Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 172,127
Positions
8,020 44,535 10,576 49,523 32,905 4,077 34,001 36,496 15,137 10,491 4,140 774 39,527 23,487
Changes from: November 16, 2021 Total Change is: 4,983
4,802 -17,885 1,644 -3,466 14,045 -980 3,012 2,149 3,805 -1,610 1,260 748 -2,971 199
Percent of Open Interest Represented by Each Category of Trader
4.7 25.9 6.1 28.8 19.1 2.4 19.8 21.2 8.8 6.1 2.4 0.4 23.0 13.6
Number of Traders in Each Category Total Traders: 101
5 8 8 18 12 8 17 26 18 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 58,548
Positions
29,461 1,520 1,716 3,833 16,660 1,253 7,918 12,967 2,467 0 0 0 11,900 21,965
Changes from: November 16, 2021 Total Change is: 3,332
2,863 -311 -65 381 2,552 -127 668 1,458 -55 0 0 0 -333 -120
Percent of Open Interest Represented by Each Category of Trader
50.3 2.6 2.9 6.5 28.5 2.1 13.5 22.1 4.2 0.0 0.0 0.0 20.3 37.5
Number of Traders in Each Category Total Traders: 49
7 . . 5 14 6 9 12 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 240,055
Positions
93,531 12,660 7,401 37,349 99,175 5,585 43,322 47,610 24,550 4,335 8,338 0 23,983 34,736
Changes from: November 16, 2021 Total Change is: 8,289
6,216 -2,545 876 -589 5,076 1,545 -126 1,489 1,281 -12 -410 0 -903 975
Percent of Open Interest Represented by Each Category of Trader
39.0 5.3 3.1 15.6 41.3 2.3 18.0 19.8 10.2 1.8 3.5 0.0 10.0 14.5
Number of Traders in Each Category Total Traders: 137
10 7 7 15 35 17 25 33 23 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 275,305
Positions
157,786 16,559 5,178 40,685 99,817 7,313 22,530 87,568 16,239 1,766 174 60 23,748 42,396
Changes from: November 16, 2021 Total Change is: -1,027
-1,077 374 1,068 -859 5,377 55 -1,590 -5,504 936 -150 3 -5 595 -3,332
Percent of Open Interest Represented by Each Category of Trader
57.3 6.0 1.9 14.8 36.3 2.7 8.2 31.8 5.9 0.6 0.1 0.0 8.6 15.4
Number of Traders in Each Category Total Traders: 126
11 . 8 16 32 16 24 35 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 790,236
Positions
61,199 297,122 25,752 398,724 176,994 40,621 60,558 112,882 56,122 47,219 13,847 5,249 94,791 61,646
Changes from: November 16, 2021 Total Change is: 9,218
1,814 -19,553 2,033 133 9,054 1,030 368 10,683 3,257 -24 4,756 416 193 -2,459
Percent of Open Interest Represented by Each Category of Trader
7.7 37.6 3.3 50.5 22.4 5.1 7.7 14.3 7.1 6.0 1.8 0.7 12.0 7.8
Number of Traders in Each Category Total Traders: 352
18 15 17 110 48 51 48 58 37 38 17 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 32,819
Positions
1,346 11,635 0 14,133 9,262 2,557 432 3,764 0 0 0 0 14,351 5,601
Changes from: November 16, 2021 Total Change is: 462
4 16 0 519 -135 3 -534 -419 -4 0 0 0 474 1,001
Percent of Open Interest Represented by Each Category of Trader
4.1 35.5 0.0 43.1 28.2 7.8 1.3 11.5 0.0 0.0 0.0 0.0 43.7 17.1
Number of Traders in Each Category Total Traders: 26
. . 0 15 5 8 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 25,322
Positions
6,624 0 0 6,521 15,534 1,900 2,999 2,285 4 0 0 0 7,274 5,599
Changes from: November 16, 2021 Total Change is: 3,292
