Traders in Financial Futures - Futures Only Positions as of November 30, 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 148,375 Positions 16,633 23,782 3,413 46,596 38,944 4,419 32,140 42,696 4,490 8,653 2,824 914 31,117 26,893 Changes from: November 23, 2021 Total Change is: -1,900 8,910 -18,351 -851 -2,578 5,889 536 -2,144 5,805 869 -805 -268 157 -5,994 4,314 Percent of Open Interest Represented by Each Category of Trader 11.2 16.0 2.3 31.4 26.2 3.0 21.7 28.8 3.0 5.8 1.9 0.6 21.0 18.1 Number of Traders in Each Category Total Traders: 100 6 7 . 16 18 9 17 26 15 8 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 50,543 Positions 27,107 1,636 429 4,069 17,049 1,547 4,745 9,764 283 0 479 0 12,363 19,356 Changes from: November 23, 2021 Total Change is: -1,869 -831 -70 406 236 389 294 -2,901 -1,141 259 0 479 0 668 -2,485 Percent of Open Interest Represented by Each Category of Trader 53.6 3.2 0.8 8.1 33.7 3.1 9.4 19.3 0.6 0.0 0.9 0.0 24.5 38.3 Number of Traders in Each Category Total Traders: 45 7 . . 5 13 6 4 12 4 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 230,423 Positions 112,327 8,941 1,146 32,841 112,763 3,698 47,223 50,978 7,324 3,500 8,336 0 22,364 37,237 Changes from: November 23, 2021 Total Change is: 17,110 19,655 -3,741 375 -4,123 13,374 -208 2,141 4,266 -624 0 125 0 -106 3,543 Percent of Open Interest Represented by Each Category of Trader 48.7 3.9 0.5 14.3 48.9 1.6 20.5 22.1 3.2 1.5 3.6 0.0 9.7 16.2 Number of Traders in Each Category Total Traders: 131 11 6 4 11 35 12 28 31 19 4 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 216,692 Positions 121,939 21,800 264 38,051 87,091 7,279 23,109 62,012 3,880 1,266 295 260 20,644 33,811 Changes from: November 23, 2021 Total Change is: -35,109 -32,648 2,956 28 -3,335 -12,175 1,368 1,199 -20,437 213 -500 177 260 -1,694 -7,499 Percent of Open Interest Represented by Each Category of Trader 56.3 10.1 0.1 17.6 40.2 3.4 10.7 28.6 1.8 0.6 0.1 0.1 9.5 15.6 Number of Traders in Each Category Total Traders: 114 11 4 4 16 28 16 22 28 16 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 705,409 Positions 56,898 288,928 11,624 385,081 175,889 33,079 59,415 109,863 14,674 48,008 8,833 3,965 92,665 58,554 Changes from: November 23, 2021 Total Change is: -6,276 -3,972 -3,004 3,208 -6,793 -2,600 989 -2,112 -1,633 883 735 -4,081 -1,189 1,975 1,151 Percent of Open Interest Represented by Each Category of Trader 8.1 41.0 1.6 54.6 24.9 4.7 8.4 15.6 2.1 6.8 1.3 0.6 13.1 8.3 Number of Traders in Each Category Total Traders: 336 18 16 11 106 46 45 48 52 33 36 14 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 32,927 Positions 940 11,635 0 14,344 9,468 2,557 432 4,188 0 0 0 0 14,654 5,079 Changes from: November 23, 2021 Total Change is: 133 -406 0 0 211 206 0 0 424 0 0 0 0 328 -497 Percent of Open Interest Represented by Each Category of Trader 2.9 35.3 0.0 43.6 28.8 7.8 1.3 12.7 0.0 0.0 0.0 0.0 44.5 15.4 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 30, 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 26,533 Positions 8,306 0 500 5,134 15,542 1,393 4,230 2,285 7 0 0 0 6,963 6,806 Changes from: November 23, 2021 Total Change is: 1,211 1,682 0 500 -1,387 8 -507 1,231 0 3 0 0 0 -311 1,207 Percent of Open Interest Represented by Each Category of Trader 31.3 0.0 1.9 19.3 58.6 5.3 15.9 8.6 0.0 0.0 0.0 0.0 26.2 25.7 Number of Traders in Each Category Total Traders: 22 . 