Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 163,765
Positions
30,393 13,929 4,503 44,769 47,148 6,113 16,659 38,028 13,404 15,210 9,898 51 32,664 30,692
Changes from: November 1, 2022 Total Change is: -7,257
-632 -2,285 -2,364 -1,004 1,500 63 1,513 2,411 -4,160 1,240 1,253 -837 -1,077 -2,838
Percent of Open Interest Represented by Each Category of Trader
18.6 8.5 2.7 27.3 28.8 3.7 10.2 23.2 8.2 9.3 6.0 0.0 19.9 18.7
Number of Traders in Each Category Total Traders: 117
10 4 6 12 26 8 17 29 16 13 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 54,207
Positions
32,282 0 2,979 2,329 14,461 217 5,190 14,230 1,961 0 0 0 9,249 20,360
Changes from: November 1, 2022 Total Change is: -501
-548 0 -135 -216 -1,483 -35 -1,356 1,176 221 0 0 0 1,568 -245
Percent of Open Interest Represented by Each Category of Trader
59.6 0.0 5.5 4.3 26.7 0.4 9.6 26.3 3.6 0.0 0.0 0.0 17.1 37.6
Number of Traders in Each Category Total Traders: 41
7 0 4 . 12 . 7 12 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 269,886
Positions
99,954 35,899 9,361 37,700 92,013 6,430 63,679 57,414 25,970 5,656 4,535 290 20,847 37,975
Changes from: November 1, 2022 Total Change is: -6,677
-7,701 2,244 -1,060 708 951 774 -1,058 -5,884 1,468 748 -713 -201 -356 -4,257
Percent of Open Interest Represented by Each Category of Trader
37.0 13.3 3.5 14.0 34.1 2.4 23.6 21.3 9.6 2.1 1.7 0.1 7.7 14.1
Number of Traders in Each Category Total Traders: 142
8 6 7 13 42 18 22 37 23 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 273,288
Positions
118,294 5,939 4,784 55,114 133,157 5,360 38,592 61,422 18,038 4,182 2,491 122 28,803 41,976
Changes from: November 1, 2022 Total Change is: -13,874
-7,309 -1,201 -612 -1,715 -2,716 56 -3,388 -3,376 -5,109 334 -170 -213 4,082 -533
Percent of Open Interest Represented by Each Category of Trader
43.3 2.2 1.8 20.2 48.7 2.0 14.1 22.5 6.6 1.5 0.9 0.0 10.5 15.4
Number of Traders in Each Category Total Traders: 132
9 4 7 19 30 22 16 40 19 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 770,108
Positions
26,948 366,909 19,477 419,370 124,407 25,529 71,625 81,510 74,695 45,499 14,643 5,247 81,718 57,690
Changes from: November 1, 2022 Total Change is: -8,298
-10 11,973 211 1,416 -7,323 219 -6,592 -9,058 -3,932 -304 486 98 597 -971
Percent of Open Interest Represented by Each Category of Trader
3.5 47.6 2.5 54.5 16.2 3.3 9.3 10.6 9.7 5.9 1.9 0.7 10.6 7.5
Number of Traders in Each Category Total Traders: 341
15 17 12 113 38 52 55 42 41 43 18 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 30,603
Positions
415 18,765 18 11,571 1,087 2,958 1,001 4,402 499 0 0 0 14,141 2,874
Changes from: November 1, 2022 Total Change is: 160
415 -4 4 -93 434 1 -627 -384 499 0 0 0 -39 -390
Percent of Open Interest Represented by Each Category of Trader
1.4 61.3 0.1 37.8 3.6 9.7 3.3 14.4 1.6 0.0 0.0 0.0 46.2 9.4
Number of Traders in Each Category Total Traders: 27
. . . 15 4 6 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 169,767
Positions
73,859 13,150 2,585 42,444 71,629 5,506 19,175 40,792 6,482 2,236 3,730 0 17,480 25,893
Changes from: November 1, 2022 Total Change is: -10,778
-3,522 1,849 -325 -990 3,097 89 4,732 -943 -12,002 234 0 0 1,005 -2,545
