Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 170,590
Positions
28,988 16,761 8,513 44,193 44,974 6,499 16,615 33,718 17,075 14,053 10,035 1,265 33,388 31,749
Changes from: October 18, 2022 Total Change is: -6,672
-2,407 1,591 -935 -977 1,172 -421 -1,617 -2,988 -1,228 -504 -640 -264 1,682 -2,959
Percent of Open Interest Represented by Each Category of Trader
17.0 9.8 5.0 25.9 26.4 3.8 9.7 19.8 10.0 8.2 5.9 0.7 19.6 18.6
Number of Traders in Each Category Total Traders: 116
10 6 8 13 26 11 16 27 15 14 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 50,688
Positions
28,724 365 2,700 2,424 14,900 572 5,336 9,390 1,724 0 0 0 9,208 21,037
Changes from: October 18, 2022 Total Change is: 1,609
3,641 -84 -11 -352 384 -290 -1,138 2,002 -220 0 0 0 -22 -172
Percent of Open Interest Represented by Each Category of Trader
56.7 0.7 5.3 4.8 29.4 1.1 10.5 18.5 3.4 0.0 0.0 0.0 18.2 41.5
Number of Traders in Each Category Total Traders: 42
6 . 5 . 13 . 9 10 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 291,986
Positions
113,338 33,163 10,374 38,022 104,410 5,541 73,338 67,434 23,603 4,853 5,419 240 22,676 41,801
Changes from: October 18, 2022 Total Change is: -296
-5,049 3,480 564 426 -4,491 546 1,346 4,430 -58 -77 -374 158 1,849 -4,551
Percent of Open Interest Represented by Each Category of Trader
38.8 11.4 3.6 13.0 35.8 1.9 25.1 23.1 8.1 1.7 1.9 0.1 7.8 14.3
Number of Traders in Each Category Total Traders: 151
8 6 9 12 42 15 28 38 25 6 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 303,475
Positions
133,191 3,377 4,978 59,613 139,281 7,923 41,399 75,234 23,689 4,348 5,900 494 27,839 42,598
Changes from: October 18, 2022 Total Change is: 11,275
4,962 3,150 228 -2,087 3,126 660 6,016 415 2,689 -411 3,513 -94 -687 -2,411
Percent of Open Interest Represented by Each Category of Trader
43.9 1.1 1.6 19.6 45.9 2.6 13.6 24.8 7.8 1.4 1.9 0.2 9.2 14.0
Number of Traders in Each Category Total Traders: 149
13 . 8 22 30 24 20 47 24 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 767,894
Positions
27,167 321,052 21,601 414,179 147,760 26,720 73,625 93,403 75,715 43,770 14,420 5,076 80,041 62,147
Changes from: October 18, 2022 Total Change is: 50,822
-1,637 27,053 7,615 16,610 -13,617 3,194 12,033 9,428 13,437 14 137 100 -544 3,475
Percent of Open Interest Represented by Each Category of Trader
3.5 41.8 2.8 53.9 19.2 3.5 9.6 12.2 9.9 5.7 1.9 0.7 10.4 8.1
Number of Traders in Each Category Total Traders: 342
14 15 11 112 37 55 52 51 43 42 18 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 30,842
Positions
412 18,755 23 11,897 591 2,604 1,595 4,934 603 0 0 0 13,708 3,332
Changes from: October 18, 2022 Total Change is: 32
9 -1 1 -424 0 -1 -71 -518 183 0 0 0 335 368
Percent of Open Interest Represented by Each Category of Trader
1.3 60.8 0.1 38.6 1.9 8.4 5.2 16.0 2.0 0.0 0.0 0.0 44.4 10.8
Number of Traders in Each Category Total Traders: 28
. . . 16 . 5 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 179,212
Positions
75,142 11,348 3,146 48,338 69,514 6,385 15,587 40,962 13,227 1,091 3,730 0 16,296 30,900
Changes from: October 18, 2022 Total Change is: 19,952
14,789 3,727 -70 5,146 4,261 -101 -2,727 7,216 5,615 -584 0 0 -2,116 -695
Percent of Open Interest Represented by Each Category of Trader
