Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 177,790
Positions
2,499 67,366 9,463 57,481 11,308 6,623 28,423 42,385 14,254 12,105 3,196 871 46,072 22,325
Changes from: October 26, 2021 Total Change is: -4,534
393 1,126 -175 4,219 -2,022 -1,431 -7,118 -2,484 -1,160 -631 39 -255 1,625 1,829
Percent of Open Interest Represented by Each Category of Trader
1.4 37.9 5.3 32.3 6.4 3.7 16.0 23.8 8.0 6.8 1.8 0.5 25.9 12.6
Number of Traders in Each Category Total Traders: 112
4 10 8 20 13 10 24 23 17 12 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 55,662
Positions
28,973 1,543 2,311 4,215 12,992 1,045 2,962 16,753 2,565 0 0 0 13,590 18,453
Changes from: October 26, 2021 Total Change is: -2,235
-9,291 -6 894 850 -2,165 292 233 2,115 649 0 0 0 4,137 -4,014
Percent of Open Interest Represented by Each Category of Trader
52.1 2.8 4.2 7.6 23.3 1.9 5.3 30.1 4.6 0.0 0.0 0.0 24.4 33.2
Number of Traders in Each Category Total Traders: 48
8 . . 5 12 6 5 16 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 189,174
Positions
29,787 34,177 6,314 47,347 51,486 4,926 49,600 33,984 18,648 3,777 7,876 70 28,706 31,693
Changes from: October 26, 2021 Total Change is: 11,254
6,101 -1,021 1,328 -2,174 9,614 -1,271 6,517 663 295 279 125 -277 456 1,797
Percent of Open Interest Represented by Each Category of Trader
15.7 18.1 3.3 25.0 27.2 2.6 26.2 18.0 9.9 2.0 4.2 0.0 15.2 16.8
Number of Traders in Each Category Total Traders: 126
7 8 7 19 32 16 28 22 23 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 279,878
Positions
152,652 14,561 3,807 47,098 95,083 8,919 23,690 97,420 19,174 2,266 155 77 22,194 40,683
Changes from: October 26, 2021 Total Change is: -16,021
-6,617 518 -203 5,630 -6,266 1,049 -16,036 -7,816 -1,356 0 -17 3 1,510 -1,931
Percent of Open Interest Represented by Each Category of Trader
54.5 5.2 1.4 16.8 34.0 3.2 8.5 34.8 6.9 0.8 0.1 0.0 7.9 14.5
Number of Traders in Each Category Total Traders: 133
11 . 9 19 32 15 23 40 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 732,649
Positions
55,166 318,151 16,824 395,859 156,598 34,588 56,273 97,439 36,577 43,803 7,796 6,441 87,118 58,235
Changes from: October 26, 2021 Total Change is: 3,247
1,871 6,924 -22 -2,660 4,485 2,482 584 -10,235 2,743 68 458 125 -1,944 -3,713
Percent of Open Interest Represented by Each Category of Trader
7.5 43.4 2.3 54.0 21.4 4.7 7.7 13.3 5.0 6.0 1.1 0.9 11.9 7.9
Number of Traders in Each Category Total Traders: 342
17 15 13 112 46 57 46 56 31 37 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 33,385
Positions
1,007 11,595 0 12,633 10,061 2,631 2,225 3,678 0 0 0 0 14,889 5,420
Changes from: October 26, 2021 Total Change is: 643
137 -12 0 -211 969 32 212 7 0 0 0 0 473 -353
Percent of Open Interest Represented by Each Category of Trader
3.0 34.7 0.0 37.8 30.1 7.9 6.7 11.0 0.0 0.0 0.0 0.0 44.6 16.2
Number of Traders in Each Category Total Traders: 25
. . 0 13 5 8 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 23,086
Positions
5,185 0 0 6,590 13,150 1,372 0 3,798 766 0 0 0 9,173 4,000
Changes from: October 26, 2021 Total Change is: -646
-42 0 0 22 -288 -13 -665 -208 0 0 0 0 52 -137
Percent of Open Interest Represented by Each Category of Trader
22.5 0.0 0.0 28.5 57.0 5.9 0.0 16.5 3.3 0.0 0.0 0.0 39.7 17.3
Number of Traders in Each Category Total Traders: 24
. 0 0 7 9 5 0 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 177,882
Positions