Percent of Open Interest Represented by Each Category of Trader
43.5 7.7 1.5 25.0 42.2 3.2 11.3 24.0 3.8 1.3 2.2 0.0 10.3 15.3
Number of Traders in Each Category Total Traders: 97
7 . 4 12 25 16 19 25 13 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 300,932
Positions
995 228,789 1,293 163,702 1,601 1,543 113,455 34,385 2,914 7,896 28,011 55 9,080 2,342
Changes from: November 1, 2022 Total Change is: 17,264
781 22,313 -15 6,876 54 745 6,320 -6,948 -144 2,072 900 27 603 332
Percent of Open Interest Represented by Each Category of Trader
0.3 76.0 0.4 54.4 0.5 0.5 37.7 11.4 1.0 2.6 9.3 0.0 3.0 0.8
Number of Traders in Each Category Total Traders: 189
. 10 . 33 7 8 78 23 14 20 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 28,086
Positions
498 6,799 162 7,056 8,609 42 12,786 9,125 47 2,989 2,072 0 4,506 1,230
Changes from: November 1, 2022 Total Change is: -30,238
-1,087 -24,783 -3,642 1,310 -704 0 -24,165 3,690 -827 -82 1,063 0 -1,745 -5,035
Percent of Open Interest Represented by Each Category of Trader
1.8 24.2 0.6 25.1 30.7 0.1 45.5 32.5 0.2 10.6 7.4 0.0 16.0 4.4
Number of Traders in Each Category Total Traders: 74
. 4 . 9 8 . 20 12 4 13 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 45,925
Positions
20,227 848 87 3,736 22,840 421 17,232 14,751 1,150 478 809 55 2,539 4,964
Changes from: November 1, 2022 Total Change is: -1,669
1,394 -198 -4 -401 -257 21 -2,738 -888 403 -145 62 -25 -174 -783
Percent of Open Interest Represented by Each Category of Trader
44.0 1.8 0.2 8.1 49.7 0.9 37.5 32.1 2.5 1.0 1.8 0.1 5.5 10.8
Number of Traders in Each Category Total Traders: 95
9 . . 7 24 5 21 25 6 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 24,082
Positions
5,618 5,051 43 2,361 12,545 0 14,944 1,718 3 0 3,385 0 1,113 1,337
Changes from: November 1, 2022 Total Change is: 868
149 -361 -14 -103 498 0 516 25 3 0 971 0 317 -254
Percent of Open Interest Represented by Each Category of Trader
23.3 21.0 0.2 9.8 52.1 0.0 62.1 7.1 0.0 0.0 14.1 0.0 4.6 5.6
Number of Traders in Each Category Total Traders: 37
4 . . . 6 0 10 11 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 39,072
Positions
12,079 6,771 465 7,955 5,175 363 8,952 6,906 605 2,681 9,069 34 5,939 9,685
Changes from: November 1, 2022 Total Change is: 966
-1,194 1,259 27 1,124 1,550 67 1,138 -1,357 65 -219 -367 -44 2 -233
Percent of Open Interest Represented by Each Category of Trader
30.9 17.3 1.2 20.4 13.2 0.9 22.9 17.7 1.5 6.9 23.2 0.1 15.2 24.8
Number of Traders in Each Category Total Traders: 95
14 12 . 16 10 4 19 15 14 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 78,143
Positions
24,158 13,541 929 15,910 10,349 726 17,903 13,813 1,209 5,361 18,138 67 11,879 19,370
Changes from: November 1, 2022 Total Change is: 1,931
-2,387 2,518 53 2,248 3,099 133 2,277 -2,713 131 -438 -735 -89 4 -466
Percent of Open Interest Represented by Each Category of Trader
30.9 17.3 1.2 20.4 13.2 0.9 22.9 17.7 1.5 6.9 23.2 0.1 15.2 24.8
Number of Traders in Each Category Total Traders: 95
14 12 . 16 10 4 19 15 14 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 50,249
Positions
26,817 31,267 0 16,889 10,865 1,709 2,293 4,269 0 0 0 0 2,541 2,139
