Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 180,484
Positions
38,475 15,000 18,099 27,065 59,499 6,012 27,486 28,711 13,712 15,305 8,419 521 33,808 30,510
Changes from: December 6, 2022 Total Change is: 12,935
3,177 438 12,928 -1,027 7,354 456 3,709 2,312 -7,045 673 -1,583 205 -142 -2,131
Percent of Open Interest Represented by Each Category of Trader
21.3 8.3 10.0 15.0 33.0 3.3 15.2 15.9 7.6 8.5 4.7 0.3 18.7 16.9
Number of Traders in Each Category Total Traders: 113
10 5 10 12 23 13 18 26 17 13 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 51,063
Positions
25,112 5,253 4,932 1,985 9,607 553 2,509 10,823 4,634 0 0 0 11,339 15,261
Changes from: December 6, 2022 Total Change is: 4,551
-122 71 2,947 -218 34 -61 -68 1,174 1,364 0 0 0 709 -977
Percent of Open Interest Represented by Each Category of Trader
49.2 10.3 9.7 3.9 18.8 1.1 4.9 21.2 9.1 0.0 0.0 0.0 22.2 29.9
Number of Traders in Each Category Total Traders: 36
5 . . 4 6 . 7 12 9 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 270,457
Positions
81,229 55,086 20,564 42,289 60,492 7,541 55,125 55,765 33,960 2,015 3,230 1,167 26,568 32,652
Changes from: December 6, 2022 Total Change is: -7,401
-5,188 3,314 2,863 2,002 -9,104 -3,807 -1,248 6,313 -3,844 -336 -1,161 169 1,987 -2,144
Percent of Open Interest Represented by Each Category of Trader
30.0 20.4 7.6 15.6 22.4 2.8 20.4 20.6 12.6 0.7 1.2 0.4 9.8 12.1
Number of Traders in Each Category Total Traders: 133
7 9 9 14 32 16 28 32 28 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 246,677
Positions
90,183 18,776 18,971 51,023 94,946 4,329 23,714 45,195 28,731 1,018 1,734 44 28,664 33,950
Changes from: December 6, 2022 Total Change is: -11,969
-10,598 -4,028 6,656 -2,294 -3,053 -3,005 -4,572 -7,029 506 -70 -181 44 1,363 -1,879
Percent of Open Interest Represented by Each Category of Trader
36.6 7.6 7.7 20.7 38.5 1.8 9.6 18.3 11.6 0.4 0.7 0.0 11.6 13.8
Number of Traders in Each Category Total Traders: 120
9 7 11 17 29 18 18 31 17 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 882,260
Positions
39,194 468,775 29,409 473,236 96,323 28,720 74,629 80,723 92,923 43,530 16,773 4,615 96,004 63,999
Changes from: December 6, 2022 Total Change is: 40,593
-583 34,107 6,436 24,048 -3,602 -305 7,024 -2,135 -1,750 197 -1,515 -417 5,943 9,774
Percent of Open Interest Represented by Each Category of Trader
4.4 53.1 3.3 53.6 10.9 3.3 8.5 9.1 10.5 4.9 1.9 0.5 10.9 7.3
Number of Traders in Each Category Total Traders: 317
17 15 15 109 31 49 48 42 39 35 17 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 32,152
Positions
0 18,767 0 11,891 621 3,112 1,965 4,295 1,641 0 0 0 13,543 3,716
Changes from: December 6, 2022 Total Change is: 1,810
0 3 0 -448 -27 223 548 586 756 0 0 0 731 269
Percent of Open Interest Represented by Each Category of Trader
0.0 58.4 0.0 37.0 1.9 9.7 6.1 13.4 5.1 0.0 0.0 0.0 42.1 11.6
Number of Traders in Each Category Total Traders: 25
0 . 0 14 . 6 4 . 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 179,071
Positions
63,284 26,264 5,486 52,433 58,775 4,109 15,973 44,797 16,667 3,095 0 0 18,024 22,972
Changes from: December 6, 2022 Total Change is: -9,181
-97 2,838 642 1,440 -1,039 -1,795 -144 -3,486 -9,343 197 0 0 -81 3,002
Percent of Open Interest Represented by Each Category of Trader
