Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 170,747
Positions
15,567 21,827 13,344 46,673 41,908 4,176 30,153 40,051 16,010 10,872 3,772 1,008 32,945 28,651
Changes from: November 30, 2021 Total Change is: -3,288
-208 -3,986 1,583 -510 3,269 -589 -1,731 -1,502 -2,317 1,063 -509 81 -660 681
Percent of Open Interest Represented by Each Category of Trader
9.1 12.8 7.8 27.3 24.5 2.4 17.7 23.5 9.4 6.4 2.2 0.6 19.3 16.8
Number of Traders in Each Category Total Traders: 112
9 6 10 16 18 10 20 28 20 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 53,976
Positions
27,250 1,511 774 4,602 15,864 1,649 3,532 9,678 4,413 0 0 0 11,756 20,087
Changes from: November 30, 2021 Total Change is: -565
298 60 -1,398 533 -1,185 102 -1,100 27 1,732 0 -479 0 -733 575
Percent of Open Interest Represented by Each Category of Trader
50.5 2.8 1.4 8.5 29.4 3.1 6.5 17.9 8.2 0.0 0.0 0.0 21.8 37.2
Number of Traders in Each Category Total Traders: 46
8 . 5 5 14 6 6 11 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 259,513
Positions
116,085 8,519 18,467 30,351 111,937 4,846 41,472 47,716 18,964 4,519 8,379 0 24,810 40,684
Changes from: November 30, 2021 Total Change is: -618
3,743 -437 10,054 -2,811 -228 -1,241 -2,715 -2,673 -8,511 150 -75 0 714 2,494
Percent of Open Interest Represented by Each Category of Trader
44.7 3.3 7.1 11.7 43.1 1.9 16.0 18.4 7.3 1.7 3.2 0.0 9.6 15.7
Number of Traders in Each Category Total Traders: 131
14 4 9 12 36 16 23 30 24 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 221,933
Positions
109,689 19,251 5,249 39,804 82,986 6,849 18,360 49,386 21,076 1,266 75 102 19,538 36,958
Changes from: November 30, 2021 Total Change is: -15,172
-12,393 -1,910 -315 1,598 -4,652 -1,282 -4,673 -12,854 4,532 0 -147 -268 -2,372 1,725
Percent of Open Interest Represented by Each Category of Trader
49.4 8.7 2.4 17.9 37.4 3.1 8.3 22.3 9.5 0.6 0.0 0.0 8.8 16.7
Number of Traders in Each Category Total Traders: 112
10 5 10 15 29 16 14 34 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 768,267
Positions
50,369 296,458 46,103 395,951 160,080 35,574 49,954 103,741 49,761 46,274 10,460 5,609 88,672 60,481
Changes from: November 30, 2021 Total Change is: -12,237
-6,920 3,517 18,815 2,802 -13,101 -5,416 -5,346 -8,761 -7,746 -1,789 1,004 1,130 -7,767 -1,680
Percent of Open Interest Represented by Each Category of Trader
6.6 38.6 6.0 51.5 20.8 4.6 6.5 13.5 6.5 6.0 1.4 0.7 11.5 7.9
Number of Traders in Each Category Total Traders: 350
17 17 18 110 47 54 43 60 41 40 16 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 37,258
Positions
889 11,665 1,548 14,885 8,909 2,649 529 4,925 1,689 0 0 0 15,069 5,873
Changes from: November 30, 2021 Total Change is: 4,275
-51 30 1,548 541 -559 92 97 737 1,689 0 0 0 359 738
Percent of Open Interest Represented by Each Category of Trader
2.4 31.3 4.2 40.0 23.9 7.1 1.4 13.2 4.5 0.0 0.0 0.0 40.4 15.8
Number of Traders in Each Category Total Traders: 30
. . . 16 5 10 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 28,272
Positions
8,440 0 509 5,056 15,937 1,390 5,226 2,285 371 0 0 0 7,280 7,780
