Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 192,453
Positions
38,089 15,274 21,187 28,035 63,793 5,733 35,563 34,027 12,126 14,688 8,362 519 36,513 31,432
Changes from: December 13, 2022 Total Change is: 11,969
-386 274 3,088 970 4,293 -279 8,077 5,316 -1,587 -617 -56 -1 2,705 922
Percent of Open Interest Represented by Each Category of Trader
19.8 7.9 11.0 14.6 33.1 3.0 18.5 17.7 6.3 7.6 4.3 0.3 19.0 16.3
Number of Traders in Each Category Total Traders: 112
10 5 6 11 25 13 16 27 16 12 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 32,036
Positions
10,709 1,142 379 2,401 8,420 578 4,942 7,381 1,188 0 0 0 11,840 12,948
Changes from: December 13, 2022 Total Change is: -19,027
-14,403 -4,111 -4,553 416 -1,187 25 2,433 -3,442 -3,446 0 0 0 501 -2,313
Percent of Open Interest Represented by Each Category of Trader
33.4 3.6 1.2 7.5 26.3 1.8 15.4 23.0 3.7 0.0 0.0 0.0 37.0 40.4
Number of Traders in Each Category Total Traders: 36
4 . . 5 7 . 10 8 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 217,777
Positions
49,475 37,362 7,333 47,798 60,013 7,147 51,346 41,936 28,468 1,267 3,060 954 23,988 31,504
Changes from: December 13, 2022 Total Change is: -52,680
-31,754 -17,724 -13,230 5,509 -479 -394 -3,778 -13,829 -5,492 -748 -170 -213 -2,579 -1,148
Percent of Open Interest Represented by Each Category of Trader
22.7 17.2 3.4 21.9 27.6 3.3 23.6 19.3 13.1 0.6 1.4 0.4 11.0 14.5
Number of Traders in Each Category Total Traders: 127
5 7 6 16 31 16 24 35 23 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 207,464
Positions
62,299 9,261 4,841 53,439 87,936 5,350 37,583 50,790 15,669 424 1,091 0 27,858 32,527
Changes from: December 13, 2022 Total Change is: -39,213
-27,883 -9,515 -14,130 2,416 -7,010 1,021 13,869 5,594 -13,062 -594 -643 -44 -806 -1,424
Percent of Open Interest Represented by Each Category of Trader
30.0 4.5 2.3 25.8 42.4 2.6 18.1 24.5 7.6 0.2 0.5 0.0 13.4 15.7
Number of Traders in Each Category Total Traders: 117
8 7 7 19 25 18 22 29 19 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 838,086
Positions
33,344 476,164 13,721 480,324 90,313 26,908 80,192 97,420 71,265 40,788 13,602 4,563 86,982 44,130
Changes from: December 13, 2022 Total Change is: -44,174
-5,851 7,389 -15,688 7,088 -6,010 -1,812 5,563 16,697 -21,658 -2,742 -3,171 -52 -9,021 -19,869
Percent of Open Interest Represented by Each Category of Trader
4.0 56.8 1.6 57.3 10.8 3.2 9.6 11.6 8.5 4.9 1.6 0.5 10.4 5.3
Number of Traders in Each Category Total Traders: 312
16 14 11 112 26 53 50 44 32 32 17 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 28,874
Positions
0 10,168 7 13,116 1,062 2,870 429 11,701 0 0 0 0 12,452 3,066
Changes from: December 13, 2022 Total Change is: -3,278
0 -8,599 7 1,225 441 -242 -1,536 7,406 -1,641 0 0 0 -1,091 -650
Percent of Open Interest Represented by Each Category of Trader
0.0 35.2 0.0 45.4 3.7 9.9 1.5 40.5 0.0 0.0 0.0 0.0 43.1 10.6
Number of Traders in Each Category Total Traders: 27
0 . . 15 4 5 . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 137,609
Positions
29,603 7,551 459 51,363 65,309 3,685 21,851 27,776 11,283 2,375 520 0 16,990 21,026
Changes from: December 13, 2022 Total Change is: -41,462
-33,681 -18,713 -5,027 -1,070 6,534 -424 5,878 -17,022 -5,384 -720 520 0 -1,034 -1,946