41.9 6.3 1.8 27.0 38.8 3.6 8.7 22.9 7.4 0.6 2.1 0.0 9.1 17.2
Number of Traders in Each Category Total Traders: 93
7 4 4 14 23 15 16 25 16 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 249,604
Positions
857 163,707 1,346 136,157 1,689 531 93,880 52,541 1,800 6,638 26,828 5 8,390 1,156
Changes from: October 18, 2022 Total Change is: 33,161
380 39,036 76 8,915 -4 9 22,085 -6,493 -346 1,806 1,862 -2 238 -977
Percent of Open Interest Represented by Each Category of Trader
0.3 65.6 0.5 54.5 0.7 0.2 37.6 21.0 0.7 2.7 10.7 0.0 3.4 0.5
Number of Traders in Each Category Total Traders: 176
. 10 . 32 5 6 69 23 11 17 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 43,644
Positions
376 31,899 188 19,600 3,664 42 13,252 2,733 3,009 3,431 774 0 3,746 1,335
Changes from: October 18, 2022 Total Change is: 1,689
-67 -2 2 -1,600 1,151 0 702 -1,260 1,748 557 31 0 347 19
Percent of Open Interest Represented by Each Category of Trader
0.9 73.1 0.4 44.9 8.4 0.1 30.4 6.3 6.9 7.9 1.8 0.0 8.6 3.1
Number of Traders in Each Category Total Traders: 63
. 5 . 7 8 . 22 6 6 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 51,402
Positions
25,946 967 91 5,578 24,619 496 14,771 16,837 1,120 347 814 70 2,983 6,388
Changes from: October 18, 2022 Total Change is: -333
-6,224 610 -1 625 131 67 5,083 -1,070 190 -286 36 17 196 -313
Percent of Open Interest Represented by Each Category of Trader
50.5 1.9 0.2 10.9 47.9 1.0 28.7 32.8 2.2 0.7 1.6 0.1 5.8 12.4
Number of Traders in Each Category Total Traders: 93
9 . . 12 23 4 14 26 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 17,201
Positions
4,090 4,945 57 2,237 6,518 0 9,714 1,658 0 0 2,244 0 1,103 1,779
Changes from: October 18, 2022 Total Change is: 5,340
1,163 6 3 -2,007 2,949 0 6,062 146 0 0 2,000 0 119 236
Percent of Open Interest Represented by Each Category of Trader
23.8 28.7 0.3 13.0 37.9 0.0 56.5 9.6 0.0 0.0 13.0 0.0 6.4 10.3
Number of Traders in Each Category Total Traders: 35
4 . . . 8 0 9 9 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 35,491
Positions
13,214 5,270 382 5,519 5,982 639 6,889 6,113 514 2,817 8,607 41 5,478 7,945
Changes from: October 18, 2022 Total Change is: 732
1,122 -782 -207 -180 694 -298 -1,825 380 -72 1,603 -75 27 561 1,064
Percent of Open Interest Represented by Each Category of Trader
37.2 14.8 1.1 15.6 16.9 1.8 19.4 17.2 1.4 7.9 24.2 0.1 15.4 22.4
Number of Traders in Each Category Total Traders: 93
14 11 . 12 12 5 18 17 13 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 70,982
Positions
26,427 10,540 763 11,038 11,964 1,277 13,777 12,226 1,027 5,635 17,213 82 10,955 15,889
Changes from: October 18, 2022 Total Change is: 1,463
2,244 -1,564 -413 -360 1,387 -595 -3,649 761 -144 3,205 -150 53 1,121 2,128
Percent of Open Interest Represented by Each Category of Trader
37.2 14.8 1.1 15.6 16.9 1.8 19.4 17.2 1.4 7.9 24.2 0.1 15.4 22.4
Number of Traders in Each Category Total Traders: 93
14 11 . 12 12 5 18 17 13 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 50,412
Positions
26,418 32,885 0 15,656 9,817 2,056 3,796 3,821 18 0 0 0 2,468 1,815
Changes from: October 18, 2022 Total Change is: -1,540
76 -672 0 -2,518 -554 154 460 -170 18 0 0 0 270 -316