71,410 13,708 2,709 46,446 64,935 6,034 11,378 49,463 11,474 1,065 3,789 0 27,367 25,770
Changes from: October 26, 2021 Total Change is: 3,531
-3,316 4,327 -100 3,914 -3,906 -479 -726 2,861 363 150 -18 0 3,723 482
Percent of Open Interest Represented by Each Category of Trader
40.1 7.7 1.5 26.1 36.5 3.4 6.4 27.8 6.5 0.6 2.1 0.0 15.4 14.5
Number of Traders in Each Category Total Traders: 98
7 11 7 18 14 9 15 25 13 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 61,601
Positions
105 34,128 2 41,368 100 105 11,085 21,508 0 6,093 4,815 0 2,843 943
Changes from: October 26, 2021 Total Change is: 8,227
-23 93 0 9,785 100 -111 -1,599 8,091 0 537 50 0 -362 4
Percent of Open Interest Represented by Each Category of Trader
0.2 55.4 0.0 67.2 0.2 0.2 18.0 34.9 0.0 9.9 7.8 0.0 4.6 1.5
Number of Traders in Each Category Total Traders: 65
. 5 . 16 . . 23 6 0 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 169,619
Positions
36,999 105,107 1,072 63,731 3,401 1,198 50,574 30,354 3,769 6,585 21,255 89 5,602 3,374
Changes from: October 26, 2021 Total Change is: 6,871
5,440 463 -1 -3,493 347 -178 2,681 5,149 2,608 1,056 -1,177 -62 -1,179 -278
Percent of Open Interest Represented by Each Category of Trader
21.8 62.0 0.6 37.6 2.0 0.7 29.8 17.9 2.2 3.9 12.5 0.1 3.3 2.0
Number of Traders in Each Category Total Traders: 152
. 10 . 17 8 6 48 39 13 11 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 31,742
Positions
13,762 495 247 4,618 14,334 0 4,649 11,483 116 5,301 1,933 26 3,023 3,108
Changes from: October 26, 2021 Total Change is: -14,425
13,493 -1,248 -13,604 459 1,045 -45 -12,748 1,099 -1,791 303 38 -20 -472 101
Percent of Open Interest Represented by Each Category of Trader
43.4 1.6 0.8 14.5 45.2 0.0 14.6 36.2 0.4 16.7 6.1 0.1 9.5 9.8
Number of Traders in Each Category Total Traders: 69
. . . 7 6 0 14 18 4 15 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 45,569
Positions
3,576 21,690 54 8,665 4,636 1,760 23,865 12,839 363 1,351 1,063 30 5,905 3,134
Changes from: October 26, 2021 Total Change is: 2,384
188 3,880 6 -1,057 1,513 453 2,928 -2,764 -372 158 -201 0 79 -132
Percent of Open Interest Represented by Each Category of Trader
7.8 47.6 0.1 19.0 10.2 3.9 52.4 28.2 0.8 3.0 2.3 0.1 13.0 6.9
Number of Traders in Each Category Total Traders: 99
5 8 . 13 12 7 32 19 7 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 14,171
Positions
2,367 1,392 0 4,076 3,043 0 6,097 6,769 5 239 1,178 2 1,385 1,782
Changes from: October 26, 2021 Total Change is: -107
201 0 0 -3,622 208 0 4,528 -249 -847 -265 610 0 -102 171
Percent of Open Interest Represented by Each Category of Trader
16.7 9.8 0.0 28.8 21.5 0.0 43.0 47.8 0.0 1.7 8.3 0.0 9.8 12.6
Number of Traders in Each Category Total Traders: 36
. . 0 4 4 0 8 11 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 57,310
Positions
14,747 24,720 662 17,654 1,398 270 12,746 5,968 1,145 880 15,798 18 9,189 7,332
Changes from: October 26, 2021 Total Change is: 2,430
-274 1,974 35 1,954 -222 -44 -389 190 96 649 118 -9 412 291
Percent of Open Interest Represented by Each Category of Trader
25.7 43.1 1.2 30.8 2.4 0.5 22.2 10.4 2.0 1.5 27.6 0.0 16.0 12.8
Number of Traders in Each Category Total Traders: 112
14 20 6 26 4 6 28 11 9 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 114,620
Positions
29,493 49,439 1,324 35,307 2,795 540 25,493 11,937 2,290 1,759 31,596 36 18,378 14,664
Changes from: October 26, 2021 Total Change is: 4,860
-549 3,947 71 3,907 -444 -87 -778 381 192 1,298 237 -18 824 582