Changes from: November 1, 2022 Total Change is: 735
509 -663 -307 579 355 34 -310 461 0 0 0 0 230 855
Percent of Open Interest Represented by Each Category of Trader
53.4 62.2 0.0 33.6 21.6 3.4 4.6 8.5 0.0 0.0 0.0 0.0 5.1 4.3
Number of Traders in Each Category Total Traders: 33
5 4 0 17 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 687,289
Positions
84,633 70,928 29,425 184,952 120,932 56,202 33,225 112,231 209,346 29,325 23,592 5,348 54,833 59,286
Changes from: November 1, 2022 Total Change is: 6,989
-938 -3,337 2,335 -2,613 -2,526 -885 3,662 3,110 7,675 -3,169 122 50 873 446
Percent of Open Interest Represented by Each Category of Trader
12.3 10.3 4.3 26.9 17.6 8.2 4.8 16.3 30.5 4.3 3.4 0.8 8.0 8.6
Number of Traders in Each Category Total Traders: 598
37 36 45 134 115 118 75 104 118 58 36 45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 31,711
Positions
7,842 28,866 0 14,906 1,364 0 5,913 311 0 0 0 0 3,050 1,170
Changes from: November 1, 2022 Total Change is: 252
-369 391 0 -249 -95 0 1,119 -345 0 0 0 0 -249 301
Percent of Open Interest Represented by Each Category of Trader
24.7 91.0 0.0 47.0 4.3 0.0 18.6 1.0 0.0 0.0 0.0 0.0 9.6 3.7
Number of Traders in Each Category Total Traders: 35
5 7 0 12 . 0 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 3,436,443
Positions
423,164 354,639 147,125 924,762 604,658 281,008 166,123 561,153 1,046,729 146,626 117,961 26,741 274,166 296,429
Changes from: November 1, 2022 Total Change is: 34,943
-4,691 -16,687 11,675 -13,067 -12,632 -4,427 18,310 15,548 38,374 -15,846 610 250 4,365 2,232
Percent of Open Interest Represented by Each Category of Trader
12.3 10.3 4.3 26.9 17.6 8.2 4.8 16.3 30.5 4.3 3.4 0.8 8.0 8.6
Number of Traders in Each Category Total Traders: 598
37 36 45 134 115 118 75 104 118 58 36 45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 24,923
Positions
14,016 21,981 0 5,808 53 330 1,327 534 0 0 0 0 3,442 2,025
Changes from: November 1, 2022 Total Change is: 172
-1,930 653 0 123 0 0 371 -290 0 0 0 0 1,608 -191
Percent of Open Interest Represented by Each Category of Trader
56.2 88.2 0.0 23.3 0.2 1.3 5.3 2.1 0.0 0.0 0.0 0.0 13.8 8.1
Number of Traders in Each Category Total Traders: 24
6 7 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 14,115
Positions
2,612 13,350 0 7,150 0 0 1,765 0 0 0 0 0 2,588 765
Changes from: November 1, 2022 Total Change is: 199
96 376 0 -256 0 0 -42 0 0 0 0 0 401 -177
Percent of Open Interest Represented by Each Category of Trader
18.5 94.6 0.0 50.7 0.0 0.0 12.5 0.0 0.0 0.0 0.0 0.0 18.3 5.4
Number of Traders in Each Category Total Traders: 24
4 8 0 8 0 0 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 22,975
Positions
7,256 16,744 0 13,991 4,184 0 628 1,095 0 0 0 0 1,100 952
Changes from: November 1, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
31.6 72.9 0.0 60.9 18.2 0.0 2.7 4.8 0.0 0.0 0.0 0.0 4.8 4.1
Number of Traders in Each Category Total Traders: 21
6 4 0 . 5 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 16,143
Positions
793 10,595 0 10,261 0 1,324 1,523 1,184 0 0 0 0 2,242 3,040
Changes from: November 1, 2022 Total Change is: 3,687
-328 3,437 0 4,250 -1,691 34 258 -21 0 0 0 0 -527 1,928
