Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 171,022
Positions
31,024 16,215 6,867 45,773 45,647 6,049 15,145 35,617 17,564 13,970 8,645 888 33,741 33,530
Changes from: October 25, 2022 Total Change is: 432
2,037 -547 -1,647 1,580 674 -450 -1,469 1,898 489 -83 -1,390 -377 353 1,781
Percent of Open Interest Represented by Each Category of Trader
18.1 9.5 4.0 26.8 26.7 3.5 8.9 20.8 10.3 8.2 5.1 0.5 19.7 19.6
Number of Traders in Each Category Total Traders: 114
11 5 7 13 27 8 15 28 15 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 54,708
Positions
32,830 0 3,114 2,545 15,944 252 6,546 13,053 1,740 0 0 0 7,681 20,605
Changes from: October 25, 2022 Total Change is: 4,020
4,107 -365 414 121 1,044 -320 1,209 3,663 16 0 0 0 -1,527 -432
Percent of Open Interest Represented by Each Category of Trader
60.0 0.0 5.7 4.7 29.1 0.5 12.0 23.9 3.2 0.0 0.0 0.0 14.0 37.7
Number of Traders in Each Category Total Traders: 46
8 0 5 . 14 . 10 11 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 276,563
Positions
107,654 33,655 10,420 36,992 91,061 5,656 64,737 63,298 24,502 4,908 5,248 491 21,203 42,232
Changes from: October 25, 2022 Total Change is: -15,423
-5,683 491 46 -1,031 -13,349 115 -8,601 -4,136 899 54 -171 251 -1,473 431
Percent of Open Interest Represented by Each Category of Trader
38.9 12.2 3.8 13.4 32.9 2.0 23.4 22.9 8.9 1.8 1.9 0.2 7.7 15.3
Number of Traders in Each Category Total Traders: 145
8 7 8 12 42 16 23 38 29 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 287,162
Positions
125,602 7,140 5,396 56,829 135,872 5,304 41,980 64,798 23,146 3,848 2,661 335 24,721 42,510
Changes from: October 25, 2022 Total Change is: -16,313
-7,589 3,762 418 -2,784 -3,408 -2,619 581 -10,436 -543 -500 -3,240 -159 -3,118 -88
Percent of Open Interest Represented by Each Category of Trader
43.7 2.5 1.9 19.8 47.3 1.8 14.6 22.6 8.1 1.3 0.9 0.1 8.6 14.8
Number of Traders in Each Category Total Traders: 139
10 4 8 20 31 23 20 40 21 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 778,406
Positions
26,958 354,936 19,266 417,954 131,730 25,310 78,217 90,568 78,627 45,803 14,156 5,150 81,120 58,661
Changes from: October 25, 2022 Total Change is: 10,512
-208 33,884 -2,334 3,774 -16,030 -1,410 4,592 -2,835 2,912 2,033 -263 74 1,079 -3,486
Percent of Open Interest Represented by Each Category of Trader
3.5 45.6 2.5 53.7 16.9 3.3 10.0 11.6 10.1 5.9 1.8 0.7 10.4 7.5
Number of Traders in Each Category Total Traders: 349
16 15 10 112 39 55 48 54 44 44 20 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 30,443
Positions
0 18,769 14 11,664 653 2,957 1,628 4,786 0 0 0 0 14,180 3,264
Changes from: October 25, 2022 Total Change is: -399
-412 14 -9 -233 62 353 33 -148 -603 0 0 0 472 -68
Percent of Open Interest Represented by Each Category of Trader
0.0 61.7 0.0 38.3 2.1 9.7 5.3 15.7 0.0 0.0 0.0 0.0 46.6 10.7
Number of Traders in Each Category Total Traders: 26
0 . . 15 . 5 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 180,545
Positions
77,381 11,300 2,910 43,435 68,532 5,417 14,442 41,735 18,483 2,002 3,730 0 16,475 28,438
Changes from: October 25, 2022 Total Change is: 1,333
