Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 174,035
Positions
15,775 25,813 11,761 47,183 38,639 4,765 31,884 41,553 18,327 9,808 4,281 927 33,605 27,970
Changes from: November 23, 2021 Total Change is: 1,908
7,755 -18,722 1,185 -2,341 5,734 688 -2,117 5,057 3,190 -682 141 152 -5,922 4,483
Percent of Open Interest Represented by Each Category of Trader
9.1 14.8 6.8 27.1 22.2 2.7 18.3 23.9 10.5 5.6 2.5 0.5 19.3 16.1
Number of Traders in Each Category Total Traders: 104
5 8 7 18 16 11 19 24 18 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 54,541
Positions
26,952 1,451 2,171 4,069 17,049 1,547 4,632 9,651 2,681 0 479 0 12,489 19,512
Changes from: November 23, 2021 Total Change is: -4,007
-2,509 -69 455 236 389 294 -3,286 -3,316 214 0 479 0 589 -2,453
Percent of Open Interest Represented by Each Category of Trader
49.4 2.7 4.0 7.5 31.3 2.8 8.5 17.7 4.9 0.0 0.9 0.0 22.9 35.8
Number of Traders in Each Category Total Traders: 46
8 . 4 5 13 6 5 12 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 260,131
Positions
112,342 8,956 8,413 33,162 112,166 6,088 44,188 50,389 27,475 4,368 8,454 0 24,096 38,190
Changes from: November 23, 2021 Total Change is: 20,076
18,811 -3,704 1,012 -4,187 12,991 503 865 2,779 2,925 34 116 0 113 3,454
Percent of Open Interest Represented by Each Category of Trader
43.2 3.4 3.2 12.7 43.1 2.3 17.0 19.4 10.6 1.7 3.2 0.0 9.3 14.7
Number of Traders in Each Category Total Traders: 138
12 5 7 13 36 15 29 30 24 7 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 237,105
Positions
122,082 21,161 5,565 38,206 87,638 8,131 23,032 62,241 16,543 1,266 222 371 21,910 35,234
Changes from: November 23, 2021 Total Change is: -38,200
-35,704 4,602 386 -2,480 -12,179 818 503 -25,327 304 -500 48 311 -1,838 -7,163
Percent of Open Interest Represented by Each Category of Trader
51.5 8.9 2.3 16.1 37.0 3.4 9.7 26.3 7.0 0.5 0.1 0.2 9.2 14.9
Number of Traders in Each Category Total Traders: 119
11 4 8 16 30 17 21 32 23 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 780,504
Positions
57,289 292,941 27,289 393,150 173,181 40,990 55,300 112,501 57,507 48,062 9,455 4,479 96,439 62,161
Changes from: November 23, 2021 Total Change is: -9,732
-3,910 -4,181 1,537 -5,574 -3,813 369 -5,258 -381 1,385 843 -4,392 -770 1,648 515
Percent of Open Interest Represented by Each Category of Trader
7.3 37.5 3.5 50.4 22.2 5.3 7.1 14.4 7.4 6.2 1.2 0.6 12.4 8.0
Number of Traders in Each Category Total Traders: 347
19 16 17 108 48 52 46 55 39 39 16 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 32,983
Positions
940 11,635 0 14,344 9,468 2,557 432 4,188 0 0 0 0 14,710 5,135
Changes from: November 23, 2021 Total Change is: 164
-406 0 0 211 206 0 0 424 0 0 0 0 359 -466
Percent of Open Interest Represented by Each Category of Trader
2.8 35.3 0.0 43.5 28.7 7.8 1.3 12.7 0.0 0.0 0.0 0.0 44.6 15.6
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 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 26,533
Positions
8,306 0 500 5,134 15,542 1,393 4,230 2,285 7 0 0 0 6,963 6,806
Changes from: November 23, 2021 Total Change is: 1,211
1,682 0 500 -1,387 8 -507 1,231 0 3 0 0 0 -311 1,207
Percent of Open Interest Represented by Each Category of Trader