35.3 14.7 3.1 29.3 32.8 2.3 8.9 25.0 9.3 1.7 0.0 0.0 10.1 12.8
Number of Traders in Each Category Total Traders: 94
6 6 5 14 21 12 17 25 14 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 290,687
Positions
7,826 222,530 3,583 129,696 4,568 544 126,272 24,284 9,270 5,441 23,303 114 7,942 2,492
Changes from: December 6, 2022 Total Change is: -4,293
2,932 -4,847 2,818 -30,217 361 -194 16,467 -5,442 4,707 -939 -1,788 57 76 35
Percent of Open Interest Represented by Each Category of Trader
2.7 76.6 1.2 44.6 1.6 0.2 43.4 8.4 3.2 1.9 8.0 0.0 2.7 0.9
Number of Traders in Each Category Total Traders: 166
4 8 4 32 7 5 63 22 15 16 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 34,207
Positions
4,648 3,859 459 17,649 3,718 28 6,736 23,410 19 1,196 1,343 0 3,472 1,371
Changes from: December 6, 2022 Total Change is: 8,717
-123 0 318 8,060 -386 -9 513 8,885 17 61 -13 0 -120 -95
Percent of Open Interest Represented by Each Category of Trader
13.6 11.3 1.3 51.6 10.9 0.1 19.7 68.4 0.1 3.5 3.9 0.0 10.1 4.0
Number of Traders in Each Category Total Traders: 62
4 . . 14 4 . 15 11 . 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 55,295
Positions
18,432 7,343 4,650 11,042 11,453 97 13,889 25,159 1,887 0 818 0 5,298 3,888
Changes from: December 6, 2022 Total Change is: 12,329
106 2,600 4,111 3,044 -727 -11 1,806 4,082 1,552 -155 59 -13 1,889 676
Percent of Open Interest Represented by Each Category of Trader
33.3 13.3 8.4 20.0 20.7 0.2 25.1 45.5 3.4 0.0 1.5 0.0 9.6 7.0
Number of Traders in Each Category Total Traders: 86
8 5 5 15 14 4 21 17 6 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 15,350
Positions
4,758 5,646 1,624 2,058 3,924 0 4,333 1,435 1,170 0 0 0 1,407 1,551
Changes from: December 6, 2022 Total Change is: 861
-1,124 107 1,611 -411 -2,165 0 -106 512 917 0 -143 0 -26 22
Percent of Open Interest Represented by Each Category of Trader
31.0 36.8 10.6 13.4 25.6 0.0 28.2 9.3 7.6 0.0 0.0 0.0 9.2 10.1
Number of Traders in Each Category Total Traders: 27
. . . . 5 0 10 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 53,640
Positions
14,174 6,828 5,556 11,449 3,956 12 10,150 9,105 5,311 0 11,951 2 6,985 10,919
Changes from: December 6, 2022 Total Change is: 12,337
1,398 1,224 4,913 498 361 12 1,152 1,029 3,790 0 293 -122 697 837
Percent of Open Interest Represented by Each Category of Trader
26.4 12.7 10.4 21.3 7.4 0.0 18.9 17.0 9.9 0.0 22.3 0.0 13.0 20.4
Number of Traders in Each Category Total Traders: 106
13 17 14 19 8 . 17 24 20 0 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 107,280
Positions
28,349 13,656 11,112 22,897 7,911 24 20,301 18,210 10,623 0 23,902 4 13,971 21,838
Changes from: December 6, 2022 Total Change is: 24,673
2,795 2,447 9,826 996 721 23 2,303 2,058 7,581 0 586 -244 1,393 1,675
Percent of Open Interest Represented by Each Category of Trader
26.4 12.7 10.4 21.3 7.4 0.0 18.9 17.0 9.9 0.0 22.3 0.0 13.0 20.4
Number of Traders in Each Category Total Traders: 106
13 17 14 19 8 . 17 24 20 0 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 67,407
Positions
19,096 33,395 14,491 27,041 9,539 1,772 2,169 6,813 0 0 0 0 2,838 1,397
Changes from: December 6, 2022 Total Change is: 15,958
-7,948 2,211 14,491 9,010 -1,105 60 -75 -19 -18 0 0 0 438 338
Percent of Open Interest Represented by Each Category of Trader
28.3 49.5 21.5 40.1 14.2 2.6 3.2 10.1 0.0 0.0 0.0 0.0 4.2 2.1