1,231 0 0 726 2,270 513 2,812 0 -575 0 0 0 -1,415 1,084
Percent of Open Interest Represented by Each Category of Trader
26.2 0.0 0.0 25.8 61.3 7.5 11.8 9.0 0.0 0.0 0.0 0.0 28.7 22.1
Number of Traders in Each Category Total Traders: 25
. 0 0 6 10 6 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 202,570
Positions
100,170 3,776 1,899 28,657 100,139 6,554 31,257 46,473 11,921 1,513 1,961 0 20,599 29,848
Changes from: November 16, 2021 Total Change is: 24,622
14,381 -784 400 -1,951 17,359 781 8,684 5,293 2,722 45 -1,876 0 -439 728
Percent of Open Interest Represented by Each Category of Trader
49.4 1.9 0.9 14.1 49.4 3.2 15.4 22.9 5.9 0.7 1.0 0.0 10.2 14.7
Number of Traders in Each Category Total Traders: 99
11 4 6 14 21 10 12 31 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 51,535
Positions
0 33,443 2 39,347 127 75 6,106 11,660 0 3,404 4,886 0 2,601 1,342
Changes from: November 16, 2021 Total Change is: -1,089
-408 -649 0 -51 127 -29 -1,170 -844 0 386 71 0 183 235
Percent of Open Interest Represented by Each Category of Trader
0.0 64.9 0.0 76.4 0.2 0.1 11.8 22.6 0.0 6.6 9.5 0.0 5.0 2.6
Number of Traders in Each Category Total Traders: 53
0 4 . 13 . . 15 9 0 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 184,572
Positions
37,842 101,716 505 52,723 8,521 1,310 80,660 42,648 1,873 5,360 22,575 0 4,299 5,424
Changes from: November 16, 2021 Total Change is: 14,280
3,643 -1,730 -1 -7,925 4,086 162 18,998 8,783 520 -55 863 -68 -994 1,664
Percent of Open Interest Represented by Each Category of Trader
20.5 55.1 0.3 28.6 4.6 0.7 43.7 23.1 1.0 2.9 12.2 0.0 2.3 2.9
Number of Traders in Each Category Total Traders: 162
6 7 . 13 14 7 44 44 12 13 21 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 34,448
Positions
13,593 510 1,997 5,132 11,876 0 6,140 14,590 717 4,336 1,693 47 2,486 3,018
Changes from: November 16, 2021 Total Change is: 2,588
-130 -66 1,738 -134 -1,835 0 655 2,032 365 131 -95 21 -58 428
Percent of Open Interest Represented by Each Category of Trader
39.5 1.5 5.8 14.9 34.5 0.0 17.8 42.4 2.1 12.6 4.9 0.1 7.2 8.8
Number of Traders in Each Category Total Traders: 66
. . . 6 9 0 12 17 6 13 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 44,633
Positions
6,012 18,561 78 6,079 8,236 630 25,565 11,062 1,138 479 1,209 43 4,609 3,676
Changes from: November 16, 2021 Total Change is: 1,557
2,006 -1,256 4 -903 2,309 -582 1,171 326 326 -139 149 -10 -316 291
Percent of Open Interest Represented by Each Category of Trader
13.5 41.6 0.2 13.6 18.5 1.4 57.3 24.8 2.5 1.1 2.7 0.1 10.3 8.2
Number of Traders in Each Category Total Traders: 89
8 5 . 12 12 6 26 19 10 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 13,173
Positions
2,252 2,223 0 1,920 2,140 0 7,536 6,105 0 424 759 2 1,039 1,944
Changes from: November 16, 2021 Total Change is: 750
90 -82 0 430 240 0 261 212 -2 298 35 2 -329 345
Percent of Open Interest Represented by Each Category of Trader
17.1 16.9 0.0 14.6 16.2 0.0 57.2 46.3 0.0 3.2 5.8 0.0 7.9 14.8
Number of Traders in Each Category Total Traders: 36
. . 0 4 4 0 9 11 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 53,347
Positions