Percent of Open Interest Represented by Each Category of Trader
21.5 5.5 0.3 37.3 47.5 2.7 15.9 20.2 8.2 1.7 0.4 0.0 12.3 15.3
Number of Traders in Each Category Total Traders: 87
5 4 . 17 18 10 18 21 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 229,749
Positions
815 170,536 750 127,816 6,927 665 86,145 26,003 1,033 4,893 21,708 0 7,632 2,127
Changes from: December 13, 2022 Total Change is: -60,938
-7,011 -51,994 -2,833 -1,880 2,359 121 -40,127 1,719 -8,237 -548 -1,595 -114 -309 -365
Percent of Open Interest Represented by Each Category of Trader
0.4 74.2 0.3 55.6 3.0 0.3 37.5 11.3 0.4 2.1 9.4 0.0 3.3 0.9
Number of Traders in Each Category Total Traders: 158
4 7 . 29 8 5 62 25 8 12 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 35,339
Positions
4,661 3,859 459 18,316 3,860 28 6,617 23,710 131 1,467 1,171 0 3,660 2,121
Changes from: December 13, 2022 Total Change is: 1,132
13 0 0 667 142 0 -119 300 112 271 -172 0 188 750
Percent of Open Interest Represented by Each Category of Trader
13.2 10.9 1.3 51.8 10.9 0.1 18.7 67.1 0.4 4.2 3.3 0.0 10.4 6.0
Number of Traders in Each Category Total Traders: 65
4 . . 15 5 . 15 11 . 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 30,711
Positions
6,195 6,719 0 13,936 9,177 115 6,057 11,107 251 0 606 1 4,156 2,735
Changes from: December 13, 2022 Total Change is: -24,584
-12,237 -624 -4,650 2,894 -2,276 18 -7,832 -14,052 -1,636 0 -212 1 -1,142 -1,153
Percent of Open Interest Represented by Each Category of Trader
20.2 21.9 0.0 45.4 29.9 0.4 19.7 36.2 0.8 0.0 2.0 0.0 13.5 8.9
Number of Traders in Each Category Total Traders: 68
5 . 0 18 12 4 16 11 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 9,372
Positions
1,533 1,729 28 1,940 5,689 0 4,579 623 26 0 0 0 1,266 1,277
Changes from: December 13, 2022 Total Change is: -5,978
-3,225 -3,917 -1,596 -118 1,765 0 247 -812 -1,145 0 0 0 -141 -273
Percent of Open Interest Represented by Each Category of Trader
16.4 18.4 0.3 20.7 60.7 0.0 48.9 6.6 0.3 0.0 0.0 0.0 13.5 13.6
Number of Traders in Each Category Total Traders: 28
4 . . . 6 0 11 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 36,340
Positions
6,619 9,451 526 9,332 2,936 110 13,335 3,271 396 0 11,658 15 6,007 7,979
Changes from: December 13, 2022 Total Change is: -17,301
-7,555 2,623 -5,031 -2,117 -1,020 98 3,185 -5,834 -4,915 0 -294 13 -978 -2,940
Percent of Open Interest Represented by Each Category of Trader
18.2 26.0 1.4 25.7 8.1 0.3 36.7 9.0 1.1 0.0 32.1 0.0 16.5 22.0
Number of Traders in Each Category Total Traders: 84
8 11 4 18 10 . 17 13 9 0 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 72,679
Positions
13,238 18,901 1,051 18,664 5,871 219 26,671 6,542 792 0 23,315 31 12,014 15,957
Changes from: December 13, 2022 Total Change is: -34,601
-15,111 5,245 -10,061 -4,233 -2,040 195 6,370 -11,668 -9,831 0 -587 27 -1,957 -5,881
Percent of Open Interest Represented by Each Category of Trader
18.2 26.0 1.4 25.7 8.1 0.3 36.7 9.0 1.1 0.0 32.1 0.0 16.5 22.0
Number of Traders in Each Category Total Traders: 84
8 11 4 18 10 . 17 13 9 0 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 42,793
Positions
10,951 26,543 0 24,633 9,615 1,970 2,518 3,742 0 0 0 0 2,721 923
Changes from: December 13, 2022 Total Change is: -24,614