0 . 4 10 5 . . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 201,981 Positions 118,775 4,102 293 26,754 105,139 5,488 27,801 51,155 3,074 1,590 0 0 18,206 32,730 Changes from: November 23, 2021 Total Change is: 13,948 22,360 -129 7 -732 4,998 -43 -6,690 5,961 -504 258 0 0 -708 3,658 Percent of Open Interest Represented by Each Category of Trader 58.8 2.0 0.1 13.2 52.1 2.7 13.8 25.3 1.5 0.8 0.0 0.0 9.0 16.2 Number of Traders in Each Category Total Traders: 97 11 4 . 10 24 10 19 27 9 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 49,870 Positions 413 33,726 2 36,424 350 42 6,883 9,993 16 3,048 4,695 0 3,042 1,046 Changes from: November 23, 2021 Total Change is: -1,665 413 283 0 -2,923 223 -33 777 -1,667 16 -356 -191 0 441 -296 Percent of Open Interest Represented by Each Category of Trader 0.8 67.6 0.0 73.0 0.7 0.1 13.8 20.0 0.0 6.1 9.4 0.0 6.1 2.1 Number of Traders in Each Category Total Traders: 48 . . . 11 . . 14 7 . 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 195,719 Positions 46,568 95,331 505 48,703 29,422 1,387 89,452 39,906 933 3,867 22,558 67 4,237 5,610 Changes from: November 23, 2021 Total Change is: 11,476 8,726 -6,385 0 -4,020 20,901 77 8,579 -2,953 -463 -1,493 -17 67 3 249 Percent of Open Interest Represented by Each Category of Trader 23.8 48.7 0.3 24.9 15.0 0.7 45.7 20.4 0.5 2.0 11.5 0.0 2.2 2.9 Number of Traders in Each Category Total Traders: 160 6 9 . 11 17 5 39 49 8 10 19 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 41,101 Positions 13,643 538 7,900 7,848 5,115 0 4,817 21,754 534 4,245 1,923 54 2,060 3,283 Changes from: November 23, 2021 Total Change is: 6,726 50 28 5,903 2,716 -6,761 0 -1,323 7,237 -183 -42 230 7 -402 265 Percent of Open Interest Represented by Each Category of Trader 33.2 1.3 19.2 19.1 12.4 0.0 11.7 52.9 1.3 10.3 4.7 0.1 5.0 8.0 Number of Traders in Each Category Total Traders: 70 . . . 7 8 0 12 19 6 12 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 49,483 Positions 10,023 14,198 150 3,371 12,821 874 30,110 14,519 1,176 651 1,290 30 3,098 4,425 Changes from: November 23, 2021 Total Change is: 4,959 4,029 -4,441 150 -2,708 4,585 244 4,545 3,565 38 172 81 -13 -1,498 750 Percent of Open Interest Represented by Each Category of Trader 20.3 28.7 0.3 6.8 25.9 1.8 60.8 29.3 2.4 1.3 2.6 0.1 6.3 8.9 Number of Traders in Each Category Total Traders: 98 9 6 . 8 16 7 22 28 11 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 14,109 Positions 2,168 2,253 0 1,470 2,334 0 8,380 6,289 280 667 775 14 1,130 2,164 Changes from: November 23, 2021 Total Change is: 936 -84 30 0 -450 194 0 844 184 280 243 16 12 91 220 Percent of Open Interest Represented by Each Category of Trader 15.4 16.0 0.0 10.4 16.5 0.0 59.4 44.6 2.0 4.7 5.5 0.1 8.0 15.3 Number of Traders in Each Category Total Traders: 34 . . 0 . 