2,239 -47 -236 -4,903 -982 -968 -1,145 773 5,256 911 0 0 179 -2,462
Percent of Open Interest Represented by Each Category of Trader
42.9 6.3 1.6 24.1 38.0 3.0 8.0 23.1 10.2 1.1 2.1 0.0 9.1 15.8
Number of Traders in Each Category Total Traders: 100
7 4 5 13 23 14 16 31 15 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 283,668
Positions
214 206,476 1,308 156,826 1,547 798 107,135 41,333 3,058 5,824 27,111 28 8,477 2,009
Changes from: October 25, 2022 Total Change is: 34,064
-643 42,769 -38 20,669 -142 267 13,255 -11,209 1,258 -814 283 23 87 853
Percent of Open Interest Represented by Each Category of Trader
0.1 72.8 0.5 55.3 0.5 0.3 37.8 14.6 1.1 2.1 9.6 0.0 3.0 0.7
Number of Traders in Each Category Total Traders: 179
. 10 . 34 5 6 71 26 15 15 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 58,324
Positions
1,585 31,582 3,804 5,746 9,313 42 36,951 5,436 874 3,070 1,009 0 6,251 6,264
Changes from: October 25, 2022 Total Change is: 14,680
1,209 -317 3,616 -13,854 5,649 0 23,699 2,703 -2,135 -361 235 0 2,505 4,929
Percent of Open Interest Represented by Each Category of Trader
2.7 54.1 6.5 9.9 16.0 0.1 63.4 9.3 1.5 5.3 1.7 0.0 10.7 10.7
Number of Traders in Each Category Total Traders: 70
. 5 . 7 8 . 20 12 7 12 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 47,594
Positions
18,834 1,046 91 4,137 23,098 400 19,970 15,639 747 623 747 80 2,712 5,746
Changes from: October 25, 2022 Total Change is: -3,808
-7,112 79 0 -1,441 -1,521 -96 5,199 -1,198 -373 276 -67 10 -271 -642
Percent of Open Interest Represented by Each Category of Trader
39.6 2.2 0.2 8.7 48.5 0.8 42.0 32.9 1.6 1.3 1.6 0.2 5.7 12.1
Number of Traders in Each Category Total Traders: 92
9 . . 7 21 5 19 27 5 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 23,214
Positions
5,469 5,412 57 2,464 12,047 0 14,428 1,693 0 0 2,414 0 796 1,591
Changes from: October 25, 2022 Total Change is: 6,013
1,379 467 0 227 5,529 0 4,714 35 0 0 170 0 -307 -188
Percent of Open Interest Represented by Each Category of Trader
23.6 23.3 0.2 10.6 51.9 0.0 62.2 7.3 0.0 0.0 10.4 0.0 3.4 6.9
Number of Traders in Each Category Total Traders: 37
4 . . 4 7 0 10 9 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 38,106
Positions
13,273 5,512 438 6,831 3,625 297 7,813 8,263 539 2,900 9,437 78 5,937 9,918
Changes from: October 25, 2022 Total Change is: 2,615
59 242 57 1,312 -2,357 -342 925 2,150 26 83 830 37 460 1,973
Percent of Open Interest Represented by Each Category of Trader
34.8 14.5 1.1 17.9 9.5 0.8 20.5 21.7 1.4 7.6 24.8 0.2 15.6 26.0
Number of Traders in Each Category Total Traders: 92
13 10 . 14 10 . 16 19 11 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 76,212
Positions
26,545 11,023 876 13,662 7,250 593 15,626 16,526 1,079 5,800 18,873 156 11,875 19,836
Changes from: October 25, 2022 Total Change is: 5,230
118 483 113 2,624 -4,714 -684 1,849 4,300 51 165 1,660 74 919 3,947
Percent of Open Interest Represented by Each Category of Trader
34.8 14.5 1.1 17.9 9.5 0.8 20.5 21.7 1.4 7.6 24.8 0.2 15.6 26.0
Number of Traders in Each Category Total Traders: 92