14,568 22,722 1,060 14,941 1,909 359 11,834 4,942 616 49 15,570 36 9,885 6,133
Changes from: November 16, 2021 Total Change is: 1,148
263 1,584 199 1,658 502 -472 -796 624 -377 -382 -476 6 1,050 -442
Percent of Open Interest Represented by Each Category of Trader
27.3 42.6 2.0 28.0 3.6 0.7 22.2 9.3 1.2 0.1 29.2 0.1 18.5 11.5
Number of Traders in Each Category Total Traders: 111
17 16 6 24 4 5 26 15 11 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 106,694
Positions
29,135 45,444 2,120 29,882 3,818 718 23,668 9,884 1,232 98 31,141 71 19,770 12,266
Changes from: November 16, 2021 Total Change is: 2,295
525 3,168 398 3,315 1,004 -944 -1,591 1,248 -754 -765 -951 11 2,100 -884
Percent of Open Interest Represented by Each Category of Trader
27.3 42.6 2.0 28.0 3.6 0.7 22.2 9.3 1.2 0.1 29.2 0.1 18.5 11.5
Number of Traders in Each Category Total Traders: 111
17 16 6 24 4 5 26 15 11 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 41,339
Positions
7,870 24,145 1,673 26,073 9,567 1,772 1,369 3,677 0 0 0 0 2,582 505
Changes from: November 16, 2021 Total Change is: -1,308
-204 -1,700 0 -1,236 -25 25 175 334 0 0 0 0 -68 58
Percent of Open Interest Represented by Each Category of Trader
19.0 58.4 4.0 63.1 23.1 4.3 3.3 8.9 0.0 0.0 0.0 0.0 6.2 1.2
Number of Traders in Each Category Total Traders: 39
6 7 . 19 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 653,981
Positions
34,697 133,285 46,778 230,640 73,559 69,305 47,216 52,071 129,349 23,912 82,660 8,160 63,923 58,812
Changes from: November 16, 2021 Total Change is: -5,639
-2,008 -166 1,394 540 352 -1,187 894 -5,467 -4,068 -1,797 596 148 444 2,759
Percent of Open Interest Represented by Each Category of Trader
5.3 20.4 7.2 35.3 11.2 10.6 7.2 8.0 19.8 3.7 12.6 1.2 9.8 9.0
Number of Traders in Each Category Total Traders: 567
34 33 50 158 79 117 86 85 111 49 41 48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 30,701
Positions
10,357 29,023 0 12,669 0 0 4,311 452 0 0 0 0 3,364 1,226
Changes from: November 16, 2021 Total Change is: -2,923
420 -3,254 0 -2,700 0 -90 -479 34 0 0 0 0 -74 387
Percent of Open Interest Represented by Each Category of Trader
33.7 94.5 0.0 41.3 0.0 0.0 14.0 1.5 0.0 0.0 0.0 0.0 11.0 4.0
Number of Traders in Each Category Total Traders: 36
. 11 0 15 0 0 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,269,905
Positions
173,483 666,427 233,892 1,153,200 367,797 346,527 236,082 260,356 646,746 119,560 413,300 40,801 319,615 294,058
Changes from: November 16, 2021 Total Change is: -28,194
-10,041 -829 6,969 2,701 1,760 -5,933 4,472 -27,337 -20,338 -8,984 2,979 742 2,218 13,793
Percent of Open Interest Represented by Each Category of Trader
5.3 20.4 7.2 35.3 11.2 10.6 7.2 8.0 19.8 3.7 12.6 1.2 9.8 9.0
Number of Traders in Each Category Total Traders: 567
34 33 50 158 79 117 86 85 111 49 41 48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 33,754
Positions
15,807 29,430 1,000 11,046 473 0 2,313 922 87 0 0 0 3,501 1,842
Changes from: November 16, 2021 Total Change is: 1,334
1,500 -1,031 1,000 -715 0 0 104 -1 -1 0 0 0 -554 1,367
Percent of Open Interest Represented by Each Category of Trader
