Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 158,069
Positions
25,737 14,188 5,564 43,618 45,137 6,332 13,856 29,594 15,203 15,146 9,211 50 32,562 32,789
Changes from: November 8, 2022 Total Change is: -5,696
-4,656 259 1,062 -1,151 -2,010 220 -2,803 -8,434 1,799 -63 -687 -1 -102 2,097
Percent of Open Interest Represented by Each Category of Trader
16.3 9.0 3.5 27.6 28.6 4.0 8.8 18.7 9.6 9.6 5.8 0.0 20.6 20.7
Number of Traders in Each Category Total Traders: 108
10 5 7 10 26 8 15 26 14 12 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 47,693
Positions
26,175 3,004 2,185 2,035 11,068 177 4,054 13,312 2,661 0 0 0 10,406 15,286
Changes from: November 8, 2022 Total Change is: -6,514
-6,108 3,004 -793 -294 -3,393 -40 -1,135 -918 699 0 0 0 1,157 -5,073
Percent of Open Interest Represented by Each Category of Trader
54.9 6.3 4.6 4.3 23.2 0.4 8.5 27.9 5.6 0.0 0.0 0.0 21.8 32.1
Number of Traders in Each Category Total Traders: 40
6 . 4 . 9 . 7 13 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 266,758
Positions
88,689 42,044 10,838 41,426 83,612 8,280 63,927 50,322 27,865 3,721 4,319 646 21,366 38,832
Changes from: November 8, 2022 Total Change is: -3,128
-11,265 6,145 1,478 3,726 -8,400 1,850 248 -7,092 1,895 -1,935 -216 356 519 857
Percent of Open Interest Represented by Each Category of Trader
33.2 15.8 4.1 15.5 31.3 3.1 24.0 18.9 10.4 1.4 1.6 0.2 8.0 14.6
Number of Traders in Each Category Total Traders: 137
8 7 7 15 38 18 25 31 24 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 265,257
Positions
102,367 13,459 10,372 54,824 119,106 7,267 38,644 53,262 21,876 3,522 2,694 39 26,346 37,183
Changes from: November 8, 2022 Total Change is: -8,031
-15,926 7,521 5,588 -290 -14,051 1,907 52 -8,160 3,838 -660 204 -83 -2,457 -4,793
Percent of Open Interest Represented by Each Category of Trader
38.6 5.1 3.9 20.7 44.9 2.7 14.6 20.1 8.2 1.3 1.0 0.0 9.9 14.0
Number of Traders in Each Category Total Traders: 123
9 5 7 18 30 19 19 31 20 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 798,185
Positions
31,497 400,627 18,989 427,550 109,119 24,853 69,203 84,496 84,249 46,195 18,704 4,909 90,740 52,240
Changes from: November 8, 2022 Total Change is: 28,077
4,548 33,718 -488 8,180 -15,288 -676 -2,422 2,986 9,554 697 4,061 -338 9,023 -5,451
Percent of Open Interest Represented by Each Category of Trader
3.9 50.2 2.4 53.6 13.7 3.1 8.7 10.6 10.6 5.8 2.3 0.6 11.4 6.5
Number of Traders in Each Category Total Traders: 338
16 15 12 111 39 51 47 46 38 44 20 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 31,419
Positions
408 18,764 19 12,171 1,087 2,921 960 4,893 503 0 0 0 14,437 3,232
Changes from: November 8, 2022 Total Change is: 816
-7 -1 1 600 0 -37 -41 491 4 0 0 0 296 358
Percent of Open Interest Represented by Each Category of Trader
1.3 59.7 0.1 38.7 3.5 9.3 3.1 15.6 1.6 0.0 0.0 0.0 45.9 10.3
Number of Traders in Each Category Total Traders: 26
. . . 14 4 5 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 171,380
Positions
74,128 12,440 2,862 42,063 72,052 6,072 19,888 40,518 8,239 1,982 3,730 0 16,146 25,467
Changes from: November 8, 2022 Total Change is: 1,613
269 -710 277 -381 422 566 713 -274 1,757 -254 0 0 -1,334 -426
