Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 152,102
Positions
22,160 13,834 5,213 42,779 41,311 6,137 13,416 27,978 15,027 14,727 10,232 49 32,593 32,320
Changes from: November 15, 2022 Total Change is: -5,967
-3,576 -354 -352 -839 -3,826 -195 -440 -1,616 -176 -419 1,021 0 31 -469
Percent of Open Interest Represented by Each Category of Trader
14.6 9.1 3.4 28.1 27.2 4.0 8.8 18.4 9.9 9.7 6.7 0.0 21.4 21.2
Number of Traders in Each Category Total Traders: 101
10 4 8 11 19 7 17 24 17 12 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 47,199
Positions
25,362 2,908 2,497 2,175 10,245 166 3,141 12,728 2,786 0 0 0 11,072 15,869
Changes from: November 15, 2022 Total Change is: -494
-813 -95 312 140 -823 -11 -914 -584 125 0 0 0 667 582
Percent of Open Interest Represented by Each Category of Trader
53.7 6.2 5.3 4.6 21.7 0.4 6.7 27.0 5.9 0.0 0.0 0.0 23.5 33.6
Number of Traders in Each Category Total Traders: 36
5 . 4 . 7 . 7 12 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 258,875
Positions
87,736 43,976 9,953 40,511 76,445 7,745 59,693 50,627 27,889 3,711 4,321 628 21,008 37,291
Changes from: November 15, 2022 Total Change is: -7,883
-952 1,932 -885 -914 -7,168 -535 -4,235 305 25 -10 2 -18 -358 -1,541
Percent of Open Interest Represented by Each Category of Trader
33.9 17.0 3.8 15.6 29.5 3.0 23.1 19.6 10.8 1.4 1.7 0.2 8.1 14.4
Number of Traders in Each Category Total Traders: 134
8 7 7 14 36 17 25 32 24 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 255,327
Positions
103,784 16,822 7,759 56,623 111,942 7,318 30,768 52,259 19,968 3,520 733 39 25,548 38,487
Changes from: November 15, 2022 Total Change is: -9,930
1,417 3,363 -2,613 1,799 -7,164 51 -7,877 -1,003 -1,908 -2 -1,961 0 -798 1,304
Percent of Open Interest Represented by Each Category of Trader
40.6 6.6 3.0 22.2 43.8 2.9 12.1 20.5 7.8 1.4 0.3 0.0 10.0 15.1
Number of Traders in Each Category Total Traders: 121
10 6 8 17 30 21 14 35 15 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 789,443
Positions
28,955 412,354 14,823 429,575 102,109 24,015 70,666 78,233 83,304 45,965 17,254 5,107 87,033 52,244
Changes from: November 15, 2022 Total Change is: -8,742
-2,542 11,727 -4,166 2,025 -7,009 -838 1,463 -6,263 -944 -230 -1,450 198 -3,708 5
Percent of Open Interest Represented by Each Category of Trader
3.7 52.2 1.9 54.4 12.9 3.0 9.0 9.9 10.6 5.8 2.2 0.6 11.0 6.6
Number of Traders in Each Category Total Traders: 332
16 16 12 111 35 52 48 47 37 42 17 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 31,188
Positions
414 18,765 18 12,286 1,087 2,970 1,145 4,855 685 0 0 0 13,670 2,808
Changes from: November 15, 2022 Total Change is: -231
6 1 -1 115 0 49 185 -38 182 0 0 0 -767 -424
Percent of Open Interest Represented by Each Category of Trader
1.3 60.2 0.1 39.4 3.5 9.5 3.7 15.6 2.2 0.0 0.0 0.0 43.8 9.0
Number of Traders in Each Category Total Traders: 28
. . . 15 4 5 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 168,686
Positions
70,624 16,613 3,335 44,902 63,490 5,467 12,132 38,618 12,940 1,909 3,730 0 17,377 24,493
Changes from: November 15, 2022 Total Change is: -2,694
-3,504 4,173 474 2,840 -8,561 -606 -7,756 -1,900 4,701 -73 0 0 1,231 -974
Percent of Open Interest Represented by Each Category of Trader
41.9 9.8 2.0 26.6 37.6 3.2 7.2 22.9 7.7 1.1 2.2 0.0 10.3 14.5
