Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 220,929
Positions
104,476 19,483 5,737 31,004 83,650 6,598 11,679 49,753 17,222 10,644 1,666 9 33,559 36,811
Changes from: November 14, 2023 Total Change is: -5,753
-7,022 1,447 -556 1,666 -893 860 -387 -3,893 -2,174 -392 -134 4 2,247 -414
Percent of Open Interest Represented by Each Category of Trader
47.3 8.8 2.6 14.0 37.9 3.0 5.3 22.5 7.8 4.8 0.8 0.0 15.2 16.7
Number of Traders in Each Category Total Traders: 122
11 . 7 13 36 14 12 31 14 12 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 64,756
Positions
28,280 5,683 3,084 8,826 21,603 160 8,850 10,545 3,882 1,471 0 0 10,202 19,798
Changes from: November 14, 2023 Total Change is: 912
-806 2,547 317 2,077 -2,973 76 -662 -1,112 1,363 38 0 0 -1,490 694
Percent of Open Interest Represented by Each Category of Trader
43.7 8.8 4.8 13.6 33.4 0.2 13.7 16.3 6.0 2.3 0.0 0.0 15.8 30.6
Number of Traders in Each Category Total Traders: 52
7 . 6 4 13 . 10 13 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 249,025
Positions
73,407 12,379 14,330 41,986 97,292 6,227 45,400 41,668 39,054 308 3,406 822 27,490 33,847
Changes from: November 14, 2023 Total Change is: -6,971
-5,297 3,751 1,298 7,959 -5,969 193 -12,659 -5,306 1,455 -170 -242 -179 429 -1,971
Percent of Open Interest Represented by Each Category of Trader
29.5 5.0 5.8 16.9 39.1 2.5 18.2 16.7 15.7 0.1 1.4 0.3 11.0 13.6
Number of Traders in Each Category Total Traders: 117
6 7 8 12 32 13 24 31 20 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 303,795
Positions
88,933 18,902 8,666 69,538 90,713 4,852 40,227 103,005 34,278 13,639 1,287 187 43,476 41,905
Changes from: November 14, 2023 Total Change is: 2,601
-21,114 11,161 1,616 -1,758 -22,033 615 13,094 10,381 6,174 4,434 -1,125 90 -549 -4,278
Percent of Open Interest Represented by Each Category of Trader
29.3 6.2 2.9 22.9 29.9 1.6 13.2 33.9 11.3 4.5 0.4 0.1 14.3 13.8
Number of Traders in Each Category Total Traders: 169
13 8 8 23 31 16 31 42 22 14 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 822,548
Positions
19,114 443,027 29,344 471,245 100,358 27,244 59,437 67,406 91,942 33,591 8,962 4,264 86,368 50,003
Changes from: November 14, 2023 Total Change is: 11,964
-379 30,535 161 8,629 -14,740 2,757 -2,245 -4,908 3,455 -443 -990 51 -21 -4,356
Percent of Open Interest Represented by Each Category of Trader
2.3 53.9 3.6 57.3 12.2 3.3 7.2 8.2 11.2 4.1 1.1 0.5 10.5 6.1
Number of Traders in Each Category Total Traders: 318
12 18 14 115 36 50 50 48 40 24 14 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 29,953
Positions
0 11,617 0 13,969 1,449 2,704 0 10,115 0 0 0 0 13,280 4,068
Changes from: November 14, 2023 Total Change is: 175
0 -6 0 -463 -24 118 0 -8 0 0 0 0 520 95
Percent of Open Interest Represented by Each Category of Trader
0.0 38.8 0.0 46.6 4.8 9.0 0.0 33.8 0.0 0.0 0.0 0.0 44.3 13.6
Number of Traders in Each Category Total Traders: 27
0 . 0 15 . 6 0 6 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 211,071
Positions
106,099 5,480 2,063 26,543 115,332 6,815 24,816 36,060 15,049 3,462 0 204 26,019 30,067
Changes from: November 14, 2023 Total Change is: 983
-1,177 -5,332 -446 -1,759 3,706 -344 -1,823 2,388 1,956 1,797 0 50 2,729 -995
Percent of Open Interest Represented by Each Category of Trader
50.3 2.6 1.0 12.6 54.6 3.2 11.8 17.1 7.1 1.6 0.0 0.1 12.3 14.2
Number of Traders in Each Category Total Traders: 106
10 . 6 11 26 12 22 25 16 9 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
USD/CHINESE RENMINBI-OFFSHORE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 100,000 USD)
CFTC Code #082744 Open Interest is 5,759