31.3 0.0 1.9 19.3 58.6 5.3 15.9 8.6 0.0 0.0 0.0 0.0 26.2 25.7
Number of Traders in Each Category Total Traders: 22
. 0 . 4 10 5 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 218,083
Positions
121,050 3,423 2,253 28,231 104,762 6,438 24,000 51,453 14,087 1,759 1,990 0 20,265 33,676
Changes from: November 23, 2021 Total Change is: 15,513
20,880 -352 354 -426 4,624 -116 -7,257 4,980 2,166 245 30 0 -334 3,828
Percent of Open Interest Represented by Each Category of Trader
55.5 1.6 1.0 12.9 48.0 3.0 11.0 23.6 6.5 0.8 0.9 0.0 9.3 15.4
Number of Traders in Each Category Total Traders: 101
11 4 6 13 23 13 16 30 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 49,870
Positions
413 33,726 2 36,424 350 42 6,883 9,993 16 3,048 4,695 0 3,042 1,046
Changes from: November 23, 2021 Total Change is: -1,665
413 283 0 -2,923 223 -33 777 -1,667 16 -356 -191 0 441 -296
Percent of Open Interest Represented by Each Category of Trader
0.8 67.6 0.0 73.0 0.7 0.1 13.8 20.0 0.0 6.1 9.4 0.0 6.1 2.1
Number of Traders in Each Category Total Traders: 48
. . . 11 . . 14 7 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 196,235
Positions
46,568 95,331 505 48,703 29,422 1,387 89,093 39,539 1,733 3,867 22,558 67 4,312 5,693
Changes from: November 23, 2021 Total Change is: 11,663
8,726 -6,385 0 -4,020 20,901 77 8,433 -3,109 -140 -1,493 -17 67 13 269
Percent of Open Interest Represented by Each Category of Trader
23.7 48.6 0.3 24.8 15.0 0.7 45.4 20.1 0.9 2.0 11.5 0.0 2.2 2.9
Number of Traders in Each Category Total Traders: 160
6 9 . 11 17 5 39 49 10 10 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 41,133
Positions
13,643 538 7,900 7,848 5,115 0 4,817 21,786 534 4,257 1,903 74 2,060 3,283
Changes from: November 23, 2021 Total Change is: 6,685
50 28 5,903 2,716 -6,761 0 -1,323 7,196 -183 -79 210 27 -426 265
Percent of Open Interest Represented by Each Category of Trader
33.2 1.3 19.2 19.1 12.4 0.0 11.7 53.0 1.3 10.3 4.6 0.2 5.0 8.0
Number of Traders in Each Category Total Traders: 71
. . . 7 8 0 12 20 6 13 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 49,713
Positions
10,174 14,120 228 3,371 12,821 874 30,110 14,748 1,176 651 1,290 30 3,099 4,426
Changes from: November 23, 2021 Total Change is: 5,080
4,161 -4,441 150 -2,708 4,585 244 4,545 3,686 38 172 81 -13 -1,509 750
Percent of Open Interest Represented by Each Category of Trader
20.5 28.4 0.5 6.8 25.8 1.8 60.6 29.7 2.4 1.3 2.6 0.1 6.2 8.9
Number of Traders in Each Category Total Traders: 98
10 5 . 8 16 7 22 28 11 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 14,109
Positions
2,168 2,253 0 1,470 2,334 0 8,380 6,289 280 667 775 14 1,130 2,164
Changes from: November 23, 2021 Total Change is: 936
-84 30 0 -450 194 0 844 184 280 243 16 12 91 220
Percent of Open Interest Represented by Each Category of Trader
15.4 16.0 0.0 10.4 16.5 0.0 59.4 44.6 2.0 4.7 5.5 0.1 8.0 15.3
Number of Traders in Each Category Total Traders: 34
. . 0 . 4 0 8 11 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 51,237
Positions
14,910 19,200 1,164 13,348 2,105 636 10,175 4,649 1,288 745 15,449 40 8,931 6,707
Changes from: November 23, 2021 Total Change is: -2,111