Number of Traders in Each Category Total Traders: 91
7 4 5 13 20 11 15 27 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 297,278
Positions
603 233,732 1,004 170,958 1,157 652 104,763 26,170 3,155 6,997 29,006 57 9,089 2,346
Changes from: November 15, 2022 Total Change is: -7,286
42 -1,396 211 1,647 -2,256 -140 -9,224 -3,917 458 48 106 -5 -324 -347
Percent of Open Interest Represented by Each Category of Trader
0.2 78.6 0.3 57.5 0.4 0.2 35.2 8.8 1.1 2.4 9.8 0.0 3.1 0.8
Number of Traders in Each Category Total Traders: 173
4 7 . 32 4 6 70 23 12 19 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 27,751
Positions
498 7,115 117 5,408 9,366 42 14,937 5,914 1,025 2,152 2,056 1 3,571 2,115
Changes from: November 15, 2022 Total Change is: 4,268
36 -152 -225 -911 3,764 -51 6,357 -62 718 -483 -484 1 -1,174 759
Percent of Open Interest Represented by Each Category of Trader
1.8 25.6 0.4 19.5 33.8 0.2 53.8 21.3 3.7 7.8 7.4 0.0 12.9 7.6
Number of Traders in Each Category Total Traders: 64
. 4 . 7 7 . 17 10 7 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 42,599
Positions
19,366 3,003 30 4,991 16,576 248 13,684 17,042 949 76 716 42 3,213 3,993
Changes from: November 15, 2022 Total Change is: -1
-1,527 1,573 -51 1,267 -2,710 -23 -492 719 728 -416 223 -9 522 -451
Percent of Open Interest Represented by Each Category of Trader
45.5 7.0 0.1 11.7 38.9 0.6 32.1 40.0 2.2 0.2 1.7 0.1 7.5 9.4
Number of Traders in Each Category Total Traders: 84
8 4 . 9 19 5 18 20 4 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 21,398
Positions
6,064 5,108 31 2,156 10,497 0 12,063 1,572 3 0 2,990 0 1,081 1,197
Changes from: November 15, 2022 Total Change is: -1,757
457 -1 -1 -86 -1,764 0 -2,094 192 0 0 -230 0 -33 47
Percent of Open Interest Represented by Each Category of Trader
28.3 23.9 0.1 10.1 49.1 0.0 56.4 7.3 0.0 0.0 14.0 0.0 5.1 5.6
Number of Traders in Each Category Total Traders: 37
4 . . . 7 0 13 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 39,780
Positions
12,487 6,249 588 9,272 3,308 162 8,949 9,285 722 1,358 9,305 0 6,243 10,161
Changes from: November 15, 2022 Total Change is: 2,633
-552 233 200 1,030 20 -102 656 1,446 174 1,358 -192 -14 -118 868
Percent of Open Interest Represented by Each Category of Trader
31.4 15.7 1.5 23.3 8.3 0.4 22.5 23.3 1.8 3.4 23.4 0.0 15.7 25.5
Number of Traders in Each Category Total Traders: 96
12 14 . 15 8 . 21 16 16 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 79,559
Positions
24,973 12,498 1,176 18,543 6,616 324 17,899 18,571 1,444 2,715 18,609 0 12,486 20,321
Changes from: November 15, 2022 Total Change is: 5,265
-1,104 466 399 2,060 39 -203 1,313 2,892 348 2,715 -383 -27 -236 1,735
Percent of Open Interest Represented by Each Category of Trader
31.4 15.7 1.5 23.3 8.3 0.4 22.5 23.3 1.8 3.4 23.4 0.0 15.7 25.5
Number of Traders in Each Category Total Traders: 96
12 14 . 15 8 . 21 16 16 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 51,579
Positions
26,526 31,189 0 18,368 10,582 1,789 1,942 6,926 9 0 0 0 2,945 1,084
Changes from: November 15, 2022 Total Change is: 1,169
-550 476 0 1,473 168 32 94 758 9 0 0 0 111 -274
Percent of Open Interest Represented by Each Category of Trader
51.4 60.5 0.0 35.6 20.5 3.5 3.8 13.4 0.0 0.0 0.0 0.0 5.7 2.1
Number of Traders in Each Category Total Traders: 32
4 4 0 16 . . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE ($0.5 X DJIA INDEX)