Percent of Open Interest Represented by Each Category of Trader
52.4 65.2 0.0 31.1 19.5 4.1 7.5 7.6 0.0 0.0 0.0 0.0 4.9 3.6
Number of Traders in Each Category Total Traders: 32
5 4 0 16 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE ($0.5 X DJIA INDEX)
CFTC Code #124608 Open Interest is 25,139
Positions
1,747 452 0 0 487 350 13,270 6,816 311 550 2,827 165 8,746 13,731
Changes from: October 18, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
6.9 1.8 0.0 0.0 1.9 1.4 52.8 27.1 1.2 2.2 11.2 0.7 34.8 54.6
Number of Traders in Each Category Total Traders: 22
. . 0 0 . . 8 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 690,223
Positions
96,061 57,243 26,593 189,197 133,299 58,250 26,807 116,607 205,744 24,976 23,864 9,261 53,334 59,362
Changes from: October 18, 2022 Total Change is: -18,950
-2,182 5,069 -482 1,922 -9,031 -362 -1,945 2,800 -12,601 -1,207 -1,395 -810 -1,284 -2,137
Percent of Open Interest Represented by Each Category of Trader
13.9 8.3 3.9 27.4 19.3 8.4 3.9 16.9 29.8 3.6 3.5 1.3 7.7 8.6
Number of Traders in Each Category Total Traders: 613
41 33 45 143 118 121 61 122 117 45 48 50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 31,713
Positions
6,845 28,942 0 16,995 1,597 0 4,465 349 0 0 0 0 3,408 825
Changes from: October 18, 2022 Total Change is: -151
606 101 0 -759 -100 0 -80 21 -83 0 0 0 165 -90
Percent of Open Interest Represented by Each Category of Trader
21.6 91.3 0.0 53.6 5.0 0.0 14.1 1.1 0.0 0.0 0.0 0.0 10.7 2.6
Number of Traders in Each Category Total Traders: 34
5 7 0 11 . 0 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,451,115
Positions
480,303 286,215 132,966 945,986 666,495 291,251 134,036 583,034 1,028,721 124,879 119,319 46,304 266,669 296,810
Changes from: October 18, 2022 Total Change is: -94,752
-10,911 25,343 -2,408 9,611 -45,155 -1,809 -9,723 13,998 -63,007 -6,035 -6,977 -4,050 -6,420 -10,687
Percent of Open Interest Represented by Each Category of Trader
13.9 8.3 3.9 27.4 19.3 8.4 3.9 16.9 29.8 3.6 3.5 1.3 7.7 8.6
Number of Traders in Each Category Total Traders: 613
41 33 45 143 118 121 61 122 117 45 48 50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 24,813
Positions
16,346 21,022 0 5,545 53 330 856 874 0 0 0 0 1,736 2,534
Changes from: October 18, 2022 Total Change is: -163
4 0 0 36 0 0 -303 -245 -12 0 0 0 112 94
Percent of Open Interest Represented by Each Category of Trader
65.9 84.7 0.0 22.3 0.2 1.3 3.4 3.5 0.0 0.0 0.0 0.0 7.0 10.2
Number of Traders in Each Category Total Traders: 22
6 5 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 13,708
Positions
2,616 12,685 0 7,323 0 0 1,687 0 0 0 0 0 2,082 1,023
Changes from: October 18, 2022 Total Change is: 25
0 200 0 69 0 0 21 0 0 0 0 0 -65 -175
Percent of Open Interest Represented by Each Category of Trader
19.1 92.5 0.0 53.4 0.0 0.0 12.3 0.0 0.0 0.0 0.0 0.0 15.2 7.5
Number of Traders in Each Category Total Traders: 24
4 7 0 9 0 0 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 12,734
Positions
875 7,219 0 6,152 1,691 1,321 2,414 1,261 0 0 0 0 1,972 1,242
Changes from: October 18, 2022 Total Change is: 888
41 938 0 1,141 0 -91 -107 76 0 0 0 0 -96 -35
Percent of Open Interest Represented by Each Category of Trader
6.9 56.7 0.0 48.3 13.3 10.4 19.0 9.9 0.0 0.0 0.0 0.0 15.5 9.8
