Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 150,275 Positions 7,723 42,133 4,264 49,174 33,055 3,883 34,284 36,891 3,621 9,458 3,092 757 37,111 22,579 Changes from: November 16, 2021 Total Change is: 1,320 4,451 -18,018 591 -3,654 14,071 -960 4,128 2,907 947 -1,660 829 755 -3,278 198 Percent of Open Interest Represented by Each Category of Trader 5.1 28.0 2.8 32.7 22.0 2.6 22.8 24.5 2.4 6.3 2.1 0.5 24.7 15.0 Number of Traders in Each Category Total Traders: 97 6 7 4 16 13 6 19 24 13 9 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 52,412 Positions 27,938 1,706 23 3,833 16,660 1,253 7,646 10,905 24 0 0 0 11,695 21,841 Changes from: November 16, 2021 Total Change is: 3,092 2,454 -367 -12 381 2,552 -127 766 1,148 -17 0 0 0 -353 -85 Percent of Open Interest Represented by Each Category of Trader 53.3 3.3 0.0 7.3 31.8 2.4 14.6 20.8 0.0 0.0 0.0 0.0 22.3 41.7 Number of Traders in Each Category Total Traders: 48 6 . . 5 14 6 8 12 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 213,313 Positions 92,672 12,682 771 36,964 99,389 3,906 45,082 46,712 7,948 3,500 8,211 0 22,470 33,694 Changes from: November 16, 2021 Total Change is: 6,214 4,915 -1,581 -66 -390 5,114 870 1,322 995 419 -4 -326 0 -852 789 Percent of Open Interest Represented by Each Category of Trader 43.4 5.9 0.4 17.3 46.6 1.8 21.1 21.9 3.7 1.6 3.8 0.0 10.5 15.8 Number of Traders in Each Category Total Traders: 133 10 7 4 13 36 14 26 32 19 4 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 251,801 Positions 154,587 18,844 236 41,386 99,266 5,911 21,910 82,449 3,667 1,766 118 0 22,338 41,310 Changes from: November 16, 2021 Total Change is: -1,096 -1,235 1,321 32 -799 5,308 -27 -248 -5,405 783 -150 4 0 548 -3,112 Percent of Open Interest Represented by Each Category of Trader 61.4 7.5 0.1 16.4 39.4 2.3 8.7 32.7 1.5 0.7 0.0 0.0 8.9 16.4 Number of Traders in Each Category Total Traders: 124 11 . 5 16 30 12 21 38 11 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 711,685 Positions 60,870 291,932 8,416 391,874 178,489 32,090 61,527 111,496 13,791 47,273 12,914 5,154 90,690 57,403 Changes from: November 16, 2021 Total Change is: 5,987 1,855 -19,498 2,338 -766 9,477 -618 824 10,376 1,146 391 4,425 388 429 -2,047 Percent of Open Interest Represented by Each Category of Trader 8.6 41.0 1.2 55.1 25.1 4.5 8.6 15.7 1.9 6.6 1.8 0.7 12.7 8.1 Number of Traders in Each Category Total Traders: 339 17 15 11 109 44 44 47 57 30 37 13 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #299741 Open Interest is 32,794 Positions 1,346 11,635 0 14,133 9,262 2,557 432 3,764 0 0 0 0 14,326 5,576 Changes from: November 16, 2021 Total Change is: 437 4 16 0 519 -135 3 -534 -419 -4 0 0 0 449 976 Percent of Open Interest Represented by Each Category of Trader 4.1 35.5 0.0 43.1 28.2 7.8 1.3 11.5 0.0 0.0 0.0 0.0 43.7 17.0 Number of Traders in Each Category Total Traders: 26 . . 0 15 5 8 . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #399741 Open Interest is 25,322 Positions 6,624 0 0 6,521 15,534 1,900 2,999 2,285 4 0 0 0 7,274 5,599 Changes from: November 16, 2021 Total Change is: 3,292 1,231 0 0 726 2,270 513 2,812 0 -575 0 0 0 -1,415 1,084 Percent of Open Interest Represented by Each Category of Trader 26.2 0.0 0.0 25.8 61.3 7.5 11.8 9.0 0.0 0.0 0.0 0.0 28.7 22.1 Number of Traders in Each Category Total Traders: 25 . 