CFTC Code #124608 Open Interest is 36,133
Positions
574 352 400 633 0 342 18,579 7,303 1,207 0 3,262 200 14,198 23,067
Changes from: November 15, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
1.6 1.0 1.1 1.8 0.0 0.9 51.4 20.2 3.3 0.0 9.0 0.6 39.3 63.8
Number of Traders in Each Category Total Traders: 20
. . . . 0 . 8 4 . 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 657,824
Positions
77,625 80,362 30,054 190,351 100,152 55,497 25,190 111,683 191,667 24,609 23,892 6,069 56,761 58,447
Changes from: November 15, 2022 Total Change is: -37,583
-5,017 4,944 -3,330 1,627 -3,614 -2,014 -2,021 -9,785 -24,819 -2,790 -345 1,149 -369 232
Percent of Open Interest Represented by Each Category of Trader
11.8 12.2 4.6 28.9 15.2 8.4 3.8 17.0 29.1 3.7 3.6 0.9 8.6 8.9
Number of Traders in Each Category Total Traders: 571
36 32 47 136 107 113 60 110 114 47 39 44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 16,237
Positions
1,290 14,414 0 12,015 838 0 1,489 0 0 0 0 0 1,443 985
Changes from: November 15, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
7.9 88.8 0.0 74.0 5.2 0.0 9.2 0.0 0.0 0.0 0.0 0.0 8.9 6.1
Number of Traders in Each Category Total Traders: 22
4 7 0 5 . 0 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 32,706
Positions
8,200 29,465 0 15,847 1,064 0 5,649 659 30 0 0 0 2,980 1,488
Changes from: November 15, 2022 Total Change is: 845
-470 299 0 1,070 -300 0 106 378 5 0 0 0 134 463
Percent of Open Interest Represented by Each Category of Trader
25.1 90.1 0.0 48.5 3.3 0.0 17.3 2.0 0.1 0.0 0.0 0.0 9.1 4.5
Number of Traders in Each Category Total Traders: 38
5 7 0 14 . 0 7 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 3,289,120
Positions
388,124 401,810 150,269 951,757 500,762 277,487 125,949 558,416 958,336 123,046 119,461 30,347 283,806 292,233
Changes from: November 15, 2022 Total Change is: -187,916
-25,083 24,720 -16,651 8,137 -18,072 -10,072 -10,105 -48,927 -124,093 -13,948 -1,723 5,744 -1,844 1,158
Percent of Open Interest Represented by Each Category of Trader
11.8 12.2 4.6 28.9 15.2 8.4 3.8 17.0 29.1 3.7 3.6 0.9 8.6 8.9
Number of Traders in Each Category Total Traders: 571
36 32 47 136 107 113 60 110 114 47 39 44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 26,575
Positions
14,688 23,823 0 8,715 53 330 1,285 746 0 0 0 0 1,557 1,623
Changes from: November 15, 2022 Total Change is: 656
-102 717 0 857 0 0 -28 -7 0 0 0 0 -71 -54
Percent of Open Interest Represented by Each Category of Trader
55.3 89.6 0.0 32.8 0.2 1.2 4.8 2.8 0.0 0.0 0.0 0.0 5.9 6.1
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 22, 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 14,745
Positions
3,620 14,170 0 6,358 0 0 1,807 0 3 0 0 0 2,957 572
Changes from: November 15, 2022 Total Change is: 291
-340 519 0 111 0 0 86 0 0 0 0 0 434 -228
Percent of Open Interest Represented by Each Category of Trader
24.6 96.1 0.0 43.1 0.0 0.0 12.3 0.0 0.0 0.0 0.0 0.0 20.1 3.9
Number of Traders in Each Category Total Traders: 24
5 9 0 6 0 0 4 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 22,237
Positions
6,535 12,921 0 14,493 7,032 0 372 1,302 0 0 0 0 837 982
Changes from: November 15, 2022 Total Change is: -1,197
-979 0 0 168 -1,275 0 -256 79 0 0 0 0 -130 -1
Percent of Open Interest Represented by Each Category of Trader