Percent of Open Interest Represented by Each Category of Trader
25.7 43.1 1.2 30.8 2.4 0.5 22.2 10.4 2.0 1.5 27.6 0.0 16.0 12.8
Number of Traders in Each Category Total Traders: 112
14 20 6 26 4 6 28 11 9 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 41,895
Positions
8,036 25,589 1,673 26,190 9,728 1,564 1,633 3,080 0 0 0 0 2,799 261
Changes from: October 26, 2021 Total Change is: -981
827 64 212 -2,276 15 5 86 -1,181 0 0 0 0 165 -96
Percent of Open Interest Represented by Each Category of Trader
19.2 61.1 4.0 62.5 23.2 3.7 3.9 7.4 0.0 0.0 0.0 0.0 6.7 0.6
Number of Traders in Each Category Total Traders: 37
6 7 . 17 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 631,544
Positions
35,206 132,510 38,148 228,161 75,767 67,320 51,962 60,088 114,867 26,300 80,400 6,282 63,297 56,163
Changes from: October 26, 2021 Total Change is: 4,339
-3,092 -3,874 6,706 -3,235 2,887 -2,030 4,308 -861 -139 2,145 3,113 106 -430 -1,568
Percent of Open Interest Represented by Each Category of Trader
5.6 21.0 6.0 36.1 12.0 10.7 8.2 9.5 18.2 4.2 12.7 1.0 10.0 8.9
Number of Traders in Each Category Total Traders: 576
34 32 43 167 70 117 83 95 113 51 43 47
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 31,767
Positions
9,997 30,167 0 13,586 0 90 3,876 360 0 0 0 0 4,218 1,150
Changes from: October 26, 2021 Total Change is: 646
25 810 0 -386 0 90 366 -337 0 0 0 0 551 83
Percent of Open Interest Represented by Each Category of Trader
31.5 95.0 0.0 42.8 0.0 0.3 12.2 1.1 0.0 0.0 0.0 0.0 13.3 3.6
Number of Traders in Each Category Total Traders: 36
4 11 0 13 0 . 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 3,157,722
Positions
176,031 662,548 190,741 1,140,804 378,833 336,601 259,812 300,440 574,335 131,502 401,999 31,410 316,485 280,815
Changes from: October 26, 2021 Total Change is: 21,696
-15,462 -19,370 33,530 -16,177 14,434 -10,148 21,542 -4,307 -697 10,725 15,563 530 -2,148 -7,839
Percent of Open Interest Represented by Each Category of Trader
5.6 21.0 6.0 36.1 12.0 10.7 8.2 9.5 18.2 4.2 12.7 1.0 10.0 8.9
Number of Traders in Each Category Total Traders: 576
34 32 43 167 70 117 83 95 113 51 43 47
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 35,126
Positions
14,003 32,145 0 14,893 481 0 2,323 724 92 0 0 0 3,815 1,684
Changes from: October 26, 2021 Total Change is: 200
19 -173 0 -215 0 0 141 -354 -2 0 0 0 257 729
Percent of Open Interest Represented by Each Category of Trader
39.9 91.5 0.0 42.4 1.4 0.0 6.6 2.1 0.3 0.0 0.0 0.0 10.9 4.8
Number of Traders in Each Category Total Traders: 42
6 9 0 19 . 0 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 23,681
Positions
14,800 20,901 0 6,278 1,120 458 0 203 0 0 0 0 2,145 999
Changes from: October 26, 2021 Total Change is: -326
220 9 0 -490 0 0 -327 -414 0 0 0 0 271 79
Percent of Open Interest Represented by Each Category of Trader
62.5 88.3 0.0 26.5 4.7 1.9 0.0 0.9 0.0 0.0 0.0 0.0 9.1 4.2
Number of Traders in Each Category Total Traders: 20
. 10 0 6 . . 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 138,222
Positions
12,485 2,238 0 15,522 2,936 183 32,206 75,627 10,506 2,241 0 0 65,079 46,732
Changes from: October 26, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
9.0 1.6 0.0 11.2 2.1 0.1 23.3 54.7 7.6 1.6 0.0 0.0 47.1 33.8
Number of Traders in Each Category Total Traders: 20
. . 0 4 . . 4 7 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 40,612
Positions