Changes from: November 30, 2021 Total Change is: 1,739
134 0 9 -78 395 -3 996 0 364 0 0 0 317 974
Percent of Open Interest Represented by Each Category of Trader
29.9 0.0 1.8 17.9 56.4 4.9 18.5 8.1 1.3 0.0 0.0 0.0 25.7 27.5
Number of Traders in Each Category Total Traders: 23
. 0 . 4 10 5 4 . 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 225,111
Positions
122,210 4,239 8,660 27,734 109,055 6,276 27,031 46,284 10,306 1,827 2,475 216 20,852 37,600
Changes from: November 30, 2021 Total Change is: 7,028
1,160 816 6,406 -497 4,293 -162 3,031 -5,169 -3,781 68 485 216 587 3,923
Percent of Open Interest Represented by Each Category of Trader
54.3 1.9 3.8 12.3 48.4 2.8 12.0 20.6 4.6 0.8 1.1 0.1 9.3 16.7
Number of Traders in Each Category Total Traders: 103
11 6 10 12 23 13 15 29 15 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 59,970
Positions
387 33,728 11,246 35,003 116 62 6,163 8,093 692 3,363 4,745 0 3,054 1,288
Changes from: November 30, 2021 Total Change is: 10,100
-26 2 11,244 -1,421 -234 20 -720 -1,900 676 315 50 0 12 242
Percent of Open Interest Represented by Each Category of Trader
0.6 56.2 18.8 58.4 0.2 0.1 10.3 13.5 1.2 5.6 7.9 0.0 5.1 2.1
Number of Traders in Each Category Total Traders: 45
. . . 12 . . 14 4 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 200,322
Positions
46,903 90,653 15,329 50,887 26,809 1,651 74,267 35,018 2,865 3,389 21,843 173 4,858 5,981
Changes from: November 30, 2021 Total Change is: 4,087
335 -4,678 14,824 2,184 -2,613 264 -14,826 -4,521 1,132 -478 -715 106 547 288
Percent of Open Interest Represented by Each Category of Trader
23.4 45.3 7.7 25.4 13.4 0.8 37.1 17.5 1.4 1.7 10.9 0.1 2.4 3.0
Number of Traders in Each Category Total Traders: 144
5 9 . 9 18 6 35 43 14 7 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 25,581
Positions
7,097 3,260 1,089 5,598 5,151 146 5,809 11,240 34 3,218 1,860 0 2,590 2,801
Changes from: November 30, 2021 Total Change is: -15,552
-6,546 2,722 -6,811 -2,250 36 146 992 -10,546 -500 -1,039 -43 -74 530 -482
Percent of Open Interest Represented by Each Category of Trader
27.7 12.7 4.3 21.9 20.1 0.6 22.7 43.9 0.1 12.6 7.3 0.0 10.1 10.9
Number of Traders in Each Category Total Traders: 65
. . . 7 7 . 11 21 . 10 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 55,978
Positions
11,090 11,673 1,960 1,834 18,130 502 33,132 13,403 3,718 515 1,533 32 3,195 5,027
Changes from: November 30, 2021 Total Change is: 6,265
916 -2,447 1,732 -1,537 5,309 -372 3,022 -1,345 2,542 -136 243 2 96 601
Percent of Open Interest Represented by Each Category of Trader
19.8 20.9 3.5 3.3 32.4 0.9 59.2 23.9 6.6 0.9 2.7 0.1 5.7 9.0
Number of Traders in Each Category Total Traders: 96
8 6 5 6 19 7 23 25 12 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 12,669
Positions
1,689 2,253 236 1,660 2,475 0 7,425 4,348 127 367 792 14 1,151 2,424
Changes from: November 30, 2021 Total Change is: -1,440
-479 0 236 190 141 0 -955 -1,941 -153 -300 17 0 21 260
Percent of Open Interest Represented by Each Category of Trader