Positions
666 36 312 0 0 0 809 4,061 582 1,860 280 0 1,530 488
Changes from: November 14, 2023 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
11.6 0.6 5.4 0.0 0.0 0.0 14.0 70.5 10.1 32.3 4.9 0.0 26.6 8.5
Number of Traders in Each Category Total Traders: 20
. . . 0 0 0 4 6 4 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 228,923
Positions
23,762 67,035 157 125,223 4,126 918 64,457 46,867 3,363 3,703 103,378 185 7,155 2,894
Changes from: November 14, 2023 Total Change is: -5,035
2,847 5,267 -30 7,174 1,629 -312 -9,513 -7,109 -5,531 12 820 48 270 183
Percent of Open Interest Represented by Each Category of Trader
10.4 29.3 0.1 54.7 1.8 0.4 28.2 20.5 1.5 1.6 45.2 0.1 3.1 1.3
Number of Traders in Each Category Total Traders: 164
5 9 . 29 9 4 53 30 14 13 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 74,224
Positions
1,415 44,260 1,581 48,851 2,386 26 15,117 20,062 2 3,080 4,142 168 3,984 1,597
Changes from: November 14, 2023 Total Change is: 6,194
-166 2,913 1,398 3,251 0 -3 2,647 1,612 -217 -1,390 447 168 506 -124
Percent of Open Interest Represented by Each Category of Trader
1.9 59.6 2.1 65.8 3.2 0.0 20.4 27.0 0.0 4.1 5.6 0.2 5.4 2.2
Number of Traders in Each Category Total Traders: 81
. 6 . 16 5 . 25 9 . 6 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 48,140
Positions
32,220 5,017 53 2,789 26,042 341 8,110 10,714 700 786 806 14 3,127 4,453
Changes from: November 14, 2023 Total Change is: -1,768
-191 447 -36 389 -283 188 -2,393 -979 -386 643 73 0 18 -792
Percent of Open Interest Represented by Each Category of Trader
66.9 10.4 0.1 5.8 54.1 0.7 16.8 22.3 1.5 1.6 1.7 0.0 6.5 9.3
Number of Traders in Each Category Total Traders: 86
10 . . 6 20 4 19 21 10 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 20,260
Positions
360 2,758 1 14,161 1,094 77 3,420 14,561 299 266 174 0 1,676 1,296
Changes from: November 14, 2023 Total Change is: 1,171
101 456 1 525 369 0 499 305 81 0 174 0 -36 -215
Percent of Open Interest Represented by Each Category of Trader
1.8 13.6 0.0 69.9 5.4 0.4 16.9 71.9 1.5 1.3 0.9 0.0 8.3 6.4
Number of Traders in Each Category Total Traders: 36
. . . 4 . . 11 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 ($5 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 94,545
Positions
49,741 10,985 828 17,036 21,002 372 8,105 24,387 1,792 5,960 19,378 0 10,712 15,801
Changes from: November 14, 2023 Total Change is: -6,526
-2,340 254 86 2,994 -1,004 -465 -1,703 -4,635 -706 -4,278 254 -2 -112 -308
Percent of Open Interest Represented by Each Category of Trader
52.6 11.6 0.9 18.0 22.2 0.4 8.6 25.8 1.9 6.3 20.5 0.0 11.3 16.7
Number of Traders in Each Category Total Traders: 103
16 12 5 16 11 5 17 21 11 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 94,545
Positions
49,741 10,985 828 17,036 21,002 372 8,105 24,387 1,792 5,960 19,378 0 10,712 15,801
Changes from: November 14, 2023 Total Change is: -6,526
-2,340 254 86 2,994 -1,004 -465 -1,703 -4,635 -706 -4,278 254 -2 -112 -308
Percent of Open Interest Represented by Each Category of Trader
52.6 11.6 0.9 18.0 22.2 0.4 8.6 25.8 1.9 6.3 20.5 0.0 11.3 16.7
Number of Traders in Each Category Total Traders: 103
16 12 5 16 11 5 17 21 11 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 43,966
Positions
8,453 22,578 0 24,425 9,140 5,616 3,453 5,262 0 0 0 0 2,019 1,370
Changes from: November 14, 2023 Total Change is: 14
603 -295 0 -122 -950 1,130 562 41 0 0 0 0 -2,159 88
Percent of Open Interest Represented by Each Category of Trader
19.2 51.4 0.0 55.6 20.8 12.8 7.9 12.0 0.0 0.0 0.0 0.0 4.6 3.1
Number of Traders in Each Category Total Traders: 43