Number of Traders in Each Category Total Traders: 24
. 7 0 7 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 175,963
Positions
10,239 2,555 0 33,064 3,128 215 54,678 95,156 19,026 1,690 1,244 0 57,051 54,639
Changes from: October 18, 2022 Total Change is: 12,663
1,126 548 -300 1,037 -58 -118 20,581 791 3,243 -30 -239 0 -12,876 8,797
Percent of Open Interest Represented by Each Category of Trader
5.8 1.5 0.0 18.8 1.8 0.1 31.1 54.1 10.8 1.0 0.7 0.0 32.4 31.1
Number of Traders in Each Category Total Traders: 35
. . 0 13 . 6 7 8 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874W Open Interest is 276,912
Positions
111,239 83,100 102,283 0 32,000 0 5,806 3,093 51,807 0 0 0 5,777 4,629
Changes from: October 18, 2022 Total Change is: 44
-2,000 -2,000 2,044 0 0 0 0 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
40.2 30.0 36.9 0.0 11.6 0.0 2.1 1.1 18.7 0.0 0.0 0.0 2.1 1.7
Number of Traders in Each Category Total Traders: 21
9 4 11 0 . 0 . . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 52,431
Positions
20,114 1,116 59 20,520 40,219 3,185 1,265 2,840 16 0 0 0 7,272 4,996
Changes from: October 18, 2022 Total Change is: -2,511
-2,347 216 -10 -699 -1,698 -146 264 -414 14 0 -252 0 413 -221
Percent of Open Interest Represented by Each Category of Trader
38.4 2.1 0.1 39.1 76.7 6.1 2.4 5.4 0.0 0.0 0.0 0.0 13.9 9.5
Number of Traders in Each Category Total Traders: 58
6 . . 23 19 12 4 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 68,609
Positions
15,758 3,488 1,132 16,237 14,740 1,789 12,352 18,684 10,430 2,282 6,239 897 7,731 11,209
Changes from: October 18, 2022 Total Change is: 119
1,119 -314 -5 529 -995 -167 337 4,085 -1,765 76 -1,530 -23 17 832
Percent of Open Interest Represented by Each Category of Trader
23.0 5.1 1.7 23.7 21.5 2.6 18.0 27.2 15.2 3.3 9.1 1.3 11.3 16.3
Number of Traders in Each Category Total Traders: 303
30 13 12 56 46 31 38 61 35 27 31 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 343,043
Positions
78,790 17,441 5,661 81,184 73,698 8,945 61,762 93,422 52,152 11,412 31,196 4,483 38,654 56,045
Changes from: October 18, 2022 Total Change is: 597
5,594 -1,568 -24 2,645 -4,977 -833 1,685 20,427 -8,823 382 -7,652 -113 85 4,161
Percent of Open Interest Represented by Each Category of Trader
23.0 5.1 1.7 23.7 21.5 2.6 18.0 27.2 15.2 3.3 9.1 1.3 11.3 16.3
Number of Traders in Each Category Total Traders: 303
30 13 12 56 46 31 38 61 35 27 31 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 132,254
Positions
11,024 1,834 160 1,149 0 0 23,898 88,746 1,795 1,237 4,370 80 92,912 35,269
Changes from: October 18, 2022 Total Change is: 26,677
3,904 291 160 -198 0 0 4,128 22,649 -75 -98 78 -53 18,909 3,627
Percent of Open Interest Represented by Each Category of Trader
8.3 1.4 0.1 0.9 0.0 0.0 18.1 67.1 1.4 0.9 3.3 0.1 70.3 26.7
Number of Traders in Each Category Total Traders: 35
4 . . . 0 0 14 5 9 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 537,371
Positions
177,566 48,417 1,093 144,035 234,198 44,339 99,576 136,009 15,640 23,654 32,384 1,735 29,733 23,555
Changes from: October 18, 2022 Total Change is: -11,402
-18,744 5,055 -191 -2,002 -11,673 -1,024 4,864 -2,870 -1,474 4,532 -700 1,066 1,572 409
Percent of Open Interest Represented by Each Category of Trader