Number of Traders in Each Category Total Traders: 33
5 5 4 17 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 48,564
Positions
503 1,554 0 548 0 427 22,107 16,121 6,945 274 4,009 557 17,203 18,951
Changes from: December 6, 2022 Total Change is: 7,329
53 687 -402 0 0 0 1,862 646 4,782 -200 970 332 902 314
Percent of Open Interest Represented by Each Category of Trader
1.0 3.2 0.0 1.1 0.0 0.9 45.5 33.2 14.3 0.6 8.3 1.1 35.4 39.0
Number of Traders in Each Category Total Traders: 23
. 4 0 . 0 . 5 6 7 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 711,621
Positions
73,630 75,795 48,877 192,059 94,917 54,249 22,713 116,578 221,256 20,173 23,990 14,502 64,163 61,457
Changes from: December 6, 2022 Total Change is: 39,350
-4,722 -7,461 11,834 2,322 -2,944 640 -2,956 5,267 18,555 177 2,142 7,708 5,791 3,608
Percent of Open Interest Represented by Each Category of Trader
10.3 10.7 6.9 27.0 13.3 7.6 3.2 16.4 31.1 2.8 3.4 2.0 9.0 8.6
Number of Traders in Each Category Total Traders: 593
38 32 52 138 105 119 72 117 136 45 41 46
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 20,865
Positions
1,348 16,459 769 14,116 250 0 1,186 0 919 0 0 0 2,527 2,468
Changes from: December 6, 2022 Total Change is: 3,763
-84 5,201 769 1,821 -4,235 -37 -388 0 919 0 0 0 763 1,146
Percent of Open Interest Represented by Each Category of Trader
6.5 78.9 3.7 67.7 1.2 0.0 5.7 0.0 4.4 0.0 0.0 0.0 12.1 11.8
Number of Traders in Each Category Total Traders: 22
. 9 . 5 . 0 4 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 33,921
Positions
9,481 25,389 1,238 12,065 3,420 0 5,639 672 1,053 0 0 0 4,445 2,149
Changes from: December 6, 2022 Total Change is: 2,482
714 -2,622 1,238 -1,891 1,842 0 228 2 1,023 0 0 0 1,170 999
Percent of Open Interest Represented by Each Category of Trader
28.0 74.8 3.6 35.6 10.1 0.0 16.6 2.0 3.1 0.0 0.0 0.0 13.1 6.3
Number of Traders in Each Category Total Traders: 39
5 7 . 11 4 0 9 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 3,558,105
Positions
368,148 378,977 244,383 960,296 474,586 271,245 113,566 582,889 1,106,279 100,866 119,951 72,510 320,813 307,285
Changes from: December 6, 2022 Total Change is: 196,748
-23,609 -37,303 59,169 11,611 -14,719 3,201 -14,779 26,337 92,776 885 10,708 38,539 28,956 18,039
Percent of Open Interest Represented by Each Category of Trader
10.3 10.7 6.9 27.0 13.3 7.6 3.2 16.4 31.1 2.8 3.4 2.0 9.0 8.6
Number of Traders in Each Category Total Traders: 593
38 32 52 138 105 119 72 117 136 45 41 46
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 34,742
Positions
17,075 26,849 185 10,451 33 520 670 288 1,708 0 0 0 4,133 5,159
Changes from: December 6, 2022 Total Change is: 5,301
2,321 -85 185 -1,237 0 0 -122 -43 1,708 0 0 0 2,446 3,536
Percent of Open Interest Represented by Each Category of Trader
49.1 77.3 0.5 30.1 0.1 1.5 1.9 0.8 4.9 0.0 0.0 0.0 11.9 14.8
Number of Traders in Each Category Total Traders: 23
5 7 . 6 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 18,817
Positions
3,845 14,508 3,234 6,527 0 0 2,357 0 3 0 0 0 2,851 1,072
Changes from: December 6, 2022 Total Change is: 3,315
1 -2 3,234 0 0 0 -125 0 0 0 0 0 205 83
Percent of Open Interest Represented by Each Category of Trader
20.4 77.1 17.2 34.7 0.0 0.0 12.5 0.0 0.0 0.0 0.0 0.0 15.2 5.7
Number of Traders in Each Category Total Traders: 26