0 0 6 10 6 4 . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 188,033 Positions 96,415 4,231 286 27,486 100,141 5,531 34,491 45,194 3,578 1,332 0 0 18,914 29,072 Changes from: November 16, 2021 Total Change is: 21,345 13,389 -709 4 -2,287 17,642 587 10,219 4,944 155 108 -1,901 0 -830 623 Percent of Open Interest Represented by Each Category of Trader 51.3 2.3 0.2 14.6 53.3 2.9 18.3 24.0 1.9 0.7 0.0 0.0 10.1 15.5 Number of Traders in Each Category Total Traders: 93 11 4 . 11 22 8 16 27 11 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 51,535 Positions 0 33,443 2 39,347 127 75 6,106 11,660 0 3,404 4,886 0 2,601 1,342 Changes from: November 16, 2021 Total Change is: -1,089 -408 -649 0 -51 127 -29 -1,170 -844 0 386 71 0 183 235 Percent of Open Interest Represented by Each Category of Trader 0.0 64.9 0.0 76.4 0.2 0.1 11.8 22.6 0.0 6.6 9.5 0.0 5.0 2.6 Number of Traders in Each Category Total Traders: 53 0 4 . 13 . . 15 9 0 7 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 184,243 Positions 37,842 101,716 505 52,723 8,521 1,310 80,873 42,859 1,396 5,360 22,575 0 4,234 5,361 Changes from: November 16, 2021 Total Change is: 14,141 3,643 -1,730 -1 -7,925 4,086 162 19,109 8,898 287 -55 863 -68 -1,011 1,644 Percent of Open Interest Represented by Each Category of Trader 20.5 55.2 0.3 28.6 4.6 0.7 43.9 23.3 0.8 2.9 12.3 0.0 2.3 2.9 Number of Traders in Each Category Total Traders: 162 6 7 . 13 14 7 44 44 10 13 21 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 34,375 Positions 13,593 510 1,997 5,132 11,876 0 6,140 14,517 717 4,287 1,693 47 2,462 3,018 Changes from: November 16, 2021 Total Change is: 2,608 -130 -66 1,738 -134 -1,835 0 655 2,052 365 176 -95 21 -83 428 Percent of Open Interest Represented by Each Category of Trader 39.5 1.5 5.8 14.9 34.5 0.0 17.9 42.2 2.1 12.5 4.9 0.1 7.2 8.8 Number of Traders in Each Category Total Traders: 65 . . . 6 9 0 12 16 6 13 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 44,524 Positions 5,994 18,639 0 6,079 8,236 630 25,565 10,954 1,138 479 1,209 43 4,596 3,675 Changes from: November 16, 2021 Total Change is: 1,579 1,988 -1,204 0 -903 2,309 -582 1,171 228 381 -139 149 -10 -327 308 Percent of Open Interest Represented by Each Category of Trader 13.5 41.9 0.0 13.7 18.5 1.4 57.4 24.6 2.6 1.1 2.7 0.1 10.3 8.3 Number of Traders in Each Category Total Traders: 89 7 6 0 12 12 6 26 19 10 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000) CFTC Code #122741 Open Interest is 13,173 Positions 2,252 2,223 0 1,920 2,140 0 7,536 6,105 0 424 759 2 1,039 1,944 Changes from: November 16, 2021 Total Change is: 750 90 -82 0 430 240 0 261 212 -2 298 35 2 -329 345 Percent of Open Interest Represented by Each Category of Trader 17.1 16.9 0.0 14.6 16.2 0.0 57.2 46.3 0.0 3.2 5.8 0.0 7.9 14.8 Number of Traders in Each Category Total Traders: 36 . . 