5,695 8,442 158 19,771 20,775 3,015 2,970 4,004 114 0 0 0 8,889 4,104
Changes from: October 26, 2021 Total Change is: 58
-90 29 -103 295 -935 323 336 570 111 0 0 0 -814 63
Percent of Open Interest Represented by Each Category of Trader
14.0 20.8 0.4 48.7 51.2 7.4 7.3 9.9 0.3 0.0 0.0 0.0 21.9 10.1
Number of Traders in Each Category Total Traders: 65
4 6 . 27 15 9 6 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 469,198
Positions
94,445 65,349 3,989 213,440 164,088 42,214 56,164 112,680 16,879 4,946 42,592 119 37,002 21,288
Changes from: October 26, 2021 Total Change is: -2,336
-12,871 5,284 155 3,844 -5,969 -849 1,104 -6,039 2,543 -203 714 74 3,867 1,750
Percent of Open Interest Represented by Each Category of Trader
20.1 13.9 0.9 45.5 35.0 9.0 12.0 24.0 3.6 1.1 9.1 0.0 7.9 4.5
Number of Traders in Each Category Total Traders: 345
27 18 5 92 61 54 51 64 28 13 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 27,090
Positions
8,147 25,293 0 11,998 466 0 3,757 667 0 1,559 0 0 1,629 664
Changes from: October 26, 2021 Total Change is: 167
0 0 0 198 0 0 -94 292 0 0 0 0 63 -125
Percent of Open Interest Represented by Each Category of Trader
30.1 93.4 0.0 44.3 1.7 0.0 13.9 2.5 0.0 5.8 0.0 0.0 6.0 2.5
Number of Traders in Each Category Total Traders: 29
. 6 0 12 . 0 4 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 17,113
Positions
0 12,150 0 10,450 0 25 1,270 2,042 0 674 741 0 4,694 2,155
Changes from: October 26, 2021 Total Change is: -536
-586 -6 0 109 0 -3 -76 24 0 0 -250 0 20 -301
Percent of Open Interest Represented by Each Category of Trader
0.0 71.0 0.0 61.1 0.0 0.1 7.4 11.9 0.0 3.9 4.3 0.0 27.4 12.6
Number of Traders in Each Category Total Traders: 21
0 4 0 10 0 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 55,756
Positions
17,883 3,361 1,273 12,734 4,855 584 10,265 8,501 1,487 5,381 0 1 6,148 35,694
Changes from: October 26, 2021 Total Change is: 6,138
465 -586 -36 -170 95 -24 1,629 537 447 3,894 -282 -10 -57 5,997
Percent of Open Interest Represented by Each Category of Trader
32.1 6.0 2.3 22.8 8.7 1.0 18.4 15.2 2.7 9.7 0.0 0.0 11.0 64.0
Number of Traders in Each Category Total Traders: 71
14 6 . 13 4 4 20 11 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 397,340
Positions
32,826 251,717 3,143 276,820 65,214 47,323 15,931 10,229 684 9,892 12,910 212 10,509 5,908
Changes from: October 26, 2021 Total Change is: 7,256
538 8,539 -188 3,977 -3,797 1,498 1,865 -2,191 158 -92 3,769 -20 -480 -512
Percent of Open Interest Represented by Each Category of Trader
8.3 63.4 0.8 69.7 16.4 11.9 4.0 2.6 0.2 2.5 3.2 0.1 2.6 1.5
Number of Traders in Each Category Total Traders: 186
10 14 6 83 39 37 19 11 5 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 1,053,696
Positions
76,582 486,437 4,683 687,788 324,031 119,051 81,098 65,195 5,958 49,963 33,997 1,110 27,463 13,234
Changes from: October 26, 2021 Total Change is: 232
-3,611 9,359 -1,703 11,752 -8,774 4,587 -3,933 -5,602 1,443 -8,661 2,267 -78 436 -1,267
Percent of Open Interest Represented by Each Category of Trader
7.3 46.2 0.4 65.3 30.8 11.3 7.7 6.2 0.6 4.7 3.2 0.1 2.6 1.3
Number of Traders in Each Category Total Traders: 401
28 19 11 148 81 81 55 30 27 26 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 241,102
Positions
29,813 170,768 47,962 17,294 7,397 2,656 129,621 580 11,503 1,259 177 0 994 59
Changes from: October 26, 2021 Total Change is: 2,367
-1,955 627 1,527 0 0 0 6,190 0 285 22 0 0 -3,702 -72