46.8 87.2 3.0 32.7 1.4 0.0 6.9 2.7 0.3 0.0 0.0 0.0 10.4 5.5
Number of Traders in Each Category Total Traders: 41
7 7 . 18 . 0 6 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 23,599
Positions
14,800 20,209 0 6,142 1,330 248 0 611 0 0 0 0 2,409 1,201
Changes from: November 16, 2021 Total Change is: 389
0 67 0 180 0 0 0 380 0 0 0 0 209 -58
Percent of Open Interest Represented by Each Category of Trader
62.7 85.6 0.0 26.0 5.6 1.1 0.0 2.6 0.0 0.0 0.0 0.0 10.2 5.1
Number of Traders in Each Category Total Traders: 21
. 10 0 5 . . 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 178,237
Positions
32,219 4,634 0 16,366 1,093 265 37,551 112,529 18,397 2,717 0 0 70,721 41,318
Changes from: November 16, 2021 Total Change is: 15,230
6,436 890 0 1,197 27 23 1,025 15,590 1,443 1,445 0 0 3,661 -2,743
Percent of Open Interest Represented by Each Category of Trader
18.1 2.6 0.0 9.2 0.6 0.1 21.1 63.1 10.3 1.5 0.0 0.0 39.7 23.2
Number of Traders in Each Category Total Traders: 23
. . 0 5 . . 4 8 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 42,057
Positions
5,797 10,871 280 20,949 19,493 2,692 2,972 4,265 172 0 0 0 9,195 4,284
Changes from: November 16, 2021 Total Change is: -235
34 240 34 -628 -119 -173 -25 -351 50 0 0 0 473 84
Percent of Open Interest Represented by Each Category of Trader
13.8 25.8 0.7 49.8 46.3 6.4 7.1 10.1 0.4 0.0 0.0 0.0 21.9 10.2
Number of Traders in Each Category Total Traders: 68
4 7 . 27 16 11 6 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 488,402
Positions
87,746 113,135 4,999 233,316 147,947 45,921 51,083 95,120 16,636 6,648 44,383 159 41,894 20,101
Changes from: November 16, 2021 Total Change is: 764
1,239 -743 149 3,317 7,059 880 -4,175 -4,889 -2,939 635 722 119 1,538 405
Percent of Open Interest Represented by Each Category of Trader
18.0 23.2 1.0 47.8 30.3 9.4 10.5 19.5 3.4 1.4 9.1 0.0 8.6 4.1
Number of Traders in Each Category Total Traders: 366
27 20 6 103 52 47 56 70 30 21 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 26,769
Positions
9,489 23,365 0 12,108 2,217 76 1,645 749 0 1,649 0 0 1,802 362
Changes from: November 16, 2021 Total Change is: -1,503
-1,483 0 0 -380 -870 -40 0 -190 0 0 0 0 400 -403
Percent of Open Interest Represented by Each Category of Trader
35.4 87.3 0.0 45.2 8.3 0.3 6.1 2.8 0.0 6.2 0.0 0.0 6.7 1.4
Number of Traders in Each Category Total Traders: 29
4 5 0 13 . . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 17,523
Positions
0 12,153 0 10,791 0 25 1,074 1,093 0 697 645 0 4,936 3,607
Changes from: November 16, 2021 Total Change is: -1,459
0 -15 0 177 0 0 -1,913 -1,086 -1 23 -107 0 255 -250
Percent of Open Interest Represented by Each Category of Trader
0.0 69.4 0.0 61.6 0.0 0.1 6.1 6.2 0.0 4.0 3.7 0.0 28.2 20.6
Number of Traders in Each Category Total Traders: 23
0 4 0 11 0 . 4 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 54,780
Positions
19,128 4,320 1,431 12,437 5,652 1,013 8,915 13,332 1,784 4,005 999 0 6,067 26,249
Changes from: November 16, 2021 Total Change is: 56
1,107 574 -24 1,452 383 169 -2,184 -1,206 58 -121 133 -6 -395 -25