Percent of Open Interest Represented by Each Category of Trader
43.3 7.3 1.7 24.5 42.0 3.5 11.6 23.6 4.8 1.2 2.2 0.0 9.4 14.9
Number of Traders in Each Category Total Traders: 96
7 . 5 11 25 14 19 26 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 304,564
Positions
561 235,128 793 169,311 3,413 792 113,986 30,087 2,697 6,949 28,900 62 9,413 2,692
Changes from: November 8, 2022 Total Change is: 3,632
-434 6,339 -500 5,609 1,812 -751 532 -4,298 -217 -947 889 7 333 351
Percent of Open Interest Represented by Each Category of Trader
0.2 77.2 0.3 55.6 1.1 0.3 37.4 9.9 0.9 2.3 9.5 0.0 3.1 0.9
Number of Traders in Each Category Total Traders: 176
. 9 . 30 7 6 71 23 14 19 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 23,483
Positions
462 7,267 342 6,319 5,602 93 8,580 5,976 307 2,635 2,540 0 4,745 1,356
Changes from: November 8, 2022 Total Change is: -4,603
-36 468 180 -737 -3,007 51 -4,206 -3,149 260 -353 468 0 238 126
Percent of Open Interest Represented by Each Category of Trader
2.0 30.9 1.5 26.9 23.9 0.4 36.5 25.4 1.3 11.2 10.8 0.0 20.2 5.8
Number of Traders in Each Category Total Traders: 68
. 4 . 8 7 . 16 11 . 11 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 42,600
Positions
20,893 1,430 81 3,724 19,286 271 14,176 16,323 221 492 493 51 2,691 4,444
Changes from: November 8, 2022 Total Change is: -3,325
666 582 -6 -12 -3,554 -150 -3,056 1,572 -929 14 -316 -4 152 -520
Percent of Open Interest Represented by Each Category of Trader
49.0 3.4 0.2 8.7 45.3 0.6 33.3 38.3 0.5 1.2 1.2 0.1 6.3 10.4
Number of Traders in Each Category Total Traders: 87
8 4 . 8 22 5 18 22 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 23,155
Positions
5,607 5,109 32 2,242 12,261 0 14,157 1,380 3 0 3,220 0 1,114 1,150
Changes from: November 8, 2022 Total Change is: -927
-11 58 -11 -119 -284 0 -787 -338 0 0 -165 0 1 -187
Percent of Open Interest Represented by Each Category of Trader
24.2 22.1 0.1 9.7 53.0 0.0 61.1 6.0 0.0 0.0 13.9 0.0 4.8 5.0
Number of Traders in Each Category Total Traders: 37
4 . . . 7 0 12 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 37,147
Positions
13,039 6,016 389 8,242 3,289 264 8,293 7,839 548 0 9,496 14 6,361 9,293
Changes from: November 8, 2022 Total Change is: -1,925
960 -754 -76 287 -1,886 -100 -659 933 -57 -2,681 427 -20 421 -392
Percent of Open Interest Represented by Each Category of Trader
35.1 16.2 1.0 22.2 8.9 0.7 22.3 21.1 1.5 0.0 25.6 0.0 17.1 25.0
Number of Traders in Each Category Total Traders: 90
14 13 . 14 8 . 17 15 14 0 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 74,294
Positions
26,077 12,032 777 16,483 6,577 527 16,586 15,679 1,096 0 18,992 27 12,721 18,586
Changes from: November 8, 2022 Total Change is: -3,849
1,919 -1,509 -152 573 -3,772 -199 -1,317 1,866 -113 -5,361 854 -40 843 -784
Percent of Open Interest Represented by Each Category of Trader
35.1 16.2 1.0 22.2 8.9 0.7 22.3 21.1 1.5 0.0 25.6 0.0 17.1 25.0
Number of Traders in Each Category Total Traders: 90
14 13 . 14 8 . 17 15 14 0 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 50,410
Positions
27,076 30,713 0 16,895 10,414 1,757 1,848 6,168 0 0 0 0 2,834 1,358
Changes from: November 8, 2022 Total Change is: 161