-8,145 -6,852 -14,491 -2,408 76 198 349 -3,071 0 0 0 0 -117 -474
Percent of Open Interest Represented by Each Category of Trader
25.6 62.0 0.0 57.6 22.5 4.6 5.9 8.7 0.0 0.0 0.0 0.0 6.4 2.2
Number of Traders in Each Category Total Traders: 31
. 5 0 17 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 574,053
Positions
36,806 73,951 19,412 192,330 104,105 49,385 30,359 73,967 163,365 23,564 29,784 3,887 54,946 56,197
Changes from: December 13, 2022 Total Change is: -137,568
-36,824 -1,845 -29,464 271 9,188 -4,864 7,646 -42,611 -57,890 3,391 5,794 -10,615 -9,217 -5,260
Percent of Open Interest Represented by Each Category of Trader
6.4 12.9 3.4 33.5 18.1 8.6 5.3 12.9 28.5 4.1 5.2 0.7 9.6 9.8
Number of Traders in Each Category Total Traders: 580
30 30 36 136 111 117 72 110 121 56 32 41
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 18,216
Positions
563 15,286 0 14,482 1,366 0 1,335 489 0 0 0 0 1,836 1,075
Changes from: December 13, 2022 Total Change is: -2,649
-785 -1,173 -769 366 1,116 0 149 489 -919 0 0 0 -691 -1,393
Percent of Open Interest Represented by Each Category of Trader
3.1 83.9 0.0 79.5 7.5 0.0 7.3 2.7 0.0 0.0 0.0 0.0 10.1 5.9
Number of Traders in Each Category Total Traders: 20
. 6 0 5 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 26,109
Positions
6,029 20,443 0 11,610 3,596 4 4,831 751 0 0 0 0 3,635 1,315
Changes from: December 13, 2022 Total Change is: -7,812
-3,452 -4,946 -1,238 -455 176 4 -808 79 -1,053 0 0 0 -810 -834
Percent of Open Interest Represented by Each Category of Trader
23.1 78.3 0.0 44.5 13.8 0.0 18.5 2.9 0.0 0.0 0.0 0.0 13.9 5.0
Number of Traders in Each Category Total Traders: 31
. 5 0 9 6 . 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 2,870,267
Positions
184,029 369,753 97,061 961,649 520,527 246,923 151,793 369,835 816,827 117,821 148,922 19,434 274,729 280,985
Changes from: December 13, 2022 Total Change is: -687,838
-184,119 -9,224 -147,322 1,354 45,940 -24,322 38,228 -213,054 -289,451 16,954 28,971 -53,076 -46,084 -26,300
Percent of Open Interest Represented by Each Category of Trader
6.4 12.9 3.4 33.5 18.1 8.6 5.3 12.9 28.5 4.1 5.2 0.7 9.6 9.8
Number of Traders in Each Category Total Traders: 580
30 30 36 136 111 117 72 110 121 56 32 41
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 22,995
Positions
12,025 19,070 0 8,566 1,017 190 443 1,283 0 0 0 0 1,771 1,435
Changes from: December 13, 2022 Total Change is: -11,747
-5,050 -7,779 -185 -1,885 984 -330 -227 995 -1,708 0 0 0 -2,362 -3,724
Percent of Open Interest Represented by Each Category of Trader
52.3 82.9 0.0 37.3 4.4 0.8 1.9 5.6 0.0 0.0 0.0 0.0 7.7 6.2
Number of Traders in Each Category Total Traders: 20
4 7 0 5 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 12,505
Positions
703 11,983 0 6,527 0 0 2,450 0 3 0 0 0 2,822 519
Changes from: December 13, 2022 Total Change is: -6,312
-3,142 -2,525 -3,234 0 0 0 93 0 0 0 0 0 -29 -553
Percent of Open Interest Represented by Each Category of Trader
5.6 95.8 0.0 52.2 0.0 0.0 19.6 0.0 0.0 0.0 0.0 0.0 22.6 4.2
Number of Traders in Each Category Total Traders: 21
. 8 0 6 0 0 5 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 13,260
Positions
2,824 3,963 0 8,285 6,576 0 998 1,254 0 0 0 0 1,153 1,467