4 6 0 18 7 4 . 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 $50.00)
CFTC Code #13874+ Open Interest is 3,436,888
Positions
298,452 695,535 298,698 1,128,515 369,516 201,604 134,118 468,470 882,298 117,899 185,242 46,472 328,833 289,054
Changes from: November 14, 2023 Total Change is: -10,885
31,199 35,455 34,585 45,705 -15,169 -4,390 -30,972 5,137 -51,086 -13,891 13,028 -26,444 4,409 -2,001
Percent of Open Interest Represented by Each Category of Trader
8.7 20.2 8.7 32.8 10.8 5.9 3.9 13.6 25.7 3.4 5.4 1.4 9.6 8.4
Number of Traders in Each Category Total Traders: 555
34 37 45 174 66 116 83 81 107 50 27 51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 23,130
Positions
8,761 11,079 0 8,116 7,722 915 3,937 1,023 0 0 0 0 1,401 2,391
Changes from: November 14, 2023 Total Change is: 251
137 155 0 273 -228 0 7 142 0 0 0 0 -166 182
Percent of Open Interest Represented by Each Category of Trader
37.9 47.9 0.0 35.1 33.4 4.0 17.0 4.4 0.0 0.0 0.0 0.0 6.1 10.3
Number of Traders in Each Category Total Traders: 28
4 8 0 4 5 . 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 36,875
Positions
3,994 30,837 7 25,780 3,317 0 3,973 971 0 0 0 0 3,121 1,743
Changes from: November 14, 2023 Total Change is: 2,613
1,134 4,418 0 2,826 -1,879 0 -1,304 -218 0 0 0 0 -43 292
Percent of Open Interest Represented by Each Category of Trader
10.8 83.6 0.0 69.9 9.0 0.0 10.8 2.6 0.0 0.0 0.0 0.0 8.5 4.7
Number of Traders in Each Category Total Traders: 39
. 10 . 17 . 0 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 3,416,821
Positions
298,452 694,473 298,550 1,126,311 369,630 201,227 133,265 468,550 874,276 118,262 180,816 46,108 320,371 283,192
Changes from: November 14, 2023 Total Change is: -11,371
31,199 35,362 34,614 45,621 -15,169 -4,390 -32,915 3,238 -49,560 -17,813 8,751 -22,522 4,394 -1,696
Percent of Open Interest Represented by Each Category of Trader
8.7 20.3 8.7 33.0 10.8 5.9 3.9 13.7 25.6 3.5 5.3 1.3 9.4 8.3
Number of Traders in Each Category Total Traders: 542
34 36 45 170 66 113 77 81 105 51 25 51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 37,232
Positions
26,295 33,475 0 8,210 317 0 856 1,156 0 0 0 0 1,871 2,284
Changes from: November 14, 2023 Total Change is: 362
-18 124 0 76 0 0 445 244 0 0 0 0 -141 -6
Percent of Open Interest Represented by Each Category of Trader
70.6 89.9 0.0 22.1 0.9 0.0 2.3 3.1 0.0 0.0 0.0 0.0 5.0 6.1
Number of Traders in Each Category Total Traders: 22
7 5 0 5 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 15,043
Positions
7,620 13,490 0 5,414 0 44 472 791 0 0 0 0 1,493 718
Changes from: November 14, 2023 Total Change is: 82
344 355 0 286 0 0 -338 29 0 0 0 0 -210 -302
Percent of Open Interest Represented by Each Category of Trader
50.7 89.7 0.0 36.0 0.0 0.3 3.1 5.3 0.0 0.0 0.0 0.0 9.9 4.8
Number of Traders in Each Category Total Traders: 22
8 6 0 5 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 34,118
Positions
18,962 8,182 0 11,325 7,149 162 1,715 17,206 21 0 0 0 1,933 1,398
Changes from: November 14, 2023 Total Change is: 2,117
1,920 -368 -33 446 2,781 1 -70 -661 3 0 0 0 -150 394
Percent of Open Interest Represented by Each Category of Trader
55.6 24.0 0.0 33.2 21.0 0.5 5.0 50.4 0.1 0.0 0.0 0.0 5.7 4.1
Number of Traders in Each Category Total Traders: 33
7 4 0 9 . . 4 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 200,666
Positions
1,485 12,099 0 23,998 811 1,811 47,203 37,877 41,546 0 47,896 11 84,612 58,615
Changes from: November 14, 2023 Total Change is: 4,862
-294 634 0 822 -20 18 2,095 1,654 2,077 0 3,549 0 144 -3,050
Percent of Open Interest Represented by Each Category of Trader