259 -554 0 6 -451 48 -445 1,899 0 0 0 0 293 -781
Percent of Open Interest Represented by Each Category of Trader
53.7 60.9 0.0 33.5 20.7 3.5 3.7 12.2 0.0 0.0 0.0 0.0 5.6 2.7
Number of Traders in Each Category Total Traders: 31
5 4 0 15 . . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 695,407
Positions
82,641 75,418 33,384 188,724 103,767 57,512 27,211 121,469 216,486 27,399 24,237 4,921 57,130 58,215
Changes from: November 8, 2022 Total Change is: 8,119
-1,991 4,490 3,959 3,772 -17,165 1,310 -6,014 9,238 7,140 -1,926 645 -428 2,297 -1,071
Percent of Open Interest Represented by Each Category of Trader
11.9 10.8 4.8 27.1 14.9 8.3 3.9 17.5 31.1 3.9 3.5 0.7 8.2 8.4
Number of Traders in Each Category Total Traders: 587
38 34 48 142 106 122 70 103 119 48 41 45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 31,861
Positions
8,670 29,166 0 14,777 1,364 0 5,543 281 25 0 0 0 2,846 1,025
Changes from: November 8, 2022 Total Change is: 150
828 300 0 -129 0 0 -370 -30 25 0 0 0 -204 -145
Percent of Open Interest Represented by Each Category of Trader
27.2 91.5 0.0 46.4 4.3 0.0 17.4 0.9 0.1 0.0 0.0 0.0 8.9 3.2
Number of Traders in Each Category Total Traders: 36
5 7 0 13 . 0 7 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 3,477,036
Positions
413,207 377,090 166,920 943,620 518,834 287,559 136,054 607,343 1,082,429 136,994 121,184 24,603 285,650 291,075
Changes from: November 8, 2022 Total Change is: 40,593
-9,957 22,451 19,795 18,858 -85,825 6,551 -30,068 46,191 35,699 -9,631 3,223 -2,138 11,484 -5,354
Percent of Open Interest Represented by Each Category of Trader
11.9 10.8 4.8 27.1 14.9 8.3 3.9 17.5 31.1 3.9 3.5 0.7 8.2 8.4
Number of Traders in Each Category Total Traders: 587
38 34 48 142 106 122 70 103 119 48 41 45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 25,919
Positions
14,790 23,106 0 7,858 53 330 1,313 753 0 0 0 0 1,628 1,677
Changes from: November 8, 2022 Total Change is: 996
774 1,125 0 2,050 0 0 -14 219 0 0 0 0 -1,814 -348
Percent of Open Interest Represented by Each Category of Trader
57.1 89.1 0.0 30.3 0.2 1.3 5.1 2.9 0.0 0.0 0.0 0.0 6.3 6.5
Number of Traders in Each Category Total Traders: 25
6 7 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 14,454
Positions
3,960 13,651 0 6,247 0 0 1,721 0 3 0 0 0 2,523 800
Changes from: November 8, 2022 Total Change is: 339
1,348 301 0 -903 0 0 -44 0 3 0 0 0 -65 35
Percent of Open Interest Represented by Each Category of Trader
27.4 94.4 0.0 43.2 0.0 0.0 11.9 0.0 0.0 0.0 0.0 0.0 17.5 5.5
Number of Traders in Each Category Total Traders: 23
5 8 0 6 0 0 4 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 23,434
Positions
7,514 12,921 0 14,325 8,307 0 628 1,223 0 0 0 0 967 983
Changes from: November 8, 2022 Total Change is: 459
258 -3,823 0 334 4,123 0 0 128 0 0 0 0 -133 31
Percent of Open Interest Represented by Each Category of Trader
32.1 55.1 0.0 61.1 35.4 0.0 2.7 5.2 0.0 0.0 0.0 0.0 4.1 4.2
Number of Traders in Each Category Total Traders: 24
6 4 0 . 7 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 16,427
Positions
819 10,845 0 10,769 1,936 1,365 1,334 1,290 0 0 0 0 2,140 991
Changes from: November 8, 2022 Total Change is: 284