Percent of Open Interest Represented by Each Category of Trader
34.9 7.9 2.6 22.7 10.3 1.8 16.3 24.3 3.3 7.3 1.8 0.0 11.1 47.9
Number of Traders in Each Category Total Traders: 73
13 8 . 13 5 4 15 16 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 401,792
Positions
32,604 253,713 3,509 272,544 70,272 45,865 23,585 10,433 1,118 9,810 9,342 260 12,497 7,280
Changes from: November 16, 2021 Total Change is: 6,803
-1,368 5,038 -61 4,996 2,777 -326 2,189 3,813 468 790 672 -16 131 -5,562
Percent of Open Interest Represented by Each Category of Trader
8.1 63.1 0.9 67.8 17.5 11.4 5.9 2.6 0.3 2.4 2.3 0.1 3.1 1.8
Number of Traders in Each Category Total Traders: 185
10 13 6 78 43 40 21 10 6 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,090,128
Positions
82,773 492,794 4,733 694,810 347,016 123,914 106,513 55,615 5,113 44,834 44,940 1,826 25,612 14,177
Changes from: November 16, 2021 Total Change is: 13,703
-774 19,220 681 -2,210 28,033 8,665 18,080 -13,756 -709 -529 -12 -254 -9,247 -28,165
Percent of Open Interest Represented by Each Category of Trader
7.6 45.2 0.4 63.7 31.8 11.4 9.8 5.1 0.5 4.1 4.1 0.2 2.3 1.3
Number of Traders in Each Category Total Traders: 403
29 18 14 149 78 85 56 31 25 28 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EM ASIA MINI NTR INDEX - ICE FUTURES U.S. (MSCI EM ASIA x 100)
CFTC Code #24477G Open Interest is 158,958
Positions
103,072 97,653 45,007 939 0 0 0 7,876 0 1,841 0 8,094 5 328
Changes from: November 16, 2021 Total Change is: 4,499
-29 -1,269 5,700 248 0 0 0 67 0 -1,285 0 0 -135 1
Percent of Open Interest Represented by Each Category of Trader
64.8 61.4 28.3 0.6 0.0 0.0 0.0 5.0 0.0 1.2 0.0 5.1 0.0 0.2
Number of Traders in Each Category Total Traders: 20
8 6 7 . 0 0 0 . 0 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 237,849
Positions
38,969 180,458 35,726 19,331 7,397 2,656 128,671 580 10,796 1,379 177 0 321 59
Changes from: November 16, 2021 Total Change is: -2,583
-1,822 -2,232 669 90 0 0 -507 0 113 10 0 0 -1,136 -1,133
Percent of Open Interest Represented by Each Category of Trader
16.4 75.9 15.0 8.1 3.1 1.1 54.1 0.2 4.5 0.6 0.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 86
10 24 15 12 . . 27 . 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 63,074
Positions
13,408 17,288 1,890 15,100 7,803 951 10,424 11,864 9,489 2,124 2,851 654 9,033 10,283
Changes from: November 16, 2021 Total Change is: -2,478
-1,287 -709 61 -294 546 164 -836 -2,404 -1,261 234 343 77 664 706
Percent of Open Interest Represented by Each Category of Trader
21.3 27.4 3.0 23.9 12.4 1.5 16.5 18.8 15.0 3.4 4.5 1.0 14.3 16.3
Number of Traders in Each Category Total Traders: 313
27 21 13 61 43 33 43 61 41 20 37 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 315,370
Positions
67,039 86,441 9,450 75,501 39,016 4,757 52,119 59,319 47,447 10,620 14,253 3,271 45,167 51,417
Changes from: November 16, 2021 Total Change is: -12,390
-6,437 -3,547 304 -1,471 2,730 819 -4,178 -12,022 -6,306 1,172 1,717 386 3,320 3,529
Percent of Open Interest Represented by Each Category of Trader
21.3 27.4 3.0 23.9 12.4 1.5 16.5 18.8 15.0 3.4 4.5 1.0 14.3 16.3