0 4 4 0 9 11 0 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 53,046 Positions 14,573 22,722 1,055 14,941 1,909 359 11,908 4,942 383 0 15,606 0 9,828 6,071 Changes from: November 16, 2021 Total Change is: 1,147 264 1,584 198 1,658 502 -472 -649 632 -460 -432 -470 0 1,040 -368 Percent of Open Interest Represented by Each Category of Trader 27.5 42.8 2.0 28.2 3.6 0.7 22.4 9.3 0.7 0.0 29.4 0.0 18.5 11.4 Number of Traders in Each Category Total Traders: 110 17 16 6 24 4 5 26 15 9 0 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 106,092 Positions 29,146 45,444 2,109 29,882 3,818 718 23,815 9,884 766 0 31,212 0 19,656 12,141 Changes from: November 16, 2021 Total Change is: 2,293 527 3,168 396 3,315 1,004 -944 -1,298 1,263 -919 -863 -940 0 2,079 -735 Percent of Open Interest Represented by Each Category of Trader 27.5 42.8 2.0 28.2 3.6 0.7 22.4 9.3 0.7 0.0 29.4 0.0 18.5 11.4 Number of Traders in Each Category Total Traders: 110 17 16 6 24 4 5 26 15 9 0 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 41,339 Positions 7,870 24,145 1,673 26,073 9,567 1,772 1,369 3,677 0 0 0 0 2,582 505 Changes from: November 16, 2021 Total Change is: -1,308 -204 -1,700 0 -1,236 -25 25 175 334 0 0 0 0 -68 58 Percent of Open Interest Represented by Each Category of Trader 19.0 58.4 4.0 63.1 23.1 4.3 3.3 8.9 0.0 0.0 0.0 0.0 6.2 1.2 Number of Traders in Each Category Total Traders: 39 6 7 . 19 . 4 . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 491,063 Positions 35,390 134,694 25,109 229,643 75,512 61,360 51,654 52,161 10,151 22,769 82,236 462 54,526 49,379 Changes from: November 16, 2021 Total Change is: 85 -1,806 817 1,843 -405 391 53 1,895 -6,250 374 -1,857 183 95 -108 2,579 Percent of Open Interest Represented by Each Category of Trader 7.2 27.4 5.1 46.8 15.4 12.5 10.5 10.6 2.1 4.6 16.7 0.1 11.1 10.1 Number of Traders in Each Category Total Traders: 524 30 37 32 158 78 105 81 79 70 29 32 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 30,701 Positions 10,357 29,023 0 12,669 0 0 4,311 452 0 0 0 0 3,364 1,226 Changes from: November 16, 2021 Total Change is: -2,923 420 -3,254 0 -2,700 0 -90 -479 34 0 0 0 0 -74 387 Percent of Open Interest Represented by Each Category of Trader 33.7 94.5 0.0 41.3 0.0 0.0 14.0 1.5 0.0 0.0 0.0 0.0 11.0 4.0 Number of Traders in Each Category Total Traders: 36 . 11 0 15 0 0 6 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 2,455,317 Positions 176,951 673,469 125,543 1,148,213 377,561 306,799 258,272 260,805 50,755 113,843 411,181 2,309 272,632 246,895 Changes from: November 16, 2021 Total Change is: 423 -9,028 4,084 9,216 -2,027 1,954 267 9,477 -31,252 1,871 -9,286 914 473 -540 12,896 Percent of Open Interest Represented by Each Category of Trader 7.2 27.4 5.1 46.8 15.4 12.5 10.5 10.6 2.1 4.6 16.7 0.1 11.1 10.1 Number of Traders in Each Category Total Traders: 524 30 37 32 158 78 105 81 79 70 29 32 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 33,754 Positions 15,807 29,430 1,000 11,046 473 0 2,313 922 87 0 0 0 3,501 1,842 Changes from: November 16, 2021 Total Change is: 1,334 1,500 -1,031 1,000 -715 0 0 104 -1 -1 0 0 0 -554 1,367 Percent of Open Interest Represented by Each Category of Trader 46.8 87.2 3.0 32.7 1.4 0.0 6.9 2.7 0.3 0.0 0.0 0.0 10.4 5.5 Number of Traders in Each Category Total Traders: 41 7 7 . 