26 250 0 508 1,936 41 -189 106 0 0 0 0 -102 -2,049
Percent of Open Interest Represented by Each Category of Trader
5.0 66.0 0.0 65.6 11.8 8.3 8.1 7.9 0.0 0.0 0.0 0.0 13.0 6.0
Number of Traders in Each Category Total Traders: 27
. 9 0 9 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 204,643
Positions
20,778 3,134 300 34,393 3,970 128 82,106 64,485 18,891 1,810 1,656 0 46,237 112,079
Changes from: November 8, 2022 Total Change is: 466
7,102 156 0 -118 177 -7 -8,354 -21,342 4,199 200 1,635 0 -2,556 15,647
Percent of Open Interest Represented by Each Category of Trader
10.2 1.5 0.1 16.8 1.9 0.1 40.1 31.5 9.2 0.9 0.8 0.0 22.6 54.8
Number of Traders in Each Category Total Traders: 33
. . . 12 . . 6 7 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 280,962
Positions
108,002 81,850 106,763 0 32,000 0 6,316 2,093 53,297 0 0 0 6,584 4,959
Changes from: November 8, 2022 Total Change is: 1,500
-1,000 -250 1,750 0 0 0 500 0 0 0 0 0 250 0
Percent of Open Interest Represented by Each Category of Trader
38.4 29.1 38.0 0.0 11.4 0.0 2.2 0.7 19.0 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 15, 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 45,590
Positions
14,545 2,472 80 20,021 33,005 2,921 987 1,517 37 0 440 0 6,999 5,118
Changes from: November 8, 2022 Total Change is: -1,869
-994 645 -53 -1,514 -2,066 -51 136 -455 -109 0 222 0 716 -2
Percent of Open Interest Represented by Each Category of Trader
31.9 5.4 0.2 43.9 72.4 6.4 2.2 3.3 0.1 0.0 1.0 0.0 15.4 11.2
Number of Traders in Each Category Total Traders: 56
5 . . 23 18 10 4 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 65,993
Positions
14,129 6,566 1,331 16,043 11,316 1,812 10,224 17,760 11,417 2,581 5,563 763 7,694 9,466
Changes from: November 8, 2022 Total Change is: -512
-1,335 3,027 31 509 -2,425 -90 -962 -300 353 668 -332 20 295 -795
Percent of Open Interest Represented by Each Category of Trader
21.4 9.9 2.0 24.3 17.1 2.7 15.5 26.9 17.3 3.9 8.4 1.2 11.7 14.3
Number of Traders in Each Category Total Traders: 308
29 18 13 61 48 31 37 59 36 28 27 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 329,966
Positions
70,645 32,829 6,657 80,214 56,582 9,059 51,119 88,798 57,083 12,906 27,814 3,816 38,469 47,329
Changes from: November 8, 2022 Total Change is: -2,558
-6,675 15,135 153 2,545 -12,125 -450 -4,810 -1,500 1,767 3,339 -1,659 99 1,475 -3,976
Percent of Open Interest Represented by Each Category of Trader
21.4 9.9 2.0 24.3 17.1 2.7 15.5 26.9 17.3 3.9 8.4 1.2 11.7 14.3
Number of Traders in Each Category Total Traders: 308
29 18 13 61 48 31 37 59 36 28 27 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 114,138
Positions
4,539 2,374 0 1,370 0 0 12,080 71,523 2,195 5,711 3,596 101 88,141 34,349
Changes from: November 8, 2022 Total Change is: -17,420
-1,753 -134 0 219 0 0 -6,926 -24,210 234 1,833 -749 -24 -11,004 7,463
Percent of Open Interest Represented by Each Category of Trader
4.0 2.1 0.0 1.2 0.0 0.0 10.6 62.7 1.9 5.0 3.2 0.1 77.2 30.1
Number of Traders in Each Category Total Traders: 40
5 . 0 . 0 0 11 9 8 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 479,087
Positions
119,275 45,856 3,276 166,143 185,510 39,598 83,421 143,164 17,138 24,470 25,128 232 25,534 19,185