342 -3,522 104 -1,593 196 277 -1,659 -293 672 696 -122 4 -953 574
Percent of Open Interest Represented by Each Category of Trader
29.1 37.5 2.3 26.1 4.1 1.2 19.9 9.1 2.5 1.5 30.2 0.1 17.4 13.1
Number of Traders in Each Category Total Traders: 113
16 18 5 22 5 7 26 15 14 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 102,473
Positions
29,820 38,400 2,327 26,696 4,210 1,271 20,349 9,298 2,577 1,491 30,897 79 17,863 13,414
Changes from: November 23, 2021 Total Change is: -4,221
685 -7,044 207 -3,186 392 553 -3,318 -586 1,344 1,393 -244 8 -1,907 1,148
Percent of Open Interest Represented by Each Category of Trader
29.1 37.5 2.3 26.1 4.1 1.2 19.9 9.1 2.5 1.5 30.2 0.1 17.4 13.1
Number of Traders in Each Category Total Traders: 113
16 18 5 22 5 7 26 15 14 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 39,791
Positions
8,114 23,747 1,673 24,679 9,507 1,386 1,462 3,246 0 0 0 0 2,477 232
Changes from: November 23, 2021 Total Change is: -1,548
244 -398 0 -1,394 -60 -386 93 -431 0 0 0 0 -105 -273
Percent of Open Interest Represented by Each Category of Trader
20.4 59.7 4.2 62.0 23.9 3.5 3.7 8.2 0.0 0.0 0.0 0.0 6.2 0.6
Number of Traders in Each Category Total Traders: 39
6 7 . 19 . 4 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 668,863
Positions
35,315 132,320 49,699 223,037 84,517 72,529 61,610 51,808 134,436 23,821 78,474 3,972 64,444 61,107
Changes from: November 23, 2021 Total Change is: 14,882
619 -965 2,920 -7,603 10,958 3,224 14,394 -263 5,087 -90 -4,186 -4,188 521 2,296
Percent of Open Interest Represented by Each Category of Trader
5.3 19.8 7.4 33.3 12.6 10.8 9.2 7.7 20.1 3.6 11.7 0.6 9.6 9.1
Number of Traders in Each Category Total Traders: 564
36 33 49 151 86 122 81 93 110 45 37 38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 31,935
Positions
11,984 27,808 0 12,076 2,568 40 4,471 434 0 0 0 0 3,364 1,085
Changes from: November 23, 2021 Total Change is: 1,234
1,627 -1,215 0 -593 2,568 40 160 -18 0 0 0 0 0 -141
Percent of Open Interest Represented by Each Category of Trader
37.5 87.1 0.0 37.8 8.0 0.1 14.0 1.4 0.0 0.0 0.0 0.0 10.5 3.4
Number of Traders in Each Category Total Traders: 37
4 10 0 14 . . 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,344,317
Positions
176,576 661,602 248,493 1,115,184 422,585 362,647 308,049 259,039 672,182 119,107 392,372 19,859 322,218 305,537
Changes from: November 23, 2021 Total Change is: 74,412
3,093 -4,825 14,601 -38,015 54,789 16,120 71,968 -1,317 25,436 -452 -20,928 -20,942 2,604 11,478
Percent of Open Interest Represented by Each Category of Trader
5.3 19.8 7.4 33.3 12.6 10.8 9.2 7.7 20.1 3.6 11.7 0.6 9.6 9.1
Number of Traders in Each Category Total Traders: 564
36 33 49 151 86 122 81 93 110 45 37 38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 32,958
Positions
18,759 27,328 1,000 8,083 2,595 0 1,816 1,009 49 0 0 0 3,251 977
Changes from: November 23, 2021 Total Change is: -796
2,952 -2,102 0 -2,963 2,122 0 -497 87 -38 0 0 0 -250 -865
Percent of Open Interest Represented by Each Category of Trader
56.9 82.9 3.0 24.5 7.9 0.0 5.5 3.1 0.1 0.0 0.0 0.0 9.9 3.0
Number of Traders in Each Category Total Traders: 37
7 6 . 14 . 0 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 22,701