Changes from: December 13, 2022 Total Change is: -13,273
-9,292 -9,085 -3,279 46 -310 0 260 151 -488 0 0 0 -520 -262
Percent of Open Interest Represented by Each Category of Trader
21.3 29.9 0.0 62.5 49.6 0.0 7.5 9.5 0.0 0.0 0.0 0.0 8.7 11.1
Number of Traders in Each Category Total Traders: 22
4 5 0 . 6 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 18,051
Positions
767 13,582 0 10,493 618 2,301 2,207 853 0 0 0 0 2,283 697
Changes from: December 13, 2022 Total Change is: -5,014
20 1,275 -2,920 111 -2,340 0 -248 -315 -4 0 0 0 -1,973 -710
Percent of Open Interest Represented by Each Category of Trader
4.2 75.2 0.0 58.1 3.4 12.7 12.2 4.7 0.0 0.0 0.0 0.0 12.6 3.9
Number of Traders in Each Category Total Traders: 25
. 7 0 9 . . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 121,924
Positions
0 0 0 32,675 6,011 12 19,860 43,817 12,176 0 2,000 0 57,201 57,909
Changes from: December 13, 2022 Total Change is: -154,062
-30,785 -4,842 -3,016 891 1,978 -1 -92,758 -27,882 -29,522 -2,040 -7,755 0 3,170 -83,022
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 26.8 4.9 0.0 16.3 35.9 10.0 0.0 1.6 0.0 46.9 47.5
Number of Traders in Each Category Total Traders: 24
0 0 0 11 . . . 6 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 247,610
Positions
81,123 53,703 104,401 0 32,000 0 2,250 12,916 41,382 0 0 0 18,454 3,208
Changes from: December 13, 2022 Total Change is: -47,619
-28,239 -28,197 -19,506 0 0 0 -6,013 10,323 -9,738 0 0 0 15,877 -501
Percent of Open Interest Represented by Each Category of Trader
32.8 21.7 42.2 0.0 12.9 0.0 0.9 5.2 16.7 0.0 0.0 0.0 7.5 1.3
Number of Traders in Each Category Total Traders: 21
10 . 12 0 . 0 . . 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 42,987
Positions
8,400 3,062 310 23,003 31,089 2,447 993 1,329 52 816 0 0 6,966 4,698
Changes from: December 13, 2022 Total Change is: -4,668
-2,572 -1,334 -1,782 728 -930 -608 -205 380 -100 585 0 -115 -599 -179
Percent of Open Interest Represented by Each Category of Trader
19.5 7.1 0.7 53.5 72.3 5.7 2.3 3.1 0.1 1.9 0.0 0.0 16.2 10.9
Number of Traders in Each Category Total Traders: 62
4 6 . 24 20 9 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 56,773
Positions
10,781 8,595 305 15,945 14,110 1,657 11,079 12,236 7,704 1,465 3,610 193 7,644 8,363
Changes from: December 13, 2022 Total Change is: -18,136
-2,089 1,599 -5,430 -208 1,377 -88 1,824 -2,347 -11,256 -481 -603 -198 -211 -1,190
Percent of Open Interest Represented by Each Category of Trader
19.0 15.1 0.5 28.1 24.9 2.9 19.5 21.6 13.6 2.6 6.4 0.3 13.5 14.7
Number of Traders in Each Category Total Traders: 281
31 16 9 60 42 35 36 57 33 16 23 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 283,863
Positions
53,903 42,973 1,524 79,723 70,548 8,287 55,393 61,181 38,522 7,325 18,049 963 38,222 41,814
Changes from: December 13, 2022 Total Change is: -90,682
-10,445 7,993 -27,149 -1,039 6,883 -438 9,120 -11,734 -56,279 -2,406 -3,017 -989 -1,056 -5,951
Percent of Open Interest Represented by Each Category of Trader
19.0 15.1 0.5 28.1 24.9 2.9 19.5 21.6 13.6 2.6 6.4 0.3 13.5 14.7
Number of Traders in Each Category Total Traders: 281
31 16 9 60 42 35 36 57 33 16 23 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 78,076
Positions
3,741 434 0 2,308 0 938 9,149 53,538 2,503 1,928 343 0 57,509 20,319