Changes from: November 8, 2022 Total Change is: -27,258
-10,965 -5,036 2,102 4,912 -26,125 -2,155 -21,302 6,146 1,718 -3,636 -3,112 10 2,059 -806
Percent of Open Interest Represented by Each Category of Trader
24.9 9.6 0.7 34.7 38.7 8.3 17.4 29.9 3.6 5.1 5.2 0.0 5.3 4.0
Number of Traders in Each Category Total Traders: 318
25 19 6 76 68 43 40 66 27 13 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 16,941
Positions
1,211 15,148 0 11,703 349 0 2,944 1,017 0 0 0 0 1,083 427
Changes from: November 8, 2022 Total Change is: 388
0 402 0 317 -19 0 45 14 0 0 0 0 26 -9
Percent of Open Interest Represented by Each Category of Trader
7.1 89.4 0.0 69.1 2.1 0.0 17.4 6.0 0.0 0.0 0.0 0.0 6.4 2.5
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 15, 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 14,225
Positions
1,240 6,354 0 7,486 0 12 246 4,042 1 2,135 1,194 0 3,105 2,622
Changes from: November 8, 2022 Total Change is: 890
0 578 0 590 -197 -17 0 375 0 0 233 0 317 -82
Percent of Open Interest Represented by Each Category of Trader
8.7 44.7 0.0 52.6 0.0 0.1 1.7 28.4 0.0 15.0 8.4 0.0 21.8 18.4
Number of Traders in Each Category Total Traders: 22
. 4 0 8 0 . . 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 47,450
Positions
10,059 8,011 158 15,477 3,281 2,902 11,948 5,548 34 922 8,064 0 5,950 19,452
Changes from: November 8, 2022 Total Change is: -2,033
1,018 -1,633 51 -3,031 -56 -270 -902 -352 -8 39 -437 0 1,070 672
Percent of Open Interest Represented by Each Category of Trader
21.2 16.9 0.3 32.6 6.9 6.1 25.2 11.7 0.1 1.9 17.0 0.0 12.5 41.0
Number of Traders in Each Category Total Traders: 67
13 8 . 15 4 7 12 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 364,486
Positions
35,050 131,486 1,114 237,754 120,542 47,147 19,081 30,278 1,113 13,031 26,350 696 9,500 5,760
Changes from: November 8, 2022 Total Change is: -18,099
-1,798 -457 -783 -17,051 -24,082 1,818 1,266 2,806 -444 -2,538 3,520 14 1,417 -491
Percent of Open Interest Represented by Each Category of Trader
9.6 36.1 0.3 65.2 33.1 12.9 5.2 8.3 0.3 3.6 7.2 0.2 2.6 1.6
Number of Traders in Each Category Total Traders: 203
13 17 4 71 52 37 17 18 8 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 1,162,257
Positions
96,517 369,255 9,276 728,670 388,737 127,789 88,715 149,939 8,664 64,222 87,109 3,507 34,897 17,981
Changes from: November 8, 2022 Total Change is: -5,334
731 18,236 1,131 -15,050 -40,410 -4,907 6,019 3,209 598 -5,677 16,803 -15 11,836 21
Percent of Open Interest Represented by Each Category of Trader
8.3 31.8 0.8 62.7 33.4 11.0 7.6 12.9 0.7 5.5 7.5 0.3 3.0 1.5
Number of Traders in Each Category Total Traders: 401
28 20 12 143 86 87 50 39 29 21 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 269,048
Positions
5,877 189,021 51,874 25,263 0 2,233 166,048 5,119 11,870 4,854 8,123 355 674 453
Changes from: November 8, 2022 Total Change is: -3,093
-1,899 -838 1,191 15 0 0 1,327 0 -3,859 -188 29 -11 331 395
Percent of Open Interest Represented by Each Category of Trader
2.2 70.3 19.3 9.4 0.0 0.8 61.7 1.9 4.4 1.8 3.0 0.1 0.3 0.2
Number of Traders in Each Category Total Traders: 103