Positions
12,590 20,419 0 7,270 154 275 460 1,227 0 0 0 0 2,106 626
Changes from: November 23, 2021 Total Change is: -898
-2,210 210 0 1,128 -1,176 27 460 616 0 0 0 0 -303 -575
Percent of Open Interest Represented by Each Category of Trader
55.5 89.9 0.0 32.0 0.7 1.2 2.0 5.4 0.0 0.0 0.0 0.0 9.3 2.8
Number of Traders in Each Category Total Traders: 25
. 11 0 6 . . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 204,248
Positions
35,979 5,780 0 16,638 5,146 196 40,571 148,859 8,926 2,648 0 0 99,290 35,341
Changes from: November 23, 2021 Total Change is: 26,011
3,760 1,146 0 272 4,053 -69 3,020 36,330 -9,472 -69 0 0 28,569 -5,977
Percent of Open Interest Represented by Each Category of Trader
17.6 2.8 0.0 8.1 2.5 0.1 19.9 72.9 4.4 1.3 0.0 0.0 48.6 17.3
Number of Traders in Each Category Total Traders: 25
. . 0 5 . . 5 8 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 40,778
Positions
6,960 9,723 154 18,812 21,361 2,351 3,342 3,065 3 0 0 0 9,156 4,121
Changes from: November 23, 2021 Total Change is: -1,279
1,163 -1,148 -126 -2,137 1,868 -341 370 -1,200 -169 0 0 0 -39 -163
Percent of Open Interest Represented by Each Category of Trader
17.1 23.8 0.4 46.1 52.4 5.8 8.2 7.5 0.0 0.0 0.0 0.0 22.5 10.1
Number of Traders in Each Category Total Traders: 63
5 6 . 24 16 10 7 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 482,305
Positions
95,884 80,966 6,261 209,583 165,187 47,726 54,206 93,806 20,050 6,621 45,398 292 41,683 22,620
Changes from: November 23, 2021 Total Change is: -6,097
8,138 -32,169 1,261 -23,733 17,239 1,804 3,123 -1,314 3,415 -27 1,015 133 -211 2,519
Percent of Open Interest Represented by Each Category of Trader
19.9 16.8 1.3 43.5 34.2 9.9 11.2 19.4 4.2 1.4 9.4 0.1 8.6 4.7
Number of Traders in Each Category Total Traders: 366
28 20 5 102 52 50 50 75 32 19 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 27,065
Positions
10,132 24,735 0 13,851 486 0 1,627 919 0 0 0 0 1,455 925
Changes from: November 23, 2021 Total Change is: 296
643 1,370 0 1,743 -1,731 -76 -18 170 0 -1,649 0 0 -347 563
Percent of Open Interest Represented by Each Category of Trader
37.4 91.4 0.0 51.2 1.8 0.0 6.0 3.4 0.0 0.0 0.0 0.0 5.4 3.4
Number of Traders in Each Category Total Traders: 30
4 5 0 15 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $0.5)
CFTC Code #239747 Open Interest is 51,408
Positions
800 3,510 0 1,055 0 0 31,848 29,902 516 835 1,404 0 16,354 16,076
Changes from: November 23, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
1.6 6.8 0.0 2.1 0.0 0.0 62.0 58.2 1.0 1.6 2.7 0.0 31.8 31.3
Number of Traders in Each Category Total Traders: 20
. . 0 . 0 0 . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 17,463
Positions
0 11,930 0 10,762 333 26 1,273 0 42 674 777 0 4,686 4,355
Changes from: November 23, 2021 Total Change is: -60
0 -223 0 -29 333 1 199 -1,093 42 -23 132 0 -250 748
Percent of Open Interest Represented by Each Category of Trader
0.0 68.3 0.0 61.6 1.9 0.1 7.3 0.0 0.2 3.9 4.4 0.0 26.8 24.9
Number of Traders in Each Category Total Traders: 22
0 . 0 11 . . 5 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 52,198
Positions