29.4 58.1 0.0 65.2 31.6 0.0 1.7 5.9 0.0 0.0 0.0 0.0 3.8 4.4
Number of Traders in Each Category Total Traders: 25
7 4 0 . 7 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 11,803
Positions
5,857 8,252 0 4,606 1,017 0 0 1,355 0 0 0 0 1,340 1,179
Changes from: November 15, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
49.6 69.9 0.0 39.0 8.6 0.0 0.0 11.5 0.0 0.0 0.0 0.0 11.4 10.0
Number of Traders in Each Category Total Traders: 20
5 6 0 5 . 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 17,680
Positions
829 8,980 0 11,627 4,876 1,355 1,672 1,450 0 0 0 0 2,197 1,019
Changes from: November 15, 2022 Total Change is: 1,253
10 -1,865 0 858 2,940 -10 338 160 0 0 0 0 57 28
Percent of Open Interest Represented by Each Category of Trader
4.7 50.8 0.0 65.8 27.6 7.7 9.5 8.2 0.0 0.0 0.0 0.0 12.4 5.8
Number of Traders in Each Category Total Traders: 29
. 10 0 10 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 213,688
Positions
21,182 4,114 300 35,042 4,006 105 85,662 63,705 18,376 4,240 3,801 0 48,781 119,281
Changes from: November 15, 2022 Total Change is: 9,045
404 980 0 649 36 -23 3,556 -780 -515 2,430 2,145 0 2,544 7,202
Percent of Open Interest Represented by Each Category of Trader
9.9 1.9 0.1 16.4 1.9 0.0 40.1 29.8 8.6 2.0 1.8 0.0 22.8 55.8
Number of Traders in Each Category Total Traders: 34
. . . 12 . . 6 6 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 279,712
Positions
106,232 81,350 110,863 0 32,000 0 7,836 2,343 47,697 0 0 0 7,084 5,459
Changes from: November 15, 2022 Total Change is: -1,250
-1,770 -500 4,100 0 0 0 1,520 250 -5,600 0 0 0 500 500
Percent of Open Interest Represented by Each Category of Trader
38.0 29.1 39.6 0.0 11.4 0.0 2.8 0.8 17.1 0.0 0.0 0.0 2.5 2.0
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 22, 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 45,294
Positions
12,961 3,245 79 20,688 32,899 2,911 1,393 1,229 59 0 230 0 7,203 4,642
Changes from: November 15, 2022 Total Change is: -296
-1,584 773 -1 667 -106 -10 406 -288 22 0 -210 0 204 -476
Percent of Open Interest Represented by Each Category of Trader
28.6 7.2 0.2 45.7 72.6 6.4 3.1 2.7 0.1 0.0 0.5 0.0 15.9 10.2
Number of Traders in Each Category Total Traders: 58
5 4 . 23 18 10 5 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 61,324
Positions
12,559 6,549 1,291 15,699 11,854 1,535 9,762 14,848 10,037 1,977 5,334 557 7,906 9,320
Changes from: November 15, 2022 Total Change is: -4,669
-1,570 -16 -41 -344 538 -277 -461 -2,911 -1,379 -604 -229 -206 213 -146
Percent of Open Interest Represented by Each Category of Trader
20.5 10.7 2.1 25.6 19.3 2.5 15.9 24.2 16.4 3.2 8.7 0.9 12.9 15.2
Number of Traders in Each Category Total Traders: 290
31 15 13 60 46 34 34 60 32 15 28 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 306,621
Positions
62,797 32,747 6,453 78,496 59,269 7,674 48,812 74,241 50,186 9,887 26,668 2,784 39,532 46,598
Changes from: November 15, 2022 Total Change is: -23,345
-7,848 -81 -205 -1,718 2,688 -1,385 -2,307 -14,557 -6,896 -3,019 -1,146 -1,031 1,063 -731
Percent of Open Interest Represented by Each Category of Trader
20.5 10.7 2.1 25.6 19.3 2.5 15.9 24.2 16.4 3.2 8.7 0.9 12.9 15.2
Number of Traders in Each Category Total Traders: 290
31 15 13 60 46 34 34 60 32 15 28 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 118,437
Positions