6 9 5 6 0 0 5 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 26,533
Positions
12,116 13,048 3,279 8,239 6,886 0 738 1,103 488 0 0 0 1,673 1,729
Changes from: December 6, 2022 Total Change is: 4,121
-266 127 3,279 0 -154 0 119 30 488 0 0 0 501 351
Percent of Open Interest Represented by Each Category of Trader
45.7 49.2 12.4 31.1 26.0 0.0 2.8 4.2 1.8 0.0 0.0 0.0 6.3 6.5
Number of Traders in Each Category Total Traders: 26
7 4 4 . 6 0 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 23,065
Positions
747 12,307 2,920 10,382 2,958 2,301 2,455 1,168 4 0 0 0 4,256 1,407
Changes from: December 6, 2022 Total Change is: 5,022
90 2,313 2,920 -1,279 -1,675 912 191 -350 4 0 0 0 2,184 898
Percent of Open Interest Represented by Each Category of Trader
3.2 53.4 12.7 45.0 12.8 10.0 10.6 5.1 0.0 0.0 0.0 0.0 18.5 6.1
Number of Traders in Each Category Total Traders: 30
. 10 5 9 . . 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 275,986
Positions
30,785 4,842 3,016 31,784 4,033 13 112,618 71,699 41,698 2,040 9,755 0 54,032 140,930
Changes from: December 6, 2022 Total Change is: 42,288
-2,835 660 1,506 -871 31 -108 26,976 -16,037 24,537 -10 2,935 0 -6,908 28,763
Percent of Open Interest Represented by Each Category of Trader
11.2 1.8 1.1 11.5 1.5 0.0 40.8 26.0 15.1 0.7 3.5 0.0 19.6 51.1
Number of Traders in Each Category Total Traders: 33
. . . 11 . . 7 6 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 295,229
Positions
109,362 81,900 123,907 0 32,000 0 8,263 2,593 51,120 0 0 0 2,577 3,709
Changes from: December 6, 2022 Total Change is: 7,757
760 0 6,504 0 0 0 1,497 250 2,253 0 0 0 -3,257 -1,250
Percent of Open Interest Represented by Each Category of Trader
37.0 27.7 42.0 0.0 10.8 0.0 2.8 0.9 17.3 0.0 0.0 0.0 0.9 1.3
Number of Traders in Each Category Total Traders: 23
10 . 12 0 . 0 . . 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 47,655
Positions
10,972 4,396 2,092 22,275 32,019 3,055 1,198 949 152 231 0 115 7,565 4,877
Changes from: December 6, 2022 Total Change is: 3,438
613 310 1,966 397 167 385 -206 -572 102 9 0 115 57 965
Percent of Open Interest Represented by Each Category of Trader
23.0 9.2 4.4 46.7 67.2 6.4 2.5 2.0 0.3 0.5 0.0 0.2 15.9 10.2
Number of Traders in Each Category Total Traders: 63
5 6 6 23 21 10 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 74,909
Positions
12,870 6,996 5,735 16,152 12,733 1,745 9,255 14,583 18,960 1,946 4,213 390 7,856 9,553
Changes from: December 6, 2022 Total Change is: 13,115
316 320 4,509 14 249 428 -334 -735 7,960 207 701 -37 51 -281
Percent of Open Interest Represented by Each Category of Trader
17.2 9.3 7.7 21.6 17.0 2.3 12.4 19.5 25.3 2.6 5.6 0.5 10.5 12.8
Number of Traders in Each Category Total Traders: 300
31 17 26 62 44 37 39 56 51 20 29 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 374,545
Positions
64,348 34,980 28,673 80,762 63,665 8,726 46,273 72,915 94,801 9,731 21,067 1,952 39,278 47,766
Changes from: December 6, 2022 Total Change is: 65,573
1,582 1,599 22,547 69 1,245 2,139 -1,669 -3,673 39,801 1,036 3,506 -185 253 -1,405
Percent of Open Interest Represented by Each Category of Trader
17.2 9.3 7.7 21.6 17.0 2.3 12.4 19.5 25.3 2.6 5.6 0.5 10.5 12.8
Number of Traders in Each Category Total Traders: 300
31 17 26 62 44 37 39 56 51 20 29 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 140,218