13.3 17.8 1.9 13.1 19.5 0.0 58.6 34.3 1.0 2.9 6.3 0.1 9.1 19.1
Number of Traders in Each Category Total Traders: 31
. . . 5 4 0 6 9 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 52,008
Positions
14,693 19,306 988 15,298 2,161 290 11,991 5,138 465 34 15,943 49 8,200 7,669
Changes from: November 30, 2021 Total Change is: 771
-217 106 -176 1,950 56 -346 1,816 489 -823 -711 495 9 -731 962
Percent of Open Interest Represented by Each Category of Trader
28.3 37.1 1.9 29.4 4.2 0.6 23.1 9.9 0.9 0.1 30.7 0.1 15.8 14.7
Number of Traders in Each Category Total Traders: 108
14 17 6 24 6 6 27 14 11 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 104,015
Positions
29,386 38,612 1,976 30,595 4,321 579 23,982 10,275 930 68 31,886 98 16,401 15,338
Changes from: November 30, 2021 Total Change is: 1,542
-434 212 -351 3,899 111 -692 3,633 977 -1,646 -1,423 989 18 -1,462 1,923
Percent of Open Interest Represented by Each Category of Trader
28.3 37.1 1.9 29.4 4.2 0.6 23.1 9.9 0.9 0.1 30.7 0.1 15.8 14.7
Number of Traders in Each Category Total Traders: 108
14 17 6 24 6 6 27 14 11 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 40,408
Positions
8,100 23,510 1,673 25,496 9,616 1,532 1,223 3,723 0 0 0 0 2,384 354
Changes from: November 30, 2021 Total Change is: 617
-14 -237 0 817 109 146 -239 477 0 0 0 0 -93 122
Percent of Open Interest Represented by Each Category of Trader
20.0 58.2 4.1 63.1 23.8 3.8 3.0 9.2 0.0 0.0 0.0 0.0 5.9 0.9
Number of Traders in Each Category Total Traders: 41
6 7 . 20 . 4 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 675,525
Positions
38,722 131,764 59,499 218,093 85,578 68,037 55,731 53,784 142,330 27,940 71,541 3,738 61,434 59,252
Changes from: November 30, 2021 Total Change is: 6,662
3,407 -556 9,800 -4,944 1,061 -4,492 -5,879 1,977 7,894 4,119 -6,933 -234 -3,010 -1,855
Percent of Open Interest Represented by Each Category of Trader
5.7 19.5 8.8 32.3 12.7 10.1 8.2 8.0 21.1 4.1 10.6 0.6 9.1 8.8
Number of Traders in Each Category Total Traders: 561
38 31 49 153 84 117 79 89 111 41 43 43
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 30,927
Positions
11,359 27,038 0 11,456 2,568 0 4,324 531 0 0 0 0 3,788 790
Changes from: November 30, 2021 Total Change is: -1,008
-625 -770 0 -620 0 -40 -147 97 0 0 0 0 424 -295
Percent of Open Interest Represented by Each Category of Trader
36.7 87.4 0.0 37.0 8.3 0.0 14.0 1.7 0.0 0.0 0.0 0.0 12.2 2.6
Number of Traders in Each Category Total Traders: 34
4 10 0 12 . 0 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 3,377,625
Positions
193,612 658,821 297,495 1,090,465 427,888 340,187 278,653 268,922 711,652 139,702 357,707 18,690 307,170 296,262
Changes from: November 30, 2021 Total Change is: 33,308
17,036 -2,780 49,002 -24,720 5,303 -22,460 -29,397 9,883 39,470 20,594 -34,666 -1,169 -15,049 -9,274
Percent of Open Interest Represented by Each Category of Trader
5.7 19.5 8.8 32.3 12.7 10.1 8.2 8.0 21.1 4.1 10.6 0.6 9.1 8.8
Number of Traders in Each Category Total Traders: 561
38 31 49 153 84 117 79 89 111 41 43 43
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 36,342