5,893 3,031 0 2,016 0 132 15,929 79,421 2,228 6,063 4,098 0 86,175 29,527
Changes from: November 15, 2022 Total Change is: 4,299
1,354 657 0 646 0 132 3,849 7,898 33 352 502 -101 -1,966 -4,821
Percent of Open Interest Represented by Each Category of Trader
5.0 2.6 0.0 1.7 0.0 0.1 13.4 67.1 1.9 5.1 3.5 0.0 72.8 24.9
Number of Traders in Each Category Total Traders: 39
4 . 0 5 0 . 11 8 9 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 484,934
Positions
121,451 57,300 1,670 173,847 184,210 40,953 79,842 137,295 14,903 27,689 29,355 224 24,355 19,023
Changes from: November 15, 2022 Total Change is: 5,847
2,176 11,444 -1,606 7,704 -1,300 1,355 -3,578 -5,869 -2,235 3,219 4,228 -9 -1,179 -162
Percent of Open Interest Represented by Each Category of Trader
25.0 11.8 0.3 35.8 38.0 8.4 16.5 28.3 3.1 5.7 6.1 0.0 5.0 3.9
Number of Traders in Each Category Total Traders: 320
26 18 6 77 66 42 37 69 24 13 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 17,952
Positions
1,211 16,043 0 12,481 343 0 3,268 1,157 0 0 0 0 992 409
Changes from: November 15, 2022 Total Change is: 1,011
0 895 0 778 -6 0 324 140 0 0 0 0 -91 -18
Percent of Open Interest Represented by Each Category of Trader
6.7 89.4 0.0 69.5 1.9 0.0 18.2 6.4 0.0 0.0 0.0 0.0 5.5 2.3
Number of Traders in Each Category Total Traders: 24
. 6 0 9 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 14,363
Positions
1,042 6,274 0 7,589 0 12 316 4,475 1 2,135 1,204 0 3,268 2,397
Changes from: November 15, 2022 Total Change is: 138
-198 -80 0 103 0 0 70 433 0 0 10 0 163 -225
Percent of Open Interest Represented by Each Category of Trader
7.3 43.7 0.0 52.8 0.0 0.1 2.2 31.2 0.0 14.9 8.4 0.0 22.8 16.7
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 22, 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 47,860
Positions
9,979 8,437 253 14,399 3,293 2,820 13,504 5,224 92 945 7,713 0 5,868 20,028
Changes from: November 15, 2022 Total Change is: 410
-80 426 95 -1,078 12 -82 1,556 -324 58 23 -351 0 -82 576
Percent of Open Interest Represented by Each Category of Trader
20.9 17.6 0.5 30.1 6.9 5.9 28.2 10.9 0.2 2.0 16.1 0.0 12.3 41.8
Number of Traders in Each Category Total Traders: 67
12 8 . 14 4 7 16 9 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 366,095
Positions
34,649 137,463 1,090 237,501 117,301 46,683 17,352 26,795 1,332 13,145 24,936 663 13,680 9,832
Changes from: November 15, 2022 Total Change is: 1,609
-401 5,977 -24 -253 -3,241 -464 -1,729 -3,483 219 114 -1,414 -33 4,180 4,072
Percent of Open Interest Represented by Each Category of Trader
9.5 37.5 0.3 64.9 32.0 12.8 4.7 7.3 0.4 3.6 6.8 0.2 3.7 2.7
Number of Traders in Each Category Total Traders: 205
14 16 4 71 53 38 19 16 7 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 1,170,471
Positions
98,372 394,223 10,925 746,941 362,173 122,976 83,205 151,734 8,856 68,687 90,459 3,601 26,908 25,524
Changes from: November 15, 2022 Total Change is: 8,214
1,855 24,968 1,649 18,271 -26,564 -4,813 -5,510 1,795 192 4,465 3,350 94 -7,989 7,543
Percent of Open Interest Represented by Each Category of Trader
8.4 33.7 0.9 63.8 30.9 10.5 7.1 13.0 0.8 5.9 7.7 0.3 2.3 2.2
Number of Traders in Each Category Total Traders: 403
29 18 12 143 84 82 50 40 30 21 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 271,536
Positions
5,877 190,202 53,014 26,330 0 1,787 166,031 5,119 12,785 4,859 8,128 444 409 57