Positions
7,784 1,516 2,667 2,156 0 505 19,431 94,686 13,264 6,109 2,780 40 88,262 24,760
Changes from: December 6, 2022 Total Change is: 9,382
1,065 -1,433 2,667 122 0 -34 3,937 -1,013 9,653 -116 -1,528 20 -7,933 1,050
Percent of Open Interest Represented by Each Category of Trader
5.6 1.1 1.9 1.5 0.0 0.4 13.9 67.5 9.5 4.4 2.0 0.0 62.9 17.7
Number of Traders in Each Category Total Traders: 35
4 . . 5 0 . 12 7 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 531,385
Positions
119,731 70,778 23,134 170,834 179,638 44,679 86,684 129,082 33,244 24,147 27,949 414 28,517 22,467
Changes from: December 6, 2022 Total Change is: 36,799
-2,558 8,262 20,473 -5,052 -4,522 4,146 3,621 -6,332 13,394 427 -994 230 2,118 2,142
Percent of Open Interest Represented by Each Category of Trader
22.5 13.3 4.4 32.1 33.8 8.4 16.3 24.3 6.3 4.5 5.3 0.1 5.4 4.2
Number of Traders in Each Category Total Traders: 319
21 22 12 78 68 48 40 64 42 9 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 35,763
Positions
903 17,160 9,559 13,568 875 0 3,742 1,071 81 0 0 0 7,910 7,017
Changes from: December 6, 2022 Total Change is: 16,234
0 -559 9,559 -332 302 0 29 -88 81 0 0 0 6,897 6,939
Percent of Open Interest Represented by Each Category of Trader
2.5 48.0 26.7 37.9 2.4 0.0 10.5 3.0 0.2 0.0 0.0 0.0 22.1 19.6
Number of Traders in Each Category Total Traders: 27
. 8 6 9 . 0 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 39,328
Positions
3,814 8,509 600 13,463 2,837 2,674 11,494 5,153 37 1,542 2,254 2 5,702 17,262
Changes from: December 6, 2022 Total Change is: -15,402
-7,825 1,709 -2,820 5,797 -1,242 653 -4,114 101 -1,096 775 -6,286 -1 -6,771 -6,420
Percent of Open Interest Represented by Each Category of Trader
9.7 21.6 1.5 34.2 7.2 6.8 29.2 13.1 0.1 3.9 5.7 0.0 14.5 43.9
Number of Traders in Each Category Total Traders: 47
7 5 . 13 4 6 8 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 426,335
Positions
32,801 139,190 71,065 217,278 112,248 52,580 17,853 22,153 2,258 12,116 16,417 839 19,545 9,585
Changes from: December 6, 2022 Total Change is: 77,713
371 -3,760 66,048 -3,493 -5,182 6,109 -413 5,315 1,344 -157 5,268 201 7,703 2,370
Percent of Open Interest Represented by Each Category of Trader
7.7 32.6 16.7 51.0 26.3 12.3 4.2 5.2 0.5 2.8 3.9 0.2 4.6 2.2
Number of Traders in Each Category Total Traders: 197
12 15 16 67 53 41 16 15 8 9 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 1,259,552
Positions
91,103 372,738 125,728 666,934 330,209 125,482 81,300 145,695 17,438 53,136 68,461 10,897 87,534 62,904
Changes from: December 6, 2022 Total Change is: 214,223
375 -7,166 110,268 21,953 -20,956 10,859 -4,537 39,085 6,683 3,023 18,608 6,920 58,679 49,922
Percent of Open Interest Represented by Each Category of Trader
7.2 29.6 10.0 53.0 26.2 10.0 6.5 11.6 1.4 4.2 5.4 0.9 6.9 5.0
Number of Traders in Each Category Total Traders: 395
26 20 22 142 70 91 53 39 38 27 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 274,119
Positions
6,668 198,810 47,783 26,389 0 1,337 170,186 5,219 12,322 8,522 8,131 465 447 52
Changes from: December 6, 2022 Total Change is: -1,700
88 115 -1,122 -1,220 0 -250 602 100 -522 692 1 -21 53 -1
Percent of Open Interest Represented by Each Category of Trader
2.4 72.5 17.4 9.6 0.0 0.5 62.1 1.9 4.5 3.1 3.0 0.2 0.2 0.0