Number of Traders in Each Category Total Traders: 313
27 21 13 61 43 33 43 61 41 20 37 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 130,471
Positions
721 6,630 0 674 251 0 75,977 90,616 2,314 3,313 4,583 8 47,465 26,070
Changes from: November 16, 2021 Total Change is: 14,204
89 2,318 0 32 251 0 7,682 14,408 813 828 568 6 4,754 -4,160
Percent of Open Interest Represented by Each Category of Trader
0.6 5.1 0.0 0.5 0.2 0.0 58.2 69.5 1.8 2.5 3.5 0.0 36.4 20.0
Number of Traders in Each Category Total Traders: 38
. . 0 . . 0 8 8 7 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,452,281
Positions
4,310 120,910 53,409 556,339 278,078 265,930 107,717 327,571 161,651 92,556 40,231 11,022 199,347 193,480
Changes from: November 16, 2021 Total Change is: 23,530
-465 -9,632 6,014 -5,706 -4,341 -6,959 12,963 11,491 34,118 -4,832 5,784 1,295 -12,899 -14,241
Percent of Open Interest Represented by Each Category of Trader
0.3 8.3 3.7 38.3 19.1 18.3 7.4 22.6 11.1 6.4 2.8 0.8 13.7 13.3
Number of Traders in Each Category Total Traders: 198
6 26 23 57 34 62 26 33 44 8 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,288,043
Positions
38,740 44,499 14,780 669,982 253,207 214,532 71,066 558,181 39,335 70,063 5,188 1,949 167,596 156,372
Changes from: November 16, 2021 Total Change is: 27,598
-4,001 -308 11,113 -1,768 -22,061 8,349 2,011 19,066 -848 65 -41 1,906 10,772 10,422
Percent of Open Interest Represented by Each Category of Trader
3.0 3.5 1.1 52.0 19.7 16.7 5.5 43.3 3.1 5.4 0.4 0.2 13.0 12.1
Number of Traders in Each Category Total Traders: 146
8 7 9 69 25 57 8 21 14 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,144,601
Positions
55,949 190,107 45,821 560,915 653,297 395,762 628,046 208,794 231,283 81,959 222,453 4,654 140,211 192,429
Changes from: November 16, 2021 Total Change is: 117,502
-3,065 14,510 31,406 -34,415 -124,588 -313 -34,771 26,710 124,188 15,329 32,367 2,061 17,082 11,161
Percent of Open Interest Represented by Each Category of Trader
2.6 8.9 2.1 26.2 30.5 18.5 29.3 9.7 10.8 3.8 10.4 0.2 6.5 9.0
Number of Traders in Each Category Total Traders: 323
15 30 17 77 67 85 46 45 40 14 28 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 5,060,695
Positions
147,375 180,416 257,582 1,477,985 1,375,970 971,610 813,931 435,880 703,114 174,049 310,306 137,825 377,223 687,992
Changes from: November 16, 2021 Total Change is: 201,897
-50,875 3,260 32,581 -28,294 -6,797 -1,536 30,355 -42,789 145,873 -4,906 -3,749 20,157 58,541 54,895
Percent of Open Interest Represented by Each Category of Trader
2.9 3.6 5.1 29.2 27.2 19.2 16.1 8.6 13.9 3.4 6.1 2.7 7.5 13.6
Number of Traders in Each Category Total Traders: 438
21 38 41 81 108 105 62 81 91 23 24 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,570,048
Positions
90,060 43,731 20,621 375,560 533,456 213,832 634,953 327,012 65,326 54,280 58,660 0 115,416 307,410
Changes from: November 16, 2021 Total Change is: -43,668
1,673 -14,256 9,271 -17,072 -69,906 16,033 -75,112 -22,689 18,419 815 -9,053 -11 2,316 28,524
Percent of Open Interest Represented by Each Category of Trader