Percent of Open Interest Represented by Each Category of Trader
4.9 65.6 0.0 63.6 0.0 8.2 9.4 7.3 0.0 0.0 0.0 0.0 13.9 18.8
Number of Traders in Each Category Total Traders: 24
. 8 0 8 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 204,177
Positions
13,676 2,978 300 34,511 3,793 135 90,460 85,827 14,692 1,610 21 0 48,793 96,432
Changes from: November 1, 2022 Total Change is: 6,577
-1,310 -53 0 1,289 11 -98 16,286 -12,067 -5,587 -120 -2,016 0 -3,883 26,387
Percent of Open Interest Represented by Each Category of Trader
6.7 1.5 0.1 16.9 1.9 0.1 44.3 42.0 7.2 0.8 0.0 0.0 23.9 47.2
Number of Traders in Each Category Total Traders: 32
. . . 12 . 4 7 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 279,462
Positions
109,002 82,100 105,013 0 32,000 0 5,816 2,093 53,297 0 0 0 6,334 4,959
Changes from: November 1, 2022 Total Change is: 3,500
-1,237 0 2,230 0 0 0 0 -1,000 2,000 0 0 0 507 270
Percent of Open Interest Represented by Each Category of Trader
39.0 29.4 37.6 0.0 11.5 0.0 2.1 0.7 19.1 0.0 0.0 0.0 2.3 1.8
Number of Traders in Each Category Total Traders: 21
9 4 11 0 . 0 . . 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 47,459
Positions
15,539 1,827 133 21,535 35,071 2,972 851 1,972 146 0 218 0 6,283 5,120
Changes from: November 1, 2022 Total Change is: 384
-448 -461 84 914 1,358 -17 -292 109 70 0 218 0 73 -977
Percent of Open Interest Represented by Each Category of Trader
32.7 3.8 0.3 45.4 73.9 6.3 1.8 4.2 0.3 0.0 0.5 0.0 13.2 10.8
Number of Traders in Each Category Total Traders: 61
5 . . 25 19 10 4 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 66,505
Positions
15,464 3,539 1,301 15,534 13,741 1,902 11,186 18,060 11,063 1,913 5,895 743 7,399 10,261
Changes from: November 1, 2022 Total Change is: -971
-871 -87 102 -179 -211 67 -958 -257 1,074 -56 -1,495 -230 80 67
Percent of Open Interest Represented by Each Category of Trader
23.3 5.3 2.0 23.4 20.7 2.9 16.8 27.2 16.6 2.9 8.9 1.1 11.1 15.4
Number of Traders in Each Category Total Traders: 310
35 14 14 58 49 35 35 62 38 24 32 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 332,524
Positions
77,319 17,694 6,505 77,668 68,706 9,509 55,929 90,298 55,316 9,567 29,473 3,717 36,994 51,306
Changes from: November 1, 2022 Total Change is: -4,854
-4,354 -437 509 -894 -1,055 333 -4,791 -1,287 5,371 -278 -7,474 -1,148 398 333
Percent of Open Interest Represented by Each Category of Trader
23.3 5.3 2.0 23.4 20.7 2.9 16.8 27.2 16.6 2.9 8.9 1.1 11.1 15.4
Number of Traders in Each Category Total Traders: 310
35 14 14 58 49 35 35 62 38 24 32 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 131,558
Positions
6,292 2,508 0 1,151 0 0 19,006 95,733 1,961 3,878 4,345 125 99,145 26,885
Changes from: November 1, 2022 Total Change is: -7,802
411 495 0 2 0 0 -6,095 -8,806 -482 908 339 125 -2,671 526
Percent of Open Interest Represented by Each Category of Trader
4.8 1.9 0.0 0.9 0.0 0.0 14.4 72.8 1.5 2.9 3.3 0.1 75.4 20.4
Number of Traders in Each Category Total Traders: 40
4 . 0 . 0 0 10 12 9 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 506,345
Positions
130,240 50,892 1,174 161,231 211,635 41,753 104,723 137,017 15,420 28,106 28,240 223 23,475 19,991