4 0 8 11 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 50,802 Positions 14,910 19,184 1,164 13,348 2,105 636 10,318 4,649 954 652 15,449 0 8,822 6,663 Changes from: November 23, 2021 Total Change is: -2,245 337 -3,538 109 -1,593 196 277 -1,590 -293 571 652 -158 0 -1,007 592 Percent of Open Interest Represented by Each Category of Trader 29.3 37.8 2.3 26.3 4.1 1.3 20.3 9.2 1.9 1.3 30.4 0.0 17.4 13.1 Number of Traders in Each Category Total Traders: 113 16 18 5 22 5 7 26 15 12 5 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 101,603 Positions 29,820 38,368 2,327 26,696 4,210 1,271 20,636 9,298 1,907 1,303 30,897 0 17,643 13,325 Changes from: November 23, 2021 Total Change is: -4,489 674 -7,076 218 -3,186 392 553 -3,179 -586 1,141 1,303 -315 0 -2,013 1,184 Percent of Open Interest Represented by Each Category of Trader 29.3 37.8 2.3 26.3 4.1 1.3 20.3 9.2 1.9 1.3 30.4 0.0 17.4 13.1 Number of Traders in Each Category Total Traders: 113 16 18 5 22 5 7 26 15 12 5 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 39,791 Positions 8,114 23,747 1,673 24,679 9,507 1,386 1,462 3,246 0 0 0 0 2,477 232 Changes from: November 23, 2021 Total Change is: -1,548 244 -398 0 -1,394 -60 -386 93 -431 0 0 0 0 -105 -273 Percent of Open Interest Represented by Each Category of Trader 20.4 59.7 4.2 62.0 23.9 3.5 3.7 8.2 0.0 0.0 0.0 0.0 6.2 0.6 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 30, 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 502,143 Positions 36,432 132,036 25,584 222,129 85,787 63,666 63,614 51,990 11,330 23,389 78,342 521 55,478 52,886 Changes from: November 23, 2021 Total Change is: 11,079 1,042 -2,657 475 -7,514 10,275 2,306 11,960 -171 1,179 620 -3,894 59 952 3,507 Percent of Open Interest Represented by Each Category of Trader 7.3 26.3 5.1 44.2 17.1 12.7 12.7 10.4 2.3 4.7 15.6 0.1 11.0 10.5 Number of Traders in Each Category Total Traders: 525 35 34 35 152 85 111 75 85 65 29 30 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 31,935 Positions 11,984 27,808 0 12,076 2,568 40 4,471 434 0 0 0 0 3,364 1,085 Changes from: November 23, 2021 Total Change is: 1,234 1,627 -1,215 0 -593 2,568 40 160 -18 0 0 0 0 0 -141 Percent of Open Interest Represented by Each Category of Trader 37.5 87.1 0.0 37.8 8.0 0.1 14.0 1.4 0.0 0.0 0.0 0.0 10.5 3.4 Number of Traders in Each Category Total Traders: 37 4 10 0 14 . . 7 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 2,510,714 Positions 182,159 660,182 127,919 1,110,644 428,935 318,330 318,071 259,949 56,652 116,943 391,709 2,606 277,390 264,432 Changes from: November 23, 2021 Total Change is: 55,397 5,208 -13,287 2,376 -37,569 51,374 11,531 59,799 -856 5,897 3,100 -19,472 297 4,758 17,537 Percent of Open Interest Represented by Each Category of Trader 7.3 26.3 5.1 44.2 17.1 12.7 12.7 10.4 2.3 4.7 15.6 0.1 11.0 10.5 Number of Traders in Each Category Total Traders: 525 35 34 35 152 85 111 75 85 65 29 30 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 32,958 Positions 18,759 27,328 1,000 8,083 2,595 0 1,816 1,009 49 0 0 0 3,251 977 Changes from: November 23, 2021 Total Change is: -796 2,952 -2,102 0 -2,963 2,122 0 -497 87 -38 0 0 0 -250 -865 Percent of Open Interest Represented by Each Category of Trader 56.9 82.9 3.0 24.5 7.9 0.0 5.5 3.1 0.1 0.0 0.0 0.0 9.9 3.0 Number of Traders in Each Category Total Traders: 37 7 6 . 