13 10 . 14 10 . 16 19 11 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 49,514
Positions
26,308 31,930 307 16,310 10,510 1,675 2,603 3,808 0 0 0 0 2,311 1,284
Changes from: October 25, 2022 Total Change is: -898
-110 -955 307 654 693 -381 -1,193 -13 -18 0 0 0 -157 -531
Percent of Open Interest Represented by Each Category of Trader
53.1 64.5 0.6 32.9 21.2 3.4 5.3 7.7 0.0 0.0 0.0 0.0 4.7 2.6
Number of Traders in Each Category Total Traders: 34
5 4 . 18 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 680,300
Positions
85,571 74,265 27,090 187,566 123,458 57,087 29,563 109,121 201,671 32,494 23,470 5,298 53,960 58,839
Changes from: October 25, 2022 Total Change is: -9,923
-10,490 17,022 497 -1,632 -9,841 -1,163 2,755 -7,486 -4,073 7,518 -394 -3,963 626 -523
Percent of Open Interest Represented by Each Category of Trader
12.6 10.9 4.0 27.6 18.1 8.4 4.3 16.0 29.6 4.8 3.4 0.8 7.9 8.6
Number of Traders in Each Category Total Traders: 591
36 36 42 137 116 118 69 107 110 49 37 40
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 31,459
Positions
8,211 28,475 0 15,155 1,459 0 4,794 656 0 0 0 0 3,299 869
Changes from: October 25, 2022 Total Change is: -254
1,366 -467 0 -1,840 -138 0 329 307 0 0 0 0 -109 44
Percent of Open Interest Represented by Each Category of Trader
26.1 90.5 0.0 48.2 4.6 0.0 15.2 2.1 0.0 0.0 0.0 0.0 10.5 2.8
Number of Traders in Each Category Total Traders: 35
5 7 0 11 . 0 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 3,401,500
Positions
427,855 371,326 135,450 937,829 617,290 285,434 147,813 545,605 1,008,356 162,471 117,351 26,491 269,801 294,197
Changes from: October 25, 2022 Total Change is: -49,615
-52,448 85,111 2,484 -8,158 -49,205 -5,817 13,777 -37,429 -20,365 37,592 -1,968 -19,813 3,132 -2,613
Percent of Open Interest Represented by Each Category of Trader
12.6 10.9 4.0 27.6 18.1 8.4 4.3 16.0 29.6 4.8 3.4 0.8 7.9 8.6
Number of Traders in Each Category Total Traders: 591
36 36 42 137 116 118 69 107 110 49 37 40
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 24,751
Positions
15,946 21,328 0 5,685 53 330 956 824 0 0 0 0 1,834 2,216
Changes from: October 25, 2022 Total Change is: -62
-400 306 0 140 0 0 100 -50 0 0 0 0 98 -318
Percent of Open Interest Represented by Each Category of Trader
64.4 86.2 0.0 23.0 0.2 1.3 3.9 3.3 0.0 0.0 0.0 0.0 7.4 9.0
Number of Traders in Each Category Total Traders: 23
6 6 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 13,916
Positions
2,516 12,974 0 7,406 0 0 1,807 0 0 0 0 0 2,187 942
Changes from: October 25, 2022 Total Change is: 208
-100 289 0 83 0 0 120 0 0 0 0 0 105 -81
Percent of Open Interest Represented by Each Category of Trader
18.1 93.2 0.0 53.2 0.0 0.0 13.0 0.0 0.0 0.0 0.0 0.0 15.7 6.8
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 November 1, 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 12,456
Positions
1,121 7,158 0 6,011 1,691 1,290 1,265 1,205 0 0 0 0 2,769 1,112
Changes from: October 25, 2022 Total Change is: -278
246 -61 0 -141 0 -31 -1,149 -56 0 0 0 0 797 -130
Percent of Open Interest Represented by Each Category of Trader