Changes from: November 1, 2022 Total Change is: -7,115
-5,276 -5,660 197 3,720 -6,566 -753 1,669 8,733 -1,561 -2,011 710 -130 -2,970 -2,084
Percent of Open Interest Represented by Each Category of Trader
25.7 10.1 0.2 31.8 41.8 8.2 20.7 27.1 3.0 5.6 5.6 0.0 4.6 3.9
Number of Traders in Each Category Total Traders: 314
22 20 4 71 71 44 39 67 27 10 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 16,553
Positions
1,211 14,746 0 11,386 368 0 2,899 1,003 0 0 0 0 1,057 436
Changes from: November 1, 2022 Total Change is: 794
0 531 0 398 -4 0 335 285 0 0 0 0 61 -18
Percent of Open Interest Represented by Each Category of Trader
7.3 89.1 0.0 68.8 2.2 0.0 17.5 6.1 0.0 0.0 0.0 0.0 6.4 2.6
Number of Traders in Each Category Total Traders: 23
. 6 0 8 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 13,335
Positions
1,240 5,776 0 6,896 197 29 246 3,667 1 2,135 961 0 2,788 2,704
Changes from: November 1, 2022 Total Change is: 233
0 106 0 -74 -588 1 246 851 1 0 -50 0 59 -88
Percent of Open Interest Represented by Each Category of Trader
9.3 43.3 0.0 51.7 1.5 0.2 1.8 27.5 0.0 16.0 7.2 0.0 20.9 20.3
Number of Traders in Each Category Total Traders: 22
. 4 0 8 . . . 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 49,483
Positions
9,041 9,644 107 18,508 3,337 3,172 12,850 5,900 42 883 8,501 0 4,880 18,780
Changes from: November 1, 2022 Total Change is: -1,047
1,423 936 -191 -3,274 -876 635 564 383 8 145 -1,910 0 -357 -32
Percent of Open Interest Represented by Each Category of Trader
18.3 19.5 0.2 37.4 6.7 6.4 26.0 11.9 0.1 1.8 17.2 0.0 9.9 38.0
Number of Traders in Each Category Total Traders: 75
13 9 . 16 4 8 16 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 382,585
Positions
36,848 131,943 1,897 254,805 144,624 45,329 17,815 27,472 1,557 15,569 22,830 682 8,083 6,251
Changes from: November 1, 2022 Total Change is: 3,671
39 8,997 1,389 -1,740 -6,915 -352 3,015 -1,335 -177 -221 2,086 281 1,437 -303
Percent of Open Interest Represented by Each Category of Trader
9.6 34.5 0.5 66.6 37.8 11.8 4.7 7.2 0.4 4.1 6.0 0.2 2.1 1.6
Number of Traders in Each Category Total Traders: 210
15 15 6 69 57 35 18 19 9 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 1,167,591
Positions
95,786 351,019 8,145 743,720 429,147 132,696 82,696 146,730 8,066 69,899 70,306 3,522 23,061 17,960
Changes from: November 1, 2022 Total Change is: 33,891
13,808 22,484 -1,493 37,270 -5,344 -7,624 9,243 7,454 59 -14,394 14,657 1,864 -4,842 1,834
Percent of Open Interest Represented by Each Category of Trader
8.2 30.1 0.7 63.7 36.8 11.4 7.1 12.6 0.7 6.0 6.0 0.3 2.0 1.5
Number of Traders in Each Category Total Traders: 413
27 21 12 140 95 90 44 49 28 20 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 272,141
Positions
7,776 189,859 50,683 25,248 0 2,233 164,721 5,119 15,729 5,042 8,094 366 343 58
Changes from: November 1, 2022 Total Change is: 2,078
-2,207 1,531 1,179 554 -99 -500 3,675 -55 341 -450 215 -22 -492 -512
Percent of Open Interest Represented by Each Category of Trader
2.9 69.8 18.6 9.3 0.0 0.8 60.5 1.9 5.8 1.9 3.0 0.1 0.1 0.0
Number of Traders in Each Category Total Traders: 102