14 . 0 5 . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 22,701 Positions 12,590 20,419 0 7,270 154 275 460 1,227 0 0 0 0 2,106 626 Changes from: November 23, 2021 Total Change is: -898 -2,210 210 0 1,128 -1,176 27 460 616 0 0 0 0 -303 -575 Percent of Open Interest Represented by Each Category of Trader 55.5 89.9 0.0 32.0 0.7 1.2 2.0 5.4 0.0 0.0 0.0 0.0 9.3 2.8 Number of Traders in Each Category Total Traders: 25 . 11 0 6 . . . 4 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 191,030 Positions 35,979 5,780 0 16,638 5,146 196 39,975 146,944 956 2,648 0 0 94,638 32,008 Changes from: November 23, 2021 Total Change is: 25,830 3,760 1,146 0 272 4,053 -69 2,574 33,570 -7,717 -69 0 0 27,079 -5,153 Percent of Open Interest Represented by Each Category of Trader 18.8 3.0 0.0 8.7 2.7 0.1 20.9 76.9 0.5 1.4 0.0 0.0 49.5 16.8 Number of Traders in Each Category Total Traders: 25 . . 0 5 . . 5 8 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 40,778 Positions 6,960 9,723 154 18,812 21,361 2,351 3,342 3,065 3 0 0 0 9,156 4,121 Changes from: November 23, 2021 Total Change is: -1,279 1,163 -1,148 -126 -2,137 1,868 -341 370 -1,200 -169 0 0 0 -39 -163 Percent of Open Interest Represented by Each Category of Trader 17.1 23.8 0.4 46.1 52.4 5.8 8.2 7.5 0.0 0.0 0.0 0.0 22.5 10.1 Number of Traders in Each Category Total Traders: 63 5 6 . 24 16 10 7 5 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 464,242 Positions 95,873 81,217 6,003 209,388 165,105 47,630 55,165 93,495 4,173 6,436 45,398 3 39,571 21,218 Changes from: November 23, 2021 Total Change is: -9,304 8,174 -32,028 1,131 -23,507 17,364 1,777 3,619 -404 -366 383 1,015 3 -518 2,204 Percent of Open Interest Represented by Each Category of Trader 20.7 17.5 1.3 45.1 35.6 10.3 11.9 20.1 0.9 1.4 9.8 0.0 8.5 4.6 Number of Traders in Each Category Total Traders: 361 28 20 4 101 53 48 49 75 22 15 19 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 27,065 Positions 10,132 24,735 0 13,851 486 0 1,627 919 0 0 0 0 1,455 925 Changes from: November 23, 2021 Total Change is: 296 643 1,370 0 1,743 -1,731 -76 -18 170 0 -1,649 0 0 -347 563 Percent of Open Interest Represented by Each Category of Trader 37.4 91.4 0.0 51.2 1.8 0.0 6.0 3.4 0.0 0.0 0.0 0.0 5.4 3.4 Number of Traders in Each Category Total Traders: 30 4 5 0 15 . 0 . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $0.5) CFTC Code #239747 Open Interest is 51,408 Positions 800 3,510 0 1,055 0 0 31,848 29,902 516 835 1,404 0 16,354 16,076 Changes from: November 23, 2021 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 1.6 6.8 0.0 2.1 0.0 0.0 62.0 58.2 1.0 1.6 2.7 0.0 31.8 31.3 Number of Traders in Each Category Total Traders: 20 . . 0 . 0 0 . 6 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 17,463 Positions 0 11,930 0 10,762 333 26 1,273 0 42 674 777 0 4,686 4,355 Changes from: November 23, 2021 Total Change is: -60 0 -223 0 -29 333 1 199 -1,093 42 -23 132 0 -250 748 Percent of Open Interest Represented by Each Category of Trader 0.0 68.3 0.0 61.6 1.9 0.1 7.3 0.0 0.2 3.9 4.4 0.0 26.8 24.9 Number of Traders in Each Category Total Traders: 22 0 . 