0.7 6.0 0.0 12.0 0.4 0.9 23.5 18.9 20.7 0.0 23.9 0.0 42.2 29.2
Number of Traders in Each Category Total Traders: 32
. . 0 11 . 4 11 4 7 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 424,327
Positions
153,757 153,483 142,405 0 38,000 0 24,720 10,647 74,705 25,277 0 250 3,213 4,837
Changes from: November 14, 2023 Total Change is: 10,331
731 1,756 1,999 0 0 0 1,250 750 6,579 1,000 0 250 -1,478 -1,003
Percent of Open Interest Represented by Each Category of Trader
36.2 36.2 33.6 0.0 9.0 0.0 5.8 2.5 17.6 6.0 0.0 0.1 0.8 1.1
Number of Traders in Each Category Total Traders: 34
7 12 18 0 . 0 4 4 10 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 39,751
Positions
5,053 2,342 0 22,478 23,560 2,247 1,004 2,582 219 250 2,063 1 8,499 6,737
Changes from: November 14, 2023 Total Change is: -931
-392 309 -15 -708 119 -187 -534 -203 -138 0 663 1 1,042 -1,480
Percent of Open Interest Represented by Each Category of Trader
12.7 5.9 0.0 56.5 59.3 5.7 2.5 6.5 0.6 0.6 5.2 0.0 21.4 16.9
Number of Traders in Each Category Total Traders: 61
5 4 0 25 15 12 4 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 $20)
CFTC Code #20974+ Open Interest is 346,470
Positions
49,452 108,223 18,163 110,044 17,919 7,436 45,696 49,090 44,665 21,230 52,741 1,758 48,028 46,476
Changes from: November 14, 2023 Total Change is: 6,071
1,462 8,204 1,679 9,045 1,181 -416 -3,356 2,373 -2,885 -2,163 -1,031 -151 2,857 -2,882
Percent of Open Interest Represented by Each Category of Trader
14.3 31.2 5.2 31.8 5.2 2.1 13.2 14.2 12.9 6.1 15.2 0.5 13.9 13.4
Number of Traders in Each Category Total Traders: 329
27 31 20 80 29 40 54 52 47 23 31 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 335,500
Positions
49,870 107,851 17,636 109,678 17,919 7,421 43,637 53,288 39,496 21,305 50,715 1,498 44,961 39,677
Changes from: November 14, 2023 Total Change is: 6,331
1,398 7,955 1,897 8,965 1,181 -406 -4,773 627 -706 -1,945 -871 -370 2,271 -2,975
Percent of Open Interest Represented by Each Category of Trader
14.9 32.1 5.3 32.7 5.3 2.2 13.0 15.9 11.8 6.4 15.1 0.4 13.4 11.8
Number of Traders in Each Category Total Traders: 300
26 28 18 74 29 39 48 51 44 17 27 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 109,701
Positions
1,029 8,931 62 3,663 0 151 66,997 4,417 5,285 1,449 22,465 400 30,664 67,990
Changes from: November 14, 2023 Total Change is: -2,599
-1,542 315 -1 801 0 -99 -4,432 -1,136 -3,195 25 596 -10 5,854 931
Percent of Open Interest Represented by Each Category of Trader
0.9 8.1 0.1 3.3 0.0 0.1 61.1 4.0 4.8 1.3 20.5 0.4 28.0 62.0
Number of Traders in Each Category Total Traders: 45
. . . 7 0 . 15 5 6 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 553,706
Positions
108,452 109,615 16,311 185,511 169,482 37,372 129,857 124,625 14,051 32,406 56,346 903 28,844 25,001
Changes from: November 14, 2023 Total Change is: -18,166
-7,579 2,283 -2,463 -1,608 2,409 -1,398 -13,348 -17,730 -667 5,371 2,911 -696 4,223 -2,814
Percent of Open Interest Represented by Each Category of Trader
19.6 19.8 2.9 33.5 30.6 6.7 23.5 22.5 2.5 5.9 10.2 0.2 5.2 4.5
Number of Traders in Each Category Total Traders: 353
29 21 8 81 71 48 50 64 36 19 18 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 26,131
Positions
11,331 10,707 0 13,505 13,940 0 358 523 0 0 0 0 937 961
Changes from: November 14, 2023 Total Change is: 654
-398 714 0 908 -224 0 0 0 0 0 0 0 144 164
Percent of Open Interest Represented by Each Category of Trader
43.4 41.0 0.0 51.7 53.3 0.0 1.4 2.0 0.0 0.0 0.0 0.0 3.6 3.7
Number of Traders in Each Category Total Traders: 23
. 6 0 9 5 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 16,877