5 29 15 13 0 4 36 4 9 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 QUARTERLY DIVIDEND IND - CHICAGO MERCANTILE EXCHANGE (S&P 500 QUARTERLY DIVIDEND INDEX X $1000)
CFTC Code #43874Q Open Interest is 13,669
Positions
1,696 9,266 1,507 0 0 0 10,266 2,696 200 0 0 0 0 0
Changes from: November 1, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
12.4 67.8 11.0 0.0 0.0 0.0 75.1 19.7 1.5 0.0 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
5 9 6 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 1,391,872
Positions
23,023 111,602 55,179 608,332 311,124 207,387 90,361 330,447 129,293 79,978 83,527 7,165 191,154 156,147
Changes from: November 1, 2022 Total Change is: 13,395
-2,149 6,358 3,168 6,839 7,058 1,978 3,142 4,827 -6,736 -1,100 -9,611 17 8,236 6,337
Percent of Open Interest Represented by Each Category of Trader
1.7 8.0 4.0 43.7 22.4 14.9 6.5 23.7 9.3 5.7 6.0 0.5 13.7 11.2
Number of Traders in Each Category Total Traders: 201
5 21 20 65 32 62 25 35 42 7 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 1,465,572
Positions
16,500 65,313 7,474 857,916 257,516 249,956 78,830 731,110 19,781 59,952 13,340 0 175,164 121,083
Changes from: November 1, 2022 Total Change is: 14,387
-6,375 19,176 6,961 1,210 13,169 -8,687 6,906 -23,622 1,291 3,988 -1,193 0 9,093 7,292
Percent of Open Interest Represented by Each Category of Trader
1.1 4.5 0.5 58.5 17.6 17.1 5.4 49.9 1.3 4.1 0.9 0.0 12.0 8.3
Number of Traders in Each Category Total Traders: 162
4 10 . 75 24 60 11 26 14 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 2,232,906
Positions
39,656 245,623 21,743 1,258,111 357,077 288,275 173,506 858,471 106,453 159,128 146,869 2,952 183,083 205,443
Changes from: November 1, 2022 Total Change is: -29,720
-6,936 46,829 3,969 -29,456 -8,885 -10,533 17,587 -50,867 -17,803 795 -44 -411 13,068 8,024
Percent of Open Interest Represented by Each Category of Trader
1.8 11.0 1.0 56.3 16.0 12.9 7.8 38.4 4.8 7.1 6.6 0.1 8.2 9.2
Number of Traders in Each Category Total Traders: 355
15 41 15 109 48 84 34 65 42 15 28 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 4,815,913
Positions
64,222 390,664 210,841 2,104,542 905,072 820,972 261,597 977,703 619,749 270,221 360,418 77,036 386,732 453,457
Changes from: November 1, 2022 Total Change is: 144,990
-13,774 36,845 13,168 31,834 -3,206 15 35,727 23,791 48,647 16,937 -11,118 8,647 3,788 28,200
Percent of Open Interest Represented by Each Category of Trader
1.3 8.1 4.4 43.7 18.8 17.0 5.4 20.3 12.9 5.6 7.5 1.6 8.0 9.4
Number of Traders in Each Category Total Traders: 422
18 34 36 124 79 117 47 74 88 26 20 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 1,383,424
Positions
45,918 46,458 5,768 658,581 575,296 225,602 153,706 200,316 16,233 126,225 86,306 25 151,366 227,420
Changes from: November 1, 2022 Total Change is: -9,072
512 -1,363 -516 -10,299 29,122 -7,343 9,415 -12,799 -526 1,877 -11,804 25 -2,217 -3,868
Percent of Open Interest Represented by Each Category of Trader
3.3 3.4 0.4 47.6 41.6 16.3 11.1 14.5 1.2 9.1 6.2 0.0 10.9 16.4
Number of Traders in Each Category Total Traders: 143
4 8 5 47 43 56 11 12 9 6 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 2,982
Positions
0 0 0 0 0 0 50 2,214 0 1,449 75 3 1,480 690