18 . 0 6 . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price) CFTC Code #13874J Open Interest is 23,599 Positions 14,800 20,209 0 6,142 1,330 248 0 611 0 0 0 0 2,409 1,201 Changes from: November 16, 2021 Total Change is: 389 0 67 0 180 0 0 0 380 0 0 0 0 209 -58 Percent of Open Interest Represented by Each Category of Trader 62.7 85.6 0.0 26.0 5.6 1.1 0.0 2.6 0.0 0.0 0.0 0.0 10.2 5.1 Number of Traders in Each Category Total Traders: 21 . 10 0 5 . . 0 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 165,200 Positions 32,219 4,634 0 16,366 1,093 265 37,401 113,374 8,673 2,717 0 0 67,559 37,161 Changes from: November 16, 2021 Total Change is: 14,932 6,436 890 0 1,197 27 23 1,150 14,675 1,660 1,445 0 0 3,021 -2,343 Percent of Open Interest Represented by Each Category of Trader 19.5 2.8 0.0 9.9 0.7 0.2 22.6 68.6 5.3 1.6 0.0 0.0 40.9 22.5 Number of Traders in Each Category Total Traders: 23 . . 0 5 . . 4 8 4 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 42,057 Positions 5,797 10,871 280 20,949 19,493 2,692 2,972 4,265 172 0 0 0 9,195 4,284 Changes from: November 16, 2021 Total Change is: -235 34 240 34 -628 -119 -173 -25 -351 50 0 0 0 473 84 Percent of Open Interest Represented by Each Category of Trader 13.8 25.8 0.7 49.8 46.3 6.4 7.1 10.1 0.4 0.0 0.0 0.0 21.9 10.2 Number of Traders in Each Category Total Traders: 68 4 7 . 27 16 11 6 8 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50) CFTC Code #239742 Open Interest is 473,546 Positions 87,699 113,245 4,872 232,895 147,741 45,853 51,546 93,899 4,539 6,053 44,383 0 40,089 19,014 Changes from: November 16, 2021 Total Change is: 1,627 1,308 -736 170 3,256 7,010 854 -4,953 -6,698 -220 71 722 -18 1,159 543 Percent of Open Interest Represented by Each Category of Trader 18.5 23.9 1.0 49.2 31.2 9.7 10.9 19.8 1.0 1.3 9.4 0.0 8.5 4.0 Number of Traders in Each Category Total Traders: 360 27 20 5 102 53 46 55 69 21 17 16 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 26,769 Positions 9,489 23,365 0 12,108 2,217 76 1,645 749 0 1,649 0 0 1,802 362 Changes from: November 16, 2021 Total Change is: -1,503 -1,483 0 0 -380 -870 -40 0 -190 0 0 0 0 400 -403 Percent of Open Interest Represented by Each Category of Trader 35.4 87.3 0.0 45.2 8.3 0.3 6.1 2.8 0.0 6.2 0.0 0.0 6.7 1.4 Number of Traders in Each Category Total Traders: 29 4 5 0 13 . . . . 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 17,523 Positions 0 12,153 0 10,791 0 25 1,074 1,093 0 697 645 0 4,936 3,607 Changes from: November 16, 2021 Total Change is: -1,459 0 -15 0 177 0 0 -1,913 -1,086 -1 23 -107 0 255 -250 Percent of Open Interest Represented by Each Category of Trader 0.0 69.4 0.0 61.6 0.0 0.1 6.1 6.2 0.0 4.0 3.7 0.0 28.2 20.6 Number of Traders in Each Category Total Traders: 23 0 4 0 11 0 . 4 . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 54,780 Positions 19,128 4,320 1,431 12,437 5,652 1,013 8,915 13,332 1,784 4,005 999 0 6,067 26,249 Changes from: November 16, 2021 Total Change is: 56 1,107 574 -24 1,452 383 169 -2,184 -1,206 58 -121 133 -6 -395 -25 Percent of Open Interest Represented by Each Category of Trader 34.9 7.9 2.6 22.7 10.3 1.8 16.3 24.3 3.3 7.3 1.8 0.0 11.1 47.9 Number of Traders in Each Category Total Traders: 73 13 8 . 