Percent of Open Interest Represented by Each Category of Trader
12.4 70.8 19.9 7.2 3.1 1.1 53.8 0.2 4.8 0.5 0.1 0.0 0.4 0.0
Number of Traders in Each Category Total Traders: 86
11 23 15 13 . . 26 . 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 63,095
Positions
14,215 17,076 1,161 14,242 8,083 848 12,015 11,771 10,477 1,724 3,036 386 8,026 10,257
Changes from: October 26, 2021 Total Change is: 2,847
1,269 1,525 61 1,102 157 -269 531 -450 771 -130 330 -68 -420 788
Percent of Open Interest Represented by Each Category of Trader
22.5 27.1 1.8 22.6 12.8 1.3 19.0 18.7 16.6 2.7 4.8 0.6 12.7 16.3
Number of Traders in Each Category Total Traders: 308
30 24 10 55 48 32 38 61 36 15 37 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 315,475
Positions
71,074 85,378 5,804 71,212 40,415 4,242 60,076 58,854 52,384 8,621 15,180 1,931 40,131 51,287
Changes from: October 26, 2021 Total Change is: 14,234
6,345 7,623 307 5,509 786 -1,345 2,655 -2,248 3,854 -652 1,652 -338 -2,101 3,942
Percent of Open Interest Represented by Each Category of Trader
22.5 27.1 1.8 22.6 12.8 1.3 19.0 18.7 16.6 2.7 4.8 0.6 12.7 16.3
Number of Traders in Each Category Total Traders: 308
30 24 10 55 48 32 38 61 36 15 37 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 94,550
Positions
420 7,334 0 277 0 0 58,853 47,898 1,810 1,249 3,305 1 31,940 34,202
Changes from: October 26, 2021 Total Change is: 15,234
0 2,698 0 -42 0 0 15,073 5,510 -352 -544 186 -3 1,102 7,195
Percent of Open Interest Represented by Each Category of Trader
0.4 7.8 0.0 0.3 0.0 0.0 62.2 50.7 1.9 1.3 3.5 0.0 33.8 36.2
Number of Traders in Each Category Total Traders: 31
. . 0 . 0 0 10 7 7 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 1,331,839
Positions
6,618 113,261 53,412 530,547 281,017 284,023 94,741 268,476 89,019 89,254 37,942 6,626 177,599 198,064
Changes from: October 26, 2021 Total Change is: 28,770
506 -19,154 12,322 -32,069 -5,574 8,280 8,383 5,490 19,961 3,637 2,722 1,855 5,895 2,869
Percent of Open Interest Represented by Each Category of Trader
0.5 8.5 4.0 39.8 21.1 21.3 7.1 20.2 6.7 6.7 2.8 0.5 13.3 14.9
Number of Traders in Each Category Total Traders: 200
7 21 20 53 40 62 20 38 42 10 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 1,213,243
Positions
36,623 61,916 960 667,118 293,011 200,640 53,090 470,992 28,513 71,387 11,658 39 154,873 145,514
Changes from: October 26, 2021 Total Change is: -4,919
2,721 -22,217 239 -5 31,676 -2,434 -8,141 -13,953 182 1,131 3,669 1 1,387 -2,082
Percent of Open Interest Represented by Each Category of Trader
3.0 5.1 0.1 55.0 24.2 16.5 4.4 38.8 2.4 5.9 1.0 0.0 12.8 12.0
Number of Traders in Each Category Total Traders: 143
4 8 . 70 25 60 7 19 11 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 2,062,513
Positions
72,298 152,573 18,361 639,007 813,223 383,259 623,638 230,078 106,431 89,377 175,503 1,499 128,643 181,585
Changes from: October 26, 2021 Total Change is: 27,047
3,580 26,930 -1,053 4,446 62,651 19,102 7,061 -87,298 1,128 2,452 5,151 984 -10,652 -548
Percent of Open Interest Represented by Each Category of Trader
3.5 7.4 0.9 31.0 39.4 18.6 30.2 11.2 5.2 4.3 8.5 0.1 6.2 8.8
Number of Traders in Each Category Total Traders: 317
13 34 10 81 65 77 44 40 33 16 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 4,605,946
Positions
253,142 210,724 157,628 1,542,239 1,361,035 922,921 739,151 469,466 435,246 151,965 293,577 91,652 312,002 663,695