Changes from: November 15, 2022 Total Change is: 2,488
0 1,181 1,140 1,067 0 -446 -17 0 915 5 5 89 -265 -396
Percent of Open Interest Represented by Each Category of Trader
2.2 70.0 19.5 9.7 0.0 0.7 61.1 1.9 4.7 1.8 3.0 0.2 0.2 0.0
Number of Traders in Each Category Total Traders: 102
4 30 15 13 0 4 35 4 8 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 14,892
Positions
1,627 10,290 1,440 0 0 0 11,725 3,062 100 0 0 0 0 0
Changes from: November 15, 2022 Total Change is: 544
-173 415 -19 0 0 0 736 148 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
10.9 69.1 9.7 0.0 0.0 0.0 78.7 20.6 0.7 0.0 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
4 10 6 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 1,447,535
Positions
22,867 138,891 61,661 607,689 290,413 202,473 83,355 337,140 169,046 79,922 71,115 10,487 210,036 166,309
Changes from: November 15, 2022 Total Change is: 49,793
1,054 34,453 6,901 -8,276 -16,471 831 1,060 -43 25,109 -2,292 -3,303 2,414 22,992 -97
Percent of Open Interest Represented by Each Category of Trader
1.6 9.6 4.3 42.0 20.1 14.0 5.8 23.3 11.7 5.5 4.9 0.7 14.5 11.5
Number of Traders in Each Category Total Traders: 191
7 20 17 63 28 60 22 35 41 5 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 1,557,467
Positions
7,108 43,974 11,817 861,555 253,979 307,572 66,689 735,639 59,917 56,635 12,022 2,245 183,930 130,302
Changes from: November 15, 2022 Total Change is: 63,266
-5,220 -21,222 1,578 -14,624 -10,020 57,149 -12,993 766 23,424 -1,461 -1,265 2,245 13,168 10,611
Percent of Open Interest Represented by Each Category of Trader
0.5 2.8 0.8 55.3 16.3 19.7 4.3 47.2 3.8 3.6 0.8 0.1 11.8 8.4
Number of Traders in Each Category Total Traders: 152
. 11 4 71 21 58 13 23 16 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 2,310,608
Positions
50,527 192,400 52,204 1,310,279 353,293 278,125 114,938 908,683 160,032 127,746 131,418 5,371 211,387 229,082
Changes from: November 15, 2022 Total Change is: 27,035
-7,118 -16,355 16,803 9,757 -5,251 -22,134 -17,598 -15,104 37,470 -15,356 -6,976 2,166 23,045 36,415
Percent of Open Interest Represented by Each Category of Trader
2.2 8.3 2.3 56.7 15.3 12.0 5.0 39.3 6.9 5.5 5.7 0.2 9.1 9.9
Number of Traders in Each Category Total Traders: 362
17 36 16 114 53 94 34 67 43 16 25 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 5,156,536
Positions
74,763 384,977 244,616 2,101,998 870,101 874,638 240,388 1,014,852 878,829 224,435 329,976 109,314 407,554 449,232
Changes from: November 15, 2022 Total Change is: 75,371
10,541 26,932 3,921 -5,533 -46,050 -11,313 -11,354 77,284 61,730 21,275 -30,410 5,189 914 -11,912
Percent of Open Interest Represented by Each Category of Trader
1.4 7.5 4.7 40.8 16.9 17.0 4.7 19.7 17.0 4.4 6.4 2.1 7.9 8.7
Number of Traders in Each Category Total Traders: 418
20 32 30 122 73 113 51 67 81 26 25 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 1,428,976
Positions
42,471 41,723 11,122 667,191 612,665 213,024 186,110 220,483 21,142 121,848 51,569 995 165,073 256,253
Changes from: November 15, 2022 Total Change is: 33,088
-5,035 9,264 6,543 -205 9,397 -11,860 11,685 22,371 -1,282 554 -20,030 995 31,693 17,690
Percent of Open Interest Represented by Each Category of Trader
3.0 2.9 0.8 46.7 42.9 14.9 13.0 15.4 1.5 8.5 3.6 0.1 11.6 17.9