9.0 57.5 0.0 48.3 13.6 10.4 10.2 9.7 0.0 0.0 0.0 0.0 22.2 8.9
Number of Traders in Each Category Total Traders: 21
. 6 0 7 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 197,600
Positions
14,986 3,031 300 33,222 3,782 233 74,174 97,893 20,279 1,730 2,037 0 52,676 70,045
Changes from: October 25, 2022 Total Change is: 21,637
4,747 476 300 158 654 18 19,496 2,737 1,253 40 793 0 -4,375 15,406
Percent of Open Interest Represented by Each Category of Trader
7.6 1.5 0.2 16.8 1.9 0.1 37.5 49.5 10.3 0.9 1.0 0.0 26.7 35.4
Number of Traders in Each Category Total Traders: 34
. . . 12 . 6 5 8 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 275,962
Positions
110,239 82,100 102,783 0 32,000 0 5,816 3,093 51,297 0 0 0 5,827 4,689
Changes from: October 25, 2022 Total Change is: -950
-1,000 -1,000 500 0 0 0 10 0 -510 0 0 0 50 60
Percent of Open Interest Represented by Each Category of Trader
39.9 29.8 37.2 0.0 11.6 0.0 2.1 1.1 18.6 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 November 1, 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 47,075
Positions
15,987 2,288 49 20,621 33,713 2,989 1,143 1,863 76 0 0 0 6,210 6,097
Changes from: October 25, 2022 Total Change is: -5,356
-4,127 1,172 -10 101 -6,506 -196 -122 -977 60 0 0 0 -1,062 1,101
Percent of Open Interest Represented by Each Category of Trader
34.0 4.9 0.1 43.8 71.6 6.3 2.4 4.0 0.2 0.0 0.0 0.0 13.2 13.0
Number of Traders in Each Category Total Traders: 57
5 4 . 26 15 11 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 67,476
Positions
16,335 3,626 1,199 15,713 13,952 1,835 12,144 18,317 9,989 1,969 7,389 973 7,319 10,194
Changes from: October 25, 2022 Total Change is: -1,133
577 138 67 -524 -787 46 -208 -367 -441 -313 1,150 76 -412 -1,015
Percent of Open Interest Represented by Each Category of Trader
24.2 5.4 1.8 23.3 20.7 2.7 18.0 27.1 14.8 2.9 11.0 1.4 10.8 15.1
Number of Traders in Each Category Total Traders: 302
33 15 13 56 48 32 41 54 35 22 33 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 337,378
Positions
81,673 18,131 5,995 78,563 69,761 9,176 60,720 91,585 49,945 9,845 36,947 4,865 36,596 50,972
Changes from: October 25, 2022 Total Change is: -5,665
2,883 690 335 -2,621 -3,937 231 -1,042 -1,837 -2,207 -1,567 5,752 382 -2,058 -5,073
Percent of Open Interest Represented by Each Category of Trader
24.2 5.4 1.8 23.3 20.7 2.7 18.0 27.1 14.8 2.9 11.0 1.4 10.8 15.1
Number of Traders in Each Category Total Traders: 302
33 15 13 56 48 32 41 54 35 22 33 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 139,360
Positions
5,881 2,013 0 1,149 0 0 25,101 104,539 2,443 2,970 4,006 0 101,816 26,359
Changes from: October 25, 2022 Total Change is: 7,106
-5,143 179 -160 0 0 0 1,203 15,793 648 1,733 -364 -80 8,904 -8,910
Percent of Open Interest Represented by Each Category of Trader
4.2 1.4 0.0 0.8 0.0 0.0 18.0 75.0 1.8 2.1 2.9 0.0 73.1 18.9
Number of Traders in Each Category Total Traders: 36
4 . 0 . 0 0 11 9 9 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 513,460
Positions
135,516 56,552 977 157,511 218,201 42,506 103,054 128,285 16,982 30,117 27,530 353 26,445 22,075