Changes from: December 13, 2022 Total Change is: -62,142
-4,043 -1,082 -2,667 152 0 433 -10,282 -41,148 -10,761 -4,181 -2,437 -40 -30,753 -4,440
Percent of Open Interest Represented by Each Category of Trader
4.8 0.6 0.0 3.0 0.0 1.2 11.7 68.6 3.2 2.5 0.4 0.0 73.7 26.0
Number of Traders in Each Category Total Traders: 35
. . 0 5 0 . 7 14 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 447,088
Positions
89,648 30,413 3,241 167,505 186,526 40,434 83,831 123,751 14,034 25,103 27,399 58 23,234 21,232
Changes from: December 13, 2022 Total Change is: -84,297
-30,083 -40,365 -19,893 -3,329 6,889 -4,245 -2,853 -5,331 -19,210 956 -550 -356 -5,283 -1,235
Percent of Open Interest Represented by Each Category of Trader
20.1 6.8 0.7 37.5 41.7 9.0 18.8 27.7 3.1 5.6 6.1 0.0 5.2 4.7
Number of Traders in Each Category Total Traders: 303
28 14 4 76 68 45 44 48 26 10 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 19,386
Positions
1,437 18,011 0 13,933 867 0 2,836 297 0 0 0 0 1,180 211
Changes from: December 13, 2022 Total Change is: -16,377
534 851 -9,559 365 -8 0 -906 -774 -81 0 0 0 -6,730 -6,806
Percent of Open Interest Represented by Each Category of Trader
7.4 92.9 0.0 71.9 4.5 0.0 14.6 1.5 0.0 0.0 0.0 0.0 6.1 1.1
Number of Traders in Each Category Total Traders: 23
. 5 0 10 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 13,271
Positions
497 2,563 0 7,798 540 16 202 6,223 0 2,082 1,569 0 2,676 2,360
Changes from: December 13, 2022 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
3.7 19.3 0.0 58.8 4.1 0.1 1.5 46.9 0.0 15.7 11.8 0.0 20.2 17.8
Number of Traders in Each Category Total Traders: 21
. . 0 7 . . . 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 43,950
Positions
4,470 11,342 732 11,409 2,708 2,886 16,648 4,807 26 1,616 3,575 1 6,162 17,873
Changes from: December 13, 2022 Total Change is: 4,622
656 2,833 132 -2,054 -129 212 5,154 -346 -11 74 1,321 -1 460 611
Percent of Open Interest Represented by Each Category of Trader
10.2 25.8 1.7 26.0 6.2 6.6 37.9 10.9 0.1 3.7 8.1 0.0 14.0 40.7
Number of Traders in Each Category Total Traders: 42
5 5 . 10 . 6 6 9 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 360,349
Positions
34,012 150,857 4,005 222,481 118,165 51,171 20,497 13,497 1,128 13,591 15,437 354 13,110 5,735
Changes from: December 13, 2022 Total Change is: -65,986
1,211 11,667 -67,060 5,203 5,917 -1,409 2,644 -8,656 -1,130 1,475 -980 -485 -6,435 -3,850
Percent of Open Interest Represented by Each Category of Trader
9.4 41.9 1.1 61.7 32.8 14.2 5.7 3.7 0.3 3.8 4.3 0.1 3.6 1.6
Number of Traders in Each Category Total Traders: 183
11 12 5 65 50 36 20 9 6 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 1,081,268
Positions
74,833 498,294 7,943 692,242 321,428 119,961 82,283 90,228 6,712 60,440 17,227 3,463 33,391 16,012
Changes from: December 13, 2022 Total Change is: -178,284
-16,270 125,556 -117,785 25,308 -8,781 -5,521 983 -55,467 -10,726 7,304 -51,234 -7,434 -54,143 -46,892
Percent of Open Interest Represented by Each Category of Trader
6.9 46.1 0.7 64.0 29.7 11.1 7.6 8.3 0.6 5.6 1.6 0.3 3.1 1.5
Number of Traders in Each Category Total Traders: 389
27 17 10 140 76 83 52 36 30 26 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 182,525