13 5 4 15 16 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 401,792 Positions 32,604 253,713 3,509 272,544 70,272 45,865 23,585 10,433 1,118 9,810 9,342 260 12,497 7,280 Changes from: November 16, 2021 Total Change is: 6,803 -1,368 5,038 -61 4,996 2,777 -326 2,189 3,813 468 790 672 -16 131 -5,562 Percent of Open Interest Represented by Each Category of Trader 8.1 63.1 0.9 67.8 17.5 11.4 5.9 2.6 0.3 2.4 2.3 0.1 3.1 1.8 Number of Traders in Each Category Total Traders: 185 10 13 6 78 43 40 21 10 6 6 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 EMERGING MKTS INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50) CFTC Code #244042 Open Interest is 1,090,128 Positions 82,773 492,794 4,733 694,810 347,016 123,914 106,513 55,615 5,113 44,834 44,940 1,826 25,612 14,177 Changes from: November 16, 2021 Total Change is: 13,703 -774 19,220 681 -2,210 28,033 8,665 18,080 -13,756 -709 -529 -12 -254 -9,247 -28,165 Percent of Open Interest Represented by Each Category of Trader 7.6 45.2 0.4 63.7 31.8 11.4 9.8 5.1 0.5 4.1 4.1 0.2 2.3 1.3 Number of Traders in Each Category Total Traders: 403 29 18 14 149 78 85 56 31 25 28 14 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 ASIA MINI NTR INDEX - ICE FUTURES U.S. (MSCI EM ASIA x 100) CFTC Code #24477G Open Interest is 158,958 Positions 103,072 97,653 45,007 939 0 0 0 7,876 0 1,841 0 8,094 5 328 Changes from: November 16, 2021 Total Change is: 4,499 -29 -1,269 5,700 248 0 0 0 67 0 -1,285 0 0 -135 1 Percent of Open Interest Represented by Each Category of Trader 64.8 61.4 28.3 0.6 0.0 0.0 0.0 5.0 0.0 1.2 0.0 5.1 0.0 0.2 Number of Traders in Each Category Total Traders: 20 8 6 7 . 0 0 0 . 0 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 237,849 Positions 38,969 180,458 35,726 19,331 7,397 2,656 128,671 580 10,796 1,379 177 0 321 59 Changes from: November 16, 2021 Total Change is: -2,583 -1,822 -2,232 669 90 0 0 -507 0 113 10 0 0 -1,136 -1,133 Percent of Open Interest Represented by Each Category of Trader 16.4 75.9 15.0 8.1 3.1 1.1 54.1 0.2 4.5 0.6 0.1 0.0 0.1 0.0 Number of Traders in Each Category Total Traders: 86 10 24 15 12 . . 27 . 5 7 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 51,745 Positions 13,450 17,412 824 15,121 7,796 866 10,638 12,112 607 2,078 2,917 125 8,037 9,085 Changes from: November 16, 2021 Total Change is: -1,122 -1,410 -578 195 -280 539 142 -676 -3,001 251 173 580 109 374 641 Percent of Open Interest Represented by Each Category of Trader 26.0 33.7 1.6 29.2 15.1 1.7 20.6 23.4 1.2 4.0 5.6 0.2 15.5 17.6 Number of Traders in Each Category Total Traders: 295 28 20 8 61 43 31 45 54 25 18 26 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 258,727 Positions 67,252 87,062 4,120 75,604 38,980 4,330 53,188 60,562 3,035 10,388 14,586 627 40,183 45,425 Changes from: November 16, 2021 Total Change is: -5,611 -7,048 -2,889 975 -1,399 2,695 708 -3,381 -15,003 1,256 864 2,900 544 1,870 3,203 Percent of Open Interest Represented by Each Category of Trader 26.0 33.7 1.6 29.2 15.1 1.7 20.6 