Changes from: October 25, 2022 Total Change is: -23,911
-42,050 8,135 -116 13,476 -15,998 -1,833 3,478 -7,725 1,342 6,463 -4,854 -1,383 -3,288 -1,480
Percent of Open Interest Represented by Each Category of Trader
26.4 11.0 0.2 30.7 42.5 8.3 20.1 25.0 3.3 5.9 5.4 0.1 5.2 4.3
Number of Traders in Each Category Total Traders: 327
22 20 . 71 74 44 44 69 28 11 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 15,759
Positions
1,211 14,215 0 10,988 372 0 2,564 718 0 0 0 0 996 454
Changes from: October 25, 2022 Total Change is: 36
100 46 0 -251 -6 0 6 -20 0 0 0 0 181 16
Percent of Open Interest Represented by Each Category of Trader
7.7 90.2 0.0 69.7 2.4 0.0 16.3 4.6 0.0 0.0 0.0 0.0 6.3 2.9
Number of Traders in Each Category Total Traders: 21
. 6 0 7 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 13,102
Positions
1,240 5,670 0 6,970 785 28 0 2,816 0 2,135 1,011 0 2,729 2,792
Changes from: October 25, 2022 Total Change is: 915
1,240 221 0 134 -663 1 -413 516 0 0 411 0 -47 429
Percent of Open Interest Represented by Each Category of Trader
9.5 43.3 0.0 53.2 6.0 0.2 0.0 21.5 0.0 16.3 7.7 0.0 20.8 21.3
Number of Traders in Each Category Total Traders: 20
. 4 0 8 . . 0 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 50,530
Positions
7,618 8,708 298 21,782 4,213 2,537 12,286 5,517 34 738 10,411 0 5,237 18,812
Changes from: October 25, 2022 Total Change is: 3,404
1,048 2,110 -28 -622 -443 -10 2,548 -2,080 8 738 1,777 0 -278 2,070
Percent of Open Interest Represented by Each Category of Trader
15.1 17.2 0.6 43.1 8.3 5.0 24.3 10.9 0.1 1.5 20.6 0.0 10.4 37.2
Number of Traders in Each Category Total Traders: 64
13 7 . 14 5 7 10 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 378,914
Positions
36,809 122,946 508 256,545 151,539 45,681 14,800 28,807 1,734 15,790 20,744 401 6,646 6,554
Changes from: October 25, 2022 Total Change is: -13,962
-2,574 -2,550 -1,077 -6,176 -12,319 1,790 -3,973 2,670 645 -1,197 -3,013 -3 -1,397 -105
Percent of Open Interest Represented by Each Category of Trader
9.7 32.4 0.1 67.7 40.0 12.1 3.9 7.6 0.5 4.2 5.5 0.1 1.8 1.7
Number of Traders in Each Category Total Traders: 210
14 14 4 69 58 36 15 23 10 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 1,133,700
Positions
81,978 328,535 9,638 706,450 434,491 140,320 73,453 139,276 8,007 84,293 55,649 1,658 27,903 16,126
Changes from: October 25, 2022 Total Change is: 75,769
-5,652 43,165 -1,246 74,944 -4,875 -6,525 -774 27,367 -1,607 11,213 24,384 -102 5,518 -4,792
Percent of Open Interest Represented by Each Category of Trader
7.2 29.0 0.9 62.3 38.3 12.4 6.5 12.3 0.7 7.4 4.9 0.1 2.5 1.4
Number of Traders in Each Category Total Traders: 413
26 21 10 136 99 91 43 48 31 22 18 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 270,063
Positions
9,983 188,328 49,504 24,694 99 2,733 161,046 5,174 15,388 5,492 7,879 388 835 570
Changes from: October 25, 2022 Total Change is: 6,596
-3,981 421 4,675 -879 -88 -205 5,137 20 1,092 0 -41 248 509 474
Percent of Open Interest Represented by Each Category of Trader
3.7 69.7 18.3 9.1 0.0 1.0 59.6 1.9 5.7 2.0 2.9 0.1 0.3 0.2
Number of Traders in Each Category Total Traders: 105