5.7 2.8 1.3 23.9 34.0 13.6 40.4 20.8 4.2 3.5 3.7 0.0 7.4 19.6
Number of Traders in Each Category Total Traders: 158
6 11 9 21 63 55 23 21 23 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,572,916
Positions
67,537 189,582 122,504 1,911,980 975,149 803,684 262,040 899,539 734,245 322,887 201,774 25,085 322,955 621,354
Changes from: November 16, 2021 Total Change is: 539,029
-13,815 8,942 32,144 4,553 -85,189 76,792 39,377 60,099 327,355 8,008 -1,155 10,814 53,802 109,228
Percent of Open Interest Represented by Each Category of Trader
1.5 4.1 2.7 41.8 21.3 17.6 5.7 19.7 16.1 7.1 4.4 0.5 7.1 13.6
Number of Traders in Each Category Total Traders: 339
17 27 27 71 76 90 33 72 70 17 26 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,298,421
Positions
356,903 204,569 498,188 23,260 4,550 18,331 69,385 244,750 287,631 21,848 4,252 4,088 18,787 32,062
Changes from: November 16, 2021 Total Change is: 90,744
9,057 -17,642 55,789 -10,537 -139 9,336 1,301 13,111 25,073 591 1,440 2,088 -1,954 1,688
Percent of Open Interest Represented by Each Category of Trader
27.5 15.8 38.4 1.8 0.4 1.4 5.3 18.8 22.2 1.7 0.3 0.3 1.4 2.5
Number of Traders in Each Category Total Traders: 106
23 29 44 . . . 13 27 33 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is23,896,491
Positions
2,667,658 1,708,413 3,970,514 755,105 1,842,144 1,855,113 1,854,616 1,171,254 11,888,091 53,396 218,636 278,565 573,433 963,761
Changes from: November 16, 2021 Total Change is: 561,664
85,703 -112,757 225,762 6,896 3,119 46,759 -69,152 71,144 296,173 -34,766 13,989 22,550 -18,261 -5,076
Percent of Open Interest Represented by Each Category of Trader
11.2 7.1 16.6 3.2 7.7 7.8 7.8 4.9 49.7 0.2 0.9 1.2 2.4 4.0
Number of Traders in Each Category Total Traders: 285
37 37 69 21 27 39 51 72 106 16 17 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 1,287,701
Positions
619,764 327,060 335,918 19,181 59,942 43,089 24,604 316,968 179,714 51,946 12,302 11,846 1,639 863
Changes from: November 16, 2021 Total Change is: 67,767
18,264 -7,022 32,225 -1,642 629 5,630 -8,899 21,126 17,416 4,792 -1,209 -1,331 1,312 304
Percent of Open Interest Represented by Each Category of Trader
48.1 25.4 26.1 1.5 4.7 3.3 1.9 24.6 14.0 4.0 1.0 0.9 0.1 0.1
Number of Traders in Each Category Total Traders: 147
30 34 43 . 9 5 15 30 37 10 12 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 215,690
Positions
57,927 68,914 42,972 7,722 2,527 1,925 43,127 32,801 58,765 58 4,419 3,114 80 253
Changes from: November 16, 2021 Total Change is: 27,544
15,364 5,723 4,574 -569 11 146 6,660 15,539 -293 0 68 1,707 -45 69
Percent of Open Interest Represented by Each Category of Trader
26.9 32.0 19.9 3.6 1.2 0.9 20.0 15.2 27.2 0.0 2.0 1.4 0.0 0.1
Number of Traders in Each Category Total Traders: 79
12 23 14 . . . 18 17 22 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 191,935
Positions
0 56,580 0 1,368 1,531 0 11,145 37,400 95,708 83,712 627 0 2 89
Changes from: November 16, 2021 Total Change is: 1,373
0 -532 0 0 -628 0 -516 -2,914 5,441 -3,540 0 0 -12 6
Percent of Open Interest Represented by Each Category of Trader