Number of Traders in Each Category Total Traders: 140
4 7 6 43 45 54 12 14 14 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 3,362
Positions
0 0 0 0 0 0 0 2,426 0 1,493 297 72 1,797 567
Changes from: November 15, 2022 Total Change is: -5
0 0 0 0 0 0 -89 -78 0 -66 105 39 111 -71
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 0.0 72.2 0.0 44.4 8.8 2.1 53.5 16.9
Number of Traders in Each Category Total Traders: 26
0 0 0 0 0 0 0 . 0 18 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 4,796,839
Positions
31,514 548,745 114,429 1,757,180 715,688 881,465 681,510 1,427,174 377,186 544,042 243,738 33,416 376,097 454,997
Changes from: November 15, 2022 Total Change is: -38,008
-7,757 -22,925 7,795 -20,145 -59,602 -7,497 -33,202 41,396 -55,468 15,471 2,986 11,664 51,131 43,642
Percent of Open Interest Represented by Each Category of Trader
0.7 11.4 2.4 36.6 14.9 18.4 14.2 29.8 7.9 11.3 5.1 0.7 7.8 9.5
Number of Traders in Each Category Total Traders: 344
10 35 30 99 51 90 39 67 59 18 24 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 1,587,065
Positions
270,810 349,892 415,232 0 105,326 12,552 435,400 261,376 378,705 37,755 19,075 2,612 33,999 42,295
Changes from: November 15, 2022 Total Change is: 97,019
-1,673 34,399 -11,333 0 12,334 3,014 65,105 28,757 31,883 13,817 0 727 -4,521 -2,762
Percent of Open Interest Represented by Each Category of Trader
17.1 22.0 26.2 0.0 6.6 0.8 27.4 16.5 23.9 2.4 1.2 0.2 2.1 2.7
Number of Traders in Each Category Total Traders: 129
26 33 53 0 6 4 33 20 45 6 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 is13,605,369
Positions
2,178,928 2,027,476 2,045,335 585,740 114,306 342,078 720,496 916,488 7,184,862 32,802 144,918 147,323 367,804 682,584
Changes from: November 15, 2022 Total Change is: -267,290
-8,142 21,118 -28,166 -28,912 -21,675 -17,451 26,703 -706 -167,136 2,590 -30,662 10,089 -56,866 -32,703
Percent of Open Interest Represented by Each Category of Trader
16.0 14.9 15.0 4.3 0.8 2.5 5.3 6.7 52.8 0.2 1.1 1.1 2.7 5.0
Number of Traders in Each Category Total Traders: 192
24 29 49 14 5 13 45 46 79 12 12 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 is14,240,698
Positions
2,523,079 2,719,024 1,812,178 543,977 355,295 668,044 989,864 942,425 7,414,507 78,451 155,441 113,046 97,553 60,739
Changes from: November 15, 2022 Total Change is: 836,097
-47,088 84,146 103,184 32,130 -44,518 103,419 32,337 -44,383 558,107 -17,792 43,229 -7,060 78,860 39,973
Percent of Open Interest Represented by Each Category of Trader
17.7 19.1 12.7 3.8 2.5 4.7 7.0 6.6 52.1 0.6 1.1 0.8 0.7 0.4
Number of Traders in Each Category Total Traders: 562
54 92 124 27 31 37 93 102 157 59 67 76
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 675,813
Positions
112,028 276,110 154,509 962 7,749 10,397 271,879 96,786 123,876 1,227 5,544 669 266 173
Changes from: November 15, 2022 Total Change is: 67,558
15,773 17,729 -9,979 -684 7,029 -3,049 40,446 31,044 24,984 -58 -7 -5 130 -188
Percent of Open Interest Represented by Each Category of Trader
16.6 40.9 22.9 0.1 1.1 1.5 40.2 14.3 18.3 0.2 0.8 0.1 0.0 0.0
Number of Traders in Each Category Total Traders: 167
34 49 54 . 6 . 34 31 47 6 4 6
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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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BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 21,184