Positions
16,488 27,336 5,500 8,196 1,718 0 1,917 771 49 0 0 0 4,192 968
Changes from: November 30, 2021 Total Change is: 3,384
-2,271 8 4,500 113 -877 0 101 -238 0 0 0 0 941 -9
Percent of Open Interest Represented by Each Category of Trader
45.4 75.2 15.1 22.6 4.7 0.0 5.3 2.1 0.1 0.0 0.0 0.0 11.5 2.7
Number of Traders in Each Category Total Traders: 37
7 6 . 14 . 0 6 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 23,732
Positions
9,526 21,318 0 10,964 154 275 520 1,082 0 0 0 0 2,447 903
Changes from: November 30, 2021 Total Change is: 1,031
-3,064 899 0 3,694 0 0 60 -145 0 0 0 0 341 277
Percent of Open Interest Represented by Each Category of Trader
40.1 89.8 0.0 46.2 0.6 1.2 2.2 4.6 0.0 0.0 0.0 0.0 10.3 3.8
Number of Traders in Each Category Total Traders: 23
. 11 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 220,940
Positions
36,044 6,088 214 16,372 5,219 295 49,563 152,410 15,882 1,183 0 0 101,387 40,832
Changes from: November 30, 2021 Total Change is: 16,692
65 308 214 -266 73 99 8,992 3,551 6,956 -1,465 0 0 2,097 5,491
Percent of Open Interest Represented by Each Category of Trader
16.3 2.8 0.1 7.4 2.4 0.1 22.4 69.0 7.2 0.5 0.0 0.0 45.9 18.5
Number of Traders in Each Category Total Traders: 27
. . . 5 . . 6 10 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 41,489
Positions
6,716 10,590 187 19,563 20,723 2,451 3,422 3,171 169 322 0 0 8,659 4,198
Changes from: November 30, 2021 Total Change is: 711
-244 867 33 751 -638 100 80 106 166 322 0 0 -497 77
Percent of Open Interest Represented by Each Category of Trader
16.2 25.5 0.5 47.2 49.9 5.9 8.2 7.6 0.4 0.8 0.0 0.0 20.9 10.1
Number of Traders in Each Category Total Traders: 70
4 8 . 27 17 9 6 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 478,092
Positions
94,995 85,271 7,356 206,213 165,001 50,244 47,019 81,623 21,833 14,207 44,876 230 35,995 21,659
Changes from: November 30, 2021 Total Change is: -4,213
-889 4,305 1,095 -3,369 -186 2,518 -7,187 -12,183 1,783 7,586 -522 -62 -5,687 -961
Percent of Open Interest Represented by Each Category of Trader
19.9 17.8 1.5 43.1 34.5 10.5 9.8 17.1 4.6 3.0 9.4 0.0 7.5 4.5
Number of Traders in Each Category Total Traders: 357
26 22 11 98 57 51 47 71 38 19 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 25,879
Positions
9,759 24,185 0 13,350 497 0 1,438 662 0 0 0 0 1,332 535
Changes from: November 30, 2021 Total Change is: -1,186
-373 -550 0 -501 11 0 -189 -257 0 0 0 0 -123 -390
Percent of Open Interest Represented by Each Category of Trader
37.7 93.5 0.0 51.6 1.9 0.0 5.6 2.6 0.0 0.0 0.0 0.0 5.1 2.1
Number of Traders in Each Category Total Traders: 29
4 5 0 15 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 25,848
Positions
9 13,034 876 10,504 0 16 2,524 1,670 4,122 697 1,078 1,116 5,984 3,936
Changes from: November 30, 2021 Total Change is: 8,385
9 1,104 876 -258 -333 -10 1,251 1,670 4,080 23 301 1,116 1,298 -419
Percent of Open Interest Represented by Each Category of Trader
0.0 50.4 3.4 40.6 0.0 0.1 9.8 6.5 15.9 2.7 4.2 4.3 23.2 15.2
Number of Traders in Each Category Total Traders: 26