0 11 . . 5 0 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 52,198 Positions 19,234 5,181 1,406 11,444 5,782 893 7,707 7,641 1,052 3,936 801 10 6,516 29,432 Changes from: November 23, 2021 Total Change is: -2,582 106 861 -25 -993 130 -120 -1,208 -5,691 -732 -69 -198 10 449 3,183 Percent of Open Interest Represented by Each Category of Trader 36.8 9.9 2.7 21.9 11.1 1.7 14.8 14.6 2.0 7.5 1.5 0.0 12.5 56.4 Number of Traders in Each Category Total Traders: 66 13 6 . 10 4 . 15 14 4 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 408,167 Positions 33,179 249,028 3,106 285,632 83,182 45,950 20,638 9,939 793 8,886 8,939 252 9,731 6,978 Changes from: November 23, 2021 Total Change is: 6,375 575 -4,685 -403 13,088 12,910 85 -2,947 -494 -325 -924 -403 -8 -2,766 -302 Percent of Open Interest Represented by Each Category of Trader 8.1 61.0 0.8 70.0 20.4 11.3 5.1 2.4 0.2 2.2 2.2 0.1 2.4 1.7 Number of Traders in Each Category Total Traders: 183 10 13 6 77 44 37 21 8 6 6 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 1,105,365 Positions 83,988 470,632 4,326 700,001 371,066 125,483 101,877 60,490 5,467 56,524 43,788 1,118 26,581 22,995 Changes from: November 23, 2021 Total Change is: 15,237 1,215 -22,162 -407 5,191 24,050 1,569 -4,636 4,875 354 11,690 -1,152 -708 969 8,818 Percent of Open Interest Represented by Each Category of Trader 7.6 42.6 0.4 63.3 33.6 11.4 9.2 5.5 0.5 5.1 4.0 0.1 2.4 2.1 Number of Traders in Each Category Total Traders: 406 28 18 13 142 85 87 54 36 22 27 16 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 185,630 Positions 106,522 97,925 67,687 1,272 0 0 0 11,591 0 2,026 0 8,094 29 333 Changes from: November 23, 2021 Total Change is: 26,672 3,450 272 22,680 333 0 0 0 3,715 0 185 0 0 24 5 Percent of Open Interest Represented by Each Category of Trader 57.4 52.8 36.5 0.7 0.0 0.0 0.0 6.2 0.0 1.1 0.0 4.4 0.0 0.2 Number of Traders in Each Category Total Traders: 20 8 6 6 . 0 0 0 . 0 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 234,974 Positions 35,469 176,950 36,586 19,049 7,397 2,756 127,848 505 10,544 1,399 177 0 1,323 59 Changes from: November 23, 2021 Total Change is: -2,875 -3,500 -3,508 860 -282 0 100 -823 -75 -252 20 0 0 1,002 0 Percent of Open Interest Represented by Each Category of Trader 15.1 75.3 15.6 8.1 3.1 1.2 54.4 0.2 4.5 0.6 0.1 0.0 0.6 0.0 Number of Traders in Each Category Total Traders: 86 10 24 15 12 . . 27 . 6 7 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 51,695 Positions 13,589 17,294 747 16,295 8,453 718 10,209 11,664 726 2,039 3,025 14 7,357 9,054 Changes from: November 23, 2021 Total Change is: -50 139 -118 -77 1,174 657 -148 -428 -449 119 -38 108 -112 -679 -31 Percent of Open Interest Represented by Each Category of Trader 26.3 33.5 1.4 31.5 16.4 1.4 19.7 22.6 1.4 3.9 5.9 0.0 14.2 17.5 Number of Traders in Each Category Total Traders: 300 28 20 8 63 45 35 43 56 23 20 25 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 258,476 Positions 67,945 86,472 3,737 81,474 42,263 3,592 51,046 58,319 3,630 10,196 15,125 69 36,787 45,269 Changes from: November 23, 2021 Total Change is: -251 693 -590 -383 5,870 3,283 -738 -2,142 -2,243 595 -192 539 -558 -3,396 -156 Percent of Open Interest Represented by Each Category of Trader 26.3 33.5 1.4 31.5 16.4 1.4 19.7 22.6 1.4 3.9 5.9 0.0 14.2 17.5 Number of Traders in Each Category Total Traders: 300 28 20 8 63 45 35 43 56 23 20 25 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 130,883 Positions 729 7,806 0 688 0 0 83,229 90,449 3,976 2,367 4,532 11 39,883 24,109 Changes from: November 23, 2021 Total Change is: 2,549 8 1,176 0 14 -251 0 7,324 33 2,720 -946 -51 3 -6,574 -1,081 Percent of Open Interest Represented by Each Category of Trader 0.6 6.0 0.0 0.5 0.0 0.0 63.6 69.1 3.0 1.8 3.5 0.0 30.5 18.4 Number of Traders in Each Category Total Traders: 34 . . 0 . 0 0 8 9 6 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 1,219,181 Positions 2,381 121,036 3,495 588,989 262,094 240,265 86,877 358,999 31,361 84,568 40,738 0 181,245 161,193 Changes from: November 23, 2021 Total Change is: -33,778 -2,114 2,969 -4,661 36,695 -14,758 5,312 -24,785 21,565 -29,879 -10,100 1,482 -274 -3,972 -15,534 Percent of Open Interest Represented by Each Category of Trader 0.2 9.9 0.3 48.3 21.5 19.7 7.1 29.4 2.6 6.9 3.3 0.0 14.9 13.2 Number of Traders in Each Category Total Traders: 188 4 20 7 65 33 62 16 37 20 6 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 1,242,681 Positions 49,590 30,251 4,072 673,902 268,386 198,690 60,193 562,958 37,042 69,547 5,463 49 149,596 135,770 Changes from: November 23, 2021 Total Change is: -45,154 10,850 -14,248 -10,708 3,920 15,179 -15,842 -10,873 4,777 -2,293 -516 275 -1,900 -17,792 -20,394 Percent of Open Interest Represented by Each Category of Trader 4.0 2.4 0.3 54.2 21.6 16.0 4.8 45.3 3.0 5.6 0.4 0.0 12.0 10.9 Number of Traders in Each Category Total Traders: 144 7 5 6 72 24 59 7 22 12 6 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 1,789,196 Positions 52,212 149,494 11,789 595,407 611,851 390,077 480,870 155,400 72,895 54,633 215,612 5,646 125,667 176,432 Changes from: November 23, 2021 Total Change is: -343,524 -3,737 -40,613 -34,032 34,477 -40,858 -5,641 -150,552 -57,672 -144,438 -27,326 -6,841 992 -13,267 -14,421 Percent of Open Interest Represented by Each Category of Trader 2.9 8.4 0.7 33.3 34.2 21.8 26.9 8.7 4.1 3.1 12.1 0.3 7.0 9.9 Number of Traders in Each Category Total Traders: 315 13 25 8 78 69 82 50 41 30 14 25 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 3,803,125 Positions 124,211 161,085 49,811 1,525,779 1,307,229 809,306 729,983 487,793 103,360 139,746 309,345 22,987 297,942 552,209 Changes from: November 23, 2021 Total Change is: -321,761 -40,427 -20,605 -9,120 55,958 -27,057 -70,987 -99,340 26,554 -119,623 15,250 1,104 -791 -52,681 -101,236 Percent of Open Interest Represented by Each Category of Trader 3.3 4.2 1.3 40.1 34.4 21.3 19.2 12.8 2.7 3.7 8.1 0.6 7.8 14.5 Number of Traders in Each Category Total Traders: 413 19 32 17 82 106 101 52 74 46 17 30 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 1,428,740 Positions 88,011 30,498 6,814 384,924 480,337 214,941 530,383 310,905 49,659 49,977 56,496 0 104,031 279,090 Changes from: November 23, 2021 Total Change is: -141,308 -2,049 -13,233 -13,807 9,364 -53,119 1,109 -104,570 -16,107 -15,667 -4,303 -2,164 0 -11,385 -28,320 Percent of Open Interest Represented by Each Category of Trader 6.2 2.1 0.5 26.9 33.6 15.0 37.1 21.8 3.5 3.5 4.0 0.0 7.3 19.5 Number of Traders in Each Category Total Traders: 156 6 6 4 24 63 54 23 21 20 . 