Changes from: October 26, 2021 Total Change is: 20,685
6,671 23,920 25,840 70,456 -47,165 5,921 -118,797 -49,687 37,537 -26,757 -7,670 17,880 1,934 14,109
Percent of Open Interest Represented by Each Category of Trader
5.5 4.6 3.4 33.5 29.5 20.0 16.0 10.2 9.4 3.3 6.4 2.0 6.8 14.4
Number of Traders in Each Category Total Traders: 452
22 40 34 80 115 115 56 90 98 21 28 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 1,579,463
Positions
95,698 40,143 6,843 416,254 593,001 197,324 674,022 345,646 21,633 59,559 90,066 240 107,890 284,567
Changes from: October 26, 2021 Total Change is: 42,602
-3,576 -20,103 -735 140 21,375 17,381 25,454 18,464 124 2,866 4,857 0 948 1,239
Percent of Open Interest Represented by Each Category of Trader
6.1 2.5 0.4 26.4 37.5 12.5 42.7 21.9 1.4 3.8 5.7 0.0 6.8 18.0
Number of Traders in Each Category Total Traders: 163
5 8 5 23 69 57 23 21 15 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 3,875,918
Positions
40,544 176,734 75,800 1,885,282 1,046,837 734,731 200,258 746,400 352,449 303,546 225,146 12,874 270,432 504,947
Changes from: October 26, 2021 Total Change is: 23,329
-24,581 1,267 15,031 6,723 28,610 7,019 -20,309 -56,252 19,124 9,711 7,979 2,268 8,342 -1,718
Percent of Open Interest Represented by Each Category of Trader
1.0 4.6 2.0 48.6 27.0 19.0 5.2 19.3 9.1 7.8 5.8 0.3 7.0 13.0
Number of Traders in Each Category Total Traders: 349
11 32 21 73 83 87 36 74 59 14 26 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 1,160,971
Positions
310,152 203,549 427,056 28,630 1,394 13,744 74,049 217,812 256,744 24,502 2,812 2,518 23,576 35,342
Changes from: October 26, 2021 Total Change is: -132,122
-33,264 -74,486 -16,174 -20,225 -1,702 -1,066 -12,089 15,493 -56,811 4,547 -2,283 -2,671 5,631 7,578
Percent of Open Interest Represented by Each Category of Trader
26.7 17.5 36.8 2.5 0.1 1.2 6.4 18.8 22.1 2.1 0.2 0.2 2.0 3.0
Number of Traders in Each Category Total Traders: 103
22 31 43 . . . 11 26 32 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 is23,044,235
Positions
2,626,346 1,779,643 3,627,959 781,104 1,898,780 1,809,501 1,960,653 1,187,506 11,270,455 93,814 210,996 284,578 589,825 974,817
Changes from: October 26, 2021 Total Change is: -280,456
77,879 -41,093 55,671 32,739 -15,660 -156,537 -172,820 -63,238 -117,171 37,123 52,519 -11,208 -26,134 16,259
Percent of Open Interest Represented by Each Category of Trader
11.4 7.7 15.7 3.4 8.2 7.9 8.5 5.2 48.9 0.4 0.9 1.2 2.6 4.2
Number of Traders in Each Category Total Traders: 294
39 37 72 24 24 41 45 80 109 13 23 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 1,014,520
Positions
489,956 324,700 232,564 21,824 37,450 35,353 31,009 214,739 143,823 47,076 13,427 11,597 1,318 866
Changes from: October 26, 2021 Total Change is: 5,129
95,582 -15,540 3,956 -347 6,919 -616 -95,155 14,032 -5,444 6,839 1,995 -594 908 421
Percent of Open Interest Represented by Each Category of Trader
48.3 32.0 22.9 2.2 3.7 3.5 3.1 21.2 14.2 4.6 1.3 1.1 0.1 0.1
Number of Traders in Each Category Total Traders: 130
28 29 38 4 6 . 16 24 36 7 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 159,042
Positions
35,177 47,679 37,164 8,838 2,492 806 31,327 20,779 44,810 98 4,548 550 272 214
Changes from: October 26, 2021 Total Change is: -35,306
-19,268 -10,397 -3,067 -5,313 -75 0 4,174 -9,915 -11,619 -37 134 -333 157 -34
Percent of Open Interest Represented by Each Category of Trader
22.1 30.0 23.4 5.6 1.6 0.5 19.7 13.1 28.2 0.1 2.9 0.3 0.2 0.1