23.4 1.2 4.0 5.6 0.2 15.5 17.6 Number of Traders in Each Category Total Traders: 295 28 20 8 61 43 31 45 54 25 18 26 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 128,334 Positions 721 6,630 0 674 251 0 75,905 90,416 1,256 3,313 4,583 8 46,457 25,190 Changes from: November 16, 2021 Total Change is: 13,992 89 2,318 0 32 251 0 7,731 14,059 840 828 568 6 4,466 -4,050 Percent of Open Interest Represented by Each Category of Trader 0.6 5.2 0.0 0.5 0.2 0.0 59.1 70.5 1.0 2.6 3.6 0.0 36.2 19.6 Number of Traders in Each Category Total Traders: 38 . . 0 . . 0 7 9 6 8 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 1,252,959 Positions 4,495 118,067 8,156 552,294 276,852 234,953 111,662 337,434 61,240 94,668 39,256 274 185,217 176,727 Changes from: November 16, 2021 Total Change is: 20,773 -1,073 -11,442 2,932 -6,985 -3,747 -4,130 14,377 14,321 30,427 -2,891 4,711 152 -12,036 -12,451 Percent of Open Interest Represented by Each Category of Trader 0.4 9.4 0.7 44.1 22.1 18.8 8.9 26.9 4.9 7.6 3.1 0.0 14.8 14.1 Number of Traders in Each Category Total Traders: 191 6 25 14 55 34 60 19 37 26 7 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 1,287,835 Positions 38,740 44,499 14,780 669,982 253,207 214,532 71,066 558,181 39,335 70,063 5,188 1,949 167,388 156,164 Changes from: November 16, 2021 Total Change is: 27,620 -4,001 -308 11,113 -1,762 -22,061 8,357 2,021 19,066 -843 65 -41 1,906 10,764 10,431 Percent of Open Interest Represented by Each Category of Trader 3.0 3.5 1.1 52.0 19.7 16.7 5.5 43.3 3.1 5.4 0.4 0.2 13.0 12.1 Number of Traders in Each Category Total Traders: 146 8 7 9 69 25 57 8 21 14 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 2,132,720 Positions 55,949 190,107 45,821 560,930 652,709 395,718 631,422 213,072 217,333 81,959 222,453 4,654 138,934 190,853 Changes from: November 16, 2021 Total Change is: 116,358 -3,065 14,510 31,406 -34,417 -124,615 -311 -34,638 27,084 122,711 15,329 32,367 2,061 17,282 11,145 Percent of Open Interest Represented by Each Category of Trader 2.6 8.9 2.1 26.3 30.6 18.6 29.6 10.0 10.2 3.8 10.4 0.2 6.5 8.9 Number of Traders in Each Category Total Traders: 322 15 30 17 77 67 85 45 45 38 14 28 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 4,124,886 Positions 164,638 181,690 58,931 1,469,821 1,334,286 880,293 829,323 461,239 222,983 124,496 308,241 23,778 350,623 653,445 Changes from: November 16, 2021 Total Change is: 152,494 -35,439 19,432 14,146 -20,463 -12,019 9,506 38,083 -36,244 98,562 -23,402 -10,762 14,399 57,102 55,474 Percent of Open Interest Represented by Each Category of Trader 4.0 4.4 1.4 35.6 32.3 21.3 20.1 11.2 5.4 3.0 7.5 0.6 8.5 15.8 Number of Traders in Each Category Total Traders: 427 22 35 23 78 108 101 56 83 68 20 23 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043607 Open Interest is 1,570,048 Positions 90,060 43,731 20,621 375,560 533,456 213,832 634,953 327,012 65,326 54,280 58,660 0 115,416 307,410 Changes from: November 16, 2021 Total Change is: -43,668 1,673 -14,256 9,271 -17,072 -69,906 16,033 -75,112 -22,689 18,419 815 -9,053 -11 2,316 28,524 Percent of Open Interest Represented by Each Category of Trader 5.7 2.8 1.3 23.9 34.0 13.6 40.4 20.8 4.2 3.5 3.7 0.0 7.4 19.6 Number of Traders in Each Category Total Traders: 158 6 11 9 21 63 55 23 21 23 . 