33.0 9.0 0.2 26.8 43.6 8.3 18.5 25.3 2.9 4.4 6.0 0.3 5.5 4.4
Number of Traders in Each Category Total Traders: 322
24 18 . 66 74 42 42 68 32 11 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 15,723
Positions
1,111 14,169 0 11,239 378 0 2,558 738 0 0 0 0 815 438
Changes from: October 18, 2022 Total Change is: -24
208 58 0 -148 -5 0 11 -40 -1 0 0 0 -94 -36
Percent of Open Interest Represented by Each Category of Trader
7.1 90.1 0.0 71.5 2.4 0.0 16.3 4.7 0.0 0.0 0.0 0.0 5.2 2.8
Number of Traders in Each Category Total Traders: 22
. 6 0 8 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $0.5)
CFTC Code #239747 Open Interest is 24,137
Positions
4,528 0 0 1,315 0 0 9,193 3,886 3,087 220 829 0 5,794 16,335
Changes from: October 18, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
18.8 0.0 0.0 5.4 0.0 0.0 38.1 16.1 12.8 0.9 3.4 0.0 24.0 67.7
Number of Traders in Each Category Total Traders: 20
. 0 0 . 0 0 6 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 12,187
Positions
0 5,449 0 6,836 1,448 27 413 2,300 0 2,135 600 0 2,776 2,363
Changes from: October 18, 2022 Total Change is: -302
0 -965 0 -171 0 -2 -224 772 -1 -232 110 0 328 -216
Percent of Open Interest Represented by Each Category of Trader
0.0 44.7 0.0 56.1 11.9 0.2 3.4 18.9 0.0 17.5 4.9 0.0 22.8 19.4
Number of Traders in Each Category Total Traders: 21
0 4 0 8 . . . 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 47,126
Positions
6,570 6,598 326 22,404 4,656 2,547 9,738 7,597 26 0 8,634 0 5,515 16,742
Changes from: October 18, 2022 Total Change is: -920
-123 1,601 -29 -427 220 -29 126 280 7 -292 610 -2 -151 -3,578
Percent of Open Interest Represented by Each Category of Trader
13.9 14.0 0.7 47.5 9.9 5.4 20.7 16.1 0.1 0.0 18.3 0.0 11.7 35.5
Number of Traders in Each Category Total Traders: 65
11 8 . 13 5 7 11 15 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 392,876
Positions
39,383 125,496 1,585 262,721 163,858 43,891 18,773 26,137 1,089 16,987 23,757 404 8,043 6,659
Changes from: October 18, 2022 Total Change is: -11,449
-6,656 -6,180 282 -4,683 583 -443 -1,395 -5,289 87 1,019 -158 18 322 -349
Percent of Open Interest Represented by Each Category of Trader
10.0 31.9 0.4 66.9 41.7 11.2 4.8 6.7 0.3 4.3 6.0 0.1 2.0 1.7
Number of Traders in Each Category Total Traders: 211
15 15 4 69 60 36 19 17 9 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EM INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,057,931
Positions
87,630 285,370 10,884 631,506 439,366 146,845 74,227 111,909 9,614 73,080 31,265 1,760 22,385 20,918
Changes from: October 18, 2022 Total Change is: -897
8,699 4,779 274 14,418 -9,038 -296 -18,360 -5,749 690 -8,110 9,225 -51 1,839 -731
Percent of Open Interest Represented by Each Category of Trader
8.3 27.0 1.0 59.7 41.5 13.9 7.0 10.6 0.9 6.9 3.0 0.2 2.1 2.0
Number of Traders in Each Category Total Traders: 411
29 19 9 131 103 92 45 45 31 21 18 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 263,467
Positions
13,964 187,907 44,829 25,573 187 2,938 155,909 5,154 14,296 5,492 7,920 140 326 96
Changes from: October 18, 2022 Total Change is: 11,159
-8,455 5,318 7,712 -31 -192 0 11,375 -235 -1,421 1,982 -50 0 -3 27
Percent of Open Interest Represented by Each Category of Trader