5 29 15 13 . 4 37 4 10 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 1,378,477
Positions
25,171 105,244 52,011 601,493 304,066 205,409 87,219 325,620 136,029 81,078 93,138 7,149 182,918 149,811
Changes from: October 25, 2022 Total Change is: -20,463
589 -2,493 -714 -24,564 601 14,598 -15,340 -37,844 3,860 2,749 4,084 368 -2,010 -2,924
Percent of Open Interest Represented by Each Category of Trader
1.8 7.6 3.8 43.6 22.1 14.9 6.3 23.6 9.9 5.9 6.8 0.5 13.3 10.9
Number of Traders in Each Category Total Traders: 195
6 17 17 63 33 64 23 36 40 7 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 1,451,185
Positions
22,875 46,137 513 856,706 244,347 258,643 71,924 754,732 18,489 55,964 14,533 0 166,071 113,791
Changes from: October 25, 2022 Total Change is: -2,061
10,709 -17,651 -4,476 -3,585 22,623 3,263 2,207 1,151 -5,360 -6,050 5,425 0 1,231 -7,037
Percent of Open Interest Represented by Each Category of Trader
1.6 3.2 0.0 59.0 16.8 17.8 5.0 52.0 1.3 3.9 1.0 0.0 11.4 7.8
Number of Traders in Each Category Total Traders: 158
4 10 . 74 24 59 11 25 10 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 2,262,626
Positions
46,592 198,794 17,774 1,287,567 365,962 298,809 155,919 909,338 124,255 158,333 146,913 3,363 170,014 197,419
Changes from: October 25, 2022 Total Change is: 105,598
17,236 -58,021 5,282 60,290 6,929 -32,597 2,306 184,033 31,860 11,976 4,070 103 9,143 -36,061
Percent of Open Interest Represented by Each Category of Trader
2.1 8.8 0.8 56.9 16.2 13.2 6.9 40.2 5.5 7.0 6.5 0.1 7.5 8.7
Number of Traders in Each Category Total Traders: 355
14 34 14 107 50 86 30 72 43 19 28 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 4,670,923
Positions
77,996 353,819 197,673 2,072,708 908,278 820,957 225,870 953,911 571,102 253,284 371,536 68,389 382,943 425,257
Changes from: October 25, 2022 Total Change is: 72,820
7,035 -12,338 25,152 27,135 -57,050 -23,628 -2,581 131,075 49,004 -2,601 -29,556 -3,340 -3,356 -6,499
Percent of Open Interest Represented by Each Category of Trader
1.7 7.6 4.2 44.4 19.4 17.6 4.8 20.4 12.2 5.4 8.0 1.5 8.2 9.1
Number of Traders in Each Category Total Traders: 426
23 31 37 127 80 121 46 75 83 23 21 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 1,392,496
Positions
45,406 47,821 6,284 668,880 546,174 232,945 144,291 213,115 16,759 124,348 98,110 0 153,583 231,288
Changes from: October 25, 2022 Total Change is: 6,473
-3,552 581 666 7,826 15,833 -8,545 -797 -6,720 2,283 5,822 1,577 0 2,770 798
Percent of Open Interest Represented by Each Category of Trader
3.3 3.4 0.5 48.0 39.2 16.7 10.4 15.3 1.2 8.9 7.0 0.0 11.0 16.6
Number of Traders in Each Category Total Traders: 145
. 7 . 46 44 57 10 15 10 5 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 2,518
Positions
0 0 0 0 0 0 89 1,662 0 1,296 119 0 1,133 737
Changes from: October 25, 2022 Total Change is: -1,230
0 0 0 0 0 0 -825 110 -382 81 -524 -20 -84 -414
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 3.5 66.0 0.0 51.5 4.7 0.0 45.0 29.3
Number of Traders in Each Category Total Traders: 26