Number of Traders in Each Category Total Traders: 104
5 30 15 13 0 4 34 4 9 13 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 20,450
Positions
613 13,492 3,378 0 0 0 16,060 3,181 399 0 0 0 0 0
Changes from: December 6, 2022 Total Change is: 3,205
-1,137 1,779 1,101 0 0 0 2,991 75 250 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
3.0 66.0 16.5 0.0 0.0 0.0 78.5 15.6 2.0 0.0 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 21
4 11 6 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 1,324,921
Positions
24,282 150,296 29,765 617,341 264,378 197,338 84,496 361,459 96,664 85,213 73,474 3,302 186,520 148,244
Changes from: December 6, 2022 Total Change is: 31,485
3,711 5,894 4,830 6,889 691 292 -819 20,234 8,521 3,973 2,999 239 3,850 -12,215
Percent of Open Interest Represented by Each Category of Trader
1.8 11.3 2.2 46.6 20.0 14.9 6.4 27.3 7.3 6.4 5.5 0.2 14.1 11.2
Number of Traders in Each Category Total Traders: 192
5 19 16 66 29 62 20 34 41 8 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 1,427,292
Positions
7,975 66,032 1,452 887,992 272,111 230,315 54,213 701,928 32,301 46,934 13,441 0 166,109 109,712
Changes from: December 6, 2022 Total Change is: 2,294
2,829 13,278 -1,594 16,402 -5,339 -7,212 2,043 10,248 -1,770 -5,802 -148 0 -2,602 -5,169
Percent of Open Interest Represented by Each Category of Trader
0.6 4.6 0.1 62.2 19.1 16.1 3.8 49.2 2.3 3.3 0.9 0.0 11.6 7.7
Number of Traders in Each Category Total Traders: 157
. 12 . 78 21 56 14 22 16 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 2,227,595
Positions
37,534 208,960 20,304 1,296,425 383,423 286,391 137,010 896,912 118,341 144,161 128,746 1,223 186,207 183,294
Changes from: December 6, 2022 Total Change is: 101,878
-7,209 16,114 -1,262 36,312 3,986 17,009 -2,025 12,374 50,223 -519 -8,158 497 8,853 11,096
Percent of Open Interest Represented by Each Category of Trader
1.7 9.4 0.9 58.2 17.2 12.9 6.2 40.3 5.3 6.5 5.8 0.1 8.4 8.2
Number of Traders in Each Category Total Traders: 364
15 35 9 118 53 86 39 60 41 21 23 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 10Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,866,879
Positions
108,621 281,421 222,755 1,989,443 916,344 875,015 239,271 961,321 770,307 221,442 293,785 83,975 356,051 461,957
Changes from: December 6, 2022 Total Change is: 164,902
13,776 -31,223 39,879 2,181 89,453 10,261 -11,264 -7,419 75,436 25,657 -9,185 9,466 -489 -11,765
Percent of Open Interest Represented by Each Category of Trader
2.2 5.8 4.6 40.9 18.8 18.0 4.9 19.8 15.8 4.5 6.0 1.7 7.3 9.5
Number of Traders in Each Category Total Traders: 406
22 30 36 116 82 114 38 68 70 22 28 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 1,433,566
Positions
41,585 41,230 6,593 656,071 593,435 199,994 216,957 268,560 13,451 140,537 58,219 226 158,152 251,858
Changes from: December 6, 2022 Total Change is: 22,981
-1,537 1,563 694 9,181 2,416 -8,192 27,951 16,091 -696 -2,259 2,113 -112 -2,049 9,104
Percent of Open Interest Represented by Each Category of Trader
2.9 2.9 0.5 45.8 41.4 14.0 15.1 18.7 0.9 9.8 4.1 0.0 11.0 17.6
Number of Traders in Each Category Total Traders: 145
. 7 . 41 50 55 13 14 9 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE 1000 x Index Points
CFTC Code #04360Y Open Interest is 2,565
Positions