5.3 71.3 17.0 9.7 0.1 1.1 59.2 2.0 5.4 2.1 3.0 0.1 0.1 0.0
Number of Traders in Each Category Total Traders: 103
6 28 14 13 . 4 36 4 11 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,398,940
Positions
24,582 107,737 52,725 626,057 303,465 190,811 102,559 363,464 132,170 78,329 89,054 6,780 184,927 152,735
Changes from: October 18, 2022 Total Change is: -7,337
3,289 -1,836 -11,868 10,133 8,601 -12,021 13,749 22,518 -5,492 2,183 -4,367 -2,524 -4,786 -347
Percent of Open Interest Represented by Each Category of Trader
1.8 7.7 3.8 44.8 21.7 13.6 7.3 26.0 9.4 5.6 6.4 0.5 13.2 10.9
Number of Traders in Each Category Total Traders: 200
6 18 16 67 30 64 30 31 41 8 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST BOND - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,453,246
Positions
12,166 63,788 4,989 860,291 221,724 255,380 69,717 753,580 23,849 62,014 9,108 0 164,840 120,828
Changes from: October 18, 2022 Total Change is: 19,074
-2,545 -1,125 2,717 6,113 3,843 371 4,253 4,735 2,330 386 -131 0 5,448 6,334
Percent of Open Interest Represented by Each Category of Trader
0.8 4.4 0.3 59.2 15.3 17.6 4.8 51.9 1.6 4.3 0.6 0.0 11.3 8.3
Number of Traders in Each Category Total Traders: 157
. 11 . 77 22 59 9 26 12 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,157,028
Positions
29,357 256,814 12,492 1,227,277 359,033 331,406 153,613 725,305 92,395 146,357 142,843 3,260 160,872 233,480
Changes from: October 18, 2022 Total Change is: 87,864
3,481 10,509 -267 70,229 -48,745 13,059 -10,932 90,153 7,949 6,736 12,980 -1,626 -766 3,851
Percent of Open Interest Represented by Each Category of Trader
1.4 11.9 0.6 56.9 16.6 15.4 7.1 33.6 4.3 6.8 6.6 0.2 7.5 10.8
Number of Traders in Each Category Total Traders: 351
10 42 12 104 49 83 33 67 32 18 28 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 10Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,598,103
Positions
70,961 366,157 172,521 2,045,573 965,328 844,585 228,451 822,836 522,099 255,885 401,093 71,729 386,299 431,755
Changes from: October 18, 2022 Total Change is: -129,880
-7,150 4,616 -48,214 65,457 26,747 -9,077 21,880 22,200 -147,490 -34,451 9,032 6,253 22,912 6,052
Percent of Open Interest Represented by Each Category of Trader
1.5 8.0 3.8 44.5 21.0 18.4 5.0 17.9 11.4 5.6 8.7 1.6 8.4 9.4
Number of Traders in Each Category Total Traders: 415
16 29 34 128 75 121 48 70 84 25 24 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST 10Y - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,386,023
Positions
48,958 47,240 5,618 661,054 530,341 241,490 145,088 219,835 14,476 118,526 96,533 0 150,813 230,490
Changes from: October 18, 2022 Total Change is: 36,907
-3,580 -2,268 1,523 28,828 37,871 -718 12,255 2,733 -5,540 9,198 3,363 0 -5,059 -57
Percent of Open Interest Represented by Each Category of Trader
3.5 3.4 0.4 47.7 38.3 17.4 10.5 15.9 1.0 8.6 7.0 0.0 10.9 16.6
Number of Traders in Each Category Total Traders: 144
4 7 4 46 45 57 11 11 11 6 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 3,748
Positions
0 0 0 0 0 0 914 1,552 382 1,215 643 20 1,217 1,151
Changes from: October 18, 2022 Total Change is: 187
0 0 0 0 0 0 318 903 -535 655 -206 -69 -182 94