Positions
1,492 9,375 0 9,931 400 12 1,382 2,634 45 364 1,567 0 3,651 2,844
Changes from: November 14, 2023 Total Change is: 667
0 105 0 646 400 10 76 448 0 0 -121 0 -65 -175
Percent of Open Interest Represented by Each Category of Trader
8.8 55.5 0.0 58.8 2.4 0.1 8.2 15.6 0.3 2.2 9.3 0.0 21.6 16.9
Number of Traders in Each Category Total Traders: 25
. 4 0 10 . . . 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 64,077
Positions
14,133 22,098 4,849 16,212 1,838 504 14,463 3,677 1,520 2,873 466 0 9,523 29,125
Changes from: November 14, 2023 Total Change is: -2,659
-168 172 604 -502 187 -16 -822 -727 319 -766 0 0 -1,308 -3,198
Percent of Open Interest Represented by Each Category of Trader
22.1 34.5 7.6 25.3 2.9 0.8 22.6 5.7 2.4 4.5 0.7 0.0 14.9 45.5
Number of Traders in Each Category Total Traders: 61
11 8 . 12 . 5 15 6 7 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 393,445
Positions
35,731 202,620 1,644 277,549 61,965 30,166 17,413 31,736 2,942 16,947 55,298 1,073 9,980 6,001
Changes from: November 14, 2023 Total Change is: -1,059
-13 7,044 8 538 -5,052 -4,230 1,967 872 482 100 945 -100 189 -1,028
Percent of Open Interest Represented by Each Category of Trader
9.1 51.5 0.4 70.5 15.7 7.7 4.4 8.1 0.7 4.3 14.1 0.3 2.5 1.5
Number of Traders in Each Category Total Traders: 198
14 16 5 83 42 36 17 19 10 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 999,029
Positions
73,847 441,867 15,578 609,533 273,027 114,795 107,493 110,634 7,380 37,554 17,443 2,258 30,591 16,047
Changes from: November 14, 2023 Total Change is: 3,674
3,291 28,863 -598 16,088 -26,137 -4,372 -5,789 -638 26 -7,199 5,739 -31 2,258 822
Percent of Open Interest Represented by Each Category of Trader
7.4 44.2 1.6 61.0 27.3 11.5 10.8 11.1 0.7 3.8 1.7 0.2 3.1 1.6
Number of Traders in Each Category Total Traders: 403
23 20 8 159 69 79 56 36 23 25 15 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 268,731
Positions
14,663 191,149 39,643 54,434 0 1,848 125,073 5,193 24,376 8,352 6,449 0 342 73
Changes from: November 14, 2023 Total Change is: 8,424
279 7,156 1,177 1,442 0 0 3,436 22 283 2,172 0 0 -365 -214
Percent of Open Interest Represented by Each Category of Trader
5.5 71.1 14.8 20.3 0.0 0.7 46.5 1.9 9.1 3.1 2.4 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 109
11 24 16 17 0 . 37 6 12 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,564,835
Positions
26,242 186,585 60,951 705,565 275,785 209,647 77,473 376,293 170,478 79,604 94,907 21,154 213,721 169,034
Changes from: November 14, 2023 Total Change is: -4,774
202 -2,474 -2,561 -13,600 -10,963 -1,876 8,395 -4,520 1,347 1,233 -9 10,624 -8,538 5,657
Percent of Open Interest Represented by Each Category of Trader
1.7 11.9 3.9 45.1 17.6 13.4 5.0 24.0 10.9 5.1 6.1 1.4 13.7 10.8
Number of Traders in Each Category Total Traders: 216
10 19 21 67 37 67 24 36 38 9 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,656,229
Positions
9,291 61,564 3,520 935,303 266,923 297,788 98,577 733,798 72,245 50,629 48,451 3,614 185,263 168,327
Changes from: November 14, 2023 Total Change is: 66,023
1,808 -6,562 1,276 -433 -9,308 10,219 3,159 9,271 35,237 -167 325 3,600 11,324 21,965
Percent of Open Interest Represented by Each Category of Trader
0.6 3.7 0.2 56.5 16.1 18.0 6.0 44.3 4.4 3.1 2.9 0.2 11.2 10.2
Number of Traders in Each Category Total Traders: 170
. 11 6 72 26 55 13 33 19 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 4,253,233
Positions
144,403 360,005 50,468 1,898,082 514,084 318,591 892,444 2,520,003 143,955 495,237 181,480 31,356 278,696 133,291
Changes from: November 14, 2023 Total Change is: -21,146