0 0 0 0 0 0 0 1,792 0 949 187 38 1,578 548
Changes from: December 6, 2022 Total Change is: 412
0 0 0 0 0 0 0 576 0 186 -99 38 188 -103
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 0.0 69.9 0.0 37.0 7.3 1.5 61.5 21.4
Number of Traders in Each Category Total Traders: 25
0 0 0 0 0 0 0 . 0 18 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 4,436,882
Positions
23,687 517,765 55,459 1,776,144 596,272 838,970 673,663 1,459,453 303,004 445,134 259,666 6,275 314,546 400,017
Changes from: December 6, 2022 Total Change is: 8,349
-10,145 22,638 9,454 10,571 -54,221 3,930 -10,969 19,754 26,539 -22,631 6,649 2,747 -1,148 -29,142
Percent of Open Interest Represented by Each Category of Trader
0.5 11.7 1.2 40.0 13.4 18.9 15.2 32.9 6.8 10.0 5.9 0.1 7.1 9.0
Number of Traders in Each Category Total Traders: 336
9 31 21 104 50 87 43 59 57 20 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 1,402,582
Positions
394,579 278,400 381,155 0 73,313 7,886 245,298 294,646 303,577 34,793 19,075 855 34,439 43,675
Changes from: December 6, 2022 Total Change is: 79,554
-4,386 -7,413 41,654 0 3,542 0 13,293 8,210 29,139 -4,210 0 -365 4,429 4,787
Percent of Open Interest Represented by Each Category of Trader
28.1 19.8 27.2 0.0 5.2 0.6 17.5 21.0 21.6 2.5 1.4 0.1 2.5 3.1
Number of Traders in Each Category Total Traders: 123
27 32 49 0 5 4 21 25 36 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 is12,558,011
Positions
2,225,703 1,930,959 1,920,126 505,138 111,352 329,100 763,547 1,118,013 6,258,451 32,184 121,684 139,521 384,240 628,805
Changes from: December 6, 2022 Total Change is: -185,314
-11,285 -60,079 -18,950 -28,086 -8,124 4,371 27,661 140,320 -156,116 -23 -17,052 191 -3,077 -69,875
Percent of Open Interest Represented by Each Category of Trader
17.7 15.4 15.3 4.0 0.9 2.6 6.1 8.9 49.8 0.3 1.0 1.1 3.1 5.0
Number of Traders in Each Category Total Traders: 181
23 30 50 13 8 13 38 45 74 7 13 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 is15,606,257
Positions
2,615,081 3,054,590 1,962,819 597,364 344,742 764,523 1,249,200 975,255 8,055,983 91,842 173,569 238,481 30,966 36,296
Changes from: December 6, 2022 Total Change is: 375,929
-58,740 168,702 78,205 26,847 -25,846 35,443 97,568 -109,420 177,231 -38,019 -5,792 48,447 8,948 8,960
Percent of Open Interest Represented by Each Category of Trader
16.8 19.6 12.6 3.8 2.2 4.9 8.0 6.2 51.6 0.6 1.1 1.5 0.2 0.2
Number of Traders in Each Category Total Traders: 607
52 93 125 26 35 40 94 110 161 68 83 94
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 676,713
Positions
105,370 221,869 179,004 27,510 6,295 7,131 240,809 131,530 114,464 1,499 14,512 701 225 1,207
Changes from: December 6, 2022 Total Change is: 63,262
6,051 -11,242 34,426 3,729 303 -164 4,140 22,152 15,923 -977 2,175 63 71 -374
Percent of Open Interest Represented by Each Category of Trader
15.6 32.8 26.5 4.1 0.9 1.1 35.6 19.4 16.9 0.2 2.1 0.1 0.0 0.2
Number of Traders in Each Category Total Traders: 170
24 55 52 . 5 . 34 33 42 7 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 15,671
Positions
101 3,498 164 6,681 968 631 4,258 5,653 1,765 384 1,756 332 1,355 903
Changes from: December 6, 2022 Total Change is: -1,972
-70 358 30 124 -310 -41 -10 -2,023 0 -1,724 230 -242 -39 25
Percent of Open Interest Represented by Each Category of Trader