Positions
13,015 133,937 25,506 19,458 0 1,287 98,960 5,018 10,752 12,712 5,506 458 377 61
Changes from: December 13, 2022 Total Change is: -91,594
6,347 -64,873 -22,277 -6,931 0 -50 -71,226 -201 -1,570 4,190 -2,625 -7 -70 9
Percent of Open Interest Represented by Each Category of Trader
7.1 73.4 14.0 10.7 0.0 0.7 54.2 2.7 5.9 7.0 3.0 0.3 0.2 0.0
Number of Traders in Each Category Total Traders: 98
8 24 13 14 0 . 32 5 7 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 1,356,604
Positions
24,396 143,993 31,021 646,590 257,318 188,153 82,700 402,928 107,560 88,373 72,604 4,060 183,752 148,967
Changes from: December 13, 2022 Total Change is: 31,683
114 -6,304 1,255 29,248 -7,060 -9,185 -1,795 41,469 10,896 3,160 -870 758 -2,768 723
Percent of Open Interest Represented by Each Category of Trader
1.8 10.6 2.3 47.7 19.0 13.9 6.1 29.7 7.9 6.5 5.4 0.3 13.5 11.0
Number of Traders in Each Category Total Traders: 195
8 16 15 68 27 61 24 33 41 10 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 1,414,871
Positions
4,952 72,075 1,145 883,069 258,850 233,449 51,031 692,528 28,947 47,584 12,789 0 164,694 115,088
Changes from: December 13, 2022 Total Change is: -12,421
-3,023 6,043 -307 -4,923 -13,261 3,134 -3,182 -9,400 -3,354 650 -652 0 -1,416 5,376
Percent of Open Interest Represented by Each Category of Trader
0.3 5.1 0.1 62.4 18.3 16.5 3.6 48.9 2.0 3.4 0.9 0.0 11.6 8.1
Number of Traders in Each Category Total Traders: 153
. 11 . 78 22 56 13 19 14 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 2,240,490
Positions
34,420 239,873 16,781 1,305,479 345,702 286,705 151,851 919,658 114,421 146,468 129,489 859 183,506 187,003
Changes from: December 13, 2022 Total Change is: 12,895
-3,113 30,913 -3,523 9,054 -37,721 314 14,841 22,745 -3,920 2,307 742 -364 -2,701 3,708
Percent of Open Interest Represented by Each Category of Trader
1.5 10.7 0.7 58.3 15.4 12.8 6.8 41.0 5.1 6.5 5.8 0.0 8.2 8.3
Number of Traders in Each Category Total Traders: 375
14 41 9 118 54 90 43 64 43 18 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 4,799,964
Positions
87,754 281,880 264,111 2,009,675 862,175 864,518 228,236 933,800 735,237 181,435 318,394 89,911 339,089 449,940
Changes from: December 13, 2022 Total Change is: -66,915
-20,867 458 41,356 20,232 -54,169 -10,497 -11,035 -27,521 -35,070 -40,007 24,609 5,935 -16,962 -12,017
Percent of Open Interest Represented by Each Category of Trader
1.8 5.9 5.5 41.9 18.0 18.0 4.8 19.5 15.3 3.8 6.6 1.9 7.1 9.4
Number of Traders in Each Category Total Traders: 411
23 29 34 114 82 116 43 71 78 22 27 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 1,427,683
Positions
43,162 32,247 5,285 658,433 593,560 213,463 195,660 277,053 15,904 143,683 52,655 535 151,558 236,981
Changes from: December 13, 2022 Total Change is: -5,883
1,577 -8,983 -1,308 2,362 126 13,468 -21,297 8,493 2,453 3,146 -5,564 309 -6,593 -14,877
Percent of Open Interest Represented by Each Category of Trader
3.0 2.3 0.4 46.1 41.6 15.0 13.7 19.4 1.1 10.1 3.7 0.0 10.6 16.6
Number of Traders in Each Category Total Traders: 142
4 7 . 40 47 53 11 18 10 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 2,488
Positions
0 0 0 0 0 0 0 1,496 1 1,063 338 0 1,424 653
Changes from: December 13, 2022 Total Change is: -77