19,234 5,181 1,406 11,444 5,782 893 7,707 7,641 1,052 3,936 801 10 6,516 29,432
Changes from: November 23, 2021 Total Change is: -2,582
106 861 -25 -993 130 -120 -1,208 -5,691 -732 -69 -198 10 449 3,183
Percent of Open Interest Represented by Each Category of Trader
36.8 9.9 2.7 21.9 11.1 1.7 14.8 14.6 2.0 7.5 1.5 0.0 12.5 56.4
Number of Traders in Each Category Total Traders: 66
13 6 . 10 4 . 15 14 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 408,167
Positions
33,179 249,028 3,106 285,632 83,182 45,950 20,638 9,939 793 8,886 8,939 252 9,731 6,978
Changes from: November 23, 2021 Total Change is: 6,375
575 -4,685 -403 13,088 12,910 85 -2,947 -494 -325 -924 -403 -8 -2,766 -302
Percent of Open Interest Represented by Each Category of Trader
8.1 61.0 0.8 70.0 20.4 11.3 5.1 2.4 0.2 2.2 2.2 0.1 2.4 1.7
Number of Traders in Each Category Total Traders: 183
10 13 6 77 44 37 21 8 6 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,105,365
Positions
83,988 470,632 4,326 700,001 371,066 125,483 101,877 60,490 5,467 56,524 43,788 1,118 26,581 22,995
Changes from: November 23, 2021 Total Change is: 15,237
1,215 -22,162 -407 5,191 24,050 1,569 -4,636 4,875 354 11,690 -1,152 -708 969 8,818
Percent of Open Interest Represented by Each Category of Trader
7.6 42.6 0.4 63.3 33.6 11.4 9.2 5.5 0.5 5.1 4.0 0.1 2.4 2.1
Number of Traders in Each Category Total Traders: 406
28 18 13 142 85 87 54 36 22 27 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EM ASIA MINI NTR INDEX - ICE FUTURES U.S. (MSCI EM ASIA x 100)
CFTC Code #24477G Open Interest is 185,630
Positions
106,522 97,925 67,687 1,272 0 0 0 11,591 0 2,026 0 8,094 29 333
Changes from: November 23, 2021 Total Change is: 26,672
3,450 272 22,680 333 0 0 0 3,715 0 185 0 0 24 5
Percent of Open Interest Represented by Each Category of Trader
57.4 52.8 36.5 0.7 0.0 0.0 0.0 6.2 0.0 1.1 0.0 4.4 0.0 0.2
Number of Traders in Each Category Total Traders: 20
8 6 6 . 0 0 0 . 0 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 234,974
Positions
35,469 176,950 36,586 19,049 7,397 2,756 127,848 505 10,544 1,399 177 0 1,323 59
Changes from: November 23, 2021 Total Change is: -2,875
-3,500 -3,508 860 -282 0 100 -823 -75 -252 20 0 0 1,002 0
Percent of Open Interest Represented by Each Category of Trader
15.1 75.3 15.6 8.1 3.1 1.2 54.4 0.2 4.5 0.6 0.1 0.0 0.6 0.0
Number of Traders in Each Category Total Traders: 86
10 24 15 12 . . 27 . 6 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 62,469
Positions
13,535 17,197 1,816 16,277 8,646 844 10,088 11,324 9,249 2,087 3,123 391 8,182 9,880
Changes from: November 23, 2021 Total Change is: -605
127 -91 -74 1,177 843 -108 -336 -540 -241 -37 272 -263 -852 -403
Percent of Open Interest Represented by Each Category of Trader
21.7 27.5 2.9 26.1 13.8 1.4 16.1 18.1 14.8 3.3 5.0 0.6 13.1 15.8
Number of Traders in Each Category Total Traders: 315
27 21 14 63 45 37 41 63 40 23 32 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 312,344
Positions
67,676 85,987 9,079 81,386 43,229 4,219 50,441 56,618 46,243 10,437 15,614 1,954 40,909 49,401
Changes from: November 23, 2021 Total Change is: -3,026
637 -454 -371 5,885 4,213 -538 -1,678 -2,701 -1,204 -183 1,361 -1,317 -4,258 -2,016