0.6 22.3 1.0 42.6 6.2 4.0 27.2 36.1 11.3 2.5 11.2 2.1 8.6 5.8
Number of Traders in Each Category Total Traders: 109
. 4 . 8 6 5 29 39 18 11 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 :
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MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 11,502
Positions
200 221 0 114 1,279 0 5,340 5,778 1,385 1,958 1,119 112 2,393 1,607
Changes from: December 6, 2022 Total Change is: -1,407
0 0 0 -63 -14 -22 -1,613 -1,074 318 147 -618 24 -198 -21
Percent of Open Interest Represented by Each Category of Trader
1.7 1.9 0.0 1.0 11.1 0.0 46.4 50.2 12.0 17.0 9.7 1.0 20.8 14.0
Number of Traders in Each Category Total Traders: 94
. . 0 . . 0 9 10 7 39 26 6
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Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 4,919
Positions
114 560 46 34 519 32 2,096 1,710 328 1,386 1,187 27 857 510
Changes from: December 6, 2022 Total Change is: -486
-33 161 -87 0 -89 6 -58 -383 115 -614 -141 15 170 -83
Percent of Open Interest Represented by Each Category of Trader
2.3 11.4 0.9 0.7 10.6 0.7 42.6 34.8 6.7 28.2 24.1 0.5 17.4 10.4
Number of Traders in Each Category Total Traders: 69
. 4 . . 5 . 19 17 8 13 7 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 49,646
Positions
3,303 0 0 138 1,822 0 20,768 30,406 12,056 11,725 4,555 453 1,203 354
Changes from: December 6, 2022 Total Change is: 1,173
1,977 0 0 0 165 0 -1,027 3,540 -173 481 -2,235 -10 -75 -114
Percent of Open Interest Represented by Each Category of Trader
6.7 0.0 0.0 0.3 3.7 0.0 41.8 61.2 24.3 23.6 9.2 0.9 2.4 0.7
Number of Traders in Each Category Total Traders: 116
. 0 0 . . 0 9 11 6 60 30 6
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Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 48,091
Positions
242 25,566 0 19,877 2,048 839 16,576 14,228 1,420 3,240 799 104 5,794 3,087
Changes from: December 6, 2022 Total Change is: 2,830
38 0 0 -489 159 -1 2,014 3,237 789 418 -1,366 -108 169 120
Percent of Open Interest Represented by Each Category of Trader
0.5 53.2 0.0 41.3 4.3 1.7 34.5 29.6 3.0 6.7 1.7 0.2 12.0 6.4
Number of Traders in Each Category Total Traders: 89
. . 0 8 7 4 20 24 12 20 7 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 347,723
Positions
36,510 18,301 15,962 93,026 78,968 40,577 55,982 80,647 67,974 2,728 7,855 9,243 25,721 28,196
Changes from: December 6, 2022 Total Change is: 13,093
-1,864 -489 2,627 1,464 6,723 -3,116 4,969 -3,833 6,390 490 4,082 194 1,939 515
Percent of Open Interest Represented by Each Category of Trader
10.5 5.3 4.6 26.8 22.7 11.7 16.1 23.2 19.5 0.8 2.3 2.7 7.4 8.1
Number of Traders in Each Category Total Traders: 179
12 14 20 20 33 28 31 44 47 7 9 12
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Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 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 60,485
Positions
38,101 46,118 0 12,880 3,509 733 5,142 7,757 1,624 1,313 316 335 357 93
Changes from: December 6, 2022 Total Change is: 478
-112 0 0 -132 0 0 -962 -1,469 1,617 -209 17 310 -34 3
Percent of Open Interest Represented by Each Category of Trader
63.0 76.2 0.0 21.3 5.8 1.2 8.5 12.8 2.7 2.2 0.5 0.6 0.6 0.2
Number of Traders in Each Category Total Traders: 44
5 4 0 14 . . 7 7 . . . .
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Updated December 16, 2022