6,290 -7,206 13,317 4,801 9,332 21,582 -76,257 -75,001 10,847 -12,220 9,248 -258 10,752 -3,007
Percent of Open Interest Represented by Each Category of Trader
3.4 8.5 1.2 44.6 12.1 7.5 21.0 59.2 3.4 11.6 4.3 0.7 6.6 3.1
Number of Traders in Each Category Total Traders: 473
33 31 24 155 45 98 83 65 62 49 12 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 10Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 5,763,370
Positions
123,794 269,616 289,285 2,356,106 1,127,845 814,771 314,830 1,790,630 694,575 511,649 179,575 183,197 475,163 413,875
Changes from: November 14, 2023 Total Change is: 87,880
18,131 -1,596 -10,589 -4,508 21,883 28,629 -39,651 -16,726 19,832 18,796 -17,104 48,924 8,315 14,626
Percent of Open Interest Represented by Each Category of Trader
2.1 4.7 5.0 40.9 19.6 14.1 5.5 31.1 12.1 8.9 3.1 3.2 8.2 7.2
Number of Traders in Each Category Total Traders: 443
27 31 46 131 62 117 52 86 99 34 19 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 2,269,770
Positions
71,372 183,033 7,581 1,026,994 559,208 419,341 250,590 605,861 108,821 167,290 87,595 1,935 215,846 296,395
Changes from: November 14, 2023 Total Change is: 224,807
-619 11,566 3,156 20,794 4,805 113,640 6,892 -15,741 76,724 1,621 -4,047 956 1,643 33,749
Percent of Open Interest Represented by Each Category of Trader
3.1 8.1 0.3 45.2 24.6 18.5 11.0 26.7 4.8 7.4 3.9 0.1 9.5 13.1
Number of Traders in Each Category Total Traders: 193
4 17 5 55 49 61 14 35 23 9 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 6,022
Positions
0 0 0 0 0 0 924 990 3,399 619 518 0 1,080 1,115
Changes from: November 14, 2023 Total Change is: 131
0 0 0 0 0 0 84 -119 124 6 94 -6 -77 38
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 15.3 16.4 56.4 10.3 8.6 0.0 17.9 18.5
Number of Traders in Each Category Total Traders: 24
0 0 0 0 0 0 . . . 7 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 6,537,562
Positions
131,606 643,906 158,404 2,943,259 1,014,018 787,128 1,004,118 3,059,772 397,184 591,655 108,991 68,096 456,111 300,063
Changes from: November 14, 2023 Total Change is: 56,906
-6,582 -89,851 -6,398 -63,771 19,558 49,178 5,673 78,776 -4,612 33,282 -13,792 49,613 523 -25,567
Percent of Open Interest Represented by Each Category of Trader
2.0 9.8 2.4 45.0 15.5 12.0 15.4 46.8 6.1 9.1 1.7 1.0 7.0 4.6
Number of Traders in Each Category Total Traders: 403
20 33 29 150 34 104 52 72 71 29 13 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 1,762,263
Positions
499,482 229,451 481,687 42,578 34,815 44,906 215,797 485,669 415,591 12,972 3,080 13,473 35,777 53,591
Changes from: November 14, 2023 Total Change is: -4,561
-30,463 18,168 -1,732 -24,463 1,847 19,982 18,971 -40,569 4,383 7,163 -3,456 -93 1,691 -3,091
Percent of Open Interest Represented by Each Category of Trader
28.3 13.0 27.3 2.4 2.0 2.5 12.2 27.6 23.6 0.7 0.2 0.8 2.0 3.0
Number of Traders in Each Category Total Traders: 148
28 28 49 . 7 7 34 38 57 5 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE (2,500 X CONTRACT GRADE IMM INDEX)
CFTC Code #047745 Open Interest is 27,205
Positions
13,345 12,046 5,400 326 52 221 519 1,752 7,168 100 442 89 37 35
Changes from: November 14, 2023 Total Change is: -321
-247 -136 -485 -127 -34 -16 71 -266 520 0 103 0 -37 -7
Percent of Open Interest Represented by Each Category of Trader
49.1 44.3 19.8 1.2 0.2 0.8 1.9 6.4 26.3 0.4 1.6 0.3 0.1 0.1
Number of Traders in Each Category Total Traders: 39
13 4 9 . . . 6 10 15 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 is21,609,071
Positions
2,215,327 2,942,286 3,617,523 485,258 665,986 1,627,550 1,893,296 861,653 11,136,804 140,258 263,128 455,663 37,393 38,478