0 0 0 0 0 0 . . 0 18 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 4,521,914
Positions
46,801 565,035 101,747 1,812,496 707,984 844,506 611,985 1,322,488 292,186 479,046 262,221 7,501 325,645 418,244
Changes from: October 25, 2022 Total Change is: 83,814
6,059 33,715 14,304 86,369 -36,020 -25,481 -22,023 88,750 14,690 14,852 -9,255 253 -5,208 2,859
Percent of Open Interest Represented by Each Category of Trader
1.0 12.5 2.3 40.1 15.7 18.7 13.5 29.2 6.5 10.6 5.8 0.2 7.2 9.2
Number of Traders in Each Category Total Traders: 349
14 33 26 99 56 93 40 66 55 21 20 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 1,366,722
Positions
276,825 256,819 353,718 3,561 96,810 14,496 310,176 245,629 349,455 28,767 6,280 4,633 25,091 38,882
Changes from: October 25, 2022 Total Change is: -345,754
44,289 -148,400 -102,602 -4,662 -3,514 -718 -202,780 -59,495 -39,027 -38,053 3,925 406 -2,607 3,671
Percent of Open Interest Represented by Each Category of Trader
20.3 18.8 25.9 0.3 7.1 1.1 22.7 18.0 25.6 2.1 0.5 0.3 1.8 2.8
Number of Traders in Each Category Total Traders: 131
24 33 49 . 4 4 27 25 47 8 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 is15,371,296
Positions
2,128,161 2,047,236 2,306,419 829,555 147,637 376,450 594,967 936,098 8,584,418 28,790 153,712 127,079 395,457 692,246
Changes from: October 25, 2022 Total Change is: -400,257
298,194 -30,533 -174,323 -92,885 -5,255 -19,384 -134,381 -62,848 -63,064 -540 -9,364 6,956 -220,829 -42,443
Percent of Open Interest Represented by Each Category of Trader
13.8 13.3 15.0 5.4 1.0 2.4 3.9 6.1 55.8 0.2 1.0 0.8 2.6 4.5
Number of Traders in Each Category Total Traders: 194
24 28 51 15 7 16 48 43 76 14 10 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 is13,383,005
Positions
2,500,188 2,573,814 1,674,861 541,890 434,041 545,149 851,985 825,090 6,950,005 79,186 137,282 206,580 33,161 36,183
Changes from: October 25, 2022 Total Change is: 376,961
-7,862 11,458 85,915 -87,633 -36,766 15,185 41,352 -34,851 318,546 3,422 5,242 1,265 6,772 10,968
Percent of Open Interest Represented by Each Category of Trader
18.7 19.2 12.5 4.0 3.2 4.1 6.4 6.2 51.9 0.6 1.0 1.5 0.2 0.3
Number of Traders in Each Category Total Traders: 527
53 88 115 27 29 34 92 97 150 52 55 64
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 553,111
Positions
115,590 251,099 109,346 200 1,153 11,718 204,132 62,950 110,233 943 5,506 782 167 324
Changes from: October 25, 2022 Total Change is: -181,829
-64,415 -69,483 -28,861 -100 -8,534 1,074 -38,334 -15,502 -50,797 -738 -7,186 308 34 -2,848
Percent of Open Interest Represented by Each Category of Trader
20.9 45.4 19.8 0.0 0.2 2.1 36.9 11.4 19.9 0.2 1.0 0.1 0.0 0.1
Number of Traders in Each Category Total Traders: 163
32 49 47 . 5 . 29 35 42 5 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 13,146
Positions
222 2,465 83 6,558 1,042 565 2,380 6,029 1,507 412 507 184 1,236 763
Changes from: October 25, 2022 Total Change is: -2,916
-15 165 -99 98 195 -262 -1,172 -2,040 -452 -800 -118 -226 11 -79
Percent of Open Interest Represented by Each Category of Trader
1.7 18.8 0.6 49.9 7.9 4.3 18.1 45.9 11.5 3.1 3.9 1.4 9.4 5.8