Changes from: November 1, 2022 Total Change is: 464
0 0 0 0 0 0 -39 552 0 153 -44 3 347 -47
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 1.7 74.2 0.0 48.6 2.5 0.1 49.6 23.1
Number of Traders in Each Category Total Traders: 25
0 0 0 0 0 0 . . 0 19 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 4,674,303
Positions
35,265 579,502 99,776 1,837,988 756,917 808,856 652,079 1,385,023 328,970 564,109 255,560 8,875 338,386 450,825
Changes from: November 1, 2022 Total Change is: 152,389
-11,536 14,467 -1,971 25,492 48,933 -35,651 40,094 62,535 36,784 85,063 -6,661 1,373 12,741 32,581
Percent of Open Interest Represented by Each Category of Trader
0.8 12.4 2.1 39.3 16.2 17.3 14.0 29.6 7.0 12.1 5.5 0.2 7.2 9.6
Number of Traders in Each Category Total Traders: 362
12 36 30 101 58 92 43 67 60 25 20 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 1,492,688
Positions
287,345 302,807 383,538 5,480 129,970 10,934 354,841 248,252 362,608 51,250 9,913 3,667 33,025 40,999
Changes from: November 1, 2022 Total Change is: 125,966
10,520 45,988 29,820 1,919 33,160 -3,562 44,665 2,623 13,153 22,483 3,633 -966 7,934 2,117
Percent of Open Interest Represented by Each Category of Trader
19.3 20.3 25.7 0.4 8.7 0.7 23.8 16.6 24.3 3.4 0.7 0.2 2.2 2.7
Number of Traders in Each Category Total Traders: 127
25 32 49 . 5 4 28 20 43 9 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 is14,692,346
Positions
2,166,072 2,106,026 2,243,133 780,505 147,066 352,418 651,196 909,138 7,839,174 31,680 180,253 125,512 502,656 789,627
Changes from: November 1, 2022 Total Change is: -678,950
37,911 58,790 -63,286 -49,050 -571 -24,031 56,229 -26,960 -745,244 2,891 26,540 -1,567 107,199 97,381
Percent of Open Interest Represented by Each Category of Trader
14.7 14.3 15.3 5.3 1.0 2.4 4.4 6.2 53.4 0.2 1.2 0.9 3.4 5.4
Number of Traders in Each Category Total Traders: 192
23 30 52 15 8 15 47 41 76 12 12 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 is13,795,722
Positions
2,504,482 2,606,815 1,731,722 558,946 432,976 529,748 914,625 906,858 7,269,369 81,708 113,170 183,992 21,129 21,072
Changes from: November 1, 2022 Total Change is: 412,717
4,294 33,000 56,861 17,055 -1,065 -15,400 62,640 81,768 319,364 2,522 -24,112 -22,588 -12,032 -15,112
Percent of Open Interest Represented by Each Category of Trader
18.2 18.9 12.6 4.1 3.1 3.8 6.6 6.6 52.7 0.6 0.8 1.3 0.2 0.2
Number of Traders in Each Category Total Traders: 536
53 88 116 25 32 34 96 106 153 44 61 65
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 609,271
Positions
111,798 264,300 149,523 500 6,752 9,538 231,635 67,950 104,515 798 5,463 824 140 406
Changes from: November 1, 2022 Total Change is: 56,160
-3,792 13,201 40,177 300 5,599 -2,180 27,503 5,000 -5,718 -145 -43 42 -27 82
Percent of Open Interest Represented by Each Category of Trader
18.3 43.4 24.5 0.1 1.1 1.6 38.0 11.2 17.2 0.1 0.9 0.1 0.0 0.1
Number of Traders in Each Category Total Traders: 165
33 50 53 . 5 . 25 41 47 5 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 15,889
Positions
224 2,661 128 6,594 1,434 697 4,115 7,324 1,684 860 797 299 1,288 865
Changes from: November 1, 2022 Total Change is: 2,743