Changes from: November 14, 2023 Total Change is: -186,934
28,705 18,187 -81,444 -178,375 -28,595 52,973 150,818 50,065 -237,621 28,250 -18,061 61,572 -11,813 -4,011
Percent of Open Interest Represented by Each Category of Trader
10.3 13.6 16.7 2.2 3.1 7.5 8.8 4.0 51.5 0.6 1.2 2.1 0.2 0.2
Number of Traders in Each Category Total Traders: 1,062
65 117 146 58 78 82 174 155 233 233 127 198
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 932,894
Positions
362,528 288,830 201,935 128,145 3,305 4,506 101,273 283,803 127,054 3,197 19,202 337 3,919 3,922
Changes from: November 14, 2023 Total Change is: 89,368
45,458 6,228 -5,033 15,299 686 -16 34,380 85,572 -3,718 -426 2,094 -62 3,486 3,617
Percent of Open Interest Represented by Each Category of Trader
38.9 31.0 21.6 13.7 0.4 0.5 10.9 30.4 13.6 0.3 2.1 0.0 0.4 0.4
Number of Traders in Each Category Total Traders: 189
28 57 56 . 6 . 26 52 47 10 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #342603 Open Interest is 17,971
Positions
2,394 0 0 0 38 0 13,562 12,314 1,980 35 3,638 0 0 1
Changes from: November 14, 2023 Total Change is: -340
-1,381 0 0 0 0 0 372 -753 669 0 -234 0 0 -22
Percent of Open Interest Represented by Each Category of Trader
13.3 0.0 0.0 0.0 0.2 0.0 75.5 68.5 11.0 0.2 20.2 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. 0 0 0 . 0 . 7 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #343603 Open Interest is 69,344
Positions
2,546 25 31,585 40 208 0 4,045 17,666 19,265 11,863 575 0 0 20
Changes from: November 14, 2023 Total Change is: 1,196
0 -70 0 0 0 0 145 1,412 -150 1,201 4 0 0 0
Percent of Open Interest Represented by Each Category of Trader
3.7 0.0 45.5 0.1 0.3 0.0 5.8 25.5 27.8 17.1 0.8 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 25
. . . . . 0 . 5 . 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344605 Open Interest is 32,832
Positions
6,858 0 1,253 0 469 0 1,310 23,474 2,839 20,572 4,736 0 0 61
Changes from: November 14, 2023 Total Change is: 1,785
-130 0 0 0 0 0 -965 1,924 0 2,880 -139 0 0 0
Percent of Open Interest Represented by Each Category of Trader
20.9 0.0 3.8 0.0 1.4 0.0 4.0 71.5 8.6 62.7 14.4 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 28
. 0 . 0 . 0 . 9 . 7 7 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 25,210
Positions
850 6,424 430 11,013 34 251 3,763 11,295 3,636 2,785 1,158 693 1,790 1,289
Changes from: November 14, 2023 Total Change is: 1,005
16 707 42 35 34 -14 -129 674 -203 1,370 -558 -177 64 499
Percent of Open Interest Represented by Each Category of Trader
3.4 25.5 1.7 43.7 0.1 1.0 14.9 44.8 14.4 11.0 4.6 2.7 7.1 5.1
Number of Traders in Each Category Total Traders: 135
5 11 4 18 . 4 35 42 31 13 10 11
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Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 17,977
Positions
2,903 7,823 611 1,636 10 55 2,010 3,321 4,161 2,560 584 364 3,676 1,048
Changes from: November 14, 2023 Total Change is: 593
-499 185 611 3 -28 -4 -445 -888 741 68 -22 16 102 -19
Percent of Open Interest Represented by Each Category of Trader
16.1 43.5 3.4 9.1 0.1 0.3 11.2 18.5 23.1 14.2 3.2 2.0 20.4 5.8
Number of Traders in Each Category Total Traders: 99
4 . . 6 . . 17 12 9 50 8 7
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Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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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Nano Bitcoin - LMX LABS LLC 1/100 X Bitcoin Contract $300
CFTC Code #133LM1 Open Interest is 5,800
Positions
0 2,062 0 0 0 0 893 1,986 42 3,783 1,378 20 1,062 312