4 30 15 13 0 4 36 4 8 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 14,348
Positions
1,800 9,875 1,459 0 0 0 10,989 2,914 100 0 0 0 0 0
Changes from: November 8, 2022 Total Change is: 679
104 609 -48 0 0 0 723 218 -100 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
12.5 68.8 10.2 0.0 0.0 0.0 76.6 20.3 0.7 0.0 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
5 9 5 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 1,397,742
Positions
21,813 104,439 54,760 615,964 306,884 201,642 82,295 337,183 143,937 82,214 74,418 8,073 187,044 166,406
Changes from: November 8, 2022 Total Change is: 5,870
-1,210 -7,163 -419 7,632 -4,239 -5,745 -8,066 6,736 14,644 2,236 -9,110 908 -4,110 10,259
Percent of Open Interest Represented by Each Category of Trader
1.6 7.5 3.9 44.1 22.0 14.4 5.9 24.1 10.3 5.9 5.3 0.6 13.4 11.9
Number of Traders in Each Category Total Traders: 195
6 18 17 66 31 61 21 36 41 7 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 1,494,201
Positions
12,328 65,196 10,239 876,178 263,999 250,422 79,682 734,873 36,493 58,096 13,287 0 170,762 119,691
Changes from: November 8, 2022 Total Change is: 28,629
-4,172 -117 2,765 18,263 6,483 467 852 3,763 16,713 -1,856 -53 0 -4,402 -1,392
Percent of Open Interest Represented by Each Category of Trader
0.8 4.4 0.7 58.6 17.7 16.8 5.3 49.2 2.4 3.9 0.9 0.0 11.4 8.0
Number of Traders in Each Category Total Traders: 155
. 12 5 75 22 58 11 23 16 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 2,283,573
Positions
57,644 208,755 35,401 1,300,522 358,544 300,259 132,536 923,787 122,562 143,102 138,394 3,205 188,341 192,667
Changes from: November 8, 2022 Total Change is: 50,667
17,989 -36,868 13,658 42,411 1,467 11,983 -40,969 65,316 16,109 -16,026 -8,475 253 5,259 -12,776
Percent of Open Interest Represented by Each Category of Trader
2.5 9.1 1.6 57.0 15.7 13.1 5.8 40.5 5.4 6.3 6.1 0.1 8.2 8.4
Number of Traders in Each Category Total Traders: 363
21 36 14 110 51 88 38 63 46 17 27 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 5,081,165
Positions
64,223 358,046 240,695 2,107,531 916,151 885,951 251,742 937,569 817,099 203,160 360,386 104,125 406,640 461,143
Changes from: November 8, 2022 Total Change is: 265,252
0 -32,618 29,854 2,989 11,079 64,979 -9,856 -40,134 197,350 -67,061 -32 27,089 19,908 7,686
Percent of Open Interest Represented by Each Category of Trader
1.3 7.0 4.7 41.5 18.0 17.4 5.0 18.5 16.1 4.0 7.1 2.0 8.0 9.1
Number of Traders in Each Category Total Traders: 421
20 31 35 127 73 117 56 64 87 27 23 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 1,395,888
Positions
47,506 32,459 4,579 667,396 603,268 224,884 174,425 198,112 22,424 121,294 71,599 0 133,380 238,563
Changes from: November 8, 2022 Total Change is: 12,464
1,588 -13,999 -1,189 8,815 27,972 -718 20,719 -2,204 6,191 -4,931 -14,707 -25 -17,986 11,143
Percent of Open Interest Represented by Each Category of Trader
3.4 2.3 0.3 47.8 43.2 16.1 12.5 14.2 1.6 8.7 5.1 0.0 9.6 17.1
Number of Traders in Each Category Total Traders: 144
4 6 . 45 47 56 16 10 13 5 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 3,367
Positions
0 0 0 0 0 0 89 2,504 0 1,559 192 33 1,686 638
Changes from: November 8, 2022 Total Change is: 385