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 24.4 41.4 10.2 32.4 17.2 0.5 32.5 30.7
Number of Traders in Each Category Total Traders: 26
0 0 0 0 0 0 4 . . 15 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,438,100
Positions
40,742 531,320 87,444 1,726,127 744,004 869,988 634,008 1,233,738 277,496 464,194 271,477 7,249 330,853 415,386
Changes from: October 18, 2022 Total Change is: -82,444
-10,146 11,095 -46,691 -28,929 43,579 20,230 59,922 14,805 -97,627 17,992 -11,775 -6,061 8,868 -9,998
Percent of Open Interest Represented by Each Category of Trader
0.9 12.0 2.0 38.9 16.8 19.6 14.3 27.8 6.3 10.5 6.1 0.2 7.5 9.4
Number of Traders in Each Category Total Traders: 353
14 31 26 97 61 91 42 66 53 19 23 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
FED FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,712,476
Positions
232,536 405,219 456,320 8,223 100,324 15,214 512,956 305,124 388,482 66,820 2,355 4,227 27,698 35,211
Changes from: October 18, 2022 Total Change is: 61,323
10,521 29,453 14,530 704 16,262 -18,959 35,689 5,172 17,867 1,830 -962 1,297 -2,156 -3,337
Percent of Open Interest Represented by Each Category of Trader
13.6 23.7 26.6 0.5 5.9 0.9 30.0 17.8 22.7 3.9 0.1 0.2 1.6 2.1
Number of Traders in Each Category Total Traders: 144
23 39 56 5 4 4 27 27 46 13 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is15,771,553
Positions
1,829,967 2,077,769 2,480,742 922,440 152,892 395,834 729,349 998,946 8,647,482 29,330 163,076 120,123 616,286 734,689
Changes from: October 18, 2022 Total Change is: -633,613
-330,994 37,759 -14,720 -40,647 1,973 -18,265 121,813 -132,830 -569,360 -1,495 -1,923 2,226 217,828 61,527
Percent of Open Interest Represented by Each Category of Trader
11.6 13.2 15.7 5.8 1.0 2.5 4.6 6.3 54.8 0.2 1.0 0.8 3.9 4.7
Number of Traders in Each Category Total Traders: 195
22 29 50 17 6 18 44 50 76 13 11 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-3M - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is13,006,044
Positions
2,508,050 2,562,357 1,588,946 629,523 470,807 529,964 810,634 859,941 6,631,459 75,764 132,040 205,315 26,389 25,216
Changes from: October 18, 2022 Total Change is: 352,200
4,337 -49,548 -34,032 -101,757 -11,122 44,819 -8,294 -65,096 404,388 797 22,329 28,741 13,201 11,721
Percent of Open Interest Represented by Each Category of Trader
19.3 19.7 12.2 4.8 3.6 4.1 6.2 6.6 51.0 0.6 1.0 1.6 0.2 0.2
Number of Traders in Each Category Total Traders: 516
54 87 112 27 28 36 94 92 150 45 60 66
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-1M - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 734,940
Positions
180,005 320,582 138,207 300 9,687 10,644 242,466 78,452 161,030 1,681 12,692 474 133 3,172
Changes from: October 18, 2022 Total Change is: 68,978
5,587 34,305 16,096 0 -10,102 7,804 36,957 12,136 2,044 576 3,686 57 -143 2,952
Percent of Open Interest Represented by Each Category of Trader
24.5 43.6 18.8 0.0 1.3 1.4 33.0 10.7 21.9 0.2 1.7 0.1 0.0 0.4
Number of Traders in Each Category Total Traders: 167
31 50 50 . 5 . 32 33 45 7 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 16,062
Positions
237 2,300 182 6,459 847 827 3,552 8,068 1,959 1,211 626 410 1,225 843
Changes from: October 18, 2022 Total Change is: 837