Percent of Open Interest Represented by Each Category of Trader
21.7 27.5 2.9 26.1 13.8 1.4 16.1 18.1 14.8 3.3 5.0 0.6 13.1 15.8
Number of Traders in Each Category Total Traders: 315
27 21 14 63 45 37 41 63 40 23 32 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 132,781
Positions
729 7,806 0 688 0 0 83,229 90,656 4,900 2,367 4,532 11 40,857 24,876
Changes from: November 23, 2021 Total Change is: 2,310
8 1,176 0 14 -251 0 7,252 40 2,586 -946 -51 3 -6,608 -1,193
Percent of Open Interest Represented by Each Category of Trader
0.5 5.9 0.0 0.5 0.0 0.0 62.7 68.3 3.7 1.8 3.4 0.0 30.8 18.7
Number of Traders in Each Category Total Traders: 34
. . 0 . 0 0 8 9 7 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,382,338
Positions
3,267 111,836 31,138 555,266 262,730 294,974 92,102 335,977 123,589 84,529 38,961 8,410 189,061 174,722
Changes from: November 23, 2021 Total Change is: -69,943
-1,043 -9,074 -22,271 -1,072 -15,347 29,044 -15,615 8,406 -38,061 -8,027 -1,271 -2,612 -10,286 -18,757
Percent of Open Interest Represented by Each Category of Trader
0.2 8.1 2.3 40.2 19.0 21.3 6.7 24.3 8.9 6.1 2.8 0.6 13.7 12.6
Number of Traders in Each Category Total Traders: 190
4 20 17 66 33 65 21 33 38 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,242,866
Positions
49,590 30,251 4,072 673,906 268,386 198,690 60,210 562,958 37,046 69,547 5,463 49 149,756 135,951
Changes from: November 23, 2021 Total Change is: -45,177
10,850 -14,248 -10,708 3,924 15,179 -15,842 -10,856 4,777 -2,289 -516 275 -1,900 -17,840 -20,421
Percent of Open Interest Represented by Each Category of Trader
4.0 2.4 0.3 54.2 21.6 16.0 4.8 45.3 3.0 5.6 0.4 0.0 12.0 10.9
Number of Traders in Each Category Total Traders: 144
7 5 6 72 24 59 7 22 13 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,793,028
Positions
52,212 149,567 12,073 595,380 612,228 390,114 481,247 155,516 75,283 54,633 215,612 5,646 126,441 176,991
Changes from: November 23, 2021 Total Change is: -351,573
-3,737 -40,540 -33,748 34,465 -41,070 -5,649 -146,799 -53,278 -156,001 -27,326 -6,841 992 -13,770 -15,438
Percent of Open Interest Represented by Each Category of Trader
2.9 8.3 0.7 33.2 34.1 21.8 26.8 8.7 4.2 3.0 12.0 0.3 7.1 9.9
Number of Traders in Each Category Total Traders: 316
13 26 9 78 69 82 50 41 31 14 25 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,375,523
Positions
129,741 162,475 123,289 1,532,170 1,375,688 847,027 750,425 416,224 449,072 115,905 310,274 113,595 314,299 577,878
Changes from: November 23, 2021 Total Change is: -685,172
-17,634 -17,941 -134,293 54,184 -282 -124,584 -63,506 -19,656 -254,042 -58,143 -32 -24,230 -62,924 -110,113
Percent of Open Interest Represented by Each Category of Trader
3.0 3.7 2.8 35.0 31.4 19.4 17.2 9.5 10.3 2.6 7.1 2.6 7.2 13.2
Number of Traders in Each Category Total Traders: 422
19 32 30 82 109 107 54 74 80 20 32 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,428,740
Positions
88,011 30,498 6,814 384,924 480,337 214,941 530,383 310,905 49,659 49,977 56,496 0 104,031 279,090
Changes from: November 23, 2021 Total Change is: -141,308
-2,049 -13,233 -13,807 9,364 -53,119 1,109 -104,570 -16,107 -15,667 -4,303 -2,164 0 -11,385 -28,320
