 3.2 1.5 9.3 5.1
Number of Traders in Each Category Total Traders: 95
4 . . 6 8 5 26 36 15 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 23,308
Positions
174 565 0 41 1,314 13 12,916 15,386 2,904 4,885 1,532 42 2,333 1,553
Changes from: October 11, 2022 Total Change is: 1,570
-264 513 0 -48 24 -11 1,685 769 303 -185 16 -7 98 -36
Percent of Open Interest Represented by Each Category of Trader
0.7 2.4 0.0 0.2 5.6 0.1 55.4 66.0 12.5 21.0 6.6 0.2 10.0 6.7
Number of Traders in Each Category Total Traders: 95
. . 0 . . . 12 13 9 43 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 4,145
Positions
96 68 169 0 489 14 1,200 2,216 288 1,663 363 0 714 538
Changes from: October 11, 2022 Total Change is: 241
0 -25 1 0 104 1 -455 251 20 684 0 -42 33 -68
Percent of Open Interest Represented by Each Category of Trader
2.3 1.6 4.1 0.0 11.8 0.3 29.0 53.5 7.0 40.1 8.8 0.0 17.2 13.0
Number of Traders in Each Category Total Traders: 56
. . . 0 5 . 11 22 9 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 85,163
Positions
4,099 0 0 138 2,646 0 41,494 49,155 27,818 9,675 4,470 647 1,291 427
Changes from: October 11, 2022 Total Change is: 2,478
-215 0 0 0 -151 0 2,182 5,390 439 -70 -3,158 -23 166 -20
Percent of Open Interest Represented by Each Category of Trader
4.8 0.0 0.0 0.2 3.1 0.0 48.7 57.7 32.7 11.4 5.2 0.8 1.5 0.5
Number of Traders in Each Category Total Traders: 106
. 0 0 . . 0 10 6 7 58 29 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 55,394
Positions
556 25,566 0 29,546 1,467 647 9,642 21,318 503 7,161 2,876 368 6,971 2,648
Changes from: October 11, 2022 Total Change is: 607
166 8 0 422 -89 20 -2,653 3 -32 2,253 532 40 391 124
Percent of Open Interest Represented by Each Category of Trader
1.0 46.2 0.0 53.3 2.6 1.2 17.4 38.5 0.9 12.9 5.2 0.7 12.6 4.8
Number of Traders in Each Category Total Traders: 130
. . 0 19 5 . 33 12 7 33 24 4
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Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 333,118
Positions
29,561 13,139 24,222 84,021 43,857 38,814 43,484 100,703 66,572 11,211 3,642 13,173 22,060 28,996
Changes from: October 11, 2022 Total Change is: -7,517
-6,986 -1,695 8,879 -10,396 -6,007 2,156 453 -4,392 -5,090 2,872 318 1,497 -902 -3,183
Percent of Open Interest Represented by Each Category of Trader
8.9 3.9 7.3 25.2 13.2 11.7 13.1 30.2 20.0 3.4 1.1 4.0 6.6 8.7
Number of Traders in Each Category Total Traders: 173
15 12 18 23 20 26 30 45 48 9 9 19
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Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 58,106
Positions
37,006 44,908 0 13,659 245 2,396 3,875 10,306 3 915 145 8 244 95
Changes from: October 11, 2022 Total Change is: -916
-27 0 0 -3,097 -586 162 1,937 -428 3 112 -67 3 -9 -3
Percent of Open Interest Represented by Each Category of Trader
63.7 77.3 0.0 23.5 0.4 4.1 6.7 17.7 0.0 1.6 0.2 0.0 0.4 0.2
Number of Traders in Each Category Total Traders: 41
. . 0 14 . 4 7 8 . . . .
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Updated October 21, 2022