. . . 11 0 . . . 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 61,968
Positions
20,454 5,449 2,729 12,963 4,981 425 7,795 12,791 5,143 5,323 27 185 6,951 30,238
Changes from: November 30, 2021 Total Change is: 9,770
1,220 268 1,323 1,519 -801 -468 88 5,150 4,091 1,387 -774 175 435 806
Percent of Open Interest Represented by Each Category of Trader
33.0 8.8 4.4 20.9 8.0 0.7 12.6 20.6 8.3 8.6 0.0 0.3 11.2 48.8
Number of Traders in Each Category Total Traders: 72
13 7 9 11 4 4 17 15 10 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 400,675
Positions
33,424 242,024 4,802 279,506 85,012 44,191 19,807 14,047 377 8,219 4,173 311 10,038 5,738
Changes from: November 30, 2021 Total Change is: -7,492
245 -7,004 1,696 -6,126 1,830 -1,759 -831 4,108 -416 -667 -4,766 59 307 -1,240
Percent of Open Interest Represented by Each Category of Trader
8.3 60.4 1.2 69.8 21.2 11.0 4.9 3.5 0.1 2.1 1.0 0.1 2.5 1.4
Number of Traders in Each Category Total Traders: 182
12 12 10 73 45 39 18 12 5 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 1,112,919
Positions
83,617 469,449 11,144 720,807 389,159 126,901 82,699 65,463 8,740 48,450 25,019 4,468 26,093 12,576
Changes from: November 30, 2021 Total Change is: 7,554
-371 -1,183 6,818 20,806 18,093 1,418 -19,178 4,973 3,273 -8,074 -18,769 3,350 -488 -10,419
Percent of Open Interest Represented by Each Category of Trader
7.5 42.2 1.0 64.8 35.0 11.4 7.4 5.9 0.8 4.4 2.2 0.4 2.3 1.1
Number of Traders in Each Category Total Traders: 414
28 20 17 144 86 86 51 41 26 28 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 242,106
Positions
35,884 180,610 38,568 19,049 7,397 2,756 132,293 755 11,784 1,449 177 0 323 59
Changes from: November 30, 2021 Total Change is: 7,132
415 3,660 1,982 0 0 0 4,445 250 1,240 50 0 0 -1,000 0
Percent of Open Interest Represented by Each Category of Trader
14.8 74.6 15.9 7.9 3.1 1.1 54.6 0.3 4.9 0.6 0.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 86
10 24 16 12 . . 27 . 6 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 62,085
Positions
12,745 17,212 2,093 14,787 8,240 635 10,022 10,471 10,327 2,114 3,309 523 8,840 9,276
Changes from: November 30, 2021 Total Change is: -383
-791 15 277 -1,490 -406 -209 -67 -853 1,079 27 186 132 659 -604
Percent of Open Interest Represented by Each Category of Trader
20.5 27.7 3.4 23.8 13.3 1.0 16.1 16.9 16.6 3.4 5.3 0.8 14.2 14.9
Number of Traders in Each Category Total Traders: 309
26 20 16 65 42 37 45 57 45 21 33 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 310,427
Positions
63,724 86,061 10,464 73,936 41,200 3,173 50,108 52,355 51,636 10,570 16,544 2,616 44,202 46,379
Changes from: November 30, 2021 Total Change is: -1,917
-3,953 74 1,386 -7,451 -2,029 -1,046 -334 -4,264 5,393 133 930 662 3,293 -3,022
Percent of Open Interest Represented by Each Category of Trader
20.5 27.7 3.4 23.8 13.3 1.0 16.1 16.9 16.6 3.4 5.3 0.8 14.2 14.9
Number of Traders in Each Category Total Traders: 309
26 20 16 65 42 37 45 57 45 21 33 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 152,734