Number of Traders in Each Category Total Traders: 94
4 . . 6 7 5 22 38 22 4 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 20,407
Positions
232 1,177 0 60 1,224 6 11,551 13,171 2,969 2,968 717 29 2,591 1,113
Changes from: October 25, 2022 Total Change is: -5,031
5 296 0 30 -155 4 -924 -1,751 -2,444 -1,448 -633 -40 -213 -308
Percent of Open Interest Represented by Each Category of Trader
1.1 5.8 0.0 0.3 6.0 0.0 56.6 64.5 14.6 14.5 3.5 0.1 12.7 5.5
Number of Traders in Each Category Total Traders: 80
. . 0 . . . 12 9 8 37 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 3,411
Positions
96 141 148 325 277 31 1,230 1,850 313 375 268 5 888 378
Changes from: October 25, 2022 Total Change is: -1,526
0 56 -13 133 -171 7 -164 -712 -451 -1,009 -164 5 -34 -83
Percent of Open Interest Represented by Each Category of Trader
2.8 4.1 4.3 9.5 8.1 0.9 36.1 54.2 9.2 11.0 7.9 0.1 26.0 11.1
Number of Traders in Each Category Total Traders: 58
. . . . 4 . 20 17 8 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 56,907
Positions
3,447 0 0 138 1,674 0 18,054 28,970 21,086 12,366 4,343 605 1,211 229
Changes from: October 25, 2022 Total Change is: -29,311
662 0 0 0 -972 0 -18,597 -16,365 -10,378 -647 -1,217 -242 -109 -137
Percent of Open Interest Represented by Each Category of Trader
6.1 0.0 0.0 0.2 2.9 0.0 31.7 50.9 37.1 21.7 7.6 1.1 2.1 0.4
Number of Traders in Each Category Total Traders: 118
. 0 0 . . 0 8 8 6 76 22 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
USD INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 56,077
Positions
415 25,566 0 27,011 1,271 761 15,613 21,724 373 5,079 3,107 348 6,477 2,928
Changes from: October 25, 2022 Total Change is: -3,116
24 0 0 -2,630 -96 97 1,751 -3,946 -306 -1,573 901 -22 -458 255
Percent of Open Interest Represented by Each Category of Trader
0.7 45.6 0.0 48.2 2.3 1.4 27.8 38.7 0.7 9.1 5.5 0.6 11.6 5.2
Number of Traders in Each Category Total Traders: 126
. . 0 14 . 4 31 18 4 32 25 4
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Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 326,527
Positions
30,601 10,936 22,490 67,940 55,218 37,414 54,707 82,598 75,530 6,329 5,278 10,409 21,107 26,654
Changes from: October 25, 2022 Total Change is: 8,635
2,740 -307 1,565 -8,749 14,950 -2,306 4,458 -16,490 9,924 14 1,994 725 264 -1,420
Percent of Open Interest Represented by Each Category of Trader
9.4 3.3 6.9 20.8 16.9 11.5 16.8 25.3 23.1 1.9 1.6 3.2 6.5 8.2
Number of Traders in Each Category Total Traders: 167
12 12 18 16 28 24 30 45 49 8 5 16
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Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 57,986
Positions
36,988 47,444 0 13,802 75 2,396 3,462 7,758 3 981 189 17 337 104
Changes from: October 25, 2022 Total Change is: -71
0 2,536 0 144 -170 0 -258 -2,550 0 -3 86 2 44 25
Percent of Open Interest Represented by Each Category of Trader
63.8 81.8 0.0 23.8 0.1 4.1 6.0 13.4 0.0 1.7 0.3 0.0 0.6 0.2
Number of Traders in Each Category Total Traders: 42
. 4 0 14 . 4 7 8 . . . .
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Updated November 04, 2022