Percent of Open Interest Represented by Each Category of Trader
6.2 2.1 0.5 26.9 33.6 15.0 37.1 21.8 3.5 3.5 4.0 0.0 7.3 19.5
Number of Traders in Each Category Total Traders: 156
6 6 4 24 63 54 23 21 20 . 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,751,014
Positions
35,523 210,481 35,212 1,875,096 889,752 716,188 149,934 837,943 321,288 341,202 209,684 12,038 264,532 518,427
Changes from: November 23, 2021 Total Change is: -821,902
-32,014 20,899 -87,291 -36,883 -85,396 -87,496 -112,106 -61,596 -412,957 18,315 7,910 -13,046 -58,423 -102,928
Percent of Open Interest Represented by Each Category of Trader
0.9 5.6 0.9 50.0 23.7 19.1 4.0 22.3 8.6 9.1 5.6 0.3 7.1 13.8
Number of Traders in Each Category Total Traders: 335
9 33 19 77 71 89 33 73 59 14 25 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,426,038
Positions
373,674 205,887 571,296 26,618 6,813 23,542 64,414 250,878 323,423 20,556 5,766 4,227 18,288 34,206
Changes from: November 23, 2021 Total Change is: 127,617
16,771 1,318 73,108 3,358 2,263 5,211 -4,971 6,128 35,792 -1,292 1,514 139 -499 2,144
Percent of Open Interest Represented by Each Category of Trader
26.2 14.4 40.1 1.9 0.5 1.7 4.5 17.6 22.7 1.4 0.4 0.3 1.3 2.4
Number of Traders in Each Category Total Traders: 107
24 27 45 . . . 14 26 34 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is23,404,949
Positions
2,694,667 1,552,598 3,968,278 688,335 1,694,750 1,882,087 1,650,335 1,120,003 11,675,154 48,838 253,040 295,197 502,058 963,842
Changes from: November 23, 2021 Total Change is: -491,542
27,009 -155,816 -2,236 -66,770 -147,394 26,974 -204,281 -51,252 -212,937 -4,558 34,404 16,632 -71,375 82
Percent of Open Interest Represented by Each Category of Trader
11.5 6.6 17.0 2.9 7.2 8.0 7.1 4.8 49.9 0.2 1.1 1.3 2.1 4.1
Number of Traders in Each Category Total Traders: 284
34 38 68 20 29 40 46 75 104 11 23 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 1,375,078
Positions
670,553 379,030 354,275 19,476 66,255 41,377 31,217 313,134 195,341 51,172 12,563 11,517 150 1,585
Changes from: November 23, 2021 Total Change is: 87,377
50,789 51,970 18,358 295 6,313 -1,712 6,614 -3,833 15,627 -774 261 -329 -1,490 722
Percent of Open Interest Represented by Each Category of Trader
48.8 27.6 25.8 1.4 4.8 3.0 2.3 22.8 14.2 3.7 0.9 0.8 0.0 0.1
Number of Traders in Each Category Total Traders: 144
29 32 45 . 9 4 14 33 37 8 13 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 233,455
Positions
73,473 74,439 43,408 8,324 2,546 2,419 41,027 41,339 61,459 58 4,352 3,219 68 274
Changes from: November 23, 2021 Total Change is: 17,765
15,546 5,525 436 602 19 494 -2,100 8,538 2,694 0 -67 105 -12 21
Percent of Open Interest Represented by Each Category of Trader
31.5 31.9 18.6 3.6 1.1 1.0 17.6 17.7 26.3 0.0 1.9 1.4 0.0 0.1
Number of Traders in Each Category Total Traders: 79
14 24 17 . . . 16 17 23 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 195,024
Positions
0 58,279 0 1,368 1,531 0 10,813 36,570 97,959 84,882 627 0 2 58
Changes from: November 23, 2021 Total Change is: 3,089
0 1,699 0 0 0 0 -332 -830 2,251 1,170 0 0 0 -31
Percent of Open Interest Represented by Each Category of Trader