Positions
1,038 8,408 268 582 0 0 103,201 100,219 9,715 3,179 4,843 7 34,743 29,274
Changes from: November 30, 2021 Total Change is: 19,953
309 602 268 -106 0 0 19,972 9,563 4,815 812 311 -4 -6,113 4,398
Percent of Open Interest Represented by Each Category of Trader
0.7 5.5 0.2 0.4 0.0 0.0 67.6 65.6 6.4 2.1 3.2 0.0 22.7 19.2
Number of Traders in Each Category Total Traders: 38
. . . . 0 0 11 8 8 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 1,397,708
Positions
4,632 109,069 34,608 553,143 262,080 291,357 95,325 347,984 122,601 82,264 32,847 11,813 201,964 185,349
Changes from: November 30, 2021 Total Change is: 15,370
1,365 -2,767 3,470 -2,123 -650 -3,617 3,223 12,007 -988 -2,265 -6,114 3,403 12,902 10,627
Percent of Open Interest Represented by Each Category of Trader
0.3 7.8 2.5 39.6 18.8 20.8 6.8 24.9 8.8 5.9 2.4 0.8 14.4 13.3
Number of Traders in Each Category Total Traders: 186
8 18 20 64 30 62 20 35 38 7 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 1,231,803
Positions
41,115 45,066 1,672 666,558 267,019 201,253 65,454 543,088 30,921 71,181 5,416 24 153,626 137,344
Changes from: November 30, 2021 Total Change is: -11,063
-8,475 14,815 -2,400 -7,348 -1,367 2,563 5,244 -19,870 -6,125 1,634 -47 -25 3,869 1,393
Percent of Open Interest Represented by Each Category of Trader
3.3 3.7 0.1 54.1 21.7 16.3 5.3 44.1 2.5 5.8 0.4 0.0 12.5 11.1
Number of Traders in Each Category Total Traders: 147
6 8 5 71 24 57 9 21 13 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 1,902,996
Positions
58,334 154,933 10,608 580,762 637,668 415,173 525,457 148,137 123,366 54,470 223,310 5,733 129,092 184,067
Changes from: November 30, 2021 Total Change is: 109,968
6,122 5,366 -1,465 -14,618 25,440 25,060 44,210 -7,379 48,084 -163 7,698 87 2,651 7,076
Percent of Open Interest Represented by Each Category of Trader
3.1 8.1 0.6 30.5 33.5 21.8 27.6 7.8 6.5 2.9 11.7 0.3 6.8 9.7
Number of Traders in Each Category Total Traders: 331
14 31 9 73 82 83 44 46 38 14 27 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 4,448,938
Positions
172,794 140,261 155,587 1,552,509 1,412,827 834,913 687,368 417,020 496,029 112,619 274,230 130,865 306,253 587,208
Changes from: November 30, 2021 Total Change is: 73,415
43,054 -22,214 32,298 20,340 37,139 -12,114 -63,057 796 46,956 -3,286 -36,044 17,271 -8,046 9,329
Percent of Open Interest Represented by Each Category of Trader
3.9 3.2 3.5 34.9 31.8 18.8 15.5 9.4 11.1 2.5 6.2 2.9 6.9 13.2
Number of Traders in Each Category Total Traders: 429
22 30 33 83 109 108 58 74 84 20 33 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 1,374,429
Positions
81,439 29,076 5,621 393,900 498,964 208,897 489,874 285,288 28,672 58,774 42,640 0 107,252 275,271
Changes from: November 30, 2021 Total Change is: -54,311
-6,572 -1,422 -1,193 8,976 18,627 -6,044 -40,509 -25,617 -20,987 8,797 -13,856 0 3,221 -3,819
Percent of Open Interest Represented by Each Category of Trader
5.9 2.1 0.4 28.7 36.3 15.2 35.6 20.8 2.1 4.3 3.1 0.0 7.8 20.0
Number of Traders in Each Category Total Traders: 158