2 196 45 36 392 132 1,736 1,295 177 448 290 115 53 101
Percent of Open Interest Represented by Each Category of Trader
1.4 16.7 0.8 41.5 9.0 4.4 25.9 46.1 10.6 5.4 5.0 1.9 8.1 5.4
Number of Traders in Each Category Total Traders: 96
4 . . 6 7 5 24 34 16 6 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 22,754
Positions
279 186 0 87 1,097 71 14,215 15,857 2,729 2,599 1,338 45 2,729 1,431
Changes from: November 1, 2022 Total Change is: 2,347
47 -991 0 27 -127 65 2,664 2,686 -241 -369 621 15 138 318
Percent of Open Interest Represented by Each Category of Trader
1.2 0.8 0.0 0.4 4.8 0.3 62.5 69.7 12.0 11.4 5.9 0.2 12.0 6.3
Number of Traders in Each Category Total Traders: 98
. . 0 . . . 11 16 9 37 25 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 3,397
Positions
117 0 134 88 515 9 1,215 936 501 389 840 10 934 452
Changes from: November 1, 2022 Total Change is: -14
21 -141 -14 -237 238 -22 -15 -914 189 14 572 5 46 74
Percent of Open Interest Represented by Each Category of Trader
3.4 0.0 3.9 2.6 15.2 0.3 35.8 27.5 14.8 11.4 24.7 0.3 27.5 13.3
Number of Traders in Each Category Total Traders: 52
. 0 . . 4 . 17 14 11 6 7 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 62,424
Positions
1,557 237 0 138 0 0 25,701 37,008 19,827 13,456 4,561 452 1,293 339
Changes from: November 1, 2022 Total Change is: 5,517
-1,890 237 0 0 -1,674 0 7,647 8,038 -1,259 1,090 217 -152 81 110
Percent of Open Interest Represented by Each Category of Trader
2.5 0.4 0.0 0.2 0.0 0.0 41.2 59.3 31.8 21.6 7.3 0.7 2.1 0.5
Number of Traders in Each Category Total Traders: 125
. . 0 . 0 0 8 8 6 78 28 8
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 56,428
Positions
487 25,566 0 26,253 1,422 776 15,063 22,395 568 6,508 2,599 425 6,348 2,677
Changes from: November 1, 2022 Total Change is: 351
72 0 0 -758 151 15 -550 671 195 1,429 -507 77 -129 -251
Percent of Open Interest Represented by Each Category of Trader
0.9 45.3 0.0 46.5 2.5 1.4 26.7 39.7 1.0 11.5 4.6 0.8 11.2 4.7
Number of Traders in Each Category Total Traders: 122
. . 0 16 5 4 31 19 5 26 21 4
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2022
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 333,031
Positions
34,564 13,473 17,506 78,792 56,108 39,112 45,528 86,283 74,441 7,155 2,963 14,963 20,970 28,182
Changes from: November 1, 2022 Total Change is: 6,504
3,963 2,537 -4,984 10,852 890 1,698 -9,179 3,685 -1,089 826 -2,315 4,554 -137 1,528
Percent of Open Interest Represented by Each Category of Trader
10.4 4.0 5.3 23.7 16.8 11.7 13.7 25.9 22.4 2.1 0.9 4.5 6.3 8.5
Number of Traders in Each Category Total Traders: 170
11 13 21 18 28 25 26 49 51 9 6 18
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 57,726
Positions
37,094 44,908 0 15,193 0 1,770 2,202 8,080 0 1,079 222 15 373 2,731
Changes from: November 1, 2022 Total Change is: -260
106 -2,536 0 1,391 -75 -626 -1,260 322 -3 98 33 -2 36 2,627
Percent of Open Interest Represented by Each Category of Trader
64.3 77.8 0.0 26.3 0.0 3.1 3.8 14.0 0.0 1.9 0.4 0.0 0.6 4.7
Number of Traders in Each Category Total Traders: 42
4 . 0 16 0 4 6 8 0 . . .
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Updated November 14, 2022