Number of Traders in Each Category Total Traders: 74
13 19 14 . . . 15 18 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 185,505
Positions
0 58,500 0 1,368 1,997 0 11,998 46,432 77,891 94,232 627 0 16 58
Changes from: October 26, 2021 Total Change is: 8,477
-1,050 2,292 0 -102 -21 0 2,767 -1,121 7,328 -470 0 0 4 -1
Percent of Open Interest Represented by Each Category of Trader
0.0 31.5 0.0 0.7 1.1 0.0 6.5 25.0 42.0 50.8 0.3 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 29
0 8 0 . 4 0 . 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 13,696
Positions
554 1,429 203 4,862 691 38 2,926 8,663 955 1,474 233 696 1,988 788
Changes from: October 26, 2021 Total Change is: -3,242
24 -56 62 3,028 177 -196 -223 -743 -1,628 -1,033 -190 -391 -2,885 -278
Percent of Open Interest Represented by Each Category of Trader
4.0 10.4 1.5 35.5 5.0 0.3 21.4 63.3 7.0 10.8 1.7 5.1 14.5 5.8
Number of Traders in Each Category Total Traders: 103
4 4 . 11 . 4 34 32 17 12 4 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 21,425
Positions
58 63 0 165 0 0 9,606 14,543 77 4,027 4,200 1,484 6,008 1,058
Changes from: October 26, 2021 Total Change is: -44,231
-1,405 63 -191 7 0 0 -30,885 -42,735 -4,885 -8,393 2,500 1,273 248 -256
Percent of Open Interest Represented by Each Category of Trader
0.3 0.3 0.0 0.8 0.0 0.0 44.8 67.9 0.4 18.8 19.6 6.9 28.0 4.9
Number of Traders in Each Category Total Traders: 133
. . 0 4 0 0 16 10 . 85 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 5,155
Positions
414 0 61 134 0 0 1,483 4,331 187 1,042 108 98 1,736 370
Changes from: October 26, 2021 Total Change is: -75
31 -31 3 -7 0 0 133 400 -170 71 -85 -93 -43 -99
Percent of Open Interest Represented by Each Category of Trader
8.0 0.0 1.2 2.6 0.0 0.0 28.8 84.0 3.6 20.2 2.1 1.9 33.7 7.2
Number of Traders in Each Category Total Traders: 53
. 0 . . 0 0 19 16 6 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 58,089
Positions
1,264 40,793 0 17,431 725 798 20,895 10,811 1,298 7,289 1,633 296 8,819 1,736
Changes from: October 26, 2021 Total Change is: -995
0 11 0 -571 110 -29 364 -673 -658 269 202 40 -410 2
Percent of Open Interest Represented by Each Category of Trader
2.2 70.2 0.0 30.0 1.2 1.4 36.0 18.6 2.2 12.5 2.8 0.5 15.2 3.0
Number of Traders in Each Category Total Traders: 127
. . 0 14 . 4 33 21 8 41 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 353,549
Positions
66,673 17,623 14,321 112,246 125,770 30,400 51,928 87,507 38,900 7,238 3,589 6,070 25,773 29,369
Changes from: October 26, 2021 Total Change is: 16,297
-94 -43 3,911 -961 9,318 2,740 5,271 1,077 -1,246 1,190 -608 -621 6,107 1,769
Percent of Open Interest Represented by Each Category of Trader
18.9 5.0 4.1 31.7 35.6 8.6 14.7 24.8 11.0 2.0 1.0 1.7 7.3 8.3
Number of Traders in Each Category Total Traders: 179
14 12 16 13 34 25 35 46 41 7 9 11
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Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 38,727
Positions
3,992 4,328 78 24,699 679 1,692 648 31,701 1 6,871 158 0 746 90
Changes from: October 26, 2021 Total Change is: -833
306 19 -19 -596 0 0 -844 -806 0 247 -59 0 73 32
Percent of Open Interest Represented by Each Category of Trader
10.3 11.2 0.2 63.8 1.8 4.4 1.7 81.9 0.0 17.7 0.4 0.0 1.9 0.2
Number of Traders in Each Category Total Traders: 51
. . . 13 . . 7 5 . 15 . 0
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Updated November 05, 2021