6 6 . 26 63 54 23 22 17 4 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 3,860,924
Positions
36,778 212,760 44,661 1,997,716 904,807 680,123 141,814 892,008 369,555 316,822 238,421 13,549 259,905 505,040
Changes from: November 30, 2021 Total Change is: 109,910
1,255 2,279 9,449 122,620 15,055 -36,065 -8,120 54,065 48,267 -24,380 28,738 1,510 -4,626 -13,387
Percent of Open Interest Represented by Each Category of Trader
1.0 5.5 1.2 51.7 23.4 17.6 3.7 23.1 9.6 8.2 6.2 0.4 6.7 13.1
Number of Traders in Each Category Total Traders: 342
9 34 20 75 76 92 32 74 61 11 31 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 1,338,244
Positions
356,393 162,873 558,609 25,605 8,352 26,195 34,661 253,698 292,235 19,704 5,019 2,815 22,027 28,448
Changes from: November 30, 2021 Total Change is: -87,794
-17,281 -43,014 -12,687 -1,013 1,539 2,653 -29,753 2,820 -31,188 -852 -747 -1,412 3,739 -5,758
Percent of Open Interest Represented by Each Category of Trader
26.6 12.2 41.7 1.9 0.6 2.0 2.6 19.0 21.8 1.5 0.4 0.2 1.6 2.1
Number of Traders in Each Category Total Traders: 110
25 27 45 . 4 . 15 27 32 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 is24,531,529
Positions
2,704,972 1,602,757 4,181,170 713,715 1,679,986 1,863,768 1,617,475 1,049,277 12,607,360 43,688 256,234 312,314 487,067 978,663
Changes from: November 30, 2021 Total Change is: 1,126,580
10,305 50,159 212,892 25,380 -14,764 -18,318 -32,860 -70,726 932,205 -5,150 3,194 17,117 -14,991 14,820
Percent of Open Interest Represented by Each Category of Trader
11.0 6.5 17.0 2.9 6.8 7.6 6.6 4.3 51.4 0.2 1.0 1.3 2.0 4.0
Number of Traders in Each Category Total Traders: 286
29 45 70 19 25 35 39 92 110 11 20 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 1,437,976
Positions
630,737 365,190 406,950 19,506 69,524 44,115 76,032 332,865 195,267 52,851 11,577 11,537 981 951
Changes from: November 30, 2021 Total Change is: 62,898
-39,815 -13,840 52,675 30 3,269 2,737 44,815 19,730 -74 1,679 -986 20 831 -634
Percent of Open Interest Represented by Each Category of Trader
43.9 25.4 28.3 1.4 4.8 3.1 5.3 23.1 13.6 3.7 0.8 0.8 0.1 0.1
Number of Traders in Each Category Total Traders: 146
31 30 48 4 10 4 21 26 37 9 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 192,608
Positions
78,430 55,349 27,755 5,576 2,495 2,089 31,184 52,973 44,152 58 4,422 3,231 133 142
Changes from: November 30, 2021 Total Change is: -40,847
4,957 -19,090 -15,653 -2,748 -51 -330 -9,843 11,634 -17,307 0 70 12 65 -132
Percent of Open Interest Represented by Each Category of Trader
40.7 28.7 14.4 2.9 1.3 1.1 16.2 27.5 22.9 0.0 2.3 1.7 0.1 0.1
Number of Traders in Each Category Total Traders: 80
15 21 19 . . . 18 17 26 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 191,404
Positions
0 50,831 0 0 1,592 406 12,306 26,196 111,671 67,018 652 0 3 56
Changes from: November 30, 2021 Total Change is: -3,620
0 -7,448 0 -1,368 61 406 1,493 -10,374 13,712 -17,864 25 0 1 -2
Percent of Open Interest Represented by Each Category of Trader
0.0 26.6 0.0 0.0 0.8 0.2 6.4 13.7 58.3 35.0 0.3 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 27