Changes from: November 14, 2023 Total Change is: 27
0 -564 -179 0 0 0 664 -204 42 -723 909 20 203 3
Percent of Open Interest Represented by Each Category of Trader
0.0 35.6 0.0 0.0 0.0 0.0 15.4 34.2 0.7 65.2 23.8 0.3 18.3 5.4
Number of Traders in Each Category Total Traders: 48
0 . 0 0 0 0 . . . 29 14 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 7,317
Positions
189 1,065 321 1,400 0 14 1,896 2,922 1,690 831 908 46 929 351
Changes from: November 14, 2023 Total Change is: -51
0 104 90 7 -31 0 -21 -184 -10 -2 44 2 -118 -67
Percent of Open Interest Represented by Each Category of Trader
2.6 14.6 4.4 19.1 0.0 0.2 25.9 39.9 23.1 11.4 12.4 0.6 12.7 4.8
Number of Traders in Each Category Total Traders: 75
4 8 . 9 0 . 21 23 15 7 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 38,957
Positions
0 4,154 0 1,913 321 600 2,568 8,875 18,797 11,534 3,165 2,697 848 347
Changes from: November 14, 2023 Total Change is: -3,648
0 -2,278 -125 -271 -96 0 -472 584 -2,710 -1,145 -50 1,057 18 -29
Percent of Open Interest Represented by Each Category of Trader
0.0 10.7 0.0 4.9 0.8 1.5 6.6 22.8 48.3 29.6 8.1 6.9 2.2 0.9
Number of Traders in Each Category Total Traders: 112
0 . 0 . . . 11 6 6 73 17 9
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Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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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NANO ETHER - LMX LABS LLC 0.1 Ether or 1/10 X$2,000 = $200
CFTC Code #146LM1 Open Interest is 4,684
Positions
0 967 234 0 0 0 25 2,026 10 3,725 1,228 20 670 199
Changes from: November 14, 2023 Total Change is: 182
0 -822 -90 0 0 0 -38 395 -9 356 674 20 -57 14
Percent of Open Interest Represented by Each Category of Trader
0.0 20.6 5.0 0.0 0.0 0.0 0.5 43.3 0.2 79.5 26.2 0.4 14.3 4.2
Number of Traders in Each Category Total Traders: 44
0 . . 0 0 0 . . . 30 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 37,949
Positions
0 24,274 0 16,497 180 683 13,890 6,651 491 3,052 2,385 14 3,321 3,270
Changes from: November 14, 2023 Total Change is: -948
0 98 0 -1,774 -111 -19 -131 -1,534 62 1,241 270 2 -330 284
Percent of Open Interest Represented by Each Category of Trader
0.0 64.0 0.0 43.5 0.5 1.8 36.6 17.5 1.3 8.0 6.3 0.0 8.8 8.6
Number of Traders in Each Category Total Traders: 96
0 . 0 16 . . 24 16 4 17 18 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 391,357
Positions
44,695 23,994 18,476 92,614 83,113 60,432 61,193 94,315 63,621 11,010 7,730 13,543 25,773 26,133
Changes from: November 14, 2023 Total Change is: -23,767
-15,422 -33,594 4,271 5,810 3,938 4,081 -17,493 8,558 -7,060 4,056 1,388 -4,849 2,839 -500
Percent of Open Interest Represented by Each Category of Trader
11.4 6.1 4.7 23.7 21.2 15.4 15.6 24.1 16.3 2.8 2.0 3.5 6.6 6.7
Number of Traders in Each Category Total Traders: 208
13 12 19 21 34 26 40 48 57 15 10 22
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Traders in Financial Futures - Options and Futures Combined Positions as of November 21, 2023
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : 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 64,620
Positions
50,871 46,805 0 10,738 4,834 94 1,939 12,367 377 347 108 10 244 25
Changes from: November 14, 2023 Total Change is: 285
0 0 0 172 661 -323 346 -151 54 57 47 4 -25 -7
Percent of Open Interest Represented by Each Category of Trader
78.7 72.4 0.0 16.6 7.5 0.1 3.0 19.1 0.6 0.5 0.2 0.0 0.4 0.0
Number of Traders in Each Category Total Traders: 39
7 . 0 11 4 . 4 6 . 4 . .
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Updated November 27, 2023