0.0 29.5 0.0 0.7 0.8 0.0 5.8 19.5 49.9 43.6 0.3 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 27
0 7 0 . . 0 . 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 14,623
Positions
617 1,334 107 5,462 750 65 2,379 7,093 1,015 1,592 321 1,229 2,156 2,709
Changes from: November 16, 2021 Total Change is: 744
-12 158 -39 244 -29 51 220 -1,086 -357 311 33 235 91 1,778
Percent of Open Interest Represented by Each Category of Trader
4.2 9.1 0.7 37.4 5.1 0.4 16.3 48.5 6.9 10.9 2.2 8.4 14.7 18.5
Number of Traders in Each Category Total Traders: 98
. . . 10 . 4 28 33 21 10 4 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 39,611
Positions
1,182 441 0 244 0 0 20,107 11,400 3,487 4,201 19,546 3,546 6,844 1,191
Changes from: November 16, 2021 Total Change is: 10,859
537 399 0 -9 0 0 4,268 -3,562 3,372 85 8,409 2,326 280 -85
Percent of Open Interest Represented by Each Category of Trader
3.0 1.1 0.0 0.6 0.0 0.0 50.8 28.8 8.8 10.6 49.3 9.0 17.3 3.0
Number of Traders in Each Category Total Traders: 138
. . 0 5 0 0 12 12 8 90 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 5,244
Positions
483 42 83 71 74 47 1,609 4,136 244 1,035 39 48 1,624 531
Changes from: November 16, 2021 Total Change is: -95
22 40 31 28 70 0 -80 -295 12 -127 6 -26 45 67
Percent of Open Interest Represented by Each Category of Trader
9.2 0.8 1.6 1.4 1.4 0.9 30.7 78.9 4.7 19.7 0.7 0.9 31.0 10.1
Number of Traders in Each Category Total Traders: 58
. . . . . . 20 17 7 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 57,894
Positions
1,073 40,824 0 21,342 1,197 708 21,177 10,510 756 5,251 1,696 196 7,391 2,006
Changes from: November 16, 2021 Total Change is: -1,669
-149 11 0 755 2 0 -1,589 -820 -163 -95 -451 -166 -262 -83
Percent of Open Interest Represented by Each Category of Trader
1.9 70.5 0.0 36.9 2.1 1.2 36.6 18.2 1.3 9.1 2.9 0.3 12.8 3.5
Number of Traders in Each Category Total Traders: 131
. . 0 17 4 4 38 18 8 36 14 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 311,412
Positions
62,520 20,085 12,985 108,464 69,914 36,355 20,905 92,767 40,139 6,492 5,472 3,184 20,368 30,511
Changes from: November 16, 2021 Total Change is: -18,438
1,366 -159 -4,709 2,490 -10,033 6,196 -12,378 2,220 -8,782 279 772 -3,332 432 -611
Percent of Open Interest Represented by Each Category of Trader
20.1 6.4 4.2 34.8 22.5 11.7 6.7 29.8 12.9 2.1 1.8 1.0 6.5 9.8
Number of Traders in Each Category Total Traders: 167
9 14 13 14 33 26 24 50 46 7 10 7
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Traders in Financial Futures - Options and Futures Combined Positions as of November 23, 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 40,278
Positions
3,940 4,274 132 25,362 1,043 1,707 514 33,066 0 7,846 0 0 777 56
Changes from: November 16, 2021 Total Change is: -58
-44 0 0 940 364 15 -1,102 -412 -1 129 -29 0 5 5
Percent of Open Interest Represented by Each Category of Trader
9.8 10.6 0.3 63.0 2.6 4.2 1.3 82.1 0.0 19.5 0.0 0.0 1.9 0.1
Number of Traders in Each Category Total Traders: 50
. . . 12 4 . 6 7 0 15 0 0
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Updated November 29, 2021