0 7 0 0 4 . . 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 13,601
Positions
479 1,082 87 5,962 718 53 1,896 8,113 1,123 1,736 962 552 1,713 911
Changes from: November 30, 2021 Total Change is: 184
-108 -254 12 162 16 17 -388 313 330 72 -556 241 -154 66
Percent of Open Interest Represented by Each Category of Trader
3.5 8.0 0.6 43.8 5.3 0.4 13.9 59.7 8.3 12.8 7.1 4.1 12.6 6.7
Number of Traders in Each Category Total Traders: 91
. . . 8 . . 25 33 18 10 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 36,875
Positions
1,848 41 10 142 70 0 14,831 23,873 4,991 3,714 1,551 5,292 6,047 1,047
Changes from: November 30, 2021 Total Change is: 20,058
1,510 -155 -56 -110 70 0 12,547 18,076 1,113 -5 -3,736 4,664 395 82
Percent of Open Interest Represented by Each Category of Trader
5.0 0.1 0.0 0.4 0.2 0.0 40.2 64.7 13.5 10.1 4.2 14.4 16.4 2.8
Number of Traders in Each Category Total Traders: 133
. . . . . 0 11 13 4 78 23 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 4,535
Positions
198 63 69 25 74 47 1,205 3,248 229 1,144 32 316 1,302 457
Changes from: November 30, 2021 Total Change is: -446
-350 37 18 -11 0 0 -213 -705 105 67 -4 183 -245 -80
Percent of Open Interest Represented by Each Category of Trader
4.4 1.4 1.5 0.6 1.6 1.0 26.6 71.6 5.0 25.2 0.7 7.0 28.7 10.1
Number of Traders in Each Category Total Traders: 53
. . . . . . 16 15 6 12 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 60,109
Positions
748 40,872 0 22,014 1,053 652 15,933 7,037 7,055 5,854 924 152 7,701 2,364
Changes from: November 30, 2021 Total Change is: 7,732
-75 48 0 1,283 49 -53 -1,158 1,823 5,739 967 -130 -84 1,113 340
Percent of Open Interest Represented by Each Category of Trader
1.2 68.0 0.0 36.6 1.8 1.1 26.5 11.7 11.7 9.7 1.5 0.3 12.8 3.9
Number of Traders in Each Category Total Traders: 125
. . 0 18 4 4 39 14 11 35 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 300,082
Positions
45,680 22,249 12,794 103,079 39,726 33,254 24,021 100,116 49,526 6,469 8,862 5,627 19,632 27,928
Changes from: November 30, 2021 Total Change is: -25,787
-14,851 -5,471 -1,363 -5,940 -7,222 1,009 411 -8,588 -5,750 730 528 1,463 -1,496 -393
Percent of Open Interest Represented by Each Category of Trader
15.2 7.4 4.3 34.4 13.2 11.1 8.0 33.4 16.5 2.2 3.0 1.9 6.5 9.3
Number of Traders in Each Category Total Traders: 176
11 16 15 21 28 28 23 51 51 5 12 10
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Traders in Financial Futures - Options and Futures Combined Positions as of December 7, 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 48,211
Positions
3,910 4,406 0 33,255 3,227 1,216 497 39,225 0 8,640 0 96 597 41
Changes from: November 30, 2021 Total Change is: 8,913
0 117 -117 9,023 604 0 -45 8,261 0 -14 -30 96 -30 -18
Percent of Open Interest Represented by Each Category of Trader
8.1 9.1 0.0 69.0 6.7 2.5 1.0 81.4 0.0 17.9 0.0 0.2 1.2 0.1
Number of Traders in Each Category Total Traders: 47
. . 0 13 4 . 6 7 0 11 0 .
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Updated December 10, 2021