Positions
340 3,032 368 5,892 1,322 937 5,805 8,982 2,601 2,742 1,764 1,052 1,448 1,126
Changes from: November 15, 2022 Total Change is: 1,167
-75 411 196 -216 -94 60 384 -386 606 80 203 -48 181 220
Percent of Open Interest Represented by Each Category of Trader
1.6 14.3 1.7 27.8 6.2 4.4 27.4 42.4 12.3 12.9 8.3 5.0 6.8 5.3
Number of Traders in Each Category Total Traders: 118
5 . 4 6 10 6 26 42 20 11 15 9
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 29,874
Positions
310 1,650 91 182 1,337 12 20,231 18,901 2,987 2,969 2,601 105 2,988 2,191
Changes from: November 15, 2022 Total Change is: 244
-38 350 91 35 -1 -43 1,409 -351 -368 -762 406 -3 -77 163
Percent of Open Interest Represented by Each Category of Trader
1.0 5.5 0.3 0.6 4.5 0.0 67.7 63.3 10.0 9.9 8.7 0.4 10.0 7.3
Number of Traders in Each Category Total Traders: 123
. . . . . . 11 20 11 45 37 7
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 6,750
Positions
163 376 214 34 1,009 8 3,499 2,664 434 1,616 1,339 28 754 678
Changes from: November 15, 2022 Total Change is: 929
-2 347 -10 34 223 0 129 234 7 904 7 19 -152 102
Percent of Open Interest Represented by Each Category of Trader
2.4 5.6 3.2 0.5 14.9 0.1 51.8 39.5 6.4 23.9 19.8 0.4 11.2 10.0
Number of Traders in Each Category Total Traders: 76
. . . . 6 . 17 26 8 13 8 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 92,202
Positions
0 10,204 0 212 852 0 62,441 58,575 13,580 13,707 7,649 757 1,505 584
Changes from: November 15, 2022 Total Change is: 16,146
0 5,588 0 74 582 0 23,079 16,301 -7,095 -369 485 315 142 -31
Percent of Open Interest Represented by Each Category of Trader
0.0 11.1 0.0 0.2 0.9 0.0 67.7 63.5 14.7 14.9 8.3 0.8 1.6 0.6
Number of Traders in Each Category Total Traders: 141
0 . 0 . . 0 10 10 7 77 39 7
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 47,835
Positions
276 25,566 0 22,144 1,436 792 14,488 15,745 338 3,408 1,456 212 6,177 2,290
Changes from: November 15, 2022 Total Change is: -684
-85 0 0 -1,225 57 -140 1,344 37 -71 -816 -116 -14 322 -437
Percent of Open Interest Represented by Each Category of Trader
0.6 53.4 0.0 46.3 3.0 1.7 30.3 32.9 0.7 7.1 3.0 0.4 12.9 4.8
Number of Traders in Each Category Total Traders: 103
. . 0 11 5 4 28 16 4 28 13 4
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 313,877
Positions
31,791 13,356 11,435 82,511 63,681 42,513 52,423 87,701 54,478 6,592 2,655 12,215 19,919 25,843
Changes from: November 15, 2022 Total Change is: -9,754
-3,531 -1,664 -8,399 821 14,045 5,569 4,724 -9,073 -7,802 -981 1,711 -1,116 961 -3,025
Percent of Open Interest Represented by Each Category of Trader
10.1 4.3 3.6 26.3 20.3 13.5 16.7 27.9 17.4 2.1 0.8 3.9 6.3 8.2
Number of Traders in Each Category Total Traders: 165
15 9 18 12 35 23 26 43 44 9 6 15
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 56,651
Positions
37,106 46,118 0 13,231 0 2,173 2,786 8,033 0 999 262 17 339 48
Changes from: November 15, 2022 Total Change is: 237
125 0 0 -1,029 0 611 594 -356 -11 -23 31 -6 -24 -32
Percent of Open Interest Represented by Each Category of Trader
65.5 81.4 0.0 23.4 0.0 3.8 4.9 14.2 0.0 1.8 0.5 0.0 0.6 0.1
Number of Traders in Each Category Total Traders: 43
. 4 0 15 0 4 8 7 0 . . .
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Updated November 28, 2022