0 0 0 0 0 0 39 290 0 110 117 30 206 -52
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 2.6 74.4 0.0 46.3 5.7 1.0 50.1 18.9
Number of Traders in Each Category Total Traders: 26
0 0 0 0 0 0 . . 0 19 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 4,834,847
Positions
39,272 571,670 106,634 1,777,325 775,290 888,961 714,712 1,385,778 432,655 528,571 240,752 21,752 324,965 411,355
Changes from: November 8, 2022 Total Change is: 160,544
4,007 -7,832 6,858 -60,663 18,373 80,106 62,633 755 103,685 -35,538 -14,808 12,878 -13,421 -39,470
Percent of Open Interest Represented by Each Category of Trader
0.8 11.8 2.2 36.8 16.0 18.4 14.8 28.7 8.9 10.9 5.0 0.4 6.7 8.5
Number of Traders in Each Category Total Traders: 354
14 30 27 100 56 95 46 66 57 21 21 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 1,490,046
Positions
272,483 315,493 426,565 0 92,992 9,538 370,295 232,619 346,823 23,938 19,075 1,885 38,519 45,056
Changes from: November 8, 2022 Total Change is: -2,642
-14,862 12,686 43,027 -5,480 -36,978 -1,396 15,454 -15,633 -15,786 -27,312 9,162 -1,782 5,495 4,058
Percent of Open Interest Represented by Each Category of Trader
18.3 21.2 28.6 0.0 6.2 0.6 24.9 15.6 23.3 1.6 1.3 0.1 2.6 3.0
Number of Traders in Each Category Total Traders: 127
25 33 50 0 6 . 28 26 45 5 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 is13,872,659
Positions
2,187,070 2,006,357 2,073,501 614,652 135,980 359,529 693,793 917,194 7,351,998 30,212 175,579 137,235 424,670 715,286
Changes from: November 8, 2022 Total Change is: -819,687
20,998 -99,669 -169,632 -165,852 -11,086 7,110 42,597 8,056 -487,176 -1,468 -4,673 11,723 -77,986 -74,341
Percent of Open Interest Represented by Each Category of Trader
15.8 14.5 14.9 4.4 1.0 2.6 5.0 6.6 53.0 0.2 1.3 1.0 3.1 5.2
Number of Traders in Each Category Total Traders: 197
22 30 48 16 7 16 46 46 80 13 12 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 is13,404,601
Positions
2,570,167 2,634,878 1,708,994 511,846 399,813 564,624 957,527 986,808 6,856,400 96,243 112,212 120,106 18,693 20,765
Changes from: November 8, 2022 Total Change is: -391,121
65,684 28,063 -22,728 -47,099 -33,163 34,876 42,902 79,950 -412,969 14,535 -959 -63,886 -2,436 -307
Percent of Open Interest Represented by Each Category of Trader
19.2 19.7 12.7 3.8 3.0 4.2 7.1 7.4 51.1 0.7 0.8 0.9 0.1 0.2
Number of Traders in Each Category Total Traders: 550
53 90 121 26 33 35 84 111 155 51 62 70
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 608,255
Positions
96,255 258,381 164,488 1,646 720 13,446 231,433 65,742 98,892 1,285 5,551 674 136 361
Changes from: November 8, 2022 Total Change is: -1,016
-15,543 -5,919 14,965 1,146 -6,032 3,908 -202 -2,208 -5,623 487 88 -150 -4 -45
Percent of Open Interest Represented by Each Category of Trader
15.8 42.5 27.0 0.3 0.1 2.2 38.0 10.8 16.3 0.2 0.9 0.1 0.0 0.1
Number of Traders in Each Category Total Traders: 168
31 51 52 . 4 . 30 36 47 7 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 20,017
Positions
415 2,621 172 6,108 1,416 877 5,421 9,369 1,995 2,662 1,561 1,100 1,267 906
Changes from: November 8, 2022 Total Change is: 4,128
191 -40 44 -486 -18 181 1,305 2,045 311 1,803 763 801 -21 42