0 0 0 0 0 0 0 -296 1 114 151 -38 -154 105
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 0.0 60.1 0.0 42.7 13.6 0.0 57.2 26.2
Number of Traders in Each Category Total Traders: 26
0 0 0 0 0 0 0 . . 19 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 4,462,205
Positions
24,770 530,577 69,675 1,870,515 640,645 785,959 662,515 1,518,994 270,804 444,103 256,852 6,622 327,243 382,077
Changes from: December 13, 2022 Total Change is: 25,323
1,083 12,812 14,216 94,371 44,373 -53,012 -11,148 59,542 -32,200 -1,031 -2,814 347 12,697 -17,941
Percent of Open Interest Represented by Each Category of Trader
0.6 11.9 1.6 41.9 14.4 17.6 14.8 34.0 6.1 10.0 5.8 0.1 7.3 8.6
Number of Traders in Each Category Total Traders: 339
9 33 21 99 53 87 44 61 55 18 22 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 1,531,049
Positions
416,887 284,669 413,195 0 135,426 7,618 311,383 319,490 305,078 39,356 20,875 869 36,663 43,829
Changes from: December 13, 2022 Total Change is: 128,467
22,308 6,269 32,040 0 62,113 -268 66,085 24,844 1,501 4,563 1,800 14 2,224 154
Percent of Open Interest Represented by Each Category of Trader
27.2 18.6 27.0 0.0 8.8 0.5 20.3 20.9 19.9 2.6 1.4 0.1 2.4 2.9
Number of Traders in Each Category Total Traders: 127
24 33 47 0 6 4 25 26 43 6 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 is 8,959,877
Positions
2,036,552 1,287,467 1,590,401 407,056 86,868 276,470 468,683 1,214,858 3,734,586 15,843 124,263 81,209 349,077 563,754
Changes from: December 13, 2022 Total Change is:-3,598,134
-189,151 -643,491 -329,726 -98,082 -24,484 -52,630 -294,864 96,846 -2,523,865 -16,341 2,579 -58,312 -35,163 -65,051
Percent of Open Interest Represented by Each Category of Trader
22.7 14.4 17.8 4.5 1.0 3.1 5.2 13.6 41.7 0.2 1.4 0.9 3.9 6.3
Number of Traders in Each Category Total Traders: 150
22 22 42 11 4 10 31 44 62 4 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 is14,158,593
Positions
2,678,172 3,056,840 1,903,478 565,926 369,390 688,967 1,210,930 941,209 6,828,618 86,299 171,969 174,984 21,218 23,138
Changes from: December 13, 2022 Total Change is:-1,447,664
63,092 2,251 -59,340 -31,438 24,648 -75,556 -38,269 -34,046 -1,227,365 -5,542 -1,600 -63,497 -9,748 -13,159
Percent of Open Interest Represented by Each Category of Trader
18.9 21.6 13.4 4.0 2.6 4.9 8.6 6.6 48.2 0.6 1.2 1.2 0.1 0.2
Number of Traders in Each Category Total Traders: 615
52 94 125 25 41 43 80 125 160 74 80 99
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 713,947
Positions
102,659 258,627 188,753 49,257 5,798 4,332 254,094 126,481 112,703 1,020 15,949 973 156 331
Changes from: December 13, 2022 Total Change is: 37,234
-2,711 36,758 9,749 21,747 -497 -2,799 13,285 -5,049 -1,761 -479 1,437 272 -69 -876
Percent of Open Interest Represented by Each Category of Trader
14.4 36.2 26.4 6.9 0.8 0.6 35.6 17.7 15.8 0.1 2.2 0.1 0.0 0.0
Number of Traders in Each Category Total Traders: 173
22 57 53 . 5 . 36 34 45 6 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 16,461
Positions
272 3,761 132 6,209 875 879 3,998 5,523 2,022 1,227 2,035 373 1,348 860
Changes from: December 13, 2022 Total Change is: 790
171 263 -31 -472 -93 248 -260 -130 257 843 279 41 -7 -44
Percent of Open Interest Represented by Each Category of Trader