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 4,093,700 Positions 76,956 208,452 46,952 1,920,212 989,958 741,749 293,489 915,195 371,962 322,154 203,889 9,507 310,719 606,036 Changes from: November 16, 2021 Total Change is: 463,269 -11,967 14,124 25,457 9,889 -71,158 77,199 49,462 57,143 249,336 7,730 -2,926 6,446 49,717 107,648 Percent of Open Interest Represented by Each Category of Trader 1.9 5.1 1.1 46.9 24.2 18.1 7.2 22.4 9.1 7.9 5.0 0.2 7.6 14.8 Number of Traders in Each Category Total Traders: 336 15 27 13 71 76 87 36 69 51 16 26 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 1,298,421 Positions 356,903 204,569 498,188 23,260 4,550 18,331 69,385 244,750 287,631 21,848 4,252 4,088 18,787 32,062 Changes from: November 16, 2021 Total Change is: 90,744 9,057 -17,642 55,789 -10,537 -139 9,336 1,301 13,111 25,073 591 1,440 2,088 -1,954 1,688 Percent of Open Interest Represented by Each Category of Trader 27.5 15.8 38.4 1.8 0.4 1.4 5.3 18.8 22.2 1.7 0.3 0.3 1.4 2.5 Number of Traders in Each Category Total Traders: 106 23 29 44 . . . 13 27 33 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is12,349,444 Positions 2,882,343 1,254,491 2,216,961 668,454 1,412,421 1,026,999 2,236,550 2,677,254 2,521,438 55,554 125,974 219,492 521,653 894,414 Changes from: November 16, 2021 Total Change is: 66,145 178,159 -105,202 112,109 13,001 -50,328 -1,573 -202,884 95,007 8,588 -34,800 -822 12,633 -19,088 -4,267 Percent of Open Interest Represented by Each Category of Trader 23.3 10.2 18.0 5.4 11.4 8.3 18.1 21.7 20.4 0.4 1.0 1.8 4.2 7.2 Number of Traders in Each Category Total Traders: 248 39 35 66 13 26 30 38 67 85 9 11 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index) CFTC Code #134741 Open Interest is 1,286,309 Positions 619,847 327,060 335,801 19,181 59,983 43,031 25,268 317,671 177,752 51,946 12,302 11,846 1,637 863 Changes from: November 16, 2021 Total Change is: 67,719 18,271 -7,022 32,222 -1,642 632 5,628 -8,853 21,175 17,320 4,792 -1,209 -1,331 1,312 304 Percent of Open Interest Represented by Each Category of Trader 48.2 25.4 26.1 1.5 4.7 3.3 2.0 24.7 13.8 4.0 1.0 0.9 0.1 0.1 Number of Traders in Each Category Total Traders: 146 30 34 42 . 9 5 14 30 35 10 12 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index) CFTC Code #134742 Open Interest is 215,690 Positions 57,927 68,914 42,972 7,722 2,527 1,925 43,127 32,801 58,765 58 4,419 3,114 80 253 Changes from: November 16, 2021 Total Change is: 27,544 15,364 5,723 4,574 -569 11 146 6,660 15,539 -293 0 68 1,707 -45 69 Percent of Open Interest Represented by Each Category of Trader 26.9 32.0 19.9 3.6 1.2 0.9 20.0 15.2 27.2 0.0 2.0 1.4 0.0 0.1 Number of Traders in Each Category Total Traders: 79 12 23 14 . . . 18 17 22 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 191,935 Positions 0 56,580 0 1,368 1,531 0 11,145 37,400 95,708 83,712 627 0 2 89 Changes from: November 16, 2021 Total Change is: 1,373 0 -532 0 0 -628 0 -516 -2,914 5,441 -3,540 0 0 -12 6 Percent of Open Interest Represented by Each Category of Trader 0.0 29.5 0.0 0.7 0.8 0.0 5.8 19.5 49.9 43.6 0.3 0.0 0.0 0.0 Number of Traders in Each Category Total Traders: 27 0 7 0 . . 