11 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 3,486,538 Positions 34,112 209,135 16,243 1,939,029 889,192 621,048 153,667 912,036 118,732 341,176 211,000 3,883 258,648 505,269 Changes from: November 23, 2021 Total Change is: -607,162 -42,844 683 -30,709 18,817 -100,766 -120,701 -139,822 -3,159 -253,230 19,022 7,111 -5,624 -52,071 -100,767 Percent of Open Interest Represented by Each Category of Trader 1.0 6.0 0.5 55.6 25.5 17.8 4.4 26.2 3.4 9.8 6.1 0.1 7.4 14.5 Number of Traders in Each Category Total Traders: 334 10 32 11 77 71 85 24 81 36 13 26 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 1,426,038 Positions 373,674 205,887 571,296 26,618 6,813 23,542 64,414 250,878 323,423 20,556 5,766 4,227 18,288 34,206 Changes from: November 23, 2021 Total Change is: 127,617 16,771 1,318 73,108 3,358 2,263 5,211 -4,971 6,128 35,792 -1,292 1,514 139 -499 2,144 Percent of Open Interest Represented by Each Category of Trader 26.2 14.4 40.1 1.9 0.5 1.7 4.5 17.6 22.7 1.4 0.4 0.3 1.3 2.4 Number of Traders in Each Category Total Traders: 107 24 27 45 . . . 14 26 34 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 is12,207,541 Positions 2,843,369 1,130,317 2,304,774 642,474 1,337,864 1,063,352 2,193,257 2,668,236 2,417,187 50,286 146,403 241,495 451,347 897,913 Changes from: November 23, 2021 Total Change is: -141,903 -38,974 -124,174 87,813 -25,980 -74,557 36,353 -43,293 -9,018 -104,251 -5,268 20,429 22,003 -70,306 3,499 Percent of Open Interest Represented by Each Category of Trader 23.3 9.3 18.9 5.3 11.0 8.7 18.0 21.9 19.8 0.4 1.2 2.0 3.7 7.4 Number of Traders in Each Category Total Traders: 247 36 35 65 12 29 30 38 68 85 8 13 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 1,373,729 Positions 670,617 379,030 354,168 19,476 66,287 41,324 31,923 313,870 193,385 51,172 12,563 11,517 147 1,585 Changes from: November 23, 2021 Total Change is: 87,420 50,770 51,970 18,367 295 6,304 -1,707 6,655 -3,801 15,633 -774 261 -329 -1,490 722 Percent of Open Interest Represented by Each Category of Trader 48.8 27.6 25.8 1.4 4.8 3.0 2.3 22.8 14.1 3.7 0.9 0.8 0.0 0.1 Number of Traders in Each Category Total Traders: 143 29 32 44 . 9 4 14 32 35 8 13 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 233,455 Positions 73,473 74,439 43,408 8,324 2,546 2,419 41,027 41,339 61,459 58 4,352 3,219 68 274 Changes from: November 23, 2021 Total Change is: 17,765 15,546 5,525 436 602 19 494 -2,100 8,538 2,694 0 -67 105 -12 21 Percent of Open Interest Represented by Each Category of Trader 31.5 31.9 18.6 3.6 1.1 1.0 17.6 17.7 26.3 0.0 1.9 1.4 0.0 0.1 Number of Traders in Each Category Total Traders: 79 14 24 17 . . . 