Percent of Open Interest Represented by Each Category of Trader
2.1 13.1 0.9 30.5 7.1 4.4 27.1 46.8 10.0 13.3 7.8 5.5 6.3 4.5
Number of Traders in Each Category Total Traders: 113
7 . 4 5 9 6 24 43 18 8 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 29,630
Positions
348 1,300 0 147 1,338 55 18,821 19,252 3,354 3,731 2,195 108 3,065 2,028
Changes from: November 8, 2022 Total Change is: 6,876
69 1,114 0 60 241 -16 4,606 3,395 626 1,133 857 63 336 596
Percent of Open Interest Represented by Each Category of Trader
1.2 4.4 0.0 0.5 4.5 0.2 63.5 65.0 11.3 12.6 7.4 0.4 10.3 6.8
Number of Traders in Each Category Total Traders: 118
. . 0 4 . . 11 18 8 46 32 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 5,821
Positions
165 29 224 0 786 8 3,370 2,430 427 713 1,332 9 905 576
Changes from: November 8, 2022 Total Change is: 2,424
48 29 90 -88 271 -1 2,155 1,494 -74 324 492 -1 -29 124
Percent of Open Interest Represented by Each Category of Trader
2.8 0.5 3.8 0.0 13.5 0.1 57.9 41.7 7.3 12.2 22.9 0.2 15.6 9.9
Number of Traders in Each Category Total Traders: 68
. . . 0 6 . 16 24 9 8 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 76,056
Positions
0 4,616 0 138 270 0 39,362 42,274 20,675 14,076 7,164 442 1,363 614
Changes from: November 8, 2022 Total Change is: 13,632
-1,557 4,379 0 0 270 0 13,661 5,266 848 621 2,603 -10 70 275
Percent of Open Interest Represented by Each Category of Trader
0.0 6.1 0.0 0.2 0.4 0.0 51.8 55.6 27.2 18.5 9.4 0.6 1.8 0.8
Number of Traders in Each Category Total Traders: 144
0 . 0 . . 0 10 8 6 78 43 8
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Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 48,519
Positions
361 25,566 0 23,369 1,379 932 13,144 15,708 409 4,224 1,572 225 5,855 2,727
Changes from: November 8, 2022 Total Change is: -7,909
-126 0 0 -2,884 -43 156 -1,919 -6,686 -159 -2,284 -1,027 -199 -493 50
Percent of Open Interest Represented by Each Category of Trader
0.7 52.7 0.0 48.2 2.8 1.9 27.1 32.4 0.8 8.7 3.2 0.5 12.1 5.6
Number of Traders in Each Category Total Traders: 107
. . 0 15 5 4 24 19 6 26 15 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 323,631
Positions
35,322 15,020 19,834 81,690 49,636 36,944 47,699 96,774 62,280 7,573 944 13,331 18,958 28,868
Changes from: November 8, 2022 Total Change is: -9,400
758 1,547 2,328 2,898 -6,472 -2,168 2,171 10,491 -12,161 418 -2,019 -1,632 -2,012 686
Percent of Open Interest Represented by Each Category of Trader
10.9 4.6 6.1 25.2 15.3 11.4 14.7 29.9 19.2 2.3 0.3 4.1 5.9 8.9
Number of Traders in Each Category Total Traders: 168
14 10 19 19 29 23 29 48 54 6 4 14
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Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 56,414
Positions
36,981 46,118 0 14,260 0 1,562 2,192 8,389 11 1,022 231 23 363 80
Changes from: November 8, 2022 Total Change is: -1,312
-113 1,210 0 -933 0 -208 -10 309 11 -57 9 8 -10 -2,651
Percent of Open Interest Represented by Each Category of Trader
65.6 81.7 0.0 25.3 0.0 2.8 3.9 14.9 0.0 1.8 0.4 0.0 0.6 0.1
Number of Traders in Each Category Total Traders: 41
. 4 0 14 0 4 6 9 . . . .
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Updated November 18, 2022