1.7 22.8 0.8 37.7 5.3 5.3 24.3 33.6 12.3 7.5 12.4 2.3 8.2 5.2
Number of Traders in Each Category Total Traders: 108
. 4 . 7 6 4 24 41 14 11 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2022
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 12,561
Positions
200 394 0 110 1,255 33 6,538 5,842 1,351 1,774 1,853 117 2,438 1,716
Changes from: December 13, 2022 Total Change is: 1,059
0 173 0 -4 -24 33 1,197 64 -34 -183 734 5 45 109
Percent of Open Interest Represented by Each Category of Trader
1.6 3.1 0.0 0.9 10.0 0.3 52.0 46.5 10.8 14.1 14.8 0.9 19.4 13.7
Number of Traders in Each Category Total Traders: 96
. . 0 . 4 . 8 11 8 36 30 4
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Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 5,864
Positions
231 677 74 34 655 9 2,475 2,306 249 1,938 1,285 16 839 594
Changes from: December 13, 2022 Total Change is: 945
117 116 28 0 136 -23 379 596 -79 552 98 -11 -19 84
Percent of Open Interest Represented by Each Category of Trader
3.9 11.5 1.3 0.6 11.2 0.2 42.2 39.3 4.2 33.0 21.9 0.3 14.3 10.1
Number of Traders in Each Category Total Traders: 66
. . . . 5 . 13 21 7 11 7 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 49,196
Positions
3,287 103 0 0 2,395 0 24,172 25,064 9,381 10,652 11,330 510 1,195 414
Changes from: December 13, 2022 Total Change is: -450
-16 103 0 -138 573 0 3,404 -5,342 -2,675 -1,073 6,775 56 -9 60
Percent of Open Interest Represented by Each Category of Trader
6.7 0.2 0.0 0.0 4.9 0.0 49.1 50.9 19.1 21.7 23.0 1.0 2.4 0.8
Number of Traders in Each Category Total Traders: 110
. . 0 0 . 0 13 7 6 52 33 4
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Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 41,422
Positions
237 12,788 0 19,596 1,980 1,009 10,753 22,026 577 3,405 653 7 5,838 2,383
Changes from: December 13, 2022 Total Change is: -6,669
-5 -12,778 0 -281 -68 170 -5,823 7,797 -843 165 -147 -97 45 -704
Percent of Open Interest Represented by Each Category of Trader
0.6 30.9 0.0 47.3 4.8 2.4 26.0 53.2 1.4 8.2 1.6 0.0 14.1 5.8
Number of Traders in Each Category Total Traders: 86
. . 0 11 6 . 17 25 8 21 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 331,232
Positions
41,080 14,892 20,851 87,360 85,240 36,151 52,657 62,628 57,166 2,131 8,152 14,625 19,211 31,527
Changes from: December 13, 2022 Total Change is: -16,491
4,570 -3,409 4,889 -5,666 6,272 -4,426 -3,325 -18,019 -10,808 -597 297 5,382 -6,510 3,331
Percent of Open Interest Represented by Each Category of Trader
12.4 4.5 6.3 26.4 25.7 10.9 15.9 18.9 17.3 0.6 2.5 4.4 5.8 9.5
Number of Traders in Each Category Total Traders: 172
15 12 20 16 36 22 36 35 48 6 9 12
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Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 64,668
Positions
37,366 46,118 3,943 11,768 2,814 1,085 6,057 7,786 2,409 1,346 124 293 401 96
Changes from: December 13, 2022 Total Change is: 4,183
-735 0 3,943 -1,112 -695 352 915 29 785 33 -192 -42 44 3
Percent of Open Interest Represented by Each Category of Trader
57.8 71.3 6.1 18.2 4.4 1.7 9.4 12.0 3.7 2.1 0.2 0.5 0.6 0.1
Number of Traders in Each Category Total Traders: 44
5 4 . 14 . . 7 7 . . . .
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Updated December 23, 2022