0 . 7 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 14,357 Positions 617 1,334 107 5,395 750 56 2,414 7,063 869 1,590 300 1,215 2,094 2,663 Changes from: November 16, 2021 Total Change is: 709 -12 158 -39 256 -29 47 178 -1,119 -341 310 32 224 86 1,776 Percent of Open Interest Represented by Each Category of Trader 4.3 9.3 0.7 37.6 5.2 0.4 16.8 49.2 6.1 11.1 2.1 8.5 14.6 18.5 Number of Traders in Each Category Total Traders: 94 . . . 9 . . 27 33 18 8 . 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : 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 39,611 Positions 1,182 441 0 244 0 0 20,107 11,400 3,487 4,201 19,546 3,546 6,844 1,191 Changes from: November 16, 2021 Total Change is: 10,859 537 399 0 -9 0 0 4,268 -3,562 3,372 85 8,409 2,326 280 -85 Percent of Open Interest Represented by Each Category of Trader 3.0 1.1 0.0 0.6 0.0 0.0 50.8 28.8 8.8 10.6 49.3 9.0 17.3 3.0 Number of Traders in Each Category Total Traders: 138 . . 0 5 0 0 12 12 8 90 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points) CFTC Code #146021 Open Interest is 5,244 Positions 483 42 83 71 74 47 1,609 4,136 244 1,035 39 48 1,624 531 Changes from: November 16, 2021 Total Change is: -95 22 40 31 28 70 0 -80 -295 12 -127 6 -26 45 67 Percent of Open Interest Represented by Each Category of Trader 9.2 0.8 1.6 1.4 1.4 0.9 30.7 78.9 4.7 19.7 0.7 0.9 31.0 10.1 Number of Traders in Each Category Total Traders: 58 . . . . . . 20 17 7 10 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 57,694 Positions 1,073 40,824 0 21,342 1,197 708 21,177 10,546 716 5,237 1,633 84 7,357 1,986 Changes from: November 16, 2021 Total Change is: -1,693 -149 11 0 755 2 0 -1,589 -806 -173 -103 -469 -170 -264 -88 Percent of Open Interest Represented by Each Category of Trader 1.9 70.8 0.0 37.0 2.1 1.2 36.7 18.3 1.2 9.1 2.8 0.1 12.8 3.4 Number of Traders in Each Category Total Traders: 129 . . 0 17 4 4 38 18 7 35 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 311,412 Positions 62,520 20,085 12,985 108,464 69,914 36,355 20,905 92,767 40,139 6,492 5,472 3,184 20,368 30,511 Changes from: November 16, 2021 Total Change is: -18,438 1,366 -159 -4,709 2,490 -10,033 6,196 -12,378 2,220 -8,782 279 772 -3,332 432 -611 Percent of Open Interest Represented by Each Category of Trader 20.1 6.4 4.2 34.8 22.5 11.7 6.7 29.8 12.9 2.1 1.8 1.0 6.5 9.8 Number of Traders in Each Category Total Traders: 167 9 14 13 14 33 26 24 50 46 7 10 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 23, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 40,278 Positions 3,940 4,274 132 25,362 1,043 1,707 514 33,066 0 7,846 0 0 777 56 Changes from: November 16, 2021 Total Change is: -58 -44 0 0 940 364 15 -1,102 -412 -1 129 -29 0 5 5 Percent of Open Interest Represented by Each Category of Trader 9.8 10.6 0.3 63.0 2.6 4.2 1.3 82.1 0.0 19.5 0.0 0.0 1.9 0.1 Number of Traders in Each Category Total Traders: 50 . . . 12 4 . 6 7 0 15 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 29, 2021