0.0 29.9 0.0 0.7 0.8 0.0 5.5 18.8 50.2 43.5 0.3 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 28
0 8 0 . . 0 . 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 13,417
Positions
587 1,336 75 5,800 702 36 2,285 7,800 793 1,663 1,518 311 1,867 845
Changes from: November 23, 2021 Total Change is: -1,206
-30 2 -32 338 -48 -28 -95 707 -222 71 1,197 -918 -290 -1,864
Percent of Open Interest Represented by Each Category of Trader
4.4 10.0 0.6 43.2 5.2 0.3 17.0 58.1 5.9 12.4 11.3 2.3 13.9 6.3
Number of Traders in Each Category Total Traders: 92
. . . 10 . . 28 28 16 11 4 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 16,817
Positions
338 196 66 252 0 0 2,284 5,797 3,878 3,719 5,287 628 5,652 965
Changes from: November 23, 2021 Total Change is: -22,794
-844 -245 66 8 0 0 -17,823 -5,603 391 -482 -14,259 -2,918 -1,192 -226
Percent of Open Interest Represented by Each Category of Trader
2.0 1.2 0.4 1.5 0.0 0.0 13.6 34.5 23.1 22.1 31.4 3.7 33.6 5.7
Number of Traders in Each Category Total Traders: 126
. . . 5 0 0 12 11 4 76 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 4,981
Positions
548 26 51 36 74 47 1,418 3,953 124 1,077 36 133 1,547 537
Changes from: November 23, 2021 Total Change is: -263
65 -16 -32 -35 0 0 -191 -183 -120 42 -3 85 -77 6
Percent of Open Interest Represented by Each Category of Trader
11.0 0.5 1.0 0.7 1.5 0.9 28.5 79.4 2.5 21.6 0.7 2.7 31.1 10.8
Number of Traders in Each Category Total Traders: 54
. . . . . . 21 16 4 8 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 52,377
Positions
823 40,824 0 20,731 1,004 705 17,091 5,214 1,316 4,887 1,054 237 6,588 2,023
Changes from: November 23, 2021 Total Change is: -5,517
-250 0 0 -611 -193 -3 -4,086 -5,296 560 -364 -642 41 -803 17
Percent of Open Interest Represented by Each Category of Trader
1.6 77.9 0.0 39.6 1.9 1.3 32.6 10.0 2.5 9.3 2.0 0.5 12.6 3.9
Number of Traders in Each Category Total Traders: 120
. . 0 17 4 4 38 16 7 30 12 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 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 325,869
Positions
60,531 27,720 14,157 109,019 46,948 32,245 23,610 108,704 55,276 5,739 8,334 4,164 21,128 28,321
Changes from: November 23, 2021 Total Change is: 14,457
-1,989 7,635 1,172 555 -22,966 -4,110 2,705 15,937 15,137 -753 2,862 980 760 -2,190
Percent of Open Interest Represented by Each Category of Trader
18.6 8.5 4.3 33.5 14.4 9.9 7.2 33.4 17.0 1.8 2.6 1.3 6.5 8.7
Number of Traders in Each Category Total Traders: 179
14 15 20 23 28 28 30 48 47 5 9 9
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Traders in Financial Futures - Options and Futures Combined Positions as of November 30, 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 39,298
Positions
3,910 4,289 117 24,232 2,623 1,216 542 30,964 0 8,654 30 0 627 59
Changes from: November 23, 2021 Total Change is: -980
-30 15 -15 -1,130 1,580 -491 28 -2,102 0 808 30 0 -150 3
Percent of Open Interest Represented by Each Category of Trader
9.9 10.9 0.3 61.7 6.7 3.1 1.4 78.8 0.0 22.0 0.1 0.0 1.6 0.2
Number of Traders in Each Category Total Traders: 50
. . . 13 4 . 7 6 0 13 . 0
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Updated December 03, 2021