16 17 23 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 195,024 Positions 0 58,279 0 1,368 1,531 0 10,813 36,570 97,959 84,882 627 0 2 58 Changes from: November 23, 2021 Total Change is: 3,089 0 1,699 0 0 0 0 -332 -830 2,251 1,170 0 0 0 -31 Percent of Open Interest Represented by Each Category of Trader 0.0 29.9 0.0 0.7 0.8 0.0 5.5 18.8 50.2 43.5 0.3 0.0 0.0 0.0 Number of Traders in Each Category Total Traders: 28 0 8 0 . . 0 . 7 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 13,197 Positions 587 1,336 75 5,726 702 29 2,374 7,811 628 1,662 1,494 305 1,811 817 Changes from: November 23, 2021 Total Change is: -1,160 -30 2 -32 331 -48 -27 -40 748 -241 72 1,194 -910 -283 -1,846 Percent of Open Interest Represented by Each Category of Trader 4.4 10.1 0.6 43.4 5.3 0.2 18.0 59.2 4.8 12.6 11.3 2.3 13.7 6.2 Number of Traders in Each Category Total Traders: 88 . . . 9 . . 28 27 10 10 . 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 16,817 Positions 338 196 66 252 0 0 2,284 5,797 3,878 3,719 5,287 628 5,652 965 Changes from: November 23, 2021 Total Change is: -22,794 -844 -245 66 8 0 0 -17,823 -5,603 391 -482 -14,259 -2,918 -1,192 -226 Percent of Open Interest Represented by Each Category of Trader 2.0 1.2 0.4 1.5 0.0 0.0 13.6 34.5 23.1 22.1 31.4 3.7 33.6 5.7 Number of Traders in Each Category Total Traders: 126 . . . 5 0 0 12 11 4 76 19 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 4,981 Positions 548 26 51 36 74 47 1,418 3,953 124 1,077 36 133 1,547 537 Changes from: November 23, 2021 Total Change is: -263 65 -16 -32 -35 0 0 -191 -183 -120 42 -3 85 -77 6 Percent of Open Interest Represented by Each Category of Trader 11.0 0.5 1.0 0.7 1.5 0.9 28.5 79.4 2.5 21.6 0.7 2.7 31.1 10.8 Number of Traders in Each Category Total Traders: 54 . . . . . . 21 16 4 8 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 52,172 Positions 823 40,824 0 20,731 1,004 705 17,091 5,251 1,274 4,931 1,060 36 6,581 2,018 Changes from: November 23, 2021 Total Change is: -5,522 -250 0 0 -611 -193 -3 -4,086 -5,295 558 -306 -573 -48 -776 32 Percent of Open Interest Represented by Each Category of Trader 1.6 78.2 0.0 39.7 1.9 1.4 32.8 10.1 2.4 9.5 2.0 0.1 12.6 3.9 Number of Traders in Each Category Total Traders: 116 . . 0 17 4 4 38 16 7 29 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 325,869 Positions 60,531 27,720 14,157 109,019 46,948 32,245 23,610 108,704 55,276 5,739 8,334 4,164 21,128 28,321 Changes from: November 23, 2021 Total Change is: 14,457 -1,989 7,635 1,172 555 -22,966 -4,110 2,705 15,937 15,137 -753 2,862 980 760 -2,190 Percent of Open Interest Represented by Each Category of Trader 18.6 8.5 4.3 33.5 14.4 9.9 7.2 33.4 17.0 1.8 2.6 1.3 6.5 8.7 Number of Traders in Each Category Total Traders: 179 14 15 20 23 28 28 30 48 47 5 9 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 30, 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 39,298 Positions 3,910 4,289 117 24,232 2,623 1,216 542 30,964 0 8,654 30 0 627 59 Changes from: November 23, 2021 Total Change is: -980 -30 15 -15 -1,130 1,580 -491 28 -2,102 0 808 30 0 -150 3 Percent of Open Interest Represented by Each Category of Trader 9.9 10.9 0.3 61.7 6.7 3.1 1.4 78.8 0.0 22.0 0.1 0.0 1.6 0.2 Number of Traders in Each Category Total Traders: 50 . . . 13 4 . 7 6 0 13 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 03, 2021