-21 -261 76 190 -311 -110 1,557 739 312 -1,150 139 179 -196 74
Percent of Open Interest Represented by Each Category of Trader
1.5 14.3 1.1 40.2 5.3 5.1 22.1 50.2 12.2 7.5 3.9 2.6 7.6 5.2
Number of Traders in Each Category Total Traders: 103
4 . . 7 7 6 28 36 23 7 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 25,438
Positions
227 881 0 30 1,379 2 12,475 14,922 5,414 4,416 1,350 69 2,805 1,421
Changes from: October 18, 2022 Total Change is: 2,130
53 316 0 -11 65 -11 -441 -464 2,510 -469 -182 27 472 -132
Percent of Open Interest Represented by Each Category of Trader
0.9 3.5 0.0 0.1 5.4 0.0 49.0 58.7 21.3 17.4 5.3 0.3 11.0 5.6
Number of Traders in Each Category Total Traders: 86
. . 0 . 4 . 13 13 7 35 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 4,937
Positions
96 85 161 192 448 24 1,394 2,561 764 1,383 432 0 923 462
Changes from: October 18, 2022 Total Change is: 792
0 17 -8 192 -41 10 194 345 476 -280 69 0 209 -76
Percent of Open Interest Represented by Each Category of Trader
1.9 1.7 3.3 3.9 9.1 0.5 28.2 51.9 15.5 28.0 8.8 0.0 18.7 9.4
Number of Traders in Each Category Total Traders: 64
. . . . 5 . 18 21 14 8 5 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MICRO ETHER - CHICAGO MERCANTILE EXCHANGE (0.1 Index Points)
CFTC Code #146022 Open Interest is 86,218
Positions
2,785 0 0 138 2,646 0 36,651 45,335 31,464 13,013 5,561 847 1,320 366
Changes from: October 18, 2022 Total Change is: 1,055
-1,314 0 0 0 0 0 -4,843 -3,820 3,645 3,338 1,091 199 29 -61
Percent of Open Interest Represented by Each Category of Trader
3.2 0.0 0.0 0.2 3.1 0.0 42.5 52.6 36.5 15.1 6.4 1.0 1.5 0.4
Number of Traders in Each Category Total Traders: 117
. 0 0 . . 0 7 9 7 74 23 4
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 59,193
Positions
391 25,566 0 29,641 1,367 664 13,862 25,670 678 6,652 2,205 369 6,935 2,673
Changes from: October 18, 2022 Total Change is: 3,799
-165 0 0 95 -100 17 4,220 4,352 175 -509 -671 2 -36 25
Percent of Open Interest Represented by Each Category of Trader
0.7 43.2 0.0 50.1 2.3 1.1 23.4 43.4 1.1 11.2 3.7 0.6 11.7 4.5
Number of Traders in Each Category Total Traders: 136
. . 0 19 4 . 37 19 8 32 22 4
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 317,892
Positions
27,861 11,243 20,925 76,689 40,268 39,720 50,249 99,088 65,606 6,315 3,284 9,684 20,843 28,074
Changes from: October 18, 2022 Total Change is: -15,226
-1,700 -1,896 -3,297 -7,332 -3,589 906 6,765 -1,615 -966 -4,896 -358 -3,489 -1,217 -922
Percent of Open Interest Represented by Each Category of Trader
8.8 3.5 6.6 24.1 12.7 12.5 15.8 31.2 20.6 2.0 1.0 3.0 6.6 8.8
Number of Traders in Each Category Total Traders: 162
12 11 16 23 22 28 33 37 44 7 7 15
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BBG COMMODITY - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 58,057
Positions
36,988 44,908 0 13,658 245 2,396 3,720 10,308 3 984 103 15 293 79
Changes from: October 18, 2022 Total Change is: -49
-18 0 0 -1 0 0 -155 2 0 69 -42 7 49 -16
Percent of Open Interest Represented by Each Category of Trader
63.7 77.4 0.0 23.5 0.4 4.1 6.4 17.8 0.0 1.7 0.2 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 40
. . 0 